lightningdevkit/structs/ProbabilisticScorer.d.mts

Lightning Development Kit

import { NodeId } from '../structs/NodeId.mjs';
import { Option_C2Tuple_u64u64ZZ } from '../structs/Option_C2Tuple_u64u64ZZ.mjs';
import { Option_C2Tuple_ThirtyTwoU16sThirtyTwoU16sZZ } from '../structs/Option_C2Tuple_ThirtyTwoU16sThirtyTwoU16sZZ.mjs';
import { Option_f64Z } from '../structs/Option_f64Z.mjs';
import { Logger } from '../structs/Logger.mjs';
import { NetworkGraph } from '../structs/NetworkGraph.mjs';
import { Result_ProbabilisticScorerDecodeErrorZ } from '../structs/Result_ProbabilisticScorerDecodeErrorZ.mjs';
import { ProbabilisticScoringFeeParameters } from '../structs/ProbabilisticScoringFeeParameters.mjs';
import { ScoreLookUp } from '../structs/ScoreLookUp.mjs';
import { ScoreUpdate } from '../structs/ScoreUpdate.mjs';
import { Score } from '../structs/Score.mjs';
import { ProbabilisticScoringDecayParameters } from '../structs/ProbabilisticScoringDecayParameters.mjs';
import { CommonBase } from './CommonBase.mjs';
/**
 * [`ScoreLookUp`] implementation using channel success probability distributions.
 *
 * Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
 * we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
 * When a payment is forwarded through a channel (but fails later in the route), we learn the
 * lower-bound on the channel's available liquidity must be at least the value of the HTLC.
 *
 * These bounds are then used to determine a success probability using the formula from
 * Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
 * and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
 *
 * This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
 * [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
 * milli-satoshis. The penalties, when added across all hops, have the property of being linear in
 * terms of the entire path's success probability. This allows the router to directly compare
 * penalties for different paths. See the documentation of those parameters for the exact formulas.
 *
 * The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
 *
 * Further, we track the history of our upper and lower liquidity bounds for each channel,
 * allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
 * and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
 * formula, but using the history of a channel rather than our latest estimates for the liquidity
 * bounds.
 *
 * [1]: https://arxiv.org/abs/2107.05322
 * [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
 * [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
 * [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
 * [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
 * [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
 */
export declare class ProbabilisticScorer extends CommonBase {
    /**
     * Creates a new scorer using the given scoring parameters for sending payments from a node
     * through a network graph.
     */
    static constructor_new(decay_params: ProbabilisticScoringDecayParameters, network_graph: NetworkGraph, logger: Logger): ProbabilisticScorer;
    /**
     * Dump the contents of this scorer into the configured logger.
     *
     * Note that this writes roughly one line per channel for which we have a liquidity estimate,
     * which may be a substantial amount of log output.
     */
    debug_log_liquidity_stats(): void;
    /**
     * Query the estimated minimum and maximum liquidity available for sending a payment over the
     * channel with `scid` towards the given `target` node.
     */
    estimated_channel_liquidity_range(scid: bigint, target: NodeId): Option_C2Tuple_u64u64ZZ;
    /**
     * Query the historical estimated minimum and maximum liquidity available for sending a
     * payment over the channel with `scid` towards the given `target` node.
     *
     * Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
     * the second set describes the upper-bound liquidity history. Each bucket describes the
     * relative frequency at which we've seen a liquidity bound in the bucket's range relative to
     * the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
     * more recent data points are weighted more heavily than older datapoints.
     *
     * Note that the range of each bucket varies by its location to provide more granular results
     * at the edges of a channel's capacity, where it is more likely to sit.
     *
     * When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
     * is calculated by dividing that bucket's value with the total value of all buckets.
     *
     * For example, using a lower bucket count for illustrative purposes, a value of
     * `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
     * close to the channel's capacity to be 100%, and have never (recently) seen it in any other
     * bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
     * in the top and bottom bucket, and roughly with similar (recent) frequency.
     *
     * Because the datapoints are decayed slowly over time, values will eventually return to
     * `Some(([0; 32], [0; 32]))` or `None` if no data remains for a channel.
     *
     * In order to fetch a single success probability from the buckets provided here, as used in
     * the scoring model, see [`Self::historical_estimated_payment_success_probability`].
     */
    historical_estimated_channel_liquidity_probabilities(scid: bigint, target: NodeId): Option_C2Tuple_ThirtyTwoU16sThirtyTwoU16sZZ;
    /**
     * Query the probability of payment success sending the given `amount_msat` over the channel
     * with `scid` towards the given `target` node, based on the historical estimated liquidity
     * bounds.
     *
     * Returns `None` if:
     * - the given channel is not in the network graph, the provided `target` is not a party to
     * the channel, or we don't have forwarding parameters for either direction in the channel.
     * - `allow_fallback_estimation` is *not* set and there is no (or insufficient) historical
     * data for the given channel.
     *
     * These are the same bounds as returned by
     * [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
     * [`Self::estimated_channel_liquidity_range`]).
     */
    historical_estimated_payment_success_probability(scid: bigint, target: NodeId, amount_msat: bigint, params: ProbabilisticScoringFeeParameters, allow_fallback_estimation: boolean): Option_f64Z;
    /**
     * Query the probability of payment success sending the given `amount_msat` over the channel
     * with `scid` towards the given `target` node, based on the live estimated liquidity bounds.
     *
     * This will return `Some` for any channel which is present in the [`NetworkGraph`], including
     * if we have no bound information beside the channel's capacity.
     */
    live_estimated_payment_success_probability(scid: bigint, target: NodeId, amount_msat: bigint, params: ProbabilisticScoringFeeParameters): Option_f64Z;
    /**
     * Constructs a new ScoreLookUp which calls the relevant methods on this_arg.
     * This copies the `inner` pointer in this_arg and thus the returned ScoreLookUp must be freed before this_arg is
     */
    as_ScoreLookUp(): ScoreLookUp;
    /**
     * Constructs a new ScoreUpdate which calls the relevant methods on this_arg.
     * This copies the `inner` pointer in this_arg and thus the returned ScoreUpdate must be freed before this_arg is
     */
    as_ScoreUpdate(): ScoreUpdate;
    /**
     * Constructs a new Score which calls the relevant methods on this_arg.
     * This copies the `inner` pointer in this_arg and thus the returned Score must be freed before this_arg is
     */
    as_Score(): Score;
    /**
     * Serialize the ProbabilisticScorer object into a byte array which can be read by ProbabilisticScorer_read
     */
    write(): Uint8Array;
    /**
     * Read a ProbabilisticScorer from a byte array, created by ProbabilisticScorer_write
     */
    static constructor_read(ser: Uint8Array, arg_a: ProbabilisticScoringDecayParameters, arg_b: NetworkGraph, arg_c: Logger): Result_ProbabilisticScorerDecodeErrorZ;
}