Struct lightning::routing::scoring::ProbabilisticScoringParameters

pub struct ProbabilisticScoringParameters {
    pub base_penalty_msat: u64,
    pub base_penalty_amount_multiplier_msat: u64,
    pub liquidity_penalty_multiplier_msat: u64,
    pub liquidity_offset_half_life: Duration,
    pub liquidity_penalty_amount_multiplier_msat: u64,
    pub historical_liquidity_penalty_multiplier_msat: u64,
    pub historical_liquidity_penalty_amount_multiplier_msat: u64,
    pub historical_no_updates_half_life: Duration,
    pub manual_node_penalties: HashMap<NodeId, u64>,
    pub anti_probing_penalty_msat: u64,
    pub considered_impossible_penalty_msat: u64,
}

Parameters for configuring ProbabilisticScorer.

Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).

The penalty applied to any channel by the ProbabilisticScorer is the sum of each of the parameters here.

Fields

base_penalty_msat: u64

A fixed penalty in msats to apply to each channel.

Default value: 500 msat

base_penalty_amount_multiplier_msat: u64

A multiplier used with the payment amount to calculate a fixed penalty applied to each channel, in excess of the base_penalty_msat.

The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e., fees plus penalty) for large payments. The penalty is computed as the product of this multiplier and 2^30ths of the payment amount.

ie base_penalty_amount_multiplier_msat * amount_msat / 2^30

Default value: 8,192 msat

liquidity_penalty_multiplier_msat: u64

A multiplier used in conjunction with the negative log10 of the channel’s success probability for a payment, as determined by our latest estimates of the channel’s liquidity, to determine the liquidity penalty.

The penalty is based in part on the knowledge learned from prior successful and unsuccessful payments. This knowledge is decayed over time based on liquidity_offset_half_life. The penalty is effectively limited to 2 * liquidity_penalty_multiplier_msat (corresponding to lower bounding the success probability to 0.01) when the amount falls within the uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will result in a u64::max_value penalty, however.

-log10(success_probability) * liquidity_penalty_multiplier_msat

Default value: 30,000 msat

liquidity_offset_half_life: Duration

Whenever this amount of time elapses since the last update to a channel’s liquidity bounds, the distance from the bounds to “zero” is cut in half. In other words, the lower-bound on the available liquidity is halved and the upper-bound moves half-way to the channel’s total capacity.

Because halving the liquidity bounds grows the uncertainty on the channel’s liquidity, the penalty for an amount within the new bounds may change. See the ProbabilisticScorer struct documentation for more info on the way the liquidity bounds are used.

For example, if the channel’s capacity is 1 million sats, and the current upper and lower liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.

Default value: 6 hours

Note

When built with the no-std feature, time will never elapse. Therefore, the channel liquidity knowledge will never decay except when the bounds cross.

liquidity_penalty_amount_multiplier_msat: u64

A multiplier used in conjunction with a payment amount and the negative log10 of the channel’s success probability for the payment, as determined by our latest estimates of the channel’s liquidity, to determine the amount penalty.

The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e., fees plus penalty) for large payments. The penalty is computed as the product of this multiplier and 2^20ths of the payment amount, weighted by the negative log10 of the success probability.

-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20

In practice, this means for 0.1 success probability (-log10(0.1) == 1) each 2^20th of the amount will result in a penalty of the multiplier. And, as the success probability decreases, the negative log10 weighting will increase dramatically. For higher success probabilities, the multiplier will have a decreasing effect as the negative log10 will fall below 1.

Default value: 192 msat

historical_liquidity_penalty_multiplier_msat: u64

A multiplier used in conjunction with the negative log10 of the channel’s success probability for the payment, as determined based on the history of our estimates of the channel’s available liquidity, to determine a penalty.

This penalty is similar to liquidity_penalty_multiplier_msat, however, instead of using only our latest estimate for the current liquidity available in the channel, it estimates success probability based on the estimated liquidity available in the channel through history. Specifically, every time we update our liquidity bounds on a given channel, we track which of several buckets those bounds fall into, exponentially decaying the probability of each bucket as new samples are added.

Default value: 10,000 msat

historical_liquidity_penalty_amount_multiplier_msat: u64

A multiplier used in conjunction with the payment amount and the negative log10 of the channel’s success probability for the payment, as determined based on the history of our estimates of the channel’s available liquidity, to determine a penalty.

The purpose of the amount penalty is to avoid having fees dominate the channel cost for large payments. The penalty is computed as the product of this multiplier and the 2^20ths of the payment amount, weighted by the negative log10 of the success probability.

This penalty is similar to liquidity_penalty_amount_multiplier_msat, however, instead of using only our latest estimate for the current liquidity available in the channel, it estimates success probability based on the estimated liquidity available in the channel through history. Specifically, every time we update our liquidity bounds on a given channel, we track which of several buckets those bounds fall into, exponentially decaying the probability of each bucket as new samples are added.

Default value: 64 msat

historical_no_updates_half_life: Duration

If we aren’t learning any new datapoints for a channel, the historical liquidity bounds tracking can simply live on with increasingly stale data. Instead, when a channel has not seen a liquidity estimate update for this amount of time, the historical datapoints are decayed by half.

Note that after 16 or more half lives all historical data will be completely gone.

Default value: 14 days

manual_node_penalties: HashMap<NodeId, u64>

Manual penalties used for the given nodes. Allows to set a particular penalty for a given node. Note that a manual penalty of u64::max_value() means the node would not ever be considered during path finding.

(C-not exported)

anti_probing_penalty_msat: u64

This penalty is applied when htlc_maximum_msat is equal to or larger than half of the channel’s capacity, which makes us prefer nodes with a smaller htlc_maximum_msat. We treat such nodes preferentially as this makes balance discovery attacks harder to execute, thereby creating an incentive to restrict htlc_maximum_msat and improve privacy.

Default value: 250 msat

considered_impossible_penalty_msat: u64

This penalty is applied when the amount we’re attempting to send over a channel exceeds our current estimate of the channel’s available liquidity.

Note that in this case all other penalties, including the liquidity_penalty_multiplier_msat and liquidity_penalty_amount_multiplier_msat-based penalties, as well as the base_penalty_msat and the anti_probing_penalty_msat, if applicable, are still included in the overall penalty.

If you wish to avoid creating paths with such channels entirely, setting this to a value of u64::max_value() will guarantee that.

Default value: 1_0000_0000_000 msat (1 Bitcoin)

Implementations

impl ProbabilisticScoringParameters

pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>)

Marks all nodes in the given list as banned, i.e., they will be avoided during path finding.

Trait Implementations

impl Clone for ProbabilisticScoringParameters

fn clone(&self) -> ProbabilisticScoringParameters

Returns a copy of the value.

const fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Default for ProbabilisticScoringParameters

fn default() -> Self

Returns the “default value” for a type.