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Expose historical bucket data via new accessors #1961

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TheBlueMatt
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@TheBlueMatt TheBlueMatt commented Jan 16, 2023

Users should be able to view the data we use to score channels, so
this exposes that data in new accessors.

Fixes #1854.

@TheBlueMatt TheBlueMatt added this to the 0.0.114 milestone Jan 16, 2023
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codecov-commenter commented Jan 16, 2023

Codecov Report

Base: 90.72% // Head: 90.78% // Increases project coverage by +0.06% 🎉

Coverage data is based on head (8c8e18e) compared to base (ce6bcf6).
Patch coverage: 93.02% of modified lines in pull request are covered.

❗ Current head 8c8e18e differs from pull request most recent head a2d763a. Consider uploading reports for the commit a2d763a to get more accurate results

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Additional details and impacted files
@@            Coverage Diff             @@
##             main    #1961      +/-   ##
==========================================
+ Coverage   90.72%   90.78%   +0.06%     
==========================================
  Files          97       98       +1     
  Lines       50579    51541     +962     
  Branches    50579    51541     +962     
==========================================
+ Hits        45888    46793     +905     
- Misses       4691     4748      +57     
Impacted Files Coverage Δ
lightning/src/routing/gossip.rs 91.98% <0.00%> (-0.18%) ⬇️
lightning/src/routing/scoring.rs 95.94% <100.00%> (+0.02%) ⬆️
lightning/src/ln/features.rs 97.94% <0.00%> (-1.75%) ⬇️
lightning/src/ln/peer_channel_encryptor.rs 91.94% <0.00%> (-1.69%) ⬇️
lightning/src/util/ser.rs 91.41% <0.00%> (-0.44%) ⬇️
lightning/src/chain/keysinterface.rs 83.46% <0.00%> (-0.36%) ⬇️
lightning/src/util/ser_macros.rs 86.73% <0.00%> (-0.30%) ⬇️
lightning/src/ln/functional_test_utils.rs 91.21% <0.00%> (-0.30%) ⬇️
lightning/src/ln/peer_handler.rs 55.59% <0.00%> (-0.23%) ⬇️
lightning/src/ln/functional_tests.rs 96.91% <0.00%> (-0.12%) ⬇️
... and 25 more

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@tnull tnull self-requested a review January 17, 2023 22:39
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Looks good!

Comment on lines 810 to 809
/// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we belive the probability
/// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
/// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
/// both in the top and bottom octile, and roughly with similar (recent) frequency.
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This part was super helpful for understanding how the historical buckets work/what they represent. I initially started reading the documentation around the HistoricalBucketRangeTracker and didn't really get it until I read this example.

That being said, I think without having seen that implementation, it's not super clear why these numbers are 32/31. I guess it doesn't really matter for calculating the probabilities/interpreting the buckets relative to each other, and in the previous paragraphs it mentions they're on an arbitrary scale, but that was just something that stood out to me. Otherwise I thought this made sense.

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Yea, I think its on purpose here - its an arbitrary scale so we don't want to try to explain the scale (and have it go out of date).

// The "it failed" increment is 32, where the probability should lie fully in the first
// octile.
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0])));

// Even after we tell the scorer we definitely have enough available liquidity, it will
// still remember that there was some failure in the past, and assign a non-0 penalty.
scorer.payment_path_failed(&payment_path_for_amount(1000).iter().collect::<Vec<_>>(), 43);
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doubt/confused, shouldn't we call payment_path_successful here?

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See payment_for_amount - if we say payment_path_failed at hop 43 (which is after 42) then we're telling the scorer "we were able to pay the required amount at hop 42". If we were to switch to payment_path_successful then we're telling the scorer "we were able to and did pay the required amount at hop 42, so the available liquidity is 1000 less than you think, cause we just pushed funds over it".

`NodeId` is a public key, there's not much reason to not implement
`Display` for it and only `Debug`.
@TheBlueMatt TheBlueMatt force-pushed the 2023-01-expose-hist-buckets branch from b9d946d to 8c8e18e Compare January 23, 2023 23:39
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Should be ready for the squashing from my side.

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Ah, whoops, spoke too soon:

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ACK after squash, CI failure seems unrelated.

@TheBlueMatt TheBlueMatt force-pushed the 2023-01-expose-hist-buckets branch from d3ec643 to a2d763a Compare January 25, 2023 23:48
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Squashed, adding one further doc update from g8xsu:

$ git diff-tree -U1 d3ec6435 a2d763ab
diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs
index 61071056a..57e784ca7 100644
--- a/lightning/src/routing/scoring.rs
+++ b/lightning/src/routing/scoring.rs
@@ -813,2 +813,5 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerU
 	/// both in the top and bottom octile, and roughly with similar (recent) frequency.
+	///
+	/// Because the datapoints are decayed slowly over time, values will eventually return to
+	/// `Some(([0; 8], [0; 8]))`.
 	pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)

G8XSU
G8XSU previously approved these changes Jan 26, 2023
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LGTM!

tnull
tnull previously approved these changes Jan 26, 2023
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LGTM

@TheBlueMatt TheBlueMatt dismissed stale reviews from tnull and G8XSU via a21bb65 January 30, 2023 18:13
@TheBlueMatt TheBlueMatt force-pushed the 2023-01-expose-hist-buckets branch from a2d763a to a21bb65 Compare January 30, 2023 18:13
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I'll reACK after squash.

When we're calculating if, once we apply the unupdated decays, the
historical data tracker has enough data to assign a score, we
previously calculated the decayed points while walking the buckets
as we don't use the decayed buckets anyway (to avoid losing
precision). That is fine, except that as written it decayed
individual buckets additional times.

Instead, here we actually calculate the full set of decayed buckets
and use those to decide if we have valid points. This adds some
additional stack space and may in fact be slower, but will be
useful in the next commit and shouldn't be a huge change.
Users should be able to view the data we use to score channels, so
this exposes that data in new accessors.

Fixes lightningdevkit#1854.
@TheBlueMatt TheBlueMatt force-pushed the 2023-01-expose-hist-buckets branch from a21bb65 to 3f32f60 Compare January 30, 2023 22:32
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Done.

@TheBlueMatt TheBlueMatt merged commit 8ecd7c3 into lightningdevkit:main Jan 31, 2023
k0k0ne pushed a commit to bitlightlabs/rust-lightning that referenced this pull request Sep 30, 2024
0.0.114 - Mar 3, 2023 - "Faster Async BOLT12 Retries"

API Updates
===========

 * `InvoicePayer` has been removed and its features moved directly into
   `ChannelManager`. As such it now requires a simplified `Router` and supports
   `send_payment_with_retry` (and friends). `ChannelManager::retry_payment` was
   removed in favor of the automated retries. Invoice payment utilities in
   `lightning-invoice` now call the new code (lightningdevkit#1812, lightningdevkit#1916, lightningdevkit#1929, lightningdevkit#2007, etc).
 * `Sign`/`BaseSign` has been renamed `ChannelSigner`, with `EcdsaChannelSigner`
   split out in anticipation of future schnorr/taproot support (lightningdevkit#1967).
 * The catch-all `KeysInterface` was split into `EntropySource`, `NodeSigner`,
   and `SignerProvider`. `KeysManager` implements all three (lightningdevkit#1910, lightningdevkit#1930).
 * `KeysInterface::get_node_secret` is now `KeysManager::get_node_secret_key`
   and is no longer required for external signers (lightningdevkit#1951, lightningdevkit#2070).
 * A `lightning-transaction-sync` crate has been added which implements keeping
   LDK in sync with the chain via an esplora server (lightningdevkit#1870). Note that it can
   only be used on nodes that *never* ran a previous version of LDK.
 * `Score` is updated in `BackgroundProcessor` instead of via `Router` (lightningdevkit#1996).
 * `ChainAccess::get_utxo` (now `UtxoAccess`) can now be resolved async (lightningdevkit#1980).
 * BOLT12 `Offer`, `InvoiceRequest`, `Invoice` and `Refund` structs as well as
   associated builders have been added. Such invoices cannot yet be paid due to
   missing support for blinded path payments (lightningdevkit#1927, lightningdevkit#1908, lightningdevkit#1926).
 * A `lightning-custom-message` crate has been added to make combining multiple
   custom messages into one enum/handler easier (lightningdevkit#1832).
 * `Event::PaymentPathFailure` is now generated for failure to send an HTLC
   over the first hop on our local channel (lightningdevkit#2014, lightningdevkit#2043).
 * `lightning-net-tokio` no longer requires an `Arc` on `PeerManager` (lightningdevkit#1968).
 * `ChannelManager::list_recent_payments` was added (lightningdevkit#1873).
 * `lightning-background-processor` `std` is now optional in async mode (lightningdevkit#1962).
 * `create_phantom_invoice` can now be used in `no-std` (lightningdevkit#1985).
 * The required final CLTV delta on inbound payments is now configurable (lightningdevkit#1878)
 * bitcoind RPC error code and message are now surfaced in `block-sync` (lightningdevkit#2057).
 * Get `historical_estimated_channel_liquidity_probabilities` was added (lightningdevkit#1961).
 * `ChannelManager::fail_htlc_backwards_with_reason` was added (lightningdevkit#1948).
 * Macros which implement serialization using TLVs or straight writing of struct
   fields are now public (lightningdevkit#1823, lightningdevkit#1976, lightningdevkit#1977).

Backwards Compatibility
=======================

 * Any inbound payments with a custom final CLTV delta will be rejected by LDK
   if you downgrade prior to receipt (lightningdevkit#1878).
 * `Event::PaymentPathFailed::network_update` will always be `None` if an
   0.0.114-generated event is read by a prior version of LDK (lightningdevkit#2043).
 * `Event::PaymentPathFailed::all_paths_removed` will always be false if an
   0.0.114-generated event is read by a prior version of LDK. Users who rely on
   it to determine payment retries should migrate to `Event::PaymentFailed`, in
   a separate release prior to upgrading to LDK 0.0.114 if downgrading is
   supported (lightningdevkit#2043).

Performance Improvements
========================

 * Channel data is now stored per-peer and channel updates across multiple
   peers can be operated on simultaneously (lightningdevkit#1507).
 * Routefinding is roughly 1.5x faster (lightningdevkit#1799).
 * Deserializing a `NetworkGraph` is roughly 6x faster (lightningdevkit#2016).
 * Memory usage for a `NetworkGraph` has been reduced substantially (lightningdevkit#2040).
 * `KeysInterface::get_secure_random_bytes` is roughly 200x faster (lightningdevkit#1974).

Bug Fixes
=========

 * Fixed a bug where a delay in processing a `PaymentSent` event longer than the
   time taken to persist a `ChannelMonitor` update, when occurring immediately
   prior to a crash, may result in the `PaymentSent` event being lost (lightningdevkit#2048).
 * Fixed spurious rejections of rapid gossip sync data when the graph has been
   updated by other means between gossip syncs (lightningdevkit#2046).
 * Fixed a panic in `KeysManager` when the high bit of `starting_time_nanos`
   is set (lightningdevkit#1935).
 * Resolved an issue where the `ChannelManager::get_persistable_update_future`
   future would fail to wake until a second notification occurs (lightningdevkit#2064).
 * Resolved a memory leak when using `ChannelManager::send_probe` (lightningdevkit#2037).
 * Fixed a deadlock on some platforms at least when using async `ChannelMonitor`
   updating (lightningdevkit#2006).
 * Removed debug-only assertions which were reachable in threaded code (lightningdevkit#1964).
 * In some cases when payment sending fails on our local channel retries no
   longer take the same path and thus never succeed (lightningdevkit#2014).
 * Retries for spontaneous payments have been fixed (lightningdevkit#2002).
 * Return an `Err` if `lightning-persister` fails to read the directory listing
   rather than panicing (lightningdevkit#1943).
 * `peer_disconnected` will now never be called without `peer_connected` (lightningdevkit#2035)

Security
========

0.0.114 fixes several denial-of-service vulnerabilities which are reachable from
untrusted input from channel counterparties or in deployments accepting inbound
connections or channels. It also fixes a denial-of-service vulnerability in rare
cases in the route finding logic.
 * The number of pending un-funded channels as well as peers without funded
   channels is now limited to avoid denial of service (lightningdevkit#1988).
 * A second `channel_ready` message received immediately after the first could
   lead to a spurious panic (lightningdevkit#2071). This issue was introduced with 0conf
   support in LDK 0.0.107.
 * A division-by-zero issue was fixed in the `ProbabilisticScorer` if the amount
   being sent (including previous-hop fees) is equal to a channel's capacity
   while walking the graph (lightningdevkit#2072). The division-by-zero was introduced with
   historical data tracking in LDK 0.0.112.

In total, this release features 130 files changed, 21457 insertions, 10113
deletions in 343 commits from 18 authors, in alphabetical order:
 * Alec Chen
 * Allan Douglas R. de Oliveira
 * Andrei
 * Arik Sosman
 * Daniel Granhão
 * Duncan Dean
 * Elias Rohrer
 * Jeffrey Czyz
 * John Cantrell
 * Kurtsley
 * Matt Corallo
 * Max Fang
 * Omer Yacine
 * Valentine Wallace
 * Viktor Tigerström
 * Wilmer Paulino
 * benthecarman
 * jurvis
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Add public ability to interrogate historical buckets
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