Consider success probability in blinded path

How certain a scorer is about a channel's success probability is useful
in determining if the channel should be included in a blinded payment
path. Channels with low success probability for a given amount should be
avoided to facilitate successful payments.

Expand ScoreLookUp with a channel_success_probability method and use it
in DefaultRouter::create_blinded_payment_paths.

Author: jkczyz

lightning/src/routing/router.rs

@@ -102,6 +102,9 @@ impl<G: Deref<Target = NetworkGraph<L>> + Clone, L: Deref, S: Deref, SP: Sized,
 		// The minimum channel balance certainty required for using a channel in a blinded path.
 		const MIN_CHANNEL_CERTAINTY: f64 = 0.5;
 
+		// The minimum success probability required for using a channel in a blinded path.
+		const MIN_SUCCESS_PROBABILITY: f64 = 0.25;
+
 		let network_graph = self.network_graph.deref().read_only();
 		let counterparty_channels = first_hops.into_iter()
 			.filter(|details| details.counterparty.features.supports_route_blinding())
@@ -177,6 +180,21 @@ impl<G: Deref<Target = NetworkGraph<L>> + Clone, L: Deref, S: Deref, SP: Sized,
 			//
 			// source --- info ---> counterparty --- counterparty_forward_node ---> recipient
 			.filter_map(|(introduction_node_id, scid, info, counterparty_forward_node)| {
+				let amount_msat = amount_msats;
+				let effective_capacity = info.effective_capacity();
+				let usage = ChannelUsage { amount_msat, inflight_htlc_msat: 0, effective_capacity };
+				let success_probability = scorer.channel_success_probability(
+					scid, &info, usage, &self.score_params
+				);
+
+				if !success_probability.is_finite() {
+					return None;
+				}
+
+				if success_probability < MIN_SUCCESS_PROBABILITY {
+					return None;
+				}
+
 				let htlc_minimum_msat = info.direction().htlc_minimum_msat;
 				let htlc_maximum_msat = info.direction().htlc_maximum_msat;
 				let payment_relay: PaymentRelay = match info.try_into() {
@@ -198,12 +216,13 @@ impl<G: Deref<Target = NetworkGraph<L>> + Clone, L: Deref, S: Deref, SP: Sized,
 					node_id: introduction_node_id.as_pubkey().unwrap(),
 					htlc_maximum_msat,
 				};
-				Some(BlindedPath::new_for_payment(
+				let path = BlindedPath::new_for_payment(
 					&[introduction_forward_node, counterparty_forward_node], recipient,
 					tlvs.clone(), u64::MAX, entropy_source, secp_ctx
-				))
-			})
-			.take(MAX_PAYMENT_PATHS);
+				);
+
+				Some(path.map(|path| (path, success_probability)))
+			});
 
 		let two_hop_paths = counterparty_channels
 			.map(|(forward_node, _)| {
@@ -216,6 +235,10 @@ impl<G: Deref<Target = NetworkGraph<L>> + Clone, L: Deref, S: Deref, SP: Sized,
 		three_hop_paths
 			.collect::<Result<Vec<_>, _>>().ok()
 			.and_then(|paths| (!paths.is_empty()).then(|| paths))
+			.map(|mut paths| {
+				paths.sort_unstable_by(|a, b| b.1.partial_cmp(&a.1).unwrap());
+				paths.into_iter().map(|(path, _)| path).take(MAX_PAYMENT_PATHS).collect::<Vec<_>>()
+			})
 			.or_else(|| two_hop_paths.collect::<Result<Vec<_>, _>>().ok())
 			.and_then(|paths| (!paths.is_empty()).then(|| paths))
 			.or_else(|| network_graph

lightning/src/routing/scoring.rs

@@ -110,6 +110,18 @@ pub trait ScoreLookUp {
 		&self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
 	) -> u64;
 
+	/// Returns the success probability of sending an HTLC through a channel.
+	///
+	/// Expected to return a value between `0.0` and `1.0`, inclusive, where `0.0` indicates
+	/// highly unlikely and `1.0` highly likely.
+	///
+	/// This is useful to determine whether a channel should be included in a blinded path and the
+	/// preferred ordering of blinded paths.
+	fn channel_success_probability(
+		&self, _short_channel_id: u64, _info: &DirectedChannelInfo, _usage: ChannelUsage,
+		_score_params: &Self::ScoreParams
+	) -> f64 { 0.5 }
+
 	/// Returns how certain any knowledge gained about the channel's liquidity balance is.
 	///
 	/// Expected to return a value between `0.0` and `1.0`, inclusive, where `0.0` indicates