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Impl decaying in ProbabilisticScorer::decay_liquidity_certainty

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This implements decaying in the `ProbabilisticScorer`'s
`ScoreLookup::decay_liquidity_certainty` implementation, using
floats for accuracy since we're no longer particularly
time-sensitive. Further, it (finally) removes score entries which
have decayed to zero.
This commit is contained in:
Matt Corallo 2023-10-02 20:07:21 +00:00
parent f0f8194719
commit 9659c06955
1 changed files with 37 additions and 3 deletions
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40
lightning/src/routing/scoring.rs
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@ -493,7 +493,6 @@ where L::Target: Logger {
decay_params: ProbabilisticScoringDecayParameters,
network_graph: G,
logger: L,
// TODO: Remove entries of closed channels.
channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
}
@ -1073,6 +1072,16 @@ impl<T: Time> ChannelLiquidity<T> {
decay_params: decay_params,
}
}
fn decayed_offset(&self, offset: u64, decay_params: ProbabilisticScoringDecayParameters) -> u64 {
let half_life = decay_params.liquidity_offset_half_life.as_secs_f64();
if half_life != 0.0 {
let elapsed_time = T::now().duration_since(self.last_updated).as_secs_f64();
((offset as f64) * powf64(0.5, elapsed_time / half_life)) as u64
} else {
0
}
}
}
/// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
@ -1490,7 +1499,32 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for Prob
self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
}
fn time_passed(&mut self, _duration_since_epoch: Duration) {}
fn time_passed(&mut self, _duration_since_epoch: Duration) {
let decay_params = self.decay_params;
self.channel_liquidities.retain(|_scid, liquidity| {
liquidity.min_liquidity_offset_msat = liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, decay_params);
liquidity.max_liquidity_offset_msat = liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, decay_params);
liquidity.last_updated = T::now();
let elapsed_time =
T::now().duration_since(liquidity.offset_history_last_updated);
if elapsed_time > decay_params.historical_no_updates_half_life {
let half_life = decay_params.historical_no_updates_half_life.as_secs_f64();
if half_life != 0.0 {
let divisor = powf64(2048.0, elapsed_time.as_secs_f64() / half_life) as u64;
for bucket in liquidity.min_liquidity_offset_history.buckets.iter_mut() {
*bucket = ((*bucket as u64) * 1024 / divisor) as u16;
}
for bucket in liquidity.max_liquidity_offset_history.buckets.iter_mut() {
*bucket = ((*bucket as u64) * 1024 / divisor) as u16;
}
liquidity.offset_history_last_updated = T::now();
}
}
liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
liquidity.min_liquidity_offset_history.buckets != [0; 32] ||
liquidity.max_liquidity_offset_history.buckets != [0; 32]
});
}
}
#[cfg(c_bindings)]
@ -1928,7 +1962,7 @@ mod bucketed_history {
/// in each of 32 buckets.
#[derive(Clone, Copy)]
pub(super) struct HistoricalBucketRangeTracker {
buckets: [u16; 32],
pub(super) buckets: [u16; 32],
}
/// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value