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https://github.com/lightningdevkit/rust-lightning.git
synced 2025-03-15 15:39:09 +01:00
Track historical liquidity update time separately from the bounds
In the next commit, we'll start to use the new `ScoreUpdate::decay_liquidity_certainty` to decay our bounds in the background. This will result in the `last_updated` field getting updated regularly on decay, rather than only on update. While this isn't an issue for the regular liquidity bounds, it poses a problem for the historical liquidity buckets, which are decayed on a separate (and by default much longer) timer. If we didn't move to tracking their decays separately, we'd never let the `last_updated` field get old enough for the historical buckets to decay at all. Instead, here we introduce a new `Duration` in the `ChannelLiquidity` which tracks the last time the historical liquidity buckets were last updated. We initialize it to a copy of `last_updated` on deserialization if it is missing.
This commit is contained in:
Matt Corallo
parent
b84842a904
commit
f0f8194719
1 changed files with 50 additions and 18 deletions
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@ -805,11 +805,14 @@ struct ChannelLiquidity<T: Time> {
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/// Upper channel liquidity bound in terms of an offset from the effective capacity.
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max_liquidity_offset_msat: u64,
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min_liquidity_offset_history: HistoricalBucketRangeTracker,
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max_liquidity_offset_history: HistoricalBucketRangeTracker,
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/// Time when the liquidity bounds were last modified.
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last_updated: T,
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min_liquidity_offset_history: HistoricalBucketRangeTracker,
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max_liquidity_offset_history: HistoricalBucketRangeTracker,
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/// Time when the historical liquidity bounds were last modified.
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offset_history_last_updated: T,
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}
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/// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
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@ -820,6 +823,7 @@ struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = Hist
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liquidity_history: HistoricalMinMaxBuckets<BRT>,
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capacity_msat: u64,
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last_updated: U,
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offset_history_last_updated: U,
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now: T,
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decay_params: ProbabilisticScoringDecayParameters,
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}
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@ -858,7 +862,7 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerU
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let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
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let (min_buckets, max_buckets) = dir_liq.liquidity_history
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.get_decayed_buckets(now, *dir_liq.last_updated,
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.get_decayed_buckets(now, *dir_liq.offset_history_last_updated,
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self.decay_params.historical_no_updates_half_life)
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.unwrap_or(([0; 32], [0; 32]));
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@ -955,7 +959,7 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerU
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let (min_buckets, mut max_buckets) =
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dir_liq.liquidity_history.get_decayed_buckets(
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dir_liq.now, *dir_liq.last_updated,
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dir_liq.now, *dir_liq.offset_history_last_updated,
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self.decay_params.historical_no_updates_half_life
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)?;
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@ -988,7 +992,7 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerU
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let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
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return dir_liq.liquidity_history.calculate_success_probability_times_billion(
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dir_liq.now, *dir_liq.last_updated,
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dir_liq.now, *dir_liq.offset_history_last_updated,
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self.decay_params.historical_no_updates_half_life, ¶ms, amount_msat,
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capacity_msat
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).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
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@ -1008,6 +1012,7 @@ impl<T: Time> ChannelLiquidity<T> {
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min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
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max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
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last_updated: T::now(),
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offset_history_last_updated: T::now(),
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}
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}
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@ -1034,6 +1039,7 @@ impl<T: Time> ChannelLiquidity<T> {
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},
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capacity_msat,
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last_updated: &self.last_updated,
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offset_history_last_updated: &self.offset_history_last_updated,
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now: T::now(),
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decay_params: decay_params,
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}
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@ -1062,6 +1068,7 @@ impl<T: Time> ChannelLiquidity<T> {
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},
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capacity_msat,
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last_updated: &mut self.last_updated,
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offset_history_last_updated: &mut self.offset_history_last_updated,
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now: T::now(),
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decay_params: decay_params,
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}
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@ -1197,7 +1204,8 @@ impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>,
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if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
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score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
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if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
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.calculate_success_probability_times_billion(self.now, *self.last_updated,
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.calculate_success_probability_times_billion(
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self.now, *self.offset_history_last_updated,
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self.decay_params.historical_no_updates_half_life, score_params, amount_msat,
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self.capacity_msat)
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{
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@ -1316,7 +1324,7 @@ impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTrac
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/// state"), we allow the caller to set an offset applied to our liquidity bounds which
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/// represents the amount of the successful payment we just made.
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fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
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let half_lives = self.now.duration_since(*self.last_updated).as_secs()
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let half_lives = self.now.duration_since(*self.offset_history_last_updated).as_secs()
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.checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
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.map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
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self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
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@ -1341,6 +1349,7 @@ impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTrac
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self.decayed_offset_msat(*self.max_liquidity_offset_msat)
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};
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*self.last_updated = self.now;
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*self.offset_history_last_updated = self.now;
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}
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/// Adjusts the upper bound of the channel liquidity balance in this direction.
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@ -1352,6 +1361,7 @@ impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTrac
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self.decayed_offset_msat(*self.min_liquidity_offset_msat)
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};
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*self.last_updated = self.now;
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*self.offset_history_last_updated = self.now;
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}
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}
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@ -1983,9 +1993,9 @@ mod bucketed_history {
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}
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impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
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pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
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pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, offset_history_last_updated: T, half_life: Duration)
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-> Option<([u16; 32], [u16; 32])> {
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let (_, required_decays) = self.get_total_valid_points(now, last_updated, half_life)?;
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let (_, required_decays) = self.get_total_valid_points(now, offset_history_last_updated, half_life)?;
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let mut min_buckets = *self.min_liquidity_offset_history;
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min_buckets.time_decay_data(required_decays);
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@ -1994,9 +2004,9 @@ mod bucketed_history {
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Some((min_buckets.buckets, max_buckets.buckets))
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}
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#[inline]
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pub(super) fn get_total_valid_points<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
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pub(super) fn get_total_valid_points<T: Time>(&self, now: T, offset_history_last_updated: T, half_life: Duration)
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-> Option<(u64, u32)> {
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let required_decays = now.duration_since(last_updated).as_secs()
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let required_decays = now.duration_since(offset_history_last_updated).as_secs()
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.checked_div(half_life.as_secs())
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.map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
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@ -2019,7 +2029,7 @@ mod bucketed_history {
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#[inline]
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pub(super) fn calculate_success_probability_times_billion<T: Time>(
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&self, now: T, last_updated: T, half_life: Duration,
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&self, now: T, offset_history_last_updated: T, half_life: Duration,
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params: &ProbabilisticScoringFeeParameters, amount_msat: u64, capacity_msat: u64
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) -> Option<u64> {
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// If historical penalties are enabled, we try to calculate a probability of success
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@ -2035,7 +2045,7 @@ mod bucketed_history {
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// Check if all our buckets are zero, once decayed and treat it as if we had no data. We
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// don't actually use the decayed buckets, though, as that would lose precision.
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let (total_valid_points_tracked, _)
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= self.get_total_valid_points(now, last_updated, half_life)?;
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= self.get_total_valid_points(now, offset_history_last_updated, half_life)?;
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let mut cumulative_success_prob_times_billion = 0;
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// Special-case the 0th min bucket - it generally means we failed a payment, so only
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@ -2128,6 +2138,8 @@ ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScore
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impl<T: Time> Writeable for ChannelLiquidity<T> {
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#[inline]
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fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
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let offset_history_duration_since_epoch =
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T::duration_since_epoch() - self.offset_history_last_updated.elapsed();
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let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
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write_tlv_fields!(w, {
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(0, self.min_liquidity_offset_msat, required),
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@ -2137,6 +2149,7 @@ impl<T: Time> Writeable for ChannelLiquidity<T> {
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(4, duration_since_epoch, required),
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(5, Some(self.min_liquidity_offset_history), option),
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(7, Some(self.max_liquidity_offset_history), option),
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(9, offset_history_duration_since_epoch, required),
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});
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Ok(())
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}
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@ -2152,6 +2165,7 @@ impl<T: Time> Readable for ChannelLiquidity<T> {
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let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
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let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
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let mut duration_since_epoch = Duration::from_secs(0);
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let mut offset_history_duration_since_epoch = None;
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read_tlv_fields!(r, {
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(0, min_liquidity_offset_msat, required),
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(1, legacy_min_liq_offset_history, option),
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@ -2160,6 +2174,7 @@ impl<T: Time> Readable for ChannelLiquidity<T> {
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(4, duration_since_epoch, required),
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(5, min_liquidity_offset_history, option),
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(7, max_liquidity_offset_history, option),
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(9, offset_history_duration_since_epoch, option),
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});
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// On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
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// We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
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@ -2173,6 +2188,13 @@ impl<T: Time> Readable for ChannelLiquidity<T> {
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let last_updated = if wall_clock_now > duration_since_epoch {
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now - (wall_clock_now - duration_since_epoch)
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} else { now };
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let offset_history_duration_since_epoch =
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offset_history_duration_since_epoch.unwrap_or(duration_since_epoch);
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let offset_history_last_updated = if wall_clock_now > offset_history_duration_since_epoch {
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now - (wall_clock_now - offset_history_duration_since_epoch)
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} else { now };
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if min_liquidity_offset_history.is_none() {
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if let Some(legacy_buckets) = legacy_min_liq_offset_history {
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min_liquidity_offset_history = Some(legacy_buckets.into_current());
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@ -2193,6 +2215,7 @@ impl<T: Time> Readable for ChannelLiquidity<T> {
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min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
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max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
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last_updated,
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offset_history_last_updated,
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})
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}
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}
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@ -2368,18 +2391,21 @@ mod tests {
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fn liquidity_bounds_directed_from_lowest_node_id() {
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let logger = TestLogger::new();
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let last_updated = SinceEpoch::now();
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let offset_history_last_updated = SinceEpoch::now();
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let network_graph = network_graph(&logger);
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let decay_params = ProbabilisticScoringDecayParameters::default();
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let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
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.with_channel(42,
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ChannelLiquidity {
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min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
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min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
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last_updated, offset_history_last_updated,
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min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
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max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
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})
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.with_channel(43,
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ChannelLiquidity {
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min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
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min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
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last_updated, offset_history_last_updated,
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min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
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max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
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});
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@ -2446,12 +2472,14 @@ mod tests {
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fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
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let logger = TestLogger::new();
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let last_updated = SinceEpoch::now();
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let offset_history_last_updated = SinceEpoch::now();
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let network_graph = network_graph(&logger);
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let decay_params = ProbabilisticScoringDecayParameters::default();
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let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
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.with_channel(42,
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ChannelLiquidity {
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min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
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min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
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last_updated, offset_history_last_updated,
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min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
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max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
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});
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@ -2505,12 +2533,14 @@ mod tests {
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fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
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let logger = TestLogger::new();
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let last_updated = SinceEpoch::now();
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let offset_history_last_updated = SinceEpoch::now();
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let network_graph = network_graph(&logger);
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let decay_params = ProbabilisticScoringDecayParameters::default();
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let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
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.with_channel(42,
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ChannelLiquidity {
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min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
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min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
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last_updated, offset_history_last_updated,
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min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
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max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
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});
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@ -2616,6 +2646,7 @@ mod tests {
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fn constant_penalty_outside_liquidity_bounds() {
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let logger = TestLogger::new();
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let last_updated = SinceEpoch::now();
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let offset_history_last_updated = SinceEpoch::now();
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let network_graph = network_graph(&logger);
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let params = ProbabilisticScoringFeeParameters {
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liquidity_penalty_multiplier_msat: 1_000,
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@ -2628,7 +2659,8 @@ mod tests {
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let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
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.with_channel(42,
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ChannelLiquidity {
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min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
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min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
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last_updated, offset_history_last_updated,
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min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
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max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
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});
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