Smooth out channel liquidity bounds decay

Decaying the channel liquidity bounds by a half life can result in a
large decrease, which may have an oscillating affect on whether a
channel is retried. Approximate an additional three-quarter life when
half of the next half life has passed to help smooth out the decay.

Author: jkczyz

lightning/src/routing/scoring.rs

@@ -997,10 +997,30 @@ impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>,
 	}
 
 	fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
-		self.now.duration_since(*self.last_updated).as_secs()
-			.checked_div(self.params.liquidity_offset_half_life.as_secs())
-			.and_then(|decays| offset_msat.checked_shr(decays as u32))
-			.unwrap_or(0)
+		let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
+		let half_life = self.params.liquidity_offset_half_life.as_secs();
+
+		match elapsed_time.checked_div(half_life) {
+			None => 0,
+			Some(decays) => match elapsed_time.checked_div(half_life / 2) {
+				None => 0,
+				Some(half_decays) => {
+					// Decay the offset by the appropriate number of half lives. If half of the next
+					// half life has passed, approximate an additional three-quarter life by summing
+					// the results of taking both the *next two* half lives instead. This helps
+					// smooth out the decay.
+					if half_decays % 2 == 0 {
+						offset_msat.checked_shr(decays as u32).unwrap_or(0)
+					} else {
+						offset_msat
+							.checked_shr((decays + 1) as u32)
+							.map(|decayed_offset_msat| decayed_offset_msat
+								+ offset_msat.checked_shr((decays + 2) as u32).unwrap_or(0))
+							.unwrap_or(0)
+					}
+				}
+			},
+		}
 	}
 }
 
@@ -2192,6 +2212,7 @@ mod tests {
 		scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
 		scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
 
+		// Initial penalties
 		let usage = ChannelUsage { amount_msat: 128, ..usage };
 		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
 		let usage = ChannelUsage { amount_msat: 256, ..usage };
@@ -2201,7 +2222,8 @@ mod tests {
 		let usage = ChannelUsage { amount_msat: 896, ..usage };
 		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
 
-		SinceEpoch::advance(Duration::from_secs(9));
+		// No decay
+		SinceEpoch::advance(Duration::from_secs(4));
 		let usage = ChannelUsage { amount_msat: 128, ..usage };
 		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
 		let usage = ChannelUsage { amount_msat: 256, ..usage };
@@ -2211,7 +2233,19 @@ mod tests {
 		let usage = ChannelUsage { amount_msat: 896, ..usage };
 		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
 
+		// Half decay (i.e., three-quarter life)
 		SinceEpoch::advance(Duration::from_secs(1));
+		let usage = ChannelUsage { amount_msat: 128, ..usage };
+		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 18);
+		let usage = ChannelUsage { amount_msat: 256, ..usage };
+		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 103);
+		let usage = ChannelUsage { amount_msat: 768, ..usage };
+		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 957);
+		let usage = ChannelUsage { amount_msat: 896, ..usage };
+		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
+
+		// One decay (i.e., half life)
+		SinceEpoch::advance(Duration::from_secs(5));
 		let usage = ChannelUsage { amount_msat: 64, ..usage };
 		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
 		let usage = ChannelUsage { amount_msat: 128, ..usage };