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Smooth out channel liquidity bounds decay #1789

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Merged
merged 1 commit into from
Aug 9, 2023
Merged

Smooth out channel liquidity bounds decay #1789

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39 changes: 34 additions & 5 deletions lightning/src/routing/scoring.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -1151,10 +1151,25 @@ 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.decay_params.liquidity_offset_half_life.as_secs())
.and_then(|decays| offset_msat.checked_shr(decays as u32))
.unwrap_or(0)
let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
if half_life != 0 {
// 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 to help smooth out the
// decay.
let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
let half_decays = elapsed_time / (half_life / 2);
let decays = half_decays / 2;
let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
if half_decays % 2 == 0 {
decayed_offset_msat
} else {
// 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
// 16_384 == 2^14
(decayed_offset_msat as u128 * 11_585 / 16_384) as u64
}
} else {
0
}
}
}

Expand Down Expand Up @@ -2405,6 +2420,7 @@ mod tests {
scorer.payment_path_failed(&payment_path_for_amount(768), 42);
scorer.payment_path_failed(&payment_path_for_amount(128), 43);

// Initial penalties
let usage = ChannelUsage { amount_msat: 128, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
let usage = ChannelUsage { amount_msat: 256, ..usage };
Expand All @@ -2414,7 +2430,8 @@ mod tests {
let usage = ChannelUsage { amount_msat: 896, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 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, &params), 0);
let usage = ChannelUsage { amount_msat: 256, ..usage };
Expand All @@ -2424,7 +2441,19 @@ mod tests {
let usage = ChannelUsage { amount_msat: 896, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 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, &params), 22);
let usage = ChannelUsage { amount_msat: 256, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 106);
let usage = ChannelUsage { amount_msat: 768, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 916);
let usage = ChannelUsage { amount_msat: 896, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 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, &params), 0);
let usage = ChannelUsage { amount_msat: 128, ..usage };
Expand Down