From 2ed21b87faee83946bfd77d3c01c5c1e6fd7d7e9 Mon Sep 17 00:00:00 2001
From: Matt Corallo <git@bluematt.me>
Date: Sun, 16 Apr 2023 04:03:08 +0000
Subject: [PATCH] Track "steady-state" channel balances in history buckets not
 live

The lower-bound of the scoring history buckets generally never get
used - if we try to send a payment and it fails, we don't learn
a new lower-bound for the liquidity of a channel, and if we
successfully send a payment we only learn a lower-bound that
applied *before* we sent the payment, not after it completed.

If we assume channels have some "steady-state" liquidity, then
tracking our liquidity estimates *after* a payment doesn't really
make sense - we're not super likely to make a second payment across
the same channel immediately (or, if we are, we can use our
un-decayed liquidity estimates for that). By the time we do go to
use the same channel again, we'd assume that its back at its
"steady-state" and the impacts of our payment have been lost.

To combat both of these effects, here we "subtract" the impact of
any just-successful payments from our liquidity estimates prior to
updating the historical buckets.
---
 lightning/src/routing/scoring.rs | 16 ++++++++++------
 1 file changed, 10 insertions(+), 6 deletions(-)

diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs
index fda731179..5fd355c23 100644
--- a/lightning/src/routing/scoring.rs
+++ b/lightning/src/routing/scoring.rs
@@ -1070,7 +1070,7 @@ impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTrac
 			log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
 				chan_descr, existing_max_msat, amount_msat);
 		}
-		self.update_history_buckets();
+		self.update_history_buckets(0);
 	}
 
 	/// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
@@ -1083,7 +1083,7 @@ impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTrac
 			log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
 				chan_descr, existing_min_msat, amount_msat);
 		}
-		self.update_history_buckets();
+		self.update_history_buckets(0);
 	}
 
 	/// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
@@ -1091,10 +1091,14 @@ impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTrac
 		let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
 		log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
 		self.set_max_liquidity_msat(max_liquidity_msat);
-		self.update_history_buckets();
+		self.update_history_buckets(amount_msat);
 	}
 
-	fn update_history_buckets(&mut self) {
+	/// Updates the history buckets for this channel. Because the history buckets track what we now
+	/// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
+	/// state"), we allow the caller to set an offset applied to our liquidity bounds which
+	/// represents the amount of the successful payment we just made.
+	fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
 		let half_lives = self.now.duration_since(*self.last_updated).as_secs()
 			.checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
 			.map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
@@ -1103,11 +1107,11 @@ impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTrac
 
 		let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
 		self.liquidity_history.min_liquidity_offset_history.track_datapoint(
-			min_liquidity_offset_msat, self.capacity_msat
+			min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
 		);
 		let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
 		self.liquidity_history.max_liquidity_offset_history.track_datapoint(
-			max_liquidity_offset_msat, self.capacity_msat
+			max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
 		);
 	}
 
-- 
2.39.5