let amt = directed_info.effective_capacity().as_msat();
let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
- let (min_buckets, max_buckets, _) = dir_liq.liquidity_history
+ let (min_buckets, max_buckets) = dir_liq.liquidity_history
.get_decayed_buckets(now, *dir_liq.last_updated,
- self.decay_params.historical_no_updates_half_life);
+ self.decay_params.historical_no_updates_half_life)
+ .unwrap_or(([0; 32], [0; 32]));
log_debug!(self.logger, core::concat!(
"Liquidity from {} to {} via {} is in the range ({}, {}).\n",
/// in the top and bottom bucket, and roughly with similar (recent) frequency.
///
/// Because the datapoints are decayed slowly over time, values will eventually return to
- /// `Some(([0; 32], [0; 32]))`.
+ /// `Some(([1; 32], [1; 32]))` and then to `None` once no datapoints remain.
///
/// In order to fetch a single success probability from the buckets provided here, as used in
/// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
let amt = directed_info.effective_capacity().as_msat();
let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
- let (min_buckets, mut max_buckets, _) = dir_liq.liquidity_history
- .get_decayed_buckets(dir_liq.now, *dir_liq.last_updated,
- self.decay_params.historical_no_updates_half_life);
+ let (min_buckets, mut max_buckets) =
+ dir_liq.liquidity_history.get_decayed_buckets(
+ dir_liq.now, *dir_liq.last_updated,
+ self.decay_params.historical_no_updates_half_life
+ )?;
+
// Note that the liquidity buckets are an offset from the edge, so we inverse
// the max order to get the probabilities from zero.
max_buckets.reverse();
}
impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
- #[inline]
pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
- -> ([u16; 32], [u16; 32], u32) {
- let required_decays = now.duration_since(last_updated).as_secs()
- .checked_div(half_life.as_secs())
- .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
+ -> Option<([u16; 32], [u16; 32])> {
+ let (_, required_decays) = self.get_total_valid_points(now, last_updated, half_life)?;
+
let mut min_buckets = *self.min_liquidity_offset_history;
min_buckets.time_decay_data(required_decays);
let mut max_buckets = *self.max_liquidity_offset_history;
max_buckets.time_decay_data(required_decays);
- (min_buckets.buckets, max_buckets.buckets, required_decays)
+ Some((min_buckets.buckets, max_buckets.buckets))
+ }
+ #[inline]
+ pub(super) fn get_total_valid_points<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
+ -> Option<(u64, u32)> {
+ let required_decays = now.duration_since(last_updated).as_secs()
+ .checked_div(half_life.as_secs())
+ .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
+
+ let mut total_valid_points_tracked = 0;
+ for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
+ for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
+ total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
+ }
+ }
+
+ // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
+ // treat it as if we were fully decayed.
+ if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
+ return None;
+ }
+
+ Some((total_valid_points_tracked, required_decays))
}
#[inline]
// state). For each pair, we calculate the probability as if the bucket's corresponding
// min- and max- liquidity bounds were our current liquidity bounds and then multiply
// that probability by the weight of the selected buckets.
- let mut total_valid_points_tracked = 0;
-
let payment_pos = amount_to_pos(amount_msat, capacity_msat);
if payment_pos >= POSITION_TICKS { return None; }
// Check if all our buckets are zero, once decayed and treat it as if we had no data. We
// don't actually use the decayed buckets, though, as that would lose precision.
- let (decayed_min_buckets, decayed_max_buckets, required_decays) =
- self.get_decayed_buckets(now, last_updated, half_life);
- if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
- return None;
- }
-
- for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
- for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
- total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
- }
- }
- // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
- // it as if we were fully decayed.
- if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
- return None;
- }
+ let (total_valid_points_tracked, _)
+ = self.get_total_valid_points(now, last_updated, half_life)?;
let mut cumulative_success_prob_times_billion = 0;
// Special-case the 0th min bucket - it generally means we failed a payment, so only
// Once fully decayed we still have data, but its all-0s. In the future we may remove the
// data entirely instead.
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
- Some(([0; 32], [0; 32])));
+ None);
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1), None);
let mut usage = ChannelUsage {
projects / rust-lightning / blobdiff