Derive Eq for all structs that derive PartialEq
[rust-lightning] / lightning / src / routing / scoring.rs
index 8b475ecc0d31fe43a35a17b9252448a843da753b..d1195dc8d674b343fcb769f9490724e4a4c14d21 100644 (file)
@@ -62,7 +62,7 @@ use util::logger::Logger;
 use util::time::Time;
 
 use prelude::*;
-use core::fmt;
+use core::{cmp, fmt};
 use core::cell::{RefCell, RefMut};
 use core::convert::TryInto;
 use core::ops::{Deref, DerefMut};
@@ -163,6 +163,7 @@ pub trait LockableScore<'a> {
 /// use the Persister to persist it.
 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
 
+#[cfg(not(c_bindings))]
 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
 
 /// (C-not exported)
@@ -188,12 +189,39 @@ pub struct MultiThreadedLockableScore<S: Score> {
        score: Mutex<S>,
 }
 #[cfg(c_bindings)]
-/// (C-not exported)
+/// A locked `MultiThreadedLockableScore`.
+pub struct MultiThreadedScoreLock<'a, S: Score>(MutexGuard<'a, S>);
+#[cfg(c_bindings)]
+impl<'a, T: Score + 'a> Score for MultiThreadedScoreLock<'a, T> {
+       fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage) -> u64 {
+               self.0.channel_penalty_msat(scid, source, target, usage)
+       }
+       fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+               self.0.payment_path_failed(path, short_channel_id)
+       }
+       fn payment_path_successful(&mut self, path: &[&RouteHop]) {
+               self.0.payment_path_successful(path)
+       }
+       fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+               self.0.probe_failed(path, short_channel_id)
+       }
+       fn probe_successful(&mut self, path: &[&RouteHop]) {
+               self.0.probe_successful(path)
+       }
+}
+#[cfg(c_bindings)]
+impl<'a, T: Score + 'a> Writeable for MultiThreadedScoreLock<'a, T> {
+       fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
+               self.0.write(writer)
+       }
+}
+
+#[cfg(c_bindings)]
 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
-       type Locked = MutexGuard<'a, T>;
+       type Locked = MultiThreadedScoreLock<'a, T>;
 
-       fn lock(&'a self) -> MutexGuard<'a, T> {
-               Mutex::lock(&self.score).unwrap()
+       fn lock(&'a self) -> MultiThreadedScoreLock<'a, T> {
+               MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
        }
 }
 
@@ -222,7 +250,7 @@ impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
 }
 
 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
-#[derive(Clone, Copy)]
+#[derive(Clone, Copy, Debug)]
 pub struct ChannelUsage {
        /// The amount to send through the channel, denominated in millisatoshis.
        pub amount_msat: u64,
@@ -436,6 +464,16 @@ pub struct ProbabilisticScoringParameters {
        /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
        pub historical_liquidity_penalty_amount_multiplier_msat: u64,
 
+       /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
+       /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
+       /// seen a liquidity estimate update for this amount of time, the historical datapoints are
+       /// decayed by half.
+       ///
+       /// Note that after 16 or more half lives all historical data will be completely gone.
+       ///
+       /// Default value: 14 days
+       pub historical_no_updates_half_life: Duration,
+
        /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
        /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
        /// considered during path finding.
@@ -509,10 +547,89 @@ impl HistoricalBucketRangeTracker {
                        self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
                }
        }
+       /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
+       /// datapoints as we receive newer information.
+       fn time_decay_data(&mut self, half_lives: u32) {
+               for e in self.buckets.iter_mut() {
+                       *e = e.checked_shr(half_lives).unwrap_or(0);
+               }
+       }
 }
 
 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
 
+struct HistoricalMinMaxBuckets<'a> {
+       min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
+       max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
+}
+
+impl HistoricalMinMaxBuckets<'_> {
+       #[inline]
+       fn calculate_success_probability_times_billion(&self, required_decays: u32, payment_amt_64th_bucket: u8) -> Option<u64> {
+               // If historical penalties are enabled, calculate the penalty by walking the set of
+               // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
+               // each, calculate the probability of success given our payment amount, then total the
+               // weighted average probability of success.
+               //
+               // We use a sliding scale to decide which point within a given bucket will be compared to
+               // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
+               // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
+               // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
+               // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
+               // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
+               // penalties to channels at the edges.
+               //
+               // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
+               // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
+               // for a 1 BTC channel!).
+               //
+               // If we used the middle of each bucket we'd never assign any penalty at all when sending
+               // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
+               let mut total_valid_points_tracked = 0;
+
+               // Rather than actually decaying the individual buckets, which would lose precision, we
+               // simply track whether all buckets would be decayed to zero, in which case we treat it as
+               // if we had no data.
+               let mut is_fully_decayed = true;
+               let mut check_track_bucket_contains_undecayed_points =
+                       |bucket_val: u16| if bucket_val.checked_shr(required_decays).unwrap_or(0) > 0 { is_fully_decayed = false; };
+
+               for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
+                       check_track_bucket_contains_undecayed_points(*min_bucket);
+                       for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
+                               total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
+                               check_track_bucket_contains_undecayed_points(*max_bucket);
+                       }
+               }
+               // 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 || is_fully_decayed {
+                       return None;
+               }
+
+               let mut cumulative_success_prob_times_billion = 0;
+               for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
+                       for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
+                               let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
+                                       * 1024 * 1024 / total_valid_points_tracked;
+                               let min_64th_bucket = min_idx as u8 * 9;
+                               let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
+                               if payment_amt_64th_bucket > max_64th_bucket {
+                                       // Success probability 0, the payment amount is above the max liquidity
+                               } else if payment_amt_64th_bucket <= min_64th_bucket {
+                                       cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
+                               } else {
+                                       cumulative_success_prob_times_billion += bucket_prob_times_million *
+                                               ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
+                                               ((max_64th_bucket - min_64th_bucket) as u64);
+                               }
+                       }
+               }
+
+               Some(cumulative_success_prob_times_billion)
+       }
+}
+
 /// Accounting for channel liquidity balance uncertainty.
 ///
 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
@@ -534,7 +651,7 @@ struct ChannelLiquidity<T: Time> {
 
 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
 /// decayed with a given half life.
-struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
+struct DirectedChannelLiquidity<'a, L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
        min_liquidity_offset_msat: L,
        max_liquidity_offset_msat: L,
        min_liquidity_offset_history: BRT,
@@ -542,7 +659,7 @@ struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = Hist
        capacity_msat: u64,
        last_updated: U,
        now: T,
-       half_life: Duration,
+       params: &'a ProbabilisticScoringParameters,
 }
 
 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
@@ -574,7 +691,7 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerU
                                let log_direction = |source, target| {
                                        if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
                                                let amt = directed_info.effective_capacity().as_msat();
-                                               let dir_liq = liq.as_directed(source, target, amt, self.params.liquidity_offset_half_life);
+                                               let dir_liq = liq.as_directed(source, target, amt, &self.params);
                                                log_debug!(self.logger, "Liquidity from {:?} to {:?} via {} is in the range ({}, {})",
                                                        source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat());
                                        } else {
@@ -599,7 +716,7 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerU
                        if let Some(liq) = self.channel_liquidities.get(&scid) {
                                if let Some((directed_info, source)) = chan.as_directed_to(target) {
                                        let amt = directed_info.effective_capacity().as_msat();
-                                       let dir_liq = liq.as_directed(source, target, amt, self.params.liquidity_offset_half_life);
+                                       let dir_liq = liq.as_directed(source, target, amt, &self.params);
                                        return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
                                }
                        }
@@ -645,6 +762,7 @@ impl ProbabilisticScoringParameters {
                        liquidity_penalty_amount_multiplier_msat: 0,
                        historical_liquidity_penalty_multiplier_msat: 0,
                        historical_liquidity_penalty_amount_multiplier_msat: 0,
+                       historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
                        manual_node_penalties: HashMap::new(),
                        anti_probing_penalty_msat: 0,
                        considered_impossible_penalty_msat: 0,
@@ -670,6 +788,7 @@ impl Default for ProbabilisticScoringParameters {
                        liquidity_penalty_amount_multiplier_msat: 192,
                        historical_liquidity_penalty_multiplier_msat: 10_000,
                        historical_liquidity_penalty_amount_multiplier_msat: 64,
+                       historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
                        manual_node_penalties: HashMap::new(),
                        anti_probing_penalty_msat: 250,
                        considered_impossible_penalty_msat: 1_0000_0000_000,
@@ -691,9 +810,9 @@ impl<T: Time> ChannelLiquidity<T> {
 
        /// Returns a view of the channel liquidity directed from `source` to `target` assuming
        /// `capacity_msat`.
-       fn as_directed(
-               &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
-       ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
+       fn as_directed<'a>(
+               &self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
+       ) -> DirectedChannelLiquidity<'a, &u64, &HistoricalBucketRangeTracker, T, &T> {
                let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
                        if source < target {
                                (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
@@ -711,15 +830,15 @@ impl<T: Time> ChannelLiquidity<T> {
                        capacity_msat,
                        last_updated: &self.last_updated,
                        now: T::now(),
-                       half_life,
+                       params,
                }
        }
 
        /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
        /// `capacity_msat`.
-       fn as_directed_mut(
-               &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
-       ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
+       fn as_directed_mut<'a>(
+               &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
+       ) -> DirectedChannelLiquidity<'a, &mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
                let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
                        if source < target {
                                (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
@@ -737,7 +856,7 @@ impl<T: Time> ChannelLiquidity<T> {
                        capacity_msat,
                        last_updated: &mut self.last_updated,
                        now: T::now(),
-                       half_life,
+                       params,
                }
        }
 }
@@ -754,7 +873,7 @@ const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
 
-impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
+impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<'_, L, BRT, T, U> {
        /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
        /// this direction.
        fn penalty_msat(&self, amount_msat: u64, params: &ProbabilisticScoringParameters) -> u64 {
@@ -791,35 +910,27 @@ impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>,
 
                if params.historical_liquidity_penalty_multiplier_msat != 0 ||
                   params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
-                       // If historical penalties are enabled, calculate the penalty by walking the set of
-                       // historical liquidity bucket (min, max) combinations (where min_idx < max_idx)
-                       // and, for each, calculate the probability of success given our payment amount, then
-                       // total the weighted average probability of success.
-                       //
-                       // We use a sliding scale to decide which point within a given bucket will be compared
-                       // to the amount being sent - for lower-bounds, the amount being sent is compared to
-                       // the lower edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of
-                       // the last bucket (i.e. 9 times the index, or 63), with each bucket in between
-                       // increasing the comparison point by 1/64th. For upper-bounds, the same applies,
-                       // however with an offset of 1/64th (i.e. starting at one and ending at 64). This
-                       // avoids failing to assign penalties to channels at the edges.
-                       //
-                       // If we used the bottom edge of buckets, we'd end up never assigning any penalty at
-                       // all to such a channel when sending less than ~0.19% of the channel's capacity (e.g.
-                       // ~200k sats for a 1 BTC channel!).
-                       //
-                       // If we used the middle of each bucket we'd never assign any penalty at all when
-                       // sending less than 1/16th of a channel's capacity, or 1/8th if we used the top of the
-                       // bucket.
-                       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(8 - min_idx) {
-                                       total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
-                               }
-                       }
-                       if total_valid_points_tracked == 0 {
-                               // If we don't have any valid points, redo the non-historical calculation with no
-                               // liquidity bounds tracked and the historical penalty multipliers.
+                       let required_decays = self.now.duration_since(*self.last_updated).as_secs()
+                               .checked_div(params.historical_no_updates_half_life.as_secs())
+                               .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
+                       let payment_amt_64th_bucket = amount_msat * 64 / self.capacity_msat;
+                       debug_assert!(payment_amt_64th_bucket <= 64);
+                       if payment_amt_64th_bucket > 64 { return res; }
+
+                       let buckets = HistoricalMinMaxBuckets {
+                               min_liquidity_offset_history: &self.min_liquidity_offset_history,
+                               max_liquidity_offset_history: &self.max_liquidity_offset_history,
+                       };
+                       if let Some(cumulative_success_prob_times_billion) = buckets
+                                       .calculate_success_probability_times_billion(required_decays, payment_amt_64th_bucket as u8) {
+                               let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
+                               res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
+                                       historical_negative_log10_times_2048, params.historical_liquidity_penalty_multiplier_msat,
+                                       params.historical_liquidity_penalty_amount_multiplier_msat));
+                       } else {
+                               // If we don't have any valid points (or, once decayed, we have less than a full
+                               // point), redo the non-historical calculation with no liquidity bounds tracked and
+                               // the historical penalty multipliers.
                                let max_capacity = self.capacity_msat.saturating_sub(amount_msat).saturating_add(1);
                                let negative_log10_times_2048 =
                                        approx::negative_log10_times_2048(max_capacity, self.capacity_msat.saturating_add(1));
@@ -828,33 +939,6 @@ impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>,
                                        params.historical_liquidity_penalty_amount_multiplier_msat));
                                return res;
                        }
-
-                       let payment_amt_64th_bucket = amount_msat * 64 / self.capacity_msat;
-                       debug_assert!(payment_amt_64th_bucket <= 64);
-                       if payment_amt_64th_bucket > 64 { return res; }
-
-                       let mut cumulative_success_prob_times_billion = 0;
-                       for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
-                               for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
-                                       let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
-                                               * 1024 * 1024 / total_valid_points_tracked;
-                                       let min_64th_bucket = min_idx as u64 * 9;
-                                       let max_64th_bucket = (7 - max_idx as u64) * 9 + 1;
-                                       if payment_amt_64th_bucket > max_64th_bucket {
-                                               // Success probability 0, the payment amount is above the max liquidity
-                                       } else if payment_amt_64th_bucket <= min_64th_bucket {
-                                               cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
-                                       } else {
-                                               cumulative_success_prob_times_billion += bucket_prob_times_million *
-                                                       (max_64th_bucket - payment_amt_64th_bucket) * 1024 /
-                                                       (max_64th_bucket - min_64th_bucket);
-                                       }
-                               }
-                       }
-                       let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
-                       res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
-                               historical_negative_log10_times_2048, params.historical_liquidity_penalty_multiplier_msat,
-                               params.historical_liquidity_penalty_amount_multiplier_msat));
                }
 
                res
@@ -892,30 +976,34 @@ 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.half_life.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)
        }
 }
 
-impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
+impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<'_, L, BRT, T, U> {
        /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
        fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
-               if amount_msat < self.max_liquidity_msat() {
-                       log_debug!(logger, "Setting max liquidity of {} to {}", chan_descr, amount_msat);
+               let existing_max_msat = self.max_liquidity_msat();
+               if amount_msat < existing_max_msat {
+                       log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
                        self.set_max_liquidity_msat(amount_msat);
                } else {
-                       log_trace!(logger, "Max liquidity of {} already more than {}", chan_descr, amount_msat);
+                       log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
+                               chan_descr, existing_max_msat, amount_msat);
                }
        }
 
        /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
        fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
-               if amount_msat > self.min_liquidity_msat() {
-                       log_debug!(logger, "Setting min liquidity of {} to {}", chan_descr, amount_msat);
+               let existing_min_msat = self.min_liquidity_msat();
+               if amount_msat > existing_min_msat {
+                       log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
                        self.set_min_liquidity_msat(amount_msat);
                } else {
-                       log_trace!(logger, "Min liquidity of {} already less than {}", chan_descr, amount_msat);
+                       log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
+                               chan_descr, existing_min_msat, amount_msat);
                }
        }
 
@@ -927,6 +1015,12 @@ impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTrac
        }
 
        fn update_history_buckets(&mut self) {
+               let half_lives = self.now.duration_since(*self.last_updated).as_secs()
+                       .checked_div(self.params.historical_no_updates_half_life.as_secs())
+                       .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
+               self.min_liquidity_offset_history.time_decay_data(half_lives);
+               self.max_liquidity_offset_history.time_decay_data(half_lives);
+
                debug_assert!(*self.min_liquidity_offset_msat <= self.capacity_msat);
                self.min_liquidity_offset_history.track_datapoint(
                        // Ensure the bucket index we pass is in the range [0, 7], even if the liquidity offset
@@ -949,8 +1043,8 @@ impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTrac
                } else {
                        self.decayed_offset_msat(*self.max_liquidity_offset_msat)
                };
-               *self.last_updated = self.now;
                self.update_history_buckets();
+               *self.last_updated = self.now;
        }
 
        /// Adjusts the upper bound of the channel liquidity balance in this direction.
@@ -961,8 +1055,8 @@ impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTrac
                } else {
                        self.decayed_offset_msat(*self.min_liquidity_offset_msat)
                };
-               *self.last_updated = self.now;
                self.update_history_buckets();
+               *self.last_updated = self.now;
        }
 }
 
@@ -995,14 +1089,13 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for Probabilis
                        _ => {},
                }
 
-               let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
                let amount_msat = usage.amount_msat;
                let capacity_msat = usage.effective_capacity.as_msat()
                        .saturating_sub(usage.inflight_htlc_msat);
                self.channel_liquidities
                        .get(&short_channel_id)
                        .unwrap_or(&ChannelLiquidity::new())
-                       .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
+                       .as_directed(source, target, capacity_msat, &self.params)
                        .penalty_msat(amount_msat, &self.params)
                        .saturating_add(anti_probing_penalty_msat)
                        .saturating_add(base_penalty_msat)
@@ -1010,7 +1103,6 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for Probabilis
 
        fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
                let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
-               let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
                log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
                let network_graph = self.network_graph.read_only();
                for (hop_idx, hop) in path.iter().enumerate() {
@@ -1030,7 +1122,7 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for Probabilis
                                        self.channel_liquidities
                                                .entry(hop.short_channel_id)
                                                .or_insert_with(ChannelLiquidity::new)
-                                               .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
+                                               .as_directed_mut(source, &target, capacity_msat, &self.params)
                                                .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
                                        break;
                                }
@@ -1038,7 +1130,7 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for Probabilis
                                self.channel_liquidities
                                        .entry(hop.short_channel_id)
                                        .or_insert_with(ChannelLiquidity::new)
-                                       .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
+                                       .as_directed_mut(source, &target, capacity_msat, &self.params)
                                        .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
                        } else {
                                log_debug!(self.logger, "Not able to penalize channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).",
@@ -1049,7 +1141,6 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for Probabilis
 
        fn payment_path_successful(&mut self, path: &[&RouteHop]) {
                let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
-               let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
                log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
                        path.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
                let network_graph = self.network_graph.read_only();
@@ -1065,7 +1156,7 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for Probabilis
                                self.channel_liquidities
                                        .entry(hop.short_channel_id)
                                        .or_insert_with(ChannelLiquidity::new)
-                                       .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
+                                       .as_directed_mut(source, &target, capacity_msat, &self.params)
                                        .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
                        } else {
                                log_debug!(self.logger, "Not able to learn for channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).",
@@ -1481,7 +1572,7 @@ mod tests {
        use util::time::Time;
        use util::time::tests::SinceEpoch;
 
-       use ln::features::{ChannelFeatures, NodeFeatures};
+       use ln::channelmanager;
        use ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
        use routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
        use routing::router::RouteHop;
@@ -1572,7 +1663,7 @@ mod tests {
                let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
                let secp_ctx = Secp256k1::new();
                let unsigned_announcement = UnsignedChannelAnnouncement {
-                       features: ChannelFeatures::known(),
+                       features: channelmanager::provided_channel_features(),
                        chain_hash: genesis_hash,
                        short_channel_id,
                        node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
@@ -1626,25 +1717,25 @@ mod tests {
                vec![
                        RouteHop {
                                pubkey: source_pubkey(),
-                               node_features: NodeFeatures::known(),
+                               node_features: channelmanager::provided_node_features(),
                                short_channel_id: 41,
-                               channel_features: ChannelFeatures::known(),
+                               channel_features: channelmanager::provided_channel_features(),
                                fee_msat: 1,
                                cltv_expiry_delta: 18,
                        },
                        RouteHop {
                                pubkey: target_pubkey(),
-                               node_features: NodeFeatures::known(),
+                               node_features: channelmanager::provided_node_features(),
                                short_channel_id: 42,
-                               channel_features: ChannelFeatures::known(),
+                               channel_features: channelmanager::provided_channel_features(),
                                fee_msat: 2,
                                cltv_expiry_delta: 18,
                        },
                        RouteHop {
                                pubkey: recipient_pubkey(),
-                               node_features: NodeFeatures::known(),
+                               node_features: channelmanager::provided_node_features(),
                                short_channel_id: 43,
-                               channel_features: ChannelFeatures::known(),
+                               channel_features: channelmanager::provided_channel_features(),
                                fee_msat: amount_msat,
                                cltv_expiry_delta: 18,
                        },
@@ -1678,54 +1769,53 @@ mod tests {
 
                // Update minimum liquidity.
 
-               let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+                       .as_directed(&source, &target, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 100);
                assert_eq!(liquidity.max_liquidity_msat(), 300);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+                       .as_directed(&target, &source, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 700);
                assert_eq!(liquidity.max_liquidity_msat(), 900);
 
                scorer.channel_liquidities.get_mut(&42).unwrap()
-                       .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
+                       .as_directed_mut(&source, &target, 1_000, &scorer.params)
                        .set_min_liquidity_msat(200);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+                       .as_directed(&source, &target, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 200);
                assert_eq!(liquidity.max_liquidity_msat(), 300);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+                       .as_directed(&target, &source, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 700);
                assert_eq!(liquidity.max_liquidity_msat(), 800);
 
                // Update maximum liquidity.
 
                let liquidity = scorer.channel_liquidities.get(&43).unwrap()
-                       .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
+                       .as_directed(&target, &recipient, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 700);
                assert_eq!(liquidity.max_liquidity_msat(), 900);
 
                let liquidity = scorer.channel_liquidities.get(&43).unwrap()
-                       .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
+                       .as_directed(&recipient, &target, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 100);
                assert_eq!(liquidity.max_liquidity_msat(), 300);
 
                scorer.channel_liquidities.get_mut(&43).unwrap()
-                       .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
+                       .as_directed_mut(&target, &recipient, 1_000, &scorer.params)
                        .set_max_liquidity_msat(200);
 
                let liquidity = scorer.channel_liquidities.get(&43).unwrap()
-                       .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
+                       .as_directed(&target, &recipient, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 0);
                assert_eq!(liquidity.max_liquidity_msat(), 200);
 
                let liquidity = scorer.channel_liquidities.get(&43).unwrap()
-                       .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
+                       .as_directed(&recipient, &target, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 800);
                assert_eq!(liquidity.max_liquidity_msat(), 1000);
        }
@@ -1748,44 +1838,43 @@ mod tests {
                assert!(source > target);
 
                // Check initial bounds.
-               let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+                       .as_directed(&source, &target, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 400);
                assert_eq!(liquidity.max_liquidity_msat(), 800);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+                       .as_directed(&target, &source, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 200);
                assert_eq!(liquidity.max_liquidity_msat(), 600);
 
                // Reset from source to target.
                scorer.channel_liquidities.get_mut(&42).unwrap()
-                       .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
+                       .as_directed_mut(&source, &target, 1_000, &scorer.params)
                        .set_min_liquidity_msat(900);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+                       .as_directed(&source, &target, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 900);
                assert_eq!(liquidity.max_liquidity_msat(), 1_000);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+                       .as_directed(&target, &source, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 0);
                assert_eq!(liquidity.max_liquidity_msat(), 100);
 
                // Reset from target to source.
                scorer.channel_liquidities.get_mut(&42).unwrap()
-                       .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
+                       .as_directed_mut(&target, &source, 1_000, &scorer.params)
                        .set_min_liquidity_msat(400);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+                       .as_directed(&source, &target, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 0);
                assert_eq!(liquidity.max_liquidity_msat(), 600);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+                       .as_directed(&target, &source, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 400);
                assert_eq!(liquidity.max_liquidity_msat(), 1_000);
        }
@@ -1808,44 +1897,43 @@ mod tests {
                assert!(source > target);
 
                // Check initial bounds.
-               let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+                       .as_directed(&source, &target, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 400);
                assert_eq!(liquidity.max_liquidity_msat(), 800);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+                       .as_directed(&target, &source, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 200);
                assert_eq!(liquidity.max_liquidity_msat(), 600);
 
                // Reset from source to target.
                scorer.channel_liquidities.get_mut(&42).unwrap()
-                       .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
+                       .as_directed_mut(&source, &target, 1_000, &scorer.params)
                        .set_max_liquidity_msat(300);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+                       .as_directed(&source, &target, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 0);
                assert_eq!(liquidity.max_liquidity_msat(), 300);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+                       .as_directed(&target, &source, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 700);
                assert_eq!(liquidity.max_liquidity_msat(), 1_000);
 
                // Reset from target to source.
                scorer.channel_liquidities.get_mut(&42).unwrap()
-                       .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
+                       .as_directed_mut(&target, &source, 1_000, &scorer.params)
                        .set_max_liquidity_msat(600);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+                       .as_directed(&source, &target, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 400);
                assert_eq!(liquidity.max_liquidity_msat(), 1_000);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+                       .as_directed(&target, &source, 1_000, &scorer.params);
                assert_eq!(liquidity.min_liquidity_msat(), 0);
                assert_eq!(liquidity.max_liquidity_msat(), 600);
        }
@@ -2485,6 +2573,7 @@ mod tests {
                let params = ProbabilisticScoringParameters {
                        historical_liquidity_penalty_multiplier_msat: 1024,
                        historical_liquidity_penalty_amount_multiplier_msat: 1024,
+                       historical_no_updates_half_life: Duration::from_secs(10),
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
@@ -2506,6 +2595,11 @@ mod tests {
                // still remember that there was some failure in the past, and assign a non-0 penalty.
                scorer.payment_path_failed(&payment_path_for_amount(1000).iter().collect::<Vec<_>>(), 43);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
+
+               // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
+               // gone), and check that we're back to where we started.
+               SinceEpoch::advance(Duration::from_secs(10 * 16));
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
        }
 
        #[test]