Cache the total points tracked in our historical liquidity data
authorMatt Corallo <git@bluematt.me>
Sat, 9 Dec 2023 04:18:46 +0000 (04:18 +0000)
committerMatt Corallo <git@bluematt.me>
Sun, 10 Dec 2023 16:39:18 +0000 (16:39 +0000)
When we go to score a channel using the historical liquidity data,
the first thing we do is step through all the valid bucket
combinations, multiply the min and max bucket, and then add them
together to calculate the total number of points tracked. This
isn't a free operation, and for scorers without much data it
represents a large part of the total time spent scoring during
routefinding.

Thus, here we cache this value, updating it every time the buckets
are updated.

lightning/src/routing/scoring.rs

index 1537b67a1b37439793222719f0cf71814dcc503e..42a565aee95b908b4a60ddf6c99b10ba98899987 100644 (file)
@@ -1631,6 +1631,7 @@ mod bucketed_history {
        pub(super) struct HistoricalLiquidityTracker {
                min_liquidity_offset_history: HistoricalBucketRangeTracker,
                max_liquidity_offset_history: HistoricalBucketRangeTracker,
+               total_valid_points_tracked: u64,
        }
 
        impl HistoricalLiquidityTracker {
@@ -1638,6 +1639,7 @@ mod bucketed_history {
                        HistoricalLiquidityTracker {
                                min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
                                max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
+                               total_valid_points_tracked: 0,
                        }
                }
 
@@ -1645,10 +1647,13 @@ mod bucketed_history {
                        min_liquidity_offset_history: HistoricalBucketRangeTracker,
                        max_liquidity_offset_history: HistoricalBucketRangeTracker,
                ) -> HistoricalLiquidityTracker {
-                       HistoricalLiquidityTracker {
+                       let mut res = HistoricalLiquidityTracker {
                                min_liquidity_offset_history,
                                max_liquidity_offset_history,
-                       }
+                               total_valid_points_tracked: 0,
+                       };
+                       res.recalculate_valid_points();
+                       res
                }
 
                pub(super) fn has_datapoints(&self) -> bool {
@@ -1664,6 +1669,16 @@ mod bucketed_history {
                        for bucket in self.max_liquidity_offset_history.buckets.iter_mut() {
                                *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
                        }
+                       self.recalculate_valid_points();
+               }
+
+               fn recalculate_valid_points(&mut self) {
+                       self.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) {
+                                       self.total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
+                               }
+                       }
                }
 
                pub(super) fn writeable_min_offset_history(&self) -> &HistoricalBucketRangeTracker {
@@ -1703,6 +1718,7 @@ mod bucketed_history {
                                self.tracker.max_liquidity_offset_history.track_datapoint(min_offset_msat, capacity_msat);
                                self.tracker.min_liquidity_offset_history.track_datapoint(max_offset_msat, capacity_msat);
                        }
+                       self.tracker.recalculate_valid_points();
                }
        }
 
@@ -1743,11 +1759,15 @@ mod bucketed_history {
                        let max_liquidity_offset_history_buckets =
                                self.max_liquidity_offset_history_buckets();
 
-                       let mut total_valid_points_tracked = 0;
-                       for (min_idx, min_bucket) in min_liquidity_offset_history_buckets.iter().enumerate() {
-                               for max_bucket in max_liquidity_offset_history_buckets.iter().take(32 - min_idx) {
-                                       total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
+                       let total_valid_points_tracked = self.tracker.total_valid_points_tracked;
+                       #[cfg(debug_assertions)] {
+                               let mut actual_valid_points_tracked = 0;
+                               for (min_idx, min_bucket) in min_liquidity_offset_history_buckets.iter().enumerate() {
+                                       for max_bucket in max_liquidity_offset_history_buckets.iter().take(32 - min_idx) {
+                                               actual_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
+                                       }
                                }
+                               assert_eq!(total_valid_points_tracked, actual_valid_points_tracked);
                        }
 
                        // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),