From: Matt Corallo Date: Wed, 29 Nov 2023 00:33:16 +0000 (+0000) Subject: Drop half-life-based bucket decay in `update_history_buckets` X-Git-Tag: v0.0.119~4^2~1 X-Git-Url: http://git.bitcoin.ninja/index.cgi?a=commitdiff_plain;h=18b42319bc5e5a3940e8ba17c72b7df8b285c563;p=rust-lightning Drop half-life-based bucket decay in `update_history_buckets` Because we decay the bucket information in the background, there's not much reason to try to decay them immediately prior to updating, and in removing that we can also clean up a good bit of dead code, which we do here. --- diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index 0dd0c2ea3..0bea2223c 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -789,7 +789,7 @@ struct ChannelLiquidity { min_liquidity_offset_history: HistoricalBucketRangeTracker, max_liquidity_offset_history: HistoricalBucketRangeTracker, - /// Time when the liquidity bounds were last modified as an offset since the unix epoch. + /// Time when either liquidity bound was last modified as an offset since the unix epoch. last_updated: Duration, /// Time when the historical liquidity bounds were last modified as an offset against the unix @@ -805,7 +805,6 @@ struct DirectedChannelLiquidity, BRT: Deref>, L: Deref> ProbabilisticScorer where L::Target: Logger { @@ -837,7 +836,7 @@ impl>, L: Deref> ProbabilisticScorer whe 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.decay_params); + let dir_liq = liq.as_directed(source, target, amt); let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history.buckets; let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history.buckets; @@ -889,7 +888,7 @@ impl>, L: Deref> ProbabilisticScorer whe 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.decay_params); + let dir_liq = liq.as_directed(source, target, amt); return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat())); } } @@ -931,7 +930,7 @@ impl>, L: Deref> ProbabilisticScorer whe 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.decay_params); + let dir_liq = liq.as_directed(source, target, amt); let min_buckets = dir_liq.liquidity_history.min_liquidity_offset_history.buckets; let mut max_buckets = dir_liq.liquidity_history.max_liquidity_offset_history.buckets; @@ -962,7 +961,7 @@ impl>, L: Deref> ProbabilisticScorer whe if let Some(liq) = self.channel_liquidities.get(&scid) { if let Some((directed_info, source)) = chan.as_directed_to(target) { let capacity_msat = directed_info.effective_capacity().as_msat(); - let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params); + let dir_liq = liq.as_directed(source, target, capacity_msat); return dir_liq.liquidity_history.calculate_success_probability_times_billion( ¶ms, amount_msat, capacity_msat @@ -989,7 +988,7 @@ impl ChannelLiquidity { /// 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, decay_params: ProbabilisticScoringDecayParameters + &self, source: &NodeId, target: &NodeId, capacity_msat: u64, ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, &Duration> { let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) = if source < target { @@ -1010,14 +1009,13 @@ impl ChannelLiquidity { capacity_msat, last_updated: &self.last_updated, offset_history_last_updated: &self.offset_history_last_updated, - decay_params: decay_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, decay_params: ProbabilisticScoringDecayParameters + &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, &mut Duration> { let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) = if source < target { @@ -1038,7 +1036,6 @@ impl ChannelLiquidity { capacity_msat, last_updated: &mut self.last_updated, offset_history_last_updated: &mut self.offset_history_last_updated, - decay_params: decay_params, } } @@ -1289,14 +1286,6 @@ DirectedChannelLiquidity { /// 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, duration_since_epoch: Duration) { - let half_lives = - duration_since_epoch.checked_sub(*self.offset_history_last_updated) - .unwrap_or(Duration::ZERO).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()); - self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives); - self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives); - self.liquidity_history.min_liquidity_offset_history.track_datapoint( *self.min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat ); @@ -1369,7 +1358,7 @@ impl>, L: Deref> ScoreLookUp for Probabilistic self.channel_liquidities .get(&scid) .unwrap_or(&ChannelLiquidity::new(Duration::ZERO)) - .as_directed(&source, &target, capacity_msat, self.decay_params) + .as_directed(&source, &target, capacity_msat) .penalty_msat(amount_msat, score_params) .saturating_add(anti_probing_penalty_msat) .saturating_add(base_penalty_msat) @@ -1399,14 +1388,14 @@ impl>, L: Deref> ScoreUpdate for Probabilistic self.channel_liquidities .entry(hop.short_channel_id) .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch)) - .as_directed_mut(source, &target, capacity_msat, self.decay_params) + .as_directed_mut(source, &target, capacity_msat) .failed_at_channel(amount_msat, duration_since_epoch, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); } else { self.channel_liquidities .entry(hop.short_channel_id) .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch)) - .as_directed_mut(source, &target, capacity_msat, self.decay_params) + .as_directed_mut(source, &target, capacity_msat) .failed_downstream(amount_msat, duration_since_epoch, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); } @@ -1435,7 +1424,7 @@ impl>, L: Deref> ScoreUpdate for Probabilistic self.channel_liquidities .entry(hop.short_channel_id) .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch)) - .as_directed_mut(source, &target, capacity_msat, self.decay_params) + .as_directed_mut(source, &target, capacity_msat) .successful(amount_msat, duration_since_epoch, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); } else { @@ -1959,14 +1948,6 @@ mod bucketed_history { self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE); } } - /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old - /// datapoints as we receive newer information. - #[inline] - pub(super) 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) }); @@ -2359,52 +2340,52 @@ mod tests { // Update minimum liquidity. let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, decay_params); + .as_directed(&source, &target, 1_000); 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, decay_params); + .as_directed(&target, &source, 1_000); 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, decay_params) + .as_directed_mut(&source, &target, 1_000) .set_min_liquidity_msat(200, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, decay_params); + .as_directed(&source, &target, 1_000); 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, decay_params); + .as_directed(&target, &source, 1_000); 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, decay_params); + .as_directed(&target, &recipient, 1_000); 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, decay_params); + .as_directed(&recipient, &target, 1_000); 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, decay_params) + .as_directed_mut(&target, &recipient, 1_000) .set_max_liquidity_msat(200, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&43).unwrap() - .as_directed(&target, &recipient, 1_000, decay_params); + .as_directed(&target, &recipient, 1_000); 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, decay_params); + .as_directed(&recipient, &target, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 800); assert_eq!(liquidity.max_liquidity_msat(), 1000); } @@ -2430,42 +2411,42 @@ mod tests { // Check initial bounds. let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, decay_params); + .as_directed(&source, &target, 1_000); 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, decay_params); + .as_directed(&target, &source, 1_000); 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, decay_params) + .as_directed_mut(&source, &target, 1_000) .set_min_liquidity_msat(900, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, decay_params); + .as_directed(&source, &target, 1_000); 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, decay_params); + .as_directed(&target, &source, 1_000); 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, decay_params) + .as_directed_mut(&target, &source, 1_000) .set_min_liquidity_msat(400, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, decay_params); + .as_directed(&source, &target, 1_000); 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, decay_params); + .as_directed(&target, &source, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 400); assert_eq!(liquidity.max_liquidity_msat(), 1_000); } @@ -2491,42 +2472,42 @@ mod tests { // Check initial bounds. let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, decay_params); + .as_directed(&source, &target, 1_000); 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, decay_params); + .as_directed(&target, &source, 1_000); 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, decay_params) + .as_directed_mut(&source, &target, 1_000) .set_max_liquidity_msat(300, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, decay_params); + .as_directed(&source, &target, 1_000); 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, decay_params); + .as_directed(&target, &source, 1_000); 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, decay_params) + .as_directed_mut(&target, &source, 1_000) .set_max_liquidity_msat(600, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, decay_params); + .as_directed(&source, &target, 1_000); 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, decay_params); + .as_directed(&target, &source, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 600); } @@ -2971,47 +2952,6 @@ mod tests { assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); } - #[test] - fn decays_liquidity_bounds_without_shift_overflow() { - let logger = TestLogger::new(); - let network_graph = network_graph(&logger); - let params = ProbabilisticScoringFeeParameters { - liquidity_penalty_multiplier_msat: 1_000, - ..ProbabilisticScoringFeeParameters::zero_penalty() - }; - let decay_params = ProbabilisticScoringDecayParameters { - liquidity_offset_half_life: Duration::from_secs(10), - ..ProbabilisticScoringDecayParameters::default() - }; - let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); - let source = source_node_id(); - let usage = ChannelUsage { - amount_msat: 256, - inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 }, - }; - let channel = network_graph.read_only().channel(42).unwrap().to_owned(); - let (info, _) = channel.as_directed_from(&source).unwrap(); - let candidate = CandidateRouteHop::PublicHop { - info, - short_channel_id: 42, - }; - assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125); - - scorer.payment_path_failed(&payment_path_for_amount(512), 42, Duration::ZERO); - assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281); - - // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat - // would cause an overflow. - SinceEpoch::advance(Duration::from_secs(10 * 64)); - scorer.time_passed(Duration::from_secs(10 * 64)); - assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125); - - SinceEpoch::advance(Duration::from_secs(10)); - scorer.time_passed(Duration::from_secs(10 * 65)); - assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125); - } - #[test] fn restricts_liquidity_bounds_after_decay() { let logger = TestLogger::new(); @@ -3660,7 +3600,7 @@ mod tests { scorer.payment_path_failed(&path, 43, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, decay_params); + .as_directed(&source, &target, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 256); assert_eq!(liquidity.max_liquidity_msat(), 768); }