Track a reference to scoring parameters in DirectedChannelLiquidity
authorMatt Corallo <git@bluematt.me>
Mon, 22 Aug 2022 22:40:02 +0000 (22:40 +0000)
committerMatt Corallo <git@bluematt.me>
Thu, 6 Oct 2022 21:10:23 +0000 (21:10 +0000)
This simplifies adding additional half lives in
DirectedChannelLiquidity by simply storing a reference to the full
parameter set rather than only the single current half-life.

lightning/src/routing/scoring.rs

index 8b475ecc0d31fe43a35a17b9252448a843da753b..c8cf3583cd4b6533fd3aae281f37c8fc624fd818 100644 (file)
@@ -534,7 +534,7 @@ 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 +542,7 @@ 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 +574,7 @@ 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 +599,7 @@ 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()));
                                }
                        }
@@ -691,9 +691,9 @@ 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 +711,15 @@ 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 +737,7 @@ impl<T: Time> ChannelLiquidity<T> {
                        capacity_msat,
                        last_updated: &mut self.last_updated,
                        now: T::now(),
-                       half_life,
+                       params,
                }
        }
 }
@@ -754,7 +754,7 @@ 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 {
@@ -892,13 +892,13 @@ 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() {
@@ -995,14 +995,13 @@ 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 +1009,6 @@ 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 +1028,7 @@ 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 +1036,7 @@ 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 +1047,6 @@ 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 +1062,7 @@ 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).",
@@ -1678,54 +1675,53 @@ 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 +1744,43 @@ 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 +1803,43 @@ 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);
        }