avg live bounds wip

Author: joostjager

lightning/src/routing/scoring.rs

@@ -484,7 +484,34 @@ impl ChannelLiquidities {
 		Self(new_hash_map())
 	}
 
-	fn merge(&mut self, other: Self) {
+	fn time_passed(&mut self, duration_since_epoch: Duration, decay_params: ProbabilisticScoringDecayParameters) {
+		self.0.retain(|_scid, liquidity| {
+			liquidity.min_liquidity_offset_msat =
+				liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, duration_since_epoch, decay_params);
+			liquidity.max_liquidity_offset_msat =
+				liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, duration_since_epoch, decay_params);
+			liquidity.last_updated = duration_since_epoch;
+
+			// TODO: Call decay multiple times.
+			let elapsed_time =
+				duration_since_epoch.saturating_sub(liquidity.offset_history_last_updated);
+			if elapsed_time > decay_params.historical_no_updates_half_life {
+				let half_life = decay_params.historical_no_updates_half_life.as_secs_f64();
+				if half_life != 0.0 {
+					liquidity.liquidity_history.decay_buckets(elapsed_time.as_secs_f64() / half_life);
+					liquidity.offset_history_last_updated = duration_since_epoch;
+				}
+			}
+			liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
+				liquidity.liquidity_history.has_datapoints()
+		});
+	}
+
+	fn merge(&mut self, mut other: Self, duration_since_epoch: Duration, decay_params: ProbabilisticScoringDecayParameters) {
+		// Decay both set of scores to make them comparable.
+		self.time_passed(duration_since_epoch, decay_params);
+		other.time_passed(duration_since_epoch, decay_params);
+
 		for (id, item) in other.0 {
 			match self.0.get_mut(&id) {
 				None => { self.0.insert(id, item); },
@@ -899,8 +926,8 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ProbabilisticScorer<G, L> whe
 	}
 
 	/// Merge external channel liquidity data into the internal state.
-	pub fn merge(&mut self, other: ChannelLiquidities) {
-		self.channel_liquidities.merge(other);
+	pub fn merge(&mut self, other: ChannelLiquidities, duration_since_epoch: Duration) {
+		self.channel_liquidities.merge(other, duration_since_epoch, self.decay_params);
 	}
 
 	#[cfg(test)]
@@ -1125,9 +1152,12 @@ impl ChannelLiquidity {
 	}
 
 	fn merge(&mut self, other: &Self) {
-		self.liquidity_history.merge(&other.liquidity_history);
+		// Take average for min/max liquidity offsets.
+		self.min_liquidity_offset_msat = (self.min_liquidity_offset_msat + other.min_liquidity_offset_msat) / 2;
+		self.max_liquidity_offset_msat = (self.max_liquidity_offset_msat + other.max_liquidity_offset_msat) / 2;
 
-		// TODO: Merge other fields.
+		// Merge historical liquidity data.
+		self.liquidity_history.merge(&other.liquidity_history);
 	}
 
 	/// Returns a view of the channel liquidity directed from `source` to `target` assuming
@@ -1659,26 +1689,7 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ScoreUpdate for Probabilistic
 	}
 
 	fn time_passed(&mut self, duration_since_epoch: Duration) {
-		let decay_params = self.decay_params;
-		self.channel_liquidities.retain(|_scid, liquidity| {
-			liquidity.min_liquidity_offset_msat =
-				liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, duration_since_epoch, decay_params);
-			liquidity.max_liquidity_offset_msat =
-				liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, duration_since_epoch, decay_params);
-			liquidity.last_updated = duration_since_epoch;
-
-			let elapsed_time =
-				duration_since_epoch.saturating_sub(liquidity.offset_history_last_updated);
-			if elapsed_time > decay_params.historical_no_updates_half_life {
-				let half_life = decay_params.historical_no_updates_half_life.as_secs_f64();
-				if half_life != 0.0 {
-					liquidity.liquidity_history.decay_buckets(elapsed_time.as_secs_f64() / half_life);
-					liquidity.offset_history_last_updated = duration_since_epoch;
-				}
-			}
-			liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
-				liquidity.liquidity_history.has_datapoints()
-		});
+		self.channel_liquidities.time_passed(duration_since_epoch, self.decay_params);
 	}
 }