f - use floating-point operations for liquidity decay

Author: jkczyz

lightning/src/routing/scoring.rs

@@ -997,30 +997,10 @@ impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>,
 	}
 
 	fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
-		let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
-		let half_life = self.params.liquidity_offset_half_life.as_secs();
-
-		match elapsed_time.checked_div(half_life) {
-			None => 0,
-			Some(decays) => match elapsed_time.checked_div(half_life / 2) {
-				None => 0,
-				Some(half_decays) => {
-					// Decay the offset by the appropriate number of half lives. If half of the next
-					// half life has passed, approximate an additional three-quarter life by summing
-					// the results of taking both the *next two* half lives instead. This helps
-					// smooth out the decay.
-					if half_decays % 2 == 0 {
-						offset_msat.checked_shr(decays as u32).unwrap_or(0)
-					} else {
-						offset_msat
-							.checked_shr((decays + 1) as u32)
-							.map(|decayed_offset_msat| decayed_offset_msat
-								+ offset_msat.checked_shr((decays + 2) as u32).unwrap_or(0))
-							.unwrap_or(0)
-					}
-				}
-			},
-		}
+		let elapsed_time = self.now.duration_since(*self.last_updated).as_secs() as f64;
+		let half_life = self.params.liquidity_offset_half_life.as_secs() as f64;
+		let decays = elapsed_time / half_life;
+		(0.5f64.powf(decays) * offset_msat as f64) as u64
 	}
 }
 
@@ -2222,29 +2202,18 @@ mod tests {
 		let usage = ChannelUsage { amount_msat: 896, ..usage };
 		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
 
-		// No decay
-		SinceEpoch::advance(Duration::from_secs(4));
-		let usage = ChannelUsage { amount_msat: 128, ..usage };
-		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
-		let usage = ChannelUsage { amount_msat: 256, ..usage };
-		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93);
-		let usage = ChannelUsage { amount_msat: 768, ..usage };
-		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479);
-		let usage = ChannelUsage { amount_msat: 896, ..usage };
-		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
-
-		// Half decay (i.e., three-quarter life)
-		SinceEpoch::advance(Duration::from_secs(1));
+		// Partial decay
+		SinceEpoch::advance(Duration::from_secs(5));
 		let usage = ChannelUsage { amount_msat: 128, ..usage };
-		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 18);
+		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 22);
 		let usage = ChannelUsage { amount_msat: 256, ..usage };
-		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 103);
+		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 106);
 		let usage = ChannelUsage { amount_msat: 768, ..usage };
-		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 957);
+		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 916);
 		let usage = ChannelUsage { amount_msat: 896, ..usage };
 		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
 
-		// One decay (i.e., half life)
+		// Full decay
 		SinceEpoch::advance(Duration::from_secs(5));
 		let usage = ChannelUsage { amount_msat: 64, ..usage };
 		assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);