perf(relay): optimize relay connection handling

[kasugamirai]

Description

Notes to the reviewers

Checklist

• I followed the contribution guidelines
• I ran just precommit or just check before committing
• I updated the CHANGELOG (if applicable)

[yukibtc]

Thanks but IMO this change make the code less readable without bringing a real improvement: the add_relay method internally just acquire a write lock and update an HashMap. This approach is good in other situations (I used it in other part of code).