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nym21
2026-03-14 18:27:25 +01:00
parent 9d365f4bbb
commit 0d177494d9
55 changed files with 1117 additions and 1006 deletions
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180
crates/brk_client/src/lib.rs
View File

@@ -1596,7 +1596,7 @@ pub struct BaseChangeCumulativeDeltaRelSumPattern {
pub base: CentsUsdPattern,
pub change_1m: RelPattern,
pub cumulative: CentsUsdPattern,
pub delta: ChangeRatePattern2,
pub delta: AbsoluteRatePattern2,
pub rel_to_rcap: BpsPercentRatioPattern,
pub sum: _1m1w1y24hPattern3,
}
@@ -1608,7 +1608,7 @@ impl BaseChangeCumulativeDeltaRelSumPattern {
base: CentsUsdPattern::new(client.clone(), _m(&acc, "realized_pnl")),
change_1m: RelPattern::new(client.clone(), _m(&acc, "pnl_change_1m_rel_to")),
cumulative: CentsUsdPattern::new(client.clone(), _m(&acc, "realized_pnl_cumulative")),
delta: ChangeRatePattern2::new(client.clone(), _m(&acc, "realized_pnl_delta")),
delta: AbsoluteRatePattern2::new(client.clone(), _m(&acc, "realized_pnl_delta")),
rel_to_rcap: BpsPercentRatioPattern::new(client.clone(), _m(&acc, "realized_pnl_rel_to_rcap")),
sum: _1m1w1y24hPattern3::new(client.clone(), _m(&acc, "realized_pnl_sum")),
}
@@ -1713,7 +1713,7 @@ impl CapLossMvrvPriceProfitSoprPattern {
/// Pattern struct for repeated tree structure.
pub struct DeltaHalfInRelTotalPattern {
pub delta: ChangeRatePattern,
pub delta: AbsoluteRatePattern,
pub half: BtcCentsSatsUsdPattern,
pub in_loss: BtcCentsRelSatsUsdPattern,
pub in_profit: BtcCentsRelSatsUsdPattern,
@@ -1725,7 +1725,7 @@ impl DeltaHalfInRelTotalPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
delta: ChangeRatePattern::new(client.clone(), _m(&acc, "delta")),
delta: AbsoluteRatePattern::new(client.clone(), _m(&acc, "delta")),
half: BtcCentsSatsUsdPattern::new(client.clone(), _m(&acc, "half")),
in_loss: BtcCentsRelSatsUsdPattern::new(client.clone(), _m(&acc, "in_loss")),
in_profit: BtcCentsRelSatsUsdPattern::new(client.clone(), _m(&acc, "in_profit")),
@@ -1737,7 +1737,7 @@ impl DeltaHalfInRelTotalPattern {
/// Pattern struct for repeated tree structure.
pub struct DeltaHalfInRelTotalPattern2 {
pub delta: ChangeRatePattern,
pub delta: AbsoluteRatePattern,
pub half: BtcCentsSatsUsdPattern,
pub in_loss: BtcCentsRelSatsUsdPattern3,
pub in_profit: BtcCentsRelSatsUsdPattern3,
@@ -1749,7 +1749,7 @@ impl DeltaHalfInRelTotalPattern2 {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
delta: ChangeRatePattern::new(client.clone(), _m(&acc, "delta")),
delta: AbsoluteRatePattern::new(client.clone(), _m(&acc, "delta")),
half: BtcCentsSatsUsdPattern::new(client.clone(), _m(&acc, "half")),
in_loss: BtcCentsRelSatsUsdPattern3::new(client.clone(), _m(&acc, "in_loss")),
in_profit: BtcCentsRelSatsUsdPattern3::new(client.clone(), _m(&acc, "in_profit")),
@@ -1917,7 +1917,7 @@ impl BtcCentsRelSatsUsdPattern2 {
/// Pattern struct for repeated tree structure.
pub struct DeltaHalfInTotalPattern2 {
pub delta: ChangeRatePattern,
pub delta: AbsoluteRatePattern,
pub half: BtcCentsSatsUsdPattern,
pub in_loss: BtcCentsSatsUsdPattern,
pub in_profit: BtcCentsSatsUsdPattern,
@@ -1928,7 +1928,7 @@ impl DeltaHalfInTotalPattern2 {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
delta: ChangeRatePattern::new(client.clone(), _m(&acc, "delta")),
delta: AbsoluteRatePattern::new(client.clone(), _m(&acc, "delta")),
half: BtcCentsSatsUsdPattern::new(client.clone(), _m(&acc, "half")),
in_loss: BtcCentsSatsUsdPattern::new(client.clone(), _m(&acc, "in_loss")),
in_profit: BtcCentsSatsUsdPattern::new(client.clone(), _m(&acc, "in_profit")),
@@ -2189,7 +2189,7 @@ impl AdjustedRatioValuePattern {
pub struct BaseCumulativeDeltaSumPattern {
pub base: CentsUsdPattern,
pub cumulative: CentsUsdPattern,
pub delta: ChangeRatePattern2,
pub delta: AbsoluteRatePattern2,
pub sum: _1m1w1y24hPattern3,
}
@@ -2199,7 +2199,7 @@ impl BaseCumulativeDeltaSumPattern {
Self {
base: CentsUsdPattern::new(client.clone(), acc.clone()),
cumulative: CentsUsdPattern::new(client.clone(), _m(&acc, "cumulative")),
delta: ChangeRatePattern2::new(client.clone(), _m(&acc, "delta")),
delta: AbsoluteRatePattern2::new(client.clone(), _m(&acc, "delta")),
sum: _1m1w1y24hPattern3::new(client.clone(), _m(&acc, "sum")),
}
}
@@ -2268,7 +2268,7 @@ impl BtcCentsSatsUsdPattern {
/// Pattern struct for repeated tree structure.
pub struct CentsDeltaRelUsdPattern {
pub cents: MetricPattern1<Cents>,
pub delta: ChangeRatePattern2,
pub delta: AbsoluteRatePattern2,
pub rel_to_own_mcap: BpsPercentRatioPattern4,
pub usd: MetricPattern1<Dollars>,
}
@@ -2278,7 +2278,7 @@ impl CentsDeltaRelUsdPattern {
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
cents: MetricPattern1::new(client.clone(), _m(&acc, "cents")),
delta: ChangeRatePattern2::new(client.clone(), _m(&acc, "delta")),
delta: AbsoluteRatePattern2::new(client.clone(), _m(&acc, "delta")),
rel_to_own_mcap: BpsPercentRatioPattern4::new(client.clone(), _m(&acc, "rel_to_own_mcap")),
usd: MetricPattern1::new(client.clone(), acc.clone()),
}
@@ -2606,7 +2606,7 @@ impl CentsSatsUsdPattern3 {
/// Pattern struct for repeated tree structure.
pub struct CentsDeltaUsdPattern {
pub cents: MetricPattern1<Cents>,
pub delta: ChangeRatePattern2,
pub delta: AbsoluteRatePattern2,
pub usd: MetricPattern1<Dollars>,
}
@@ -2615,7 +2615,7 @@ impl CentsDeltaUsdPattern {
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
cents: MetricPattern1::new(client.clone(), _m(&acc, "cents")),
delta: ChangeRatePattern2::new(client.clone(), _m(&acc, "delta")),
delta: AbsoluteRatePattern2::new(client.clone(), _m(&acc, "delta")),
usd: MetricPattern1::new(client.clone(), acc.clone()),
}
}
@@ -2641,7 +2641,7 @@ impl CentsSatsUsdPattern {
/// Pattern struct for repeated tree structure.
pub struct DeltaHalfTotalPattern {
pub delta: ChangeRatePattern,
pub delta: AbsoluteRatePattern,
pub half: BtcCentsSatsUsdPattern,
pub total: BtcCentsSatsUsdPattern,
}
@@ -2650,7 +2650,7 @@ impl DeltaHalfTotalPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
delta: ChangeRatePattern::new(client.clone(), _m(&acc, "delta")),
delta: AbsoluteRatePattern::new(client.clone(), _m(&acc, "delta")),
half: BtcCentsSatsUsdPattern::new(client.clone(), _m(&acc, "half")),
total: BtcCentsSatsUsdPattern::new(client.clone(), acc.clone()),
}
@@ -2783,6 +2783,38 @@ impl<T: DeserializeOwned> BaseCumulativeSumPattern<T> {
}
}
/// Pattern struct for repeated tree structure.
pub struct AbsoluteRatePattern {
pub absolute: _1m1w1y24hPattern<StoredI64>,
pub rate: _1m1w1y24hPattern2,
}
impl AbsoluteRatePattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
absolute: _1m1w1y24hPattern::new(client.clone(), acc.clone()),
rate: _1m1w1y24hPattern2::new(client.clone(), acc.clone()),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct AbsoluteRatePattern2 {
pub absolute: _1m1w1y24hPattern3,
pub rate: _1m1w1y24hPattern2,
}
impl AbsoluteRatePattern2 {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
absolute: _1m1w1y24hPattern3::new(client.clone(), acc.clone()),
rate: _1m1w1y24hPattern2::new(client.clone(), acc.clone()),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct BlocksDominancePattern {
pub blocks_mined: BaseCumulativeSumPattern2,
@@ -2863,38 +2895,6 @@ impl CentsUsdPattern {
}
}
/// Pattern struct for repeated tree structure.
pub struct ChangeRatePattern {
pub change: _1m1w1y24hPattern<StoredI64>,
pub rate: _1m1w1y24hPattern2,
}
impl ChangeRatePattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
change: _1m1w1y24hPattern::new(client.clone(), acc.clone()),
rate: _1m1w1y24hPattern2::new(client.clone(), acc.clone()),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct ChangeRatePattern2 {
pub change: _1m1w1y24hPattern3,
pub rate: _1m1w1y24hPattern2,
}
impl ChangeRatePattern2 {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
change: _1m1w1y24hPattern3::new(client.clone(), acc.clone()),
rate: _1m1w1y24hPattern2::new(client.clone(), acc.clone()),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct CoindaysSentPattern {
pub coindays_destroyed: BaseCumulativeSumPattern<StoredF64>,
@@ -2913,7 +2913,7 @@ impl CoindaysSentPattern {
/// Pattern struct for repeated tree structure.
pub struct DeltaInnerPattern {
pub delta: ChangeRatePattern,
pub delta: AbsoluteRatePattern,
pub inner: MetricPattern1<StoredU64>,
}
@@ -2921,7 +2921,7 @@ impl DeltaInnerPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
delta: ChangeRatePattern::new(client.clone(), _m(&acc, "delta")),
delta: AbsoluteRatePattern::new(client.clone(), _m(&acc, "delta")),
inner: MetricPattern1::new(client.clone(), acc.clone()),
}
}
@@ -3937,29 +3937,29 @@ impl MetricsTree_Addresses_New {
/// Metrics tree node.
pub struct MetricsTree_Addresses_Delta {
pub all: ChangeRatePattern,
pub p2pk65: ChangeRatePattern,
pub p2pk33: ChangeRatePattern,
pub p2pkh: ChangeRatePattern,
pub p2sh: ChangeRatePattern,
pub p2wpkh: ChangeRatePattern,
pub p2wsh: ChangeRatePattern,
pub p2tr: ChangeRatePattern,
pub p2a: ChangeRatePattern,
pub all: AbsoluteRatePattern,
pub p2pk65: AbsoluteRatePattern,
pub p2pk33: AbsoluteRatePattern,
pub p2pkh: AbsoluteRatePattern,
pub p2sh: AbsoluteRatePattern,
pub p2wpkh: AbsoluteRatePattern,
pub p2wsh: AbsoluteRatePattern,
pub p2tr: AbsoluteRatePattern,
pub p2a: AbsoluteRatePattern,
}
impl MetricsTree_Addresses_Delta {
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
Self {
all: ChangeRatePattern::new(client.clone(), "address_count".to_string()),
p2pk65: ChangeRatePattern::new(client.clone(), "p2pk65_address_count".to_string()),
p2pk33: ChangeRatePattern::new(client.clone(), "p2pk33_address_count".to_string()),
p2pkh: ChangeRatePattern::new(client.clone(), "p2pkh_address_count".to_string()),
p2sh: ChangeRatePattern::new(client.clone(), "p2sh_address_count".to_string()),
p2wpkh: ChangeRatePattern::new(client.clone(), "p2wpkh_address_count".to_string()),
p2wsh: ChangeRatePattern::new(client.clone(), "p2wsh_address_count".to_string()),
p2tr: ChangeRatePattern::new(client.clone(), "p2tr_address_count".to_string()),
p2a: ChangeRatePattern::new(client.clone(), "p2a_address_count".to_string()),
all: AbsoluteRatePattern::new(client.clone(), "address_count".to_string()),
p2pk65: AbsoluteRatePattern::new(client.clone(), "p2pk65_address_count".to_string()),
p2pk33: AbsoluteRatePattern::new(client.clone(), "p2pk33_address_count".to_string()),
p2pkh: AbsoluteRatePattern::new(client.clone(), "p2pkh_address_count".to_string()),
p2sh: AbsoluteRatePattern::new(client.clone(), "p2sh_address_count".to_string()),
p2wpkh: AbsoluteRatePattern::new(client.clone(), "p2wpkh_address_count".to_string()),
p2wsh: AbsoluteRatePattern::new(client.clone(), "p2wsh_address_count".to_string()),
p2tr: AbsoluteRatePattern::new(client.clone(), "p2tr_address_count".to_string()),
p2a: AbsoluteRatePattern::new(client.clone(), "p2a_address_count".to_string()),
}
}
}
@@ -4435,16 +4435,16 @@ impl MetricsTree_Cointime_Prices {
/// Metrics tree node.
pub struct MetricsTree_Cointime_Adjusted {
pub inflation_rate: BpsPercentRatioPattern,
pub tx_velocity_btc: MetricPattern1<StoredF64>,
pub tx_velocity_usd: MetricPattern1<StoredF64>,
pub tx_velocity_native: MetricPattern1<StoredF64>,
pub tx_velocity_fiat: MetricPattern1<StoredF64>,
}
impl MetricsTree_Cointime_Adjusted {
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
Self {
inflation_rate: BpsPercentRatioPattern::new(client.clone(), "cointime_adj_inflation_rate".to_string()),
tx_velocity_btc: MetricPattern1::new(client.clone(), "cointime_adj_tx_velocity_btc".to_string()),
tx_velocity_usd: MetricPattern1::new(client.clone(), "cointime_adj_tx_velocity_usd".to_string()),
tx_velocity_native: MetricPattern1::new(client.clone(), "cointime_adj_tx_velocity".to_string()),
tx_velocity_fiat: MetricPattern1::new(client.clone(), "cointime_adj_tx_velocity_fiat".to_string()),
}
}
}
@@ -5434,8 +5434,8 @@ impl MetricsTree_Market_MovingAverage_Sma {
/// Metrics tree node.
pub struct MetricsTree_Market_MovingAverage_Sma_200d {
pub cents: MetricPattern1<Cents>,
pub usd: MetricPattern1<Dollars>,
pub cents: MetricPattern1<Cents>,
pub sats: MetricPattern1<SatsFract>,
pub bps: MetricPattern1<BasisPoints32>,
pub ratio: MetricPattern1<StoredF32>,
@@ -5446,8 +5446,8 @@ pub struct MetricsTree_Market_MovingAverage_Sma_200d {
impl MetricsTree_Market_MovingAverage_Sma_200d {
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
Self {
cents: MetricPattern1::new(client.clone(), "price_sma_200d_cents".to_string()),
usd: MetricPattern1::new(client.clone(), "price_sma_200d".to_string()),
cents: MetricPattern1::new(client.clone(), "price_sma_200d_cents".to_string()),
sats: MetricPattern1::new(client.clone(), "price_sma_200d_sats".to_string()),
bps: MetricPattern1::new(client.clone(), "price_sma_200d_ratio_bps".to_string()),
ratio: MetricPattern1::new(client.clone(), "price_sma_200d_ratio".to_string()),
@@ -5459,16 +5459,16 @@ impl MetricsTree_Market_MovingAverage_Sma_200d {
/// Metrics tree node.
pub struct MetricsTree_Market_MovingAverage_Sma_200d_X24 {
pub cents: MetricPattern1<Cents>,
pub usd: MetricPattern1<Dollars>,
pub cents: MetricPattern1<Cents>,
pub sats: MetricPattern1<SatsFract>,
}
impl MetricsTree_Market_MovingAverage_Sma_200d_X24 {
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
Self {
cents: MetricPattern1::new(client.clone(), "price_sma_200d_x2_4_cents".to_string()),
usd: MetricPattern1::new(client.clone(), "price_sma_200d_x2_4_usd".to_string()),
cents: MetricPattern1::new(client.clone(), "price_sma_200d_x2_4_cents".to_string()),
sats: MetricPattern1::new(client.clone(), "price_sma_200d_x2_4_sats".to_string()),
}
}
@@ -5476,16 +5476,16 @@ impl MetricsTree_Market_MovingAverage_Sma_200d_X24 {
/// Metrics tree node.
pub struct MetricsTree_Market_MovingAverage_Sma_200d_X08 {
pub cents: MetricPattern1<Cents>,
pub usd: MetricPattern1<Dollars>,
pub cents: MetricPattern1<Cents>,
pub sats: MetricPattern1<SatsFract>,
}
impl MetricsTree_Market_MovingAverage_Sma_200d_X08 {
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
Self {
cents: MetricPattern1::new(client.clone(), "price_sma_200d_x0_8_cents".to_string()),
usd: MetricPattern1::new(client.clone(), "price_sma_200d_x0_8_usd".to_string()),
cents: MetricPattern1::new(client.clone(), "price_sma_200d_x0_8_cents".to_string()),
sats: MetricPattern1::new(client.clone(), "price_sma_200d_x0_8_sats".to_string()),
}
}
@@ -5493,8 +5493,8 @@ impl MetricsTree_Market_MovingAverage_Sma_200d_X08 {
/// Metrics tree node.
pub struct MetricsTree_Market_MovingAverage_Sma_350d {
pub cents: MetricPattern1<Cents>,
pub usd: MetricPattern1<Dollars>,
pub cents: MetricPattern1<Cents>,
pub sats: MetricPattern1<SatsFract>,
pub bps: MetricPattern1<BasisPoints32>,
pub ratio: MetricPattern1<StoredF32>,
@@ -5504,8 +5504,8 @@ pub struct MetricsTree_Market_MovingAverage_Sma_350d {
impl MetricsTree_Market_MovingAverage_Sma_350d {
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
Self {
cents: MetricPattern1::new(client.clone(), "price_sma_350d_cents".to_string()),
usd: MetricPattern1::new(client.clone(), "price_sma_350d".to_string()),
cents: MetricPattern1::new(client.clone(), "price_sma_350d_cents".to_string()),
sats: MetricPattern1::new(client.clone(), "price_sma_350d_sats".to_string()),
bps: MetricPattern1::new(client.clone(), "price_sma_350d_ratio_bps".to_string()),
ratio: MetricPattern1::new(client.clone(), "price_sma_350d_ratio".to_string()),
@@ -5516,16 +5516,16 @@ impl MetricsTree_Market_MovingAverage_Sma_350d {
/// Metrics tree node.
pub struct MetricsTree_Market_MovingAverage_Sma_350d_X2 {
pub cents: MetricPattern1<Cents>,
pub usd: MetricPattern1<Dollars>,
pub cents: MetricPattern1<Cents>,
pub sats: MetricPattern1<SatsFract>,
}
impl MetricsTree_Market_MovingAverage_Sma_350d_X2 {
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
Self {
cents: MetricPattern1::new(client.clone(), "price_sma_350d_x2_cents".to_string()),
usd: MetricPattern1::new(client.clone(), "price_sma_350d_x2_usd".to_string()),
cents: MetricPattern1::new(client.clone(), "price_sma_350d_x2_cents".to_string()),
sats: MetricPattern1::new(client.clone(), "price_sma_350d_x2_sats".to_string()),
}
}
@@ -6387,16 +6387,16 @@ impl MetricsTree_Prices_Split {
/// Metrics tree node.
pub struct MetricsTree_Prices_Ohlc {
pub cents: MetricPattern2<OHLCCents>,
pub usd: MetricPattern2<OHLCDollars>,
pub cents: MetricPattern2<OHLCCents>,
pub sats: MetricPattern2<OHLCSats>,
}
impl MetricsTree_Prices_Ohlc {
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
Self {
cents: MetricPattern2::new(client.clone(), "price_ohlc_cents".to_string()),
usd: MetricPattern2::new(client.clone(), "price_ohlc".to_string()),
cents: MetricPattern2::new(client.clone(), "price_ohlc_cents".to_string()),
sats: MetricPattern2::new(client.clone(), "price_ohlc_sats".to_string()),
}
}
@@ -6404,16 +6404,16 @@ impl MetricsTree_Prices_Ohlc {
/// Metrics tree node.
pub struct MetricsTree_Prices_Spot {
pub cents: MetricPattern1<Cents>,
pub usd: MetricPattern1<Dollars>,
pub cents: MetricPattern1<Cents>,
pub sats: MetricPattern1<Sats>,
}
impl MetricsTree_Prices_Spot {
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
Self {
cents: MetricPattern1::new(client.clone(), "price_cents".to_string()),
usd: MetricPattern1::new(client.clone(), "price".to_string()),
cents: MetricPattern1::new(client.clone(), "price_cents".to_string()),
sats: MetricPattern1::new(client.clone(), "price_sats".to_string()),
}
}
@@ -6557,7 +6557,7 @@ impl MetricsTree_Cohorts_Utxo_All {
pub struct MetricsTree_Cohorts_Utxo_All_Supply {
pub total: BtcCentsSatsUsdPattern,
pub half: BtcCentsSatsUsdPattern,
pub delta: ChangeRatePattern,
pub delta: AbsoluteRatePattern,
pub in_profit: BtcCentsRelSatsUsdPattern2,
pub in_loss: BtcCentsRelSatsUsdPattern2,
}
@@ -6567,7 +6567,7 @@ impl MetricsTree_Cohorts_Utxo_All_Supply {
Self {
total: BtcCentsSatsUsdPattern::new(client.clone(), "supply".to_string()),
half: BtcCentsSatsUsdPattern::new(client.clone(), "supply_half".to_string()),
delta: ChangeRatePattern::new(client.clone(), "supply_delta".to_string()),
delta: AbsoluteRatePattern::new(client.clone(), "supply_delta".to_string()),
in_profit: BtcCentsRelSatsUsdPattern2::new(client.clone(), "supply_in_profit".to_string()),
in_loss: BtcCentsRelSatsUsdPattern2::new(client.clone(), "supply_in_loss".to_string()),
}
@@ -6645,16 +6645,16 @@ impl MetricsTree_Cohorts_Utxo_All_Unrealized_Loss {
/// Metrics tree node.
pub struct MetricsTree_Cohorts_Utxo_All_Unrealized_NetPnl {
pub cents: MetricPattern1<CentsSigned>,
pub usd: MetricPattern1<Dollars>,
pub cents: MetricPattern1<CentsSigned>,
pub rel_to_own_gross: BpsPercentRatioPattern,
}
impl MetricsTree_Cohorts_Utxo_All_Unrealized_NetPnl {
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
Self {
cents: MetricPattern1::new(client.clone(), "net_unrealized_pnl_cents".to_string()),
usd: MetricPattern1::new(client.clone(), "net_unrealized_pnl".to_string()),
cents: MetricPattern1::new(client.clone(), "net_unrealized_pnl_cents".to_string()),
rel_to_own_gross: BpsPercentRatioPattern::new(client.clone(), "net_unrealized_pnl_rel_to_own_gross_pnl".to_string()),
}
}

14
crates/brk_cohort/src/by_epoch.rs
View File

@@ -107,20 +107,20 @@ impl<T> ByEpoch<T> {
.into_par_iter()
}
pub fn mut_vec_from_height(&mut self, height: Height) -> &mut T {
pub fn mut_vec_from_height(&mut self, height: Height) -> Option<&mut T> {
let epoch = Halving::from(height);
if epoch == Halving::new(0) {
&mut self._0
Some(&mut self._0)
} else if epoch == Halving::new(1) {
&mut self._1
Some(&mut self._1)
} else if epoch == Halving::new(2) {
&mut self._2
Some(&mut self._2)
} else if epoch == Halving::new(3) {
&mut self._3
Some(&mut self._3)
} else if epoch == Halving::new(4) {
&mut self._4
Some(&mut self._4)
} else {
todo!("")
None
}
}
}

42
crates/brk_cohort/src/class.rs
View File

@@ -231,32 +231,32 @@ impl<T> Class<T> {
.into_par_iter()
}
pub fn mut_vec_from_timestamp(&mut self, timestamp: Timestamp) -> &mut T {
pub fn mut_vec_from_timestamp(&mut self, timestamp: Timestamp) -> Option<&mut T> {
let year = Year::from(timestamp);
self.get_mut(year)
}
pub fn get_mut(&mut self, year: Year) -> &mut T {
pub fn get_mut(&mut self, year: Year) -> Option<&mut T> {
match u16::from(year) {
2009 => &mut self._2009,
2010 => &mut self._2010,
2011 => &mut self._2011,
2012 => &mut self._2012,
2013 => &mut self._2013,
2014 => &mut self._2014,
2015 => &mut self._2015,
2016 => &mut self._2016,
2017 => &mut self._2017,
2018 => &mut self._2018,
2019 => &mut self._2019,
2020 => &mut self._2020,
2021 => &mut self._2021,
2022 => &mut self._2022,
2023 => &mut self._2023,
2024 => &mut self._2024,
2025 => &mut self._2025,
2026 => &mut self._2026,
_ => todo!("Year {} not yet supported", u16::from(year)),
2009 => Some(&mut self._2009),
2010 => Some(&mut self._2010),
2011 => Some(&mut self._2011),
2012 => Some(&mut self._2012),
2013 => Some(&mut self._2013),
2014 => Some(&mut self._2014),
2015 => Some(&mut self._2015),
2016 => Some(&mut self._2016),
2017 => Some(&mut self._2017),
2018 => Some(&mut self._2018),
2019 => Some(&mut self._2019),
2020 => Some(&mut self._2020),
2021 => Some(&mut self._2021),
2022 => Some(&mut self._2022),
2023 => Some(&mut self._2023),
2024 => Some(&mut self._2024),
2025 => Some(&mut self._2025),
2026 => Some(&mut self._2026),
_ => None,
}
}
}

4
crates/brk_cohort/src/loss.rs
View File

@@ -4,7 +4,7 @@ use serde::Serialize;
use super::CohortName;
/// "At least X% loss" threshold names (10 thresholds).
/// "At least X% loss" threshold names (9 thresholds).
pub const LOSS_NAMES: Loss<CohortName> = Loss {
breakeven: CohortName::new("utxos_in_loss", "<0%", "In Loss (Below Breakeven)"),
_10pct: CohortName::new("utxos_over_10pct_in_loss", "≥10%L", "10%+ Loss"),
@@ -26,7 +26,7 @@ impl Loss<CohortName> {
}
}
/// 10 "at least X% loss" aggregate thresholds.
/// 9 "at least X% loss" aggregate thresholds.
///
/// Each is a suffix sum over the profitability ranges, from most loss-making up.
#[derive(Default, Clone, Traversable, Serialize)]

4
crates/brk_cohort/src/profit.rs
View File

@@ -4,7 +4,7 @@ use serde::Serialize;
use super::CohortName;
/// "At least X% profit" threshold names (15 thresholds).
/// "At least X% profit" threshold names (14 thresholds).
pub const PROFIT_NAMES: Profit<CohortName> = Profit {
breakeven: CohortName::new("utxos_in_profit", "≥0%", "In Profit (Breakeven+)"),
_10pct: CohortName::new("utxos_over_10pct_in_profit", "≥10%", "10%+ Profit"),
@@ -31,7 +31,7 @@ impl Profit<CohortName> {
}
}
/// 15 "at least X% profit" aggregate thresholds.
/// 14 "at least X% profit" aggregate thresholds.
///
/// Each is a prefix sum over the profitability ranges, from most profitable down.
#[derive(Default, Clone, Traversable, Serialize)]

8
crates/brk_cohort/src/time_filter.rs
View File

@@ -8,11 +8,11 @@ pub enum TimeFilter {
}
impl TimeFilter {
pub fn contains(&self, days: usize) -> bool {
pub fn contains(&self, hours: usize) -> bool {
match self {
TimeFilter::LowerThan(max) => days < *max,
TimeFilter::Range(r) => r.contains(&days),
TimeFilter::GreaterOrEqual(min) => days >= *min,
TimeFilter::LowerThan(max) => hours < *max,
TimeFilter::Range(r) => r.contains(&hours),
TimeFilter::GreaterOrEqual(min) => hours >= *min,
}
}

4
crates/brk_computer/src/cointime/adjusted/compute.rs
View File

@@ -27,14 +27,14 @@ impl Vecs {
exit,
)?;
self.tx_velocity_btc.height.compute_multiply(
self.tx_velocity_native.height.compute_multiply(
starting_indexes.height,
&activity.ratio.height,
&supply.velocity.native.height,
exit,
)?;
self.tx_velocity_usd.height.compute_multiply(
self.tx_velocity_fiat.height.compute_multiply(
starting_indexes.height,
&activity.ratio.height,
&supply.velocity.fiat.height,

8
crates/brk_computer/src/cointime/adjusted/import.rs
View File

@@ -21,15 +21,15 @@ impl Vecs {
version,
indexes,
)?,
tx_velocity_btc: PerBlock::forced_import(
tx_velocity_native: PerBlock::forced_import(
db,
"cointime_adj_tx_velocity_btc",
"cointime_adj_tx_velocity",
version,
indexes,
)?,
tx_velocity_usd: PerBlock::forced_import(
tx_velocity_fiat: PerBlock::forced_import(
db,
"cointime_adj_tx_velocity_usd",
"cointime_adj_tx_velocity_fiat",
version,
indexes,
)?,

4
crates/brk_computer/src/cointime/adjusted/vecs.rs
View File

@@ -7,6 +7,6 @@ use crate::internal::{PerBlock, PercentPerBlock};
#[derive(Traversable)]
pub struct Vecs<M: StorageMode = Rw> {
pub inflation_rate: PercentPerBlock<BasisPointsSigned32, M>,
pub tx_velocity_btc: PerBlock<StoredF64, M>,
pub tx_velocity_usd: PerBlock<StoredF64, M>,
pub tx_velocity_native: PerBlock<StoredF64, M>,
pub tx_velocity_fiat: PerBlock<StoredF64, M>,
}

80
crates/brk_computer/src/distribution/block/cohort/sent.rs
View File

@@ -2,7 +2,7 @@ use brk_cohort::{AmountBucket, ByAddressType};
use brk_error::Result;
use brk_types::{Age, Cents, CheckedSub, Height, Sats, Timestamp, TypeIndex};
use rustc_hash::FxHashSet;
use vecdb::{VecIndex, unlikely};
use vecdb::VecIndex;
use crate::distribution::{
address::{AddressTypeToActivityCounts, HeightToAddressTypeToVec},
@@ -49,8 +49,7 @@ pub(crate) fn process_sent(
let prev_timestamp = height_to_timestamp[receive_height.to_usize()];
let age = Age::new(current_timestamp, prev_timestamp);
// Compute peak price during holding period for peak regret
// This is the max HIGH price between receive and send heights
// Compute peak spot price during holding period for peak regret
let peak_price = price_range_max.max_between(receive_height, current_height);
for (output_type, vec) in by_type.unwrap().into_iter() {
@@ -84,72 +83,33 @@ pub(crate) fn process_sent(
let new_bucket = AmountBucket::from(new_balance);
let crossing_boundary = prev_bucket != new_bucket;
let cohort_state = cohorts
.amount_range
.get_mut_by_bucket(prev_bucket)
.state
.as_mut()
.unwrap();
cohort_state.send(addr_data, value, current_price, prev_price, peak_price, age)?;
// If crossing a bucket boundary, remove the (now-updated) address from old bucket
if will_be_empty || crossing_boundary {
// Subtract from old cohort
let cohort_state = cohorts
.amount_range
.get_mut_by_bucket(prev_bucket)
.state
.as_mut()
.unwrap();
// Debug info for tracking down underflow issues
if unlikely(
cohort_state.inner.supply.utxo_count < addr_data.utxo_count() as u64,
) {
panic!(
"process_sent: cohort underflow detected!\n\
Block context: receive_height={:?}, output_type={:?}, type_index={:?}\n\
prev_balance={}, new_balance={}, value={}\n\
will_be_empty={}, crossing_boundary={}\n\
Address: {:?}",
receive_height,
output_type,
type_index,
prev_balance,
new_balance,
value,
will_be_empty,
crossing_boundary,
addr_data
);
}
cohort_state.subtract(addr_data);
}
// Update address data
addr_data.send(value, prev_price)?;
if will_be_empty {
// Address becoming empty - invariant check
if new_balance.is_not_zero() {
unreachable!()
}
*type_address_count -= 1;
*type_empty_count += 1;
// Move from funded to empty
lookup.move_to_empty(output_type, type_index);
} else {
// Add to new cohort
cohorts
.amount_range
.get_mut_by_bucket(new_bucket)
.state
.as_mut()
.unwrap()
.add(addr_data);
}
} else {
// Address staying in same cohort - update in place
// Migrate address to new bucket or mark as empty
if will_be_empty {
*type_address_count -= 1;
*type_empty_count += 1;
lookup.move_to_empty(output_type, type_index);
} else if crossing_boundary {
cohorts
.amount_range
.get_mut_by_bucket(new_bucket)
.state
.as_mut()
.unwrap()
.send(addr_data, value, current_price, prev_price, peak_price, age)?;
.add(addr_data);
}
}
}

18
crates/brk_computer/src/distribution/cohorts/utxo/receive.rs
View File

@@ -33,18 +33,12 @@ impl UTXOCohorts<Rw> {
.as_mut()
.unwrap()
.receive_utxo_snapshot(&supply_state, &snapshot);
self.epoch
.mut_vec_from_height(height)
.state
.as_mut()
.unwrap()
.receive_utxo_snapshot(&supply_state, &snapshot);
self.class
.mut_vec_from_timestamp(timestamp)
.state
.as_mut()
.unwrap()
.receive_utxo_snapshot(&supply_state, &snapshot);
if let Some(v) = self.epoch.mut_vec_from_height(height) {
v.state.as_mut().unwrap().receive_utxo_snapshot(&supply_state, &snapshot);
}
if let Some(v) = self.class.mut_vec_from_timestamp(timestamp) {
v.state.as_mut().unwrap().receive_utxo_snapshot(&supply_state, &snapshot);
}
// Update output type cohorts (skip types with no outputs this block)
self.type_.iter_typed_mut().for_each(|(output_type, vecs)| {

36
crates/brk_computer/src/distribution/cohorts/utxo/send.rs
View File

@@ -63,34 +63,22 @@ impl UTXOCohorts<Rw> {
.as_mut()
.unwrap()
.send_utxo_precomputed(&sent.spendable_supply, &pre);
self.epoch
.mut_vec_from_height(receive_height)
.state
.as_mut()
.unwrap()
.send_utxo_precomputed(&sent.spendable_supply, &pre);
self.class
.mut_vec_from_timestamp(block_state.timestamp)
.state
.as_mut()
.unwrap()
.send_utxo_precomputed(&sent.spendable_supply, &pre);
if let Some(v) = self.epoch.mut_vec_from_height(receive_height) {
v.state.as_mut().unwrap().send_utxo_precomputed(&sent.spendable_supply, &pre);
}
if let Some(v) = self.class.mut_vec_from_timestamp(block_state.timestamp) {
v.state.as_mut().unwrap().send_utxo_precomputed(&sent.spendable_supply, &pre);
}
} else if sent.spendable_supply.utxo_count > 0 {
// Zero-value UTXOs: just subtract supply
self.age_range.get_mut(age).state.as_mut().unwrap().supply -=
&sent.spendable_supply;
self.epoch
.mut_vec_from_height(receive_height)
.state
.as_mut()
.unwrap()
.supply -= &sent.spendable_supply;
self.class
.mut_vec_from_timestamp(block_state.timestamp)
.state
.as_mut()
.unwrap()
.supply -= &sent.spendable_supply;
if let Some(v) = self.epoch.mut_vec_from_height(receive_height) {
v.state.as_mut().unwrap().supply -= &sent.spendable_supply;
}
if let Some(v) = self.class.mut_vec_from_timestamp(block_state.timestamp) {
v.state.as_mut().unwrap().supply -= &sent.spendable_supply;
}
}
// Update output type cohorts (skip zero-supply entries)

4
crates/brk_computer/src/distribution/metrics/realized/full.rs
View File

@@ -460,7 +460,7 @@ impl RealizedFull {
.change_1m_rel_to_rcap
.compute_binary::<CentsSigned, Cents, RatioCentsSignedCentsBps32>(
starting_indexes.height,
&self.core.net_pnl.delta.change._1m.cents.height,
&self.core.net_pnl.delta.absolute._1m.cents.height,
&self.core.minimal.cap.cents.height,
exit,
)?;
@@ -468,7 +468,7 @@ impl RealizedFull {
.change_1m_rel_to_mcap
.compute_binary::<CentsSigned, Dollars, RatioCentsSignedDollarsBps32>(
starting_indexes.height,
&self.core.net_pnl.delta.change._1m.cents.height,
&self.core.net_pnl.delta.absolute._1m.cents.height,
height_to_market_cap,
exit,
)?;

9
crates/brk_computer/src/distribution/state/cost_basis/data.rs
View File

@@ -373,6 +373,7 @@ impl<S: Accumulate> CostBasisOps for CostBasisData<S> {
let (base, rest) = CostBasisDistribution::deserialize_with_rest(&data)?;
self.map = Some(base);
self.raw.state = Some(RawState::deserialize(rest)?);
debug_assert!(rest.len() >= 32, "CostBasisData state too short: {} bytes", rest.len());
self.investor_cap_raw = CentsSquaredSats::from_bytes(&rest[16..32])?;
self.pending.clear();
self.raw.pending_cap = PendingCapDelta::default();
@@ -431,6 +432,14 @@ impl<S: Accumulate> CostBasisOps for CostBasisData<S> {
self.apply_map_pending();
self.raw.apply_pending_cap();
self.investor_cap_raw += self.pending_investor_cap.inc;
debug_assert!(
self.investor_cap_raw >= self.pending_investor_cap.dec,
"CostBasis investor_cap_raw underflow!\n\
Path: {:?}\n\
Current (after increments): {:?}\n\
Trying to decrement by: {:?}",
self.raw.pathbuf, self.investor_cap_raw, self.pending_investor_cap.dec
);
self.investor_cap_raw -= self.pending_investor_cap.dec;
self.pending_investor_cap = PendingInvestorCapDelta::default();
}

23
crates/brk_computer/src/internal/algo/sliding_window.rs
View File

@@ -224,20 +224,27 @@ impl SlidingWindowSorted {
let rank = p * last;
let lo = rank.floor() as usize;
let hi = rank.ceil() as usize;
let frac = rank - lo as f64;
lo_hi[i] = (lo, hi, frac);
lo_hi[i] = (lo, hi, rank - lo as f64);
// Insert unique ranks in sorted order (they're already ~sorted since ps is sorted)
if rank_count == 0 || rank_set[rank_count - 1] != lo {
rank_set[rank_count] = lo;
rank_count += 1;
}
if hi != lo && (rank_count == 0 || rank_set[rank_count - 1] != hi) {
rank_set[rank_count] = lo;
rank_count += 1;
if hi != lo {
rank_set[rank_count] = hi;
rank_count += 1;
}
}
// Sort and deduplicate (interleaved lo/hi values aren't necessarily sorted)
rank_set[..rank_count].sort_unstable();
let mut w = 1;
for r in 1..rank_count {
if rank_set[r] != rank_set[w - 1] {
rank_set[w] = rank_set[r];
w += 1;
}
}
rank_count = w;
// Single pass through blocks to get all values
let ranks = &rank_set[..rank_count];
let mut values = [0.0f64; 10];

8
crates/brk_computer/src/internal/amount.rs
View File

@@ -9,10 +9,10 @@ use crate::internal::AmountPerBlock;
/// All fields are lazy transforms from existing sources - no storage.
#[derive(Clone, Traversable)]
pub struct LazyAmount<I: VecIndex> {
pub sats: LazyVecFrom1<I, Sats, I, Sats>,
pub btc: LazyVecFrom1<I, Bitcoin, I, Sats>,
pub cents: LazyVecFrom1<I, Cents, I, Cents>,
pub sats: LazyVecFrom1<I, Sats, I, Sats>,
pub usd: LazyVecFrom1<I, Dollars, I, Dollars>,
pub cents: LazyVecFrom1<I, Cents, I, Cents>,
}
impl LazyAmount<Height> {
@@ -57,10 +57,10 @@ impl LazyAmount<Height> {
);
Self {
sats,
btc,
cents,
sats,
usd,
cents,
}
}
}

8
crates/brk_computer/src/internal/per_block/amount/base.rs
View File

@@ -13,10 +13,10 @@ use crate::{
#[derive(Traversable)]
pub struct AmountPerBlock<M: StorageMode = Rw> {
pub sats: PerBlock<Sats, M>,
pub btc: LazyPerBlock<Bitcoin, Sats>,
pub cents: PerBlock<Cents, M>,
pub sats: PerBlock<Sats, M>,
pub usd: LazyPerBlock<Dollars, Cents>,
pub cents: PerBlock<Cents, M>,
}
impl AmountPerBlock {
@@ -47,10 +47,10 @@ impl AmountPerBlock {
);
Ok(Self {
sats,
btc,
cents,
sats,
usd,
cents,
})
}

8
crates/brk_computer/src/internal/per_block/amount/lazy_derived_resolutions.rs
View File

@@ -6,10 +6,10 @@ use crate::internal::{AmountPerBlock, DerivedResolutions};
#[derive(Clone, Traversable)]
pub struct LazyAmountDerivedResolutions {
pub sats: DerivedResolutions<Sats, Sats>,
pub btc: DerivedResolutions<Bitcoin, Sats>,
pub cents: DerivedResolutions<Cents, Cents>,
pub sats: DerivedResolutions<Sats, Sats>,
pub usd: DerivedResolutions<Dollars, Dollars>,
pub cents: DerivedResolutions<Cents, Cents>,
}
impl LazyAmountDerivedResolutions {
@@ -54,10 +54,10 @@ impl LazyAmountDerivedResolutions {
);
Self {
sats,
btc,
cents,
sats,
usd,
cents,
}
}
}

8
crates/brk_computer/src/internal/per_block/amount/lazy_rolling_sum.rs
View File

@@ -14,10 +14,10 @@ use crate::{
/// Single window slot: lazy rolling sum for Amount (sats + btc + cents + usd).
#[derive(Clone, Traversable)]
pub struct LazyRollingSumAmountFromHeight {
pub sats: LazyRollingSumFromHeight<Sats>,
pub btc: LazyPerBlock<Bitcoin, Sats>,
pub cents: LazyRollingSumFromHeight<Cents>,
pub sats: LazyRollingSumFromHeight<Sats>,
pub usd: LazyPerBlock<Dollars, Cents>,
pub cents: LazyRollingSumFromHeight<Cents>,
}
/// Lazy rolling sums for all 4 windows, for Amount (sats + btc + cents + usd).
@@ -112,10 +112,10 @@ impl LazyRollingSumsAmountFromHeight {
};
LazyRollingSumAmountFromHeight {
sats,
btc,
cents,
sats,
usd,
cents,
}
};

4
crates/brk_computer/src/internal/per_block/fiat/base.rs
View File

@@ -29,8 +29,8 @@ impl CentsType for CentsSigned {
/// Generic over `C` to support both `Cents` (unsigned) and `CentsSigned` (signed).
#[derive(Traversable)]
pub struct FiatPerBlock<C: CentsType, M: StorageMode = Rw> {
pub cents: PerBlock<C, M>,
pub usd: LazyPerBlock<Dollars, C>,
pub cents: PerBlock<C, M>,
}
impl<C: CentsType> FiatPerBlock<C> {
@@ -48,6 +48,6 @@ impl<C: CentsType> FiatPerBlock<C> {
cents.height.read_only_boxed_clone(),
&cents,
);
Ok(Self { cents, usd })
Ok(Self { usd, cents })
}
}

4
crates/brk_computer/src/internal/per_block/fiat/lazy.rs
View File

@@ -8,8 +8,8 @@ use crate::internal::{CentsType, PerBlock, Identity, LazyPerBlock, NumericValue}
/// Zero extra stored vecs.
#[derive(Clone, Traversable)]
pub struct LazyFiatPerBlock<C: CentsType> {
pub cents: LazyPerBlock<C, C>,
pub usd: LazyPerBlock<Dollars, C>,
pub cents: LazyPerBlock<C, C>,
}
impl<C: CentsType> LazyFiatPerBlock<C> {
@@ -33,6 +33,6 @@ impl<C: CentsType> LazyFiatPerBlock<C> {
source.height.read_only_boxed_clone(),
source,
);
Self { cents, usd }
Self { usd, cents }
}
}

4
crates/brk_computer/src/internal/per_block/fiat/lazy_rolling_sum.rs
View File

@@ -13,8 +13,8 @@ use crate::{
#[derive(Clone, Traversable)]
pub struct LazyRollingSumFiatFromHeight<C: CentsType> {
pub cents: LazyRollingSumFromHeight<C>,
pub usd: LazyPerBlock<Dollars, C>,
pub cents: LazyRollingSumFromHeight<C>,
}
#[derive(Clone, Deref, DerefMut, Traversable)]
@@ -69,7 +69,7 @@ impl<C: CentsType> LazyRollingSumsFiatFromHeight<C> {
)),
};
LazyRollingSumFiatFromHeight { cents, usd }
LazyRollingSumFiatFromHeight { usd, cents }
};
Self(cached_starts.0.map_with_suffix(make_slot))

6
crates/brk_computer/src/internal/per_block/price.rs
View File

@@ -19,8 +19,8 @@ use crate::{
/// Generic price metric with cents, USD, and sats representations.
#[derive(Clone, Traversable)]
pub struct Price<C> {
pub cents: C,
pub usd: LazyPerBlock<Dollars, Cents>,
pub cents: C,
pub sats: LazyPerBlock<SatsFract, Dollars>,
}
@@ -45,7 +45,7 @@ impl Price<PerBlock<Cents>> {
version,
&usd,
);
Ok(Self { cents, usd, sats })
Ok(Self { usd, cents, sats })
}
}
@@ -75,6 +75,6 @@ where
version,
&usd,
);
Self { cents, usd, sats }
Self { usd, cents, sats }
}
}

4
crates/brk_computer/src/internal/per_block/ratio/price_extended.rs
View File

@@ -11,8 +11,8 @@ use super::{RatioPerBlock, RatioPerBlockPercentiles};
#[derive(Traversable)]
pub struct PriceWithRatioPerBlock<M: StorageMode = Rw> {
pub cents: PerBlock<Cents, M>,
pub usd: LazyPerBlock<Dollars, Cents>,
pub cents: PerBlock<Cents, M>,
pub sats: LazyPerBlock<SatsFract, Dollars>,
pub bps: PerBlock<BasisPoints32, M>,
pub ratio: LazyPerBlock<StoredF32, BasisPoints32>,
@@ -28,8 +28,8 @@ impl PriceWithRatioPerBlock {
let price = Price::forced_import(db, name, version, indexes)?;
let ratio = RatioPerBlock::forced_import(db, name, version, indexes)?;
Ok(Self {
cents: price.cents,
usd: price.usd,
cents: price.cents,
sats: price.sats,
bps: ratio.bps,
ratio: ratio.ratio,

26
crates/brk_computer/src/internal/per_block/rolling/delta.rs
View File

@@ -44,7 +44,7 @@ where
/// Lazy rolling deltas for all 4 window durations (24h, 1w, 1m, 1y).
///
/// Tree shape: `change._24h/...`, `rate._24h/...` — matches old `RollingDelta`.
/// Tree shape: `absolute._24h/...`, `rate._24h/...` — matches old `RollingDelta`.
///
/// Replaces `RollingDelta`, `RollingDelta1m`, and `RollingDeltaExcept1m` — since
/// there is no storage cost, all 4 windows are always available.
@@ -55,7 +55,7 @@ where
C: NumericValue + JsonSchema,
B: BpsType,
{
pub change: Windows<LazyDeltaFromHeight<S, C, DeltaChange>>,
pub absolute: Windows<LazyDeltaFromHeight<S, C, DeltaChange>>,
pub rate: Windows<LazyDeltaPercentFromHeight<S, B>>,
}
@@ -96,7 +96,7 @@ where
version,
indexes,
);
let change = LazyDeltaFromHeight {
let absolute = LazyDeltaFromHeight {
height: change_vec,
resolutions: Box::new(change_resolutions),
};
@@ -154,12 +154,12 @@ where
percent,
};
(change, rate)
(absolute, rate)
};
let (change, rate) = cached_starts.0.map_with_suffix(make_slot).unzip();
let (absolute, rate) = cached_starts.0.map_with_suffix(make_slot).unzip();
Self { change, rate }
Self { absolute, rate }
}
}
@@ -174,13 +174,13 @@ where
S: VecValue,
C: CentsType,
{
pub cents: LazyDeltaFromHeight<S, C, DeltaChange>,
pub usd: LazyPerBlock<Dollars, C>,
pub cents: LazyDeltaFromHeight<S, C, DeltaChange>,
}
/// Lazy fiat rolling deltas for all 4 windows.
///
/// Tree shape: `change._24h.{cents,usd}/...`, `rate._24h/...` — matches old `FiatRollingDelta`.
/// Tree shape: `absolute._24h.{cents,usd}/...`, `rate._24h/...` — matches old `FiatRollingDelta`.
///
/// Replaces `FiatRollingDelta`, `FiatRollingDelta1m`, and `FiatRollingDeltaExcept1m`.
#[derive(Clone, Traversable)]
@@ -190,7 +190,7 @@ where
C: CentsType,
B: BpsType,
{
pub change: Windows<LazyDeltaFiatFromHeight<S, C>>,
pub absolute: Windows<LazyDeltaFiatFromHeight<S, C>>,
pub rate: Windows<LazyDeltaPercentFromHeight<S, B>>,
}
@@ -250,7 +250,7 @@ where
)),
};
let change = LazyDeltaFiatFromHeight { cents, usd };
let absolute = LazyDeltaFiatFromHeight { usd, cents };
// Rate BPS: (source[h] - source[ago]) / source[ago] as B (via f64)
let rate_vec = LazyDeltaVec::<Height, S, B, DeltaRate>::new(
@@ -303,11 +303,11 @@ where
percent,
};
(change, rate)
(absolute, rate)
};
let (change, rate) = cached_starts.0.map_with_suffix(make_slot).unzip();
let (absolute, rate) = cached_starts.0.map_with_suffix(make_slot).unzip();
Self { change, rate }
Self { absolute, rate }
}
}

8
crates/brk_computer/src/prices/by_unit.rs
View File

@@ -18,28 +18,28 @@ pub struct SplitByUnit<M: StorageMode = Rw> {
#[derive(Traversable)]
pub struct SplitIndexesByUnit<M: StorageMode = Rw> {
pub cents: EagerIndexes<Cents, M>,
pub usd: LazyEagerIndexes<Dollars, Cents>,
pub cents: EagerIndexes<Cents, M>,
pub sats: LazyEagerIndexes<Sats, Cents>,
}
#[derive(Clone, Traversable)]
pub struct SplitCloseByUnit {
pub cents: Resolutions<Cents>,
pub usd: Resolutions<Dollars>,
pub cents: Resolutions<Cents>,
pub sats: Resolutions<Sats>,
}
#[derive(Traversable)]
pub struct OhlcByUnit<M: StorageMode = Rw> {
pub cents: OhlcVecs<OHLCCents, M>,
pub usd: LazyOhlcVecs<OHLCDollars, OHLCCents>,
pub cents: OhlcVecs<OHLCCents, M>,
pub sats: LazyOhlcVecs<OHLCSats, OHLCCents>,
}
#[derive(Traversable)]
pub struct PriceByUnit<M: StorageMode = Rw> {
pub cents: PerBlock<Cents, M>,
pub usd: LazyPerBlock<Dollars, Cents>,
pub cents: PerBlock<Cents, M>,
pub sats: LazyPerBlock<Sats, Cents>,
}

12
crates/brk_computer/src/prices/mod.rs
View File

@@ -142,36 +142,36 @@ impl Vecs {
let split = SplitByUnit {
open: SplitIndexesByUnit {
cents: open_cents,
usd: open_usd,
cents: open_cents,
sats: open_sats,
},
high: SplitIndexesByUnit {
cents: high_cents,
usd: high_usd,
cents: high_cents,
sats: high_sats,
},
low: SplitIndexesByUnit {
cents: low_cents,
usd: low_usd,
cents: low_cents,
sats: low_sats,
},
close: SplitCloseByUnit {
cents: close_cents,
usd: close_usd,
cents: close_cents,
sats: close_sats,
},
};
let ohlc = OhlcByUnit {
cents: ohlc_cents,
usd: ohlc_usd,
cents: ohlc_cents,
sats: ohlc_sats,
};
let spot = PriceByUnit {
cents: price_cents,
usd: price_usd,
cents: price_cents,
sats: price_sats,
};

3
crates/brk_error/src/lib.rs
View File

@@ -142,6 +142,9 @@ pub enum Error {
#[error("Request weight {requested} exceeds maximum {max}")]
WeightExceeded { requested: usize, max: usize },
#[error("Deserialization error: {0}")]
Deserialization(String),
#[error("Fetch failed after retries: {0}")]
FetchFailed(String),

5
crates/brk_fetcher/src/binance.rs
View File

@@ -39,8 +39,7 @@ impl Binance {
previous_timestamp: Option<Timestamp>,
) -> Result<OHLCCents> {
// Try live API data first
if self._1mn.is_none()
|| self._1mn.as_ref().unwrap().last_key_value().unwrap().0 <= &timestamp
if self._1mn.as_ref().and_then(|m| m.last_key_value()).is_none_or(|(k, _)| k <= &timestamp)
{
self._1mn.replace(Self::fetch_1mn()?);
}
@@ -80,7 +79,7 @@ impl Binance {
}
pub fn get_from_1d(&mut self, date: &Date) -> Result<OHLCCents> {
if self._1d.is_none() || self._1d.as_ref().unwrap().last_key_value().unwrap().0 <= date {
if self._1d.as_ref().and_then(|m| m.last_key_value()).is_none_or(|(k, _)| k <= date) {
self._1d.replace(Self::fetch_1d()?);
}

5
crates/brk_fetcher/src/kraken.rs
View File

@@ -22,8 +22,7 @@ impl Kraken {
timestamp: Timestamp,
previous_timestamp: Option<Timestamp>,
) -> Result<OHLCCents> {
if self._1mn.is_none()
|| self._1mn.as_ref().unwrap().last_key_value().unwrap().0 <= &timestamp
if self._1mn.as_ref().and_then(|m| m.last_key_value()).is_none_or(|(k, _)| k <= &timestamp)
{
self._1mn.replace(Self::fetch_1mn()?);
}
@@ -46,7 +45,7 @@ impl Kraken {
}
fn get_from_1d(&mut self, date: &Date) -> Result<OHLCCents> {
if self._1d.is_none() || self._1d.as_ref().unwrap().last_key_value().unwrap().0 <= date {
if self._1d.as_ref().and_then(|m| m.last_key_value()).is_none_or(|(k, _)| k <= date) {
self._1d.replace(Self::fetch_1d()?);
}
self._1d

20
crates/brk_fetcher/src/lib.rs
View File

@@ -4,7 +4,7 @@ use std::{path::Path, thread::sleep, time::Duration};
use brk_error::{Error, Result};
use brk_types::{Date, Height, OHLCCents, Timestamp};
use tracing::info;
use tracing::{info, warn};
mod binance;
mod brk;
@@ -70,14 +70,20 @@ impl Fetcher {
where
F: FnMut(&mut dyn PriceSource) -> Option<Result<OHLCCents>>,
{
if let Some(Ok(ohlc)) = fetch(&mut self.binance) {
return Some(Ok(ohlc));
match fetch(&mut self.binance) {
Some(Ok(ohlc)) => return Some(Ok(ohlc)),
Some(Err(e)) => warn!("Binance fetch failed: {e}"),
None => {}
}
if let Some(Ok(ohlc)) = fetch(&mut self.kraken) {
return Some(Ok(ohlc));
match fetch(&mut self.kraken) {
Some(Ok(ohlc)) => return Some(Ok(ohlc)),
Some(Err(e)) => warn!("Kraken fetch failed: {e}"),
None => {}
}
if let Some(Ok(ohlc)) = fetch(&mut self.brk) {
return Some(Ok(ohlc));
match fetch(&mut self.brk) {
Some(Ok(ohlc)) => return Some(Ok(ohlc)),
Some(Err(e)) => warn!("Brk fetch failed: {e}"),
None => {}
}
None
}

19
crates/brk_fetcher/src/ohlc.rs
View File

@@ -5,13 +5,18 @@ use brk_types::{Cents, Close, Date, Dollars, High, Low, OHLCCents, Open, Timesta
/// Parse OHLC value from a JSON array element at given index
pub fn parse_cents(array: &[serde_json::Value], index: usize) -> Cents {
Cents::from(Dollars::from(
array
.get(index)
.and_then(|v| v.as_str())
.and_then(|s| s.parse::<f64>().ok())
.unwrap_or(0.0),
))
let value = array
.get(index)
.and_then(|v| v.as_str())
.and_then(|s| s.parse::<f64>().ok())
.unwrap_or_else(|| {
tracing::warn!(
"Failed to parse price at index {index}: {:?}",
array.get(index)
);
0.0
});
Cents::from(Dollars::from(value))
}
/// Build OHLCCentsUnsigned from array indices 1-4 (open, high, low, close)

1
crates/brk_query/src/impl/metrics.rs
View File

@@ -186,6 +186,7 @@ impl Query {
.unwrap_or(total),
};
let end = end.max(start);
let weight = Self::weight(&vecs, Some(start as i64), Some(end as i64));
if weight > max_weight {
return Err(Error::WeightExceeded {

28
crates/brk_reader/src/lib.rs
View File

@@ -20,7 +20,7 @@ use crossbeam::channel::bounded;
use derive_more::Deref;
use parking_lot::{RwLock, RwLockReadGuard};
use rayon::prelude::*;
use tracing::error;
use tracing::{error, warn};
mod blk_index_to_blk_path;
mod decode;
@@ -169,6 +169,10 @@ impl ReaderInner {
};
i += offset;
if i + 4 > blk_bytes.len() {
warn!("Truncated blk file {blk_index}: not enough bytes for block length at offset {i}");
break;
}
let len = u32::from_le_bytes(
xor_i
.bytes(&mut blk_bytes[i..(i + 4)], xor_bytes)
@@ -177,6 +181,10 @@ impl ReaderInner {
) as usize;
i += 4;
if i + len > blk_bytes.len() {
warn!("Truncated blk file {blk_index}: block at offset {} claims {len} bytes but only {} remain", i - 4, blk_bytes.len() - i);
break;
}
let position = BlkPosition::new(blk_index, i as u32);
let metadata = BlkMetadata::new(position, len as u32);
@@ -208,12 +216,20 @@ impl ReaderInner {
.into_iter()
.par_bridge()
.try_for_each(|(metadata, bytes, xor_i)| {
if let Ok(Some(block)) = decode_block(
let position = metadata.position();
match decode_block(
bytes, metadata, &client, xor_i, xor_bytes, start, end, start_time,
end_time,
) && send_block.send(block).is_err()
{
return ControlFlow::Break(());
) {
Ok(Some(block)) => {
if send_block.send(block).is_err() {
return ControlFlow::Break(());
}
}
Ok(None) => {} // Block filtered out (outside range, unconfirmed)
Err(e) => {
warn!("Failed to decode block at {position}: {e}");
}
}
ControlFlow::Continue(())
});
@@ -247,7 +263,7 @@ impl ReaderInner {
"Chain discontinuity detected at height {}: expected prev_hash {}, got {}. Stopping iteration.",
*block.height(),
expected_prev,
block.hash()
block.header.prev_blockhash
);
return ControlFlow::Break(());
}

8
crates/brk_types/src/bitcoin.rs
View File

@@ -144,7 +144,7 @@ impl std::fmt::Display for Bitcoin {
impl Formattable for Bitcoin {
#[inline(always)]
fn write_to(&self, buf: &mut Vec<u8>) {
if !self.0.is_nan() {
if self.0.is_finite() {
let mut b = ryu::Buffer::new();
buf.extend_from_slice(b.format(self.0).as_bytes());
}
@@ -152,10 +152,10 @@ impl Formattable for Bitcoin {
#[inline(always)]
fn fmt_json(&self, buf: &mut Vec<u8>) {
if self.0.is_nan() {
buf.extend_from_slice(b"null");
} else {
if self.0.is_finite() {
self.write_to(buf);
} else {
buf.extend_from_slice(b"null");
}
}
}

15
crates/brk_types/src/cost_basis_distribution.rs
View File

@@ -27,6 +27,12 @@ pub type CostBasisFormatted = BTreeMap<Dollars, f64>;
impl CostBasisDistribution {
/// Deserialize from the pco-compressed format, returning remaining bytes.
pub fn deserialize_with_rest(data: &[u8]) -> Result<(Self, &[u8])> {
if data.len() < 24 {
return Err(brk_error::Error::Deserialization(format!(
"CostBasisDistribution: data too short ({} bytes, need >= 24)",
data.len()
)));
}
let entry_count = usize::from_bytes(&data[0..8])?;
let keys_len = usize::from_bytes(&data[8..16])?;
let values_len = usize::from_bytes(&data[16..24])?;
@@ -35,6 +41,13 @@ impl CostBasisDistribution {
let values_start = keys_start + keys_len;
let rest_start = values_start + values_len;
if data.len() < rest_start {
return Err(brk_error::Error::Deserialization(format!(
"CostBasisDistribution: data too short ({} bytes, need >= {})",
data.len(), rest_start
)));
}
let keys: Vec<u32> = simple_decompress(&data[keys_start..values_start])?;
let values: Vec<u64> = simple_decompress(&data[values_start..rest_start])?;
@@ -44,7 +57,7 @@ impl CostBasisDistribution {
.map(|(k, v)| (CentsCompact::new(k), Sats::from(v)))
.collect();
assert_eq!(map.len(), entry_count);
debug_assert_eq!(map.len(), entry_count);
Ok((Self { map }, &data[rest_start..]))
}

4
crates/brk_types/src/date.rs
View File

@@ -213,6 +213,10 @@ impl<'de> Deserialize<'de> for Date {
.parse()
.map_err(|_| E::invalid_value(serde::de::Unexpected::Str(v), &self))?;
if !(1..=12).contains(&month) || !(1..=31).contains(&day) {
return Err(E::invalid_value(serde::de::Unexpected::Str(v), &self));
}
Ok(Date::new(year, month, day))
}
}

15
crates/brk_types/src/dollars.rs
View File

@@ -196,10 +196,11 @@ impl Div<f64> for Dollars {
impl Div<Bitcoin> for Dollars {
type Output = Self;
fn div(self, rhs: Bitcoin) -> Self::Output {
if self.is_nan() {
self
let rhs = f64::from(rhs);
if self.is_nan() || rhs == 0.0 {
Dollars::NAN
} else {
Self(f64::from(self) / f64::from(rhs))
Self(f64::from(self) / rhs)
}
}
}
@@ -435,7 +436,7 @@ impl std::fmt::Display for Dollars {
impl Formattable for Dollars {
#[inline(always)]
fn write_to(&self, buf: &mut Vec<u8>) {
if !self.0.is_nan() {
if self.0.is_finite() {
let mut b = ryu::Buffer::new();
buf.extend_from_slice(b.format(self.0).as_bytes());
}
@@ -443,10 +444,10 @@ impl Formattable for Dollars {
#[inline(always)]
fn fmt_json(&self, buf: &mut Vec<u8>) {
if self.0.is_nan() {
buf.extend_from_slice(b"null");
} else {
if self.0.is_finite() {
self.write_to(buf);
} else {
buf.extend_from_slice(b"null");
}
}
}

15
crates/brk_types/src/feerate.rs
View File

@@ -135,7 +135,18 @@ impl std::fmt::Display for FeeRate {
impl Formattable for FeeRate {
#[inline(always)]
fn write_to(&self, buf: &mut Vec<u8>) {
let mut b = ryu::Buffer::new();
buf.extend_from_slice(b.format(self.0).as_bytes());
if self.0.is_finite() {
let mut b = ryu::Buffer::new();
buf.extend_from_slice(b.format(self.0).as_bytes());
}
}
#[inline(always)]
fn fmt_json(&self, buf: &mut Vec<u8>) {
if self.0.is_finite() {
self.write_to(buf);
} else {
buf.extend_from_slice(b"null");
}
}
}

2
crates/brk_types/src/metrics.rs
View File

@@ -67,7 +67,7 @@ impl<'de> Deserialize<'de> for Metrics {
} else if let Some(vec) = value.as_array() {
if vec.len() <= MAX_VECS {
Ok(Self(
sanitize(vec.iter().map(|s| s.as_str().unwrap().to_string()))
sanitize(vec.iter().filter_map(|s| s.as_str().map(String::from)))
.into_iter()
.map(Metric::from)
.collect(),

8
crates/brk_types/src/pagination.rs
View File

@@ -29,10 +29,14 @@ impl Pagination {
}
pub fn start(&self, len: usize) -> usize {
(self.page() * self.per_page()).clamp(0, len)
self.page()
.saturating_mul(self.per_page())
.min(len)
}
pub fn end(&self, len: usize) -> usize {
((self.page() + 1) * self.per_page()).clamp(0, len)
(self.page().saturating_add(1))
.saturating_mul(self.per_page())
.min(len)
}
}

8
crates/brk_types/src/range_index.rs
View File

@@ -56,7 +56,13 @@ impl<'de> Deserialize<'de> for RangeIndex {
return Ok(Self::Date(date));
}
if let Ok(ts) = s.parse::<jiff::Timestamp>() {
return Ok(Self::Timestamp(Timestamp::new(ts.as_second() as u32)));
let secs = ts.as_second();
if secs < 0 || secs > u32::MAX as i64 {
return Err(serde::de::Error::custom(format!(
"timestamp out of range: {s}"
)));
}
return Ok(Self::Timestamp(Timestamp::new(secs as u32)));
}
Err(serde::de::Error::custom(format!(
"expected integer, YYYY-MM-DD, or ISO 8601 timestamp: {s}"

8
crates/brk_types/src/sats_fract.rs
View File

@@ -189,7 +189,7 @@ impl std::fmt::Display for SatsFract {
impl Formattable for SatsFract {
#[inline(always)]
fn write_to(&self, buf: &mut Vec<u8>) {
if !self.0.is_nan() {
if self.0.is_finite() {
let mut b = ryu::Buffer::new();
buf.extend_from_slice(b.format(self.0).as_bytes());
}
@@ -197,10 +197,10 @@ impl Formattable for SatsFract {
#[inline(always)]
fn fmt_json(&self, buf: &mut Vec<u8>) {
if self.0.is_nan() {
buf.extend_from_slice(b"null");
} else {
if self.0.is_finite() {
self.write_to(buf);
} else {
buf.extend_from_slice(b"null");
}
}
}

13
crates/brk_types/src/stored_bool.rs
View File

@@ -1,5 +1,5 @@
use derive_more::Deref;
use schemars::JsonSchema;
use schemars::{JsonSchema, SchemaGenerator};
use serde::{Deserialize, Serialize};
use vecdb::{Formattable, Pco, PrintableIndex};
@@ -17,10 +17,19 @@ use vecdb::{Formattable, Pco, PrintableIndex};
Serialize,
Deserialize,
Pco,
JsonSchema,
)]
pub struct StoredBool(u8);
impl JsonSchema for StoredBool {
fn schema_name() -> std::borrow::Cow<'static, str> {
"StoredBool".into()
}
fn json_schema(generator: &mut SchemaGenerator) -> schemars::Schema {
bool::json_schema(generator)
}
}
impl StoredBool {
pub const FALSE: Self = Self(0);
pub const TRUE: Self = Self(1);

8
crates/brk_types/src/stored_f32.rs
View File

@@ -267,7 +267,7 @@ impl std::fmt::Display for StoredF32 {
impl Formattable for StoredF32 {
#[inline(always)]
fn write_to(&self, buf: &mut Vec<u8>) {
if !self.0.is_nan() {
if self.0.is_finite() {
let mut b = ryu::Buffer::new();
buf.extend_from_slice(b.format(self.0).as_bytes());
}
@@ -275,10 +275,10 @@ impl Formattable for StoredF32 {
#[inline(always)]
fn fmt_json(&self, buf: &mut Vec<u8>) {
if self.0.is_nan() {
buf.extend_from_slice(b"null");
} else {
if self.0.is_finite() {
self.write_to(buf);
} else {
buf.extend_from_slice(b"null");
}
}
}

8
crates/brk_types/src/stored_f64.rs
View File

@@ -247,7 +247,7 @@ impl std::fmt::Display for StoredF64 {
impl Formattable for StoredF64 {
#[inline(always)]
fn write_to(&self, buf: &mut Vec<u8>) {
if !self.0.is_nan() {
if self.0.is_finite() {
let mut b = ryu::Buffer::new();
buf.extend_from_slice(b.format(self.0).as_bytes());
}
@@ -255,10 +255,10 @@ impl Formattable for StoredF64 {
#[inline(always)]
fn fmt_json(&self, buf: &mut Vec<u8>) {
if self.0.is_nan() {
buf.extend_from_slice(b"null");
} else {
if self.0.is_finite() {
self.write_to(buf);
} else {
buf.extend_from_slice(b"null");
}
}
}

206
modules/brk-client/index.js
View File

@@ -217,7 +217,7 @@
/**
* Closing price value for a time period
*
* @typedef {Cents} Close
* @typedef {Dollars} Close
*/
/**
* Cohort identifier for cost basis distribution.
@@ -417,7 +417,7 @@
/**
* Highest price value for a time period
*
* @typedef {Cents} High
* @typedef {Dollars} High
*/
/** @typedef {number} Hour1 */
/** @typedef {number} Hour12 */
@@ -443,7 +443,7 @@
/**
* Lowest price value for a time period
*
* @typedef {Cents} Low
* @typedef {Dollars} Low
*/
/**
* Block info in a mempool.space like format for fee estimation.
@@ -566,7 +566,7 @@
/**
* Opening price value for a time period
*
* @typedef {Cents} Open
* @typedef {Dollars} Open
*/
/** @typedef {number} OutPoint */
/**
@@ -738,11 +738,7 @@
* @property {Metric} q - Search query string
* @property {Limit=} limit - Maximum number of results
*/
/**
* Fixed-size boolean value optimized for on-disk storage (stored as u8)
*
* @typedef {number} StoredBool
*/
/** @typedef {boolean} StoredBool */
/**
* Stored 32-bit floating point value
*
@@ -2326,7 +2322,7 @@ function create_1m1w1y2y4yAllPattern(client, acc) {
* @property {CentsUsdPattern} base
* @property {RelPattern} change1m
* @property {CentsUsdPattern} cumulative
* @property {ChangeRatePattern2} delta
* @property {AbsoluteRatePattern2} delta
* @property {BpsPercentRatioPattern} relToRcap
* @property {_1m1w1y24hPattern3} sum
*/
@@ -2342,7 +2338,7 @@ function createBaseChangeCumulativeDeltaRelSumPattern(client, acc) {
base: createCentsUsdPattern(client, _m(acc, 'realized_pnl')),
change1m: createRelPattern(client, _m(acc, 'pnl_change_1m_rel_to')),
cumulative: createCentsUsdPattern(client, _m(acc, 'realized_pnl_cumulative')),
delta: createChangeRatePattern2(client, _m(acc, 'realized_pnl_delta')),
delta: createAbsoluteRatePattern2(client, _m(acc, 'realized_pnl_delta')),
relToRcap: createBpsPercentRatioPattern(client, _m(acc, 'realized_pnl_rel_to_rcap')),
sum: create_1m1w1y24hPattern3(client, _m(acc, 'realized_pnl_sum')),
};
@@ -2458,7 +2454,7 @@ function createCapLossMvrvPriceProfitSoprPattern(client, acc) {
/**
* @typedef {Object} DeltaHalfInRelTotalPattern
* @property {ChangeRatePattern} delta
* @property {AbsoluteRatePattern} delta
* @property {BtcCentsSatsUsdPattern} half
* @property {BtcCentsRelSatsUsdPattern} inLoss
* @property {BtcCentsRelSatsUsdPattern} inProfit
@@ -2474,7 +2470,7 @@ function createCapLossMvrvPriceProfitSoprPattern(client, acc) {
*/
function createDeltaHalfInRelTotalPattern(client, acc) {
return {
delta: createChangeRatePattern(client, _m(acc, 'delta')),
delta: createAbsoluteRatePattern(client, _m(acc, 'delta')),
half: createBtcCentsSatsUsdPattern(client, _m(acc, 'half')),
inLoss: createBtcCentsRelSatsUsdPattern(client, _m(acc, 'in_loss')),
inProfit: createBtcCentsRelSatsUsdPattern(client, _m(acc, 'in_profit')),
@@ -2485,7 +2481,7 @@ function createDeltaHalfInRelTotalPattern(client, acc) {
/**
* @typedef {Object} DeltaHalfInRelTotalPattern2
* @property {ChangeRatePattern} delta
* @property {AbsoluteRatePattern} delta
* @property {BtcCentsSatsUsdPattern} half
* @property {BtcCentsRelSatsUsdPattern3} inLoss
* @property {BtcCentsRelSatsUsdPattern3} inProfit
@@ -2501,7 +2497,7 @@ function createDeltaHalfInRelTotalPattern(client, acc) {
*/
function createDeltaHalfInRelTotalPattern2(client, acc) {
return {
delta: createChangeRatePattern(client, _m(acc, 'delta')),
delta: createAbsoluteRatePattern(client, _m(acc, 'delta')),
half: createBtcCentsSatsUsdPattern(client, _m(acc, 'half')),
inLoss: createBtcCentsRelSatsUsdPattern3(client, _m(acc, 'in_loss')),
inProfit: createBtcCentsRelSatsUsdPattern3(client, _m(acc, 'in_profit')),
@@ -2689,7 +2685,7 @@ function createBtcCentsRelSatsUsdPattern2(client, acc) {
/**
* @typedef {Object} DeltaHalfInTotalPattern2
* @property {ChangeRatePattern} delta
* @property {AbsoluteRatePattern} delta
* @property {BtcCentsSatsUsdPattern} half
* @property {BtcCentsSatsUsdPattern} inLoss
* @property {BtcCentsSatsUsdPattern} inProfit
@@ -2704,7 +2700,7 @@ function createBtcCentsRelSatsUsdPattern2(client, acc) {
*/
function createDeltaHalfInTotalPattern2(client, acc) {
return {
delta: createChangeRatePattern(client, _m(acc, 'delta')),
delta: createAbsoluteRatePattern(client, _m(acc, 'delta')),
half: createBtcCentsSatsUsdPattern(client, _m(acc, 'half')),
inLoss: createBtcCentsSatsUsdPattern(client, _m(acc, 'in_loss')),
inProfit: createBtcCentsSatsUsdPattern(client, _m(acc, 'in_profit')),
@@ -3002,7 +2998,7 @@ function createAdjustedRatioValuePattern(client, acc) {
* @typedef {Object} BaseCumulativeDeltaSumPattern
* @property {CentsUsdPattern} base
* @property {CentsUsdPattern} cumulative
* @property {ChangeRatePattern2} delta
* @property {AbsoluteRatePattern2} delta
* @property {_1m1w1y24hPattern3} sum
*/
@@ -3016,7 +3012,7 @@ function createBaseCumulativeDeltaSumPattern(client, acc) {
return {
base: createCentsUsdPattern(client, acc),
cumulative: createCentsUsdPattern(client, _m(acc, 'cumulative')),
delta: createChangeRatePattern2(client, _m(acc, 'delta')),
delta: createAbsoluteRatePattern2(client, _m(acc, 'delta')),
sum: create_1m1w1y24hPattern3(client, _m(acc, 'sum')),
};
}
@@ -3093,7 +3089,7 @@ function createBtcCentsSatsUsdPattern(client, acc) {
/**
* @typedef {Object} CentsDeltaRelUsdPattern
* @property {MetricPattern1<Cents>} cents
* @property {ChangeRatePattern2} delta
* @property {AbsoluteRatePattern2} delta
* @property {BpsPercentRatioPattern4} relToOwnMcap
* @property {MetricPattern1<Dollars>} usd
*/
@@ -3107,7 +3103,7 @@ function createBtcCentsSatsUsdPattern(client, acc) {
function createCentsDeltaRelUsdPattern(client, acc) {
return {
cents: createMetricPattern1(client, _m(acc, 'cents')),
delta: createChangeRatePattern2(client, _m(acc, 'delta')),
delta: createAbsoluteRatePattern2(client, _m(acc, 'delta')),
relToOwnMcap: createBpsPercentRatioPattern4(client, _m(acc, 'rel_to_own_mcap')),
usd: createMetricPattern1(client, acc),
};
@@ -3487,7 +3483,7 @@ function createCentsSatsUsdPattern3(client, acc) {
/**
* @typedef {Object} CentsDeltaUsdPattern
* @property {MetricPattern1<Cents>} cents
* @property {ChangeRatePattern2} delta
* @property {AbsoluteRatePattern2} delta
* @property {MetricPattern1<Dollars>} usd
*/
@@ -3500,7 +3496,7 @@ function createCentsSatsUsdPattern3(client, acc) {
function createCentsDeltaUsdPattern(client, acc) {
return {
cents: createMetricPattern1(client, _m(acc, 'cents')),
delta: createChangeRatePattern2(client, _m(acc, 'delta')),
delta: createAbsoluteRatePattern2(client, _m(acc, 'delta')),
usd: createMetricPattern1(client, acc),
};
}
@@ -3528,7 +3524,7 @@ function createCentsSatsUsdPattern(client, acc) {
/**
* @typedef {Object} DeltaHalfTotalPattern
* @property {ChangeRatePattern} delta
* @property {AbsoluteRatePattern} delta
* @property {BtcCentsSatsUsdPattern} half
* @property {BtcCentsSatsUsdPattern} total
*/
@@ -3541,7 +3537,7 @@ function createCentsSatsUsdPattern(client, acc) {
*/
function createDeltaHalfTotalPattern(client, acc) {
return {
delta: createChangeRatePattern(client, _m(acc, 'delta')),
delta: createAbsoluteRatePattern(client, _m(acc, 'delta')),
half: createBtcCentsSatsUsdPattern(client, _m(acc, 'half')),
total: createBtcCentsSatsUsdPattern(client, acc),
};
@@ -3698,6 +3694,44 @@ function createBaseCumulativeSumPattern(client, acc) {
};
}
/**
* @typedef {Object} AbsoluteRatePattern
* @property {_1m1w1y24hPattern<StoredI64>} absolute
* @property {_1m1w1y24hPattern2} rate
*/
/**
* Create a AbsoluteRatePattern pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {AbsoluteRatePattern}
*/
function createAbsoluteRatePattern(client, acc) {
return {
absolute: create_1m1w1y24hPattern(client, acc),
rate: create_1m1w1y24hPattern2(client, acc),
};
}
/**
* @typedef {Object} AbsoluteRatePattern2
* @property {_1m1w1y24hPattern3} absolute
* @property {_1m1w1y24hPattern2} rate
*/
/**
* Create a AbsoluteRatePattern2 pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {AbsoluteRatePattern2}
*/
function createAbsoluteRatePattern2(client, acc) {
return {
absolute: create_1m1w1y24hPattern3(client, acc),
rate: create_1m1w1y24hPattern2(client, acc),
};
}
/**
* @typedef {Object} BlocksDominancePattern
* @property {BaseCumulativeSumPattern2} blocksMined
@@ -3793,44 +3827,6 @@ function createCentsUsdPattern(client, acc) {
};
}
/**
* @typedef {Object} ChangeRatePattern
* @property {_1m1w1y24hPattern<StoredI64>} change
* @property {_1m1w1y24hPattern2} rate
*/
/**
* Create a ChangeRatePattern pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {ChangeRatePattern}
*/
function createChangeRatePattern(client, acc) {
return {
change: create_1m1w1y24hPattern(client, acc),
rate: create_1m1w1y24hPattern2(client, acc),
};
}
/**
* @typedef {Object} ChangeRatePattern2
* @property {_1m1w1y24hPattern3} change
* @property {_1m1w1y24hPattern2} rate
*/
/**
* Create a ChangeRatePattern2 pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {ChangeRatePattern2}
*/
function createChangeRatePattern2(client, acc) {
return {
change: create_1m1w1y24hPattern3(client, acc),
rate: create_1m1w1y24hPattern2(client, acc),
};
}
/**
* @typedef {Object} CoindaysSentPattern
* @property {BaseCumulativeSumPattern<StoredF64>} coindaysDestroyed
@@ -3852,7 +3848,7 @@ function createCoindaysSentPattern(client, acc) {
/**
* @typedef {Object} DeltaInnerPattern
* @property {ChangeRatePattern} delta
* @property {AbsoluteRatePattern} delta
* @property {MetricPattern1<StoredU64>} inner
*/
@@ -3864,7 +3860,7 @@ function createCoindaysSentPattern(client, acc) {
*/
function createDeltaInnerPattern(client, acc) {
return {
delta: createChangeRatePattern(client, _m(acc, 'delta')),
delta: createAbsoluteRatePattern(client, _m(acc, 'delta')),
inner: createMetricPattern1(client, acc),
};
}
@@ -4415,15 +4411,15 @@ function createUnspentPattern(client, acc) {
/**
* @typedef {Object} MetricsTree_Addresses_Delta
* @property {ChangeRatePattern} all
* @property {ChangeRatePattern} p2pk65
* @property {ChangeRatePattern} p2pk33
* @property {ChangeRatePattern} p2pkh
* @property {ChangeRatePattern} p2sh
* @property {ChangeRatePattern} p2wpkh
* @property {ChangeRatePattern} p2wsh
* @property {ChangeRatePattern} p2tr
* @property {ChangeRatePattern} p2a
* @property {AbsoluteRatePattern} all
* @property {AbsoluteRatePattern} p2pk65
* @property {AbsoluteRatePattern} p2pk33
* @property {AbsoluteRatePattern} p2pkh
* @property {AbsoluteRatePattern} p2sh
* @property {AbsoluteRatePattern} p2wpkh
* @property {AbsoluteRatePattern} p2wsh
* @property {AbsoluteRatePattern} p2tr
* @property {AbsoluteRatePattern} p2a
*/
/**
@@ -4627,8 +4623,8 @@ function createUnspentPattern(client, acc) {
/**
* @typedef {Object} MetricsTree_Cointime_Adjusted
* @property {BpsPercentRatioPattern} inflationRate
* @property {MetricPattern1<StoredF64>} txVelocityBtc
* @property {MetricPattern1<StoredF64>} txVelocityUsd
* @property {MetricPattern1<StoredF64>} txVelocityNative
* @property {MetricPattern1<StoredF64>} txVelocityFiat
*/
/**
@@ -5051,8 +5047,8 @@ function createUnspentPattern(client, acc) {
/**
* @typedef {Object} MetricsTree_Market_MovingAverage_Sma_200d
* @property {MetricPattern1<Cents>} cents
* @property {MetricPattern1<Dollars>} usd
* @property {MetricPattern1<Cents>} cents
* @property {MetricPattern1<SatsFract>} sats
* @property {MetricPattern1<BasisPoints32>} bps
* @property {MetricPattern1<StoredF32>} ratio
@@ -5062,22 +5058,22 @@ function createUnspentPattern(client, acc) {
/**
* @typedef {Object} MetricsTree_Market_MovingAverage_Sma_200d_X24
* @property {MetricPattern1<Cents>} cents
* @property {MetricPattern1<Dollars>} usd
* @property {MetricPattern1<Cents>} cents
* @property {MetricPattern1<SatsFract>} sats
*/
/**
* @typedef {Object} MetricsTree_Market_MovingAverage_Sma_200d_X08
* @property {MetricPattern1<Cents>} cents
* @property {MetricPattern1<Dollars>} usd
* @property {MetricPattern1<Cents>} cents
* @property {MetricPattern1<SatsFract>} sats
*/
/**
* @typedef {Object} MetricsTree_Market_MovingAverage_Sma_350d
* @property {MetricPattern1<Cents>} cents
* @property {MetricPattern1<Dollars>} usd
* @property {MetricPattern1<Cents>} cents
* @property {MetricPattern1<SatsFract>} sats
* @property {MetricPattern1<BasisPoints32>} bps
* @property {MetricPattern1<StoredF32>} ratio
@@ -5086,8 +5082,8 @@ function createUnspentPattern(client, acc) {
/**
* @typedef {Object} MetricsTree_Market_MovingAverage_Sma_350d_X2
* @property {MetricPattern1<Cents>} cents
* @property {MetricPattern1<Dollars>} usd
* @property {MetricPattern1<Cents>} cents
* @property {MetricPattern1<SatsFract>} sats
*/
@@ -5487,15 +5483,15 @@ function createUnspentPattern(client, acc) {
/**
* @typedef {Object} MetricsTree_Prices_Ohlc
* @property {MetricPattern2<OHLCCents>} cents
* @property {MetricPattern2<OHLCDollars>} usd
* @property {MetricPattern2<OHLCCents>} cents
* @property {MetricPattern2<OHLCSats>} sats
*/
/**
* @typedef {Object} MetricsTree_Prices_Spot
* @property {MetricPattern1<Cents>} cents
* @property {MetricPattern1<Dollars>} usd
* @property {MetricPattern1<Cents>} cents
* @property {MetricPattern1<Sats>} sats
*/
@@ -5561,7 +5557,7 @@ function createUnspentPattern(client, acc) {
* @typedef {Object} MetricsTree_Cohorts_Utxo_All_Supply
* @property {BtcCentsSatsUsdPattern} total
* @property {BtcCentsSatsUsdPattern} half
* @property {ChangeRatePattern} delta
* @property {AbsoluteRatePattern} delta
* @property {BtcCentsRelSatsUsdPattern2} inProfit
* @property {BtcCentsRelSatsUsdPattern2} inLoss
*/
@@ -5598,8 +5594,8 @@ function createUnspentPattern(client, acc) {
/**
* @typedef {Object} MetricsTree_Cohorts_Utxo_All_Unrealized_NetPnl
* @property {MetricPattern1<CentsSigned>} cents
* @property {MetricPattern1<Dollars>} usd
* @property {MetricPattern1<CentsSigned>} cents
* @property {BpsPercentRatioPattern} relToOwnGross
*/
@@ -7161,15 +7157,15 @@ class BrkClient extends BrkClientBase {
p2a: createBaseCumulativeSumPattern(this, 'p2a_new_address_count'),
},
delta: {
all: createChangeRatePattern(this, 'address_count'),
p2pk65: createChangeRatePattern(this, 'p2pk65_address_count'),
p2pk33: createChangeRatePattern(this, 'p2pk33_address_count'),
p2pkh: createChangeRatePattern(this, 'p2pkh_address_count'),
p2sh: createChangeRatePattern(this, 'p2sh_address_count'),
p2wpkh: createChangeRatePattern(this, 'p2wpkh_address_count'),
p2wsh: createChangeRatePattern(this, 'p2wsh_address_count'),
p2tr: createChangeRatePattern(this, 'p2tr_address_count'),
p2a: createChangeRatePattern(this, 'p2a_address_count'),
all: createAbsoluteRatePattern(this, 'address_count'),
p2pk65: createAbsoluteRatePattern(this, 'p2pk65_address_count'),
p2pk33: createAbsoluteRatePattern(this, 'p2pk33_address_count'),
p2pkh: createAbsoluteRatePattern(this, 'p2pkh_address_count'),
p2sh: createAbsoluteRatePattern(this, 'p2sh_address_count'),
p2wpkh: createAbsoluteRatePattern(this, 'p2wpkh_address_count'),
p2wsh: createAbsoluteRatePattern(this, 'p2wsh_address_count'),
p2tr: createAbsoluteRatePattern(this, 'p2tr_address_count'),
p2a: createAbsoluteRatePattern(this, 'p2a_address_count'),
},
},
scripts: {
@@ -7299,8 +7295,8 @@ class BrkClient extends BrkClientBase {
},
adjusted: {
inflationRate: createBpsPercentRatioPattern(this, 'cointime_adj_inflation_rate'),
txVelocityBtc: createMetricPattern1(this, 'cointime_adj_tx_velocity_btc'),
txVelocityUsd: createMetricPattern1(this, 'cointime_adj_tx_velocity_usd'),
txVelocityNative: createMetricPattern1(this, 'cointime_adj_tx_velocity'),
txVelocityFiat: createMetricPattern1(this, 'cointime_adj_tx_velocity_fiat'),
},
reserveRisk: {
value: createMetricPattern1(this, 'reserve_risk'),
@@ -7569,31 +7565,31 @@ class BrkClient extends BrkClientBase {
_111d: createBpsCentsRatioSatsUsdPattern(this, 'price_sma_111d'),
_144d: createBpsCentsRatioSatsUsdPattern(this, 'price_sma_144d'),
_200d: {
cents: createMetricPattern1(this, 'price_sma_200d_cents'),
usd: createMetricPattern1(this, 'price_sma_200d'),
cents: createMetricPattern1(this, 'price_sma_200d_cents'),
sats: createMetricPattern1(this, 'price_sma_200d_sats'),
bps: createMetricPattern1(this, 'price_sma_200d_ratio_bps'),
ratio: createMetricPattern1(this, 'price_sma_200d_ratio'),
x24: {
cents: createMetricPattern1(this, 'price_sma_200d_x2_4_cents'),
usd: createMetricPattern1(this, 'price_sma_200d_x2_4_usd'),
cents: createMetricPattern1(this, 'price_sma_200d_x2_4_cents'),
sats: createMetricPattern1(this, 'price_sma_200d_x2_4_sats'),
},
x08: {
cents: createMetricPattern1(this, 'price_sma_200d_x0_8_cents'),
usd: createMetricPattern1(this, 'price_sma_200d_x0_8_usd'),
cents: createMetricPattern1(this, 'price_sma_200d_x0_8_cents'),
sats: createMetricPattern1(this, 'price_sma_200d_x0_8_sats'),
},
},
_350d: {
cents: createMetricPattern1(this, 'price_sma_350d_cents'),
usd: createMetricPattern1(this, 'price_sma_350d'),
cents: createMetricPattern1(this, 'price_sma_350d_cents'),
sats: createMetricPattern1(this, 'price_sma_350d_sats'),
bps: createMetricPattern1(this, 'price_sma_350d_ratio_bps'),
ratio: createMetricPattern1(this, 'price_sma_350d_ratio'),
x2: {
cents: createMetricPattern1(this, 'price_sma_350d_x2_cents'),
usd: createMetricPattern1(this, 'price_sma_350d_x2_usd'),
cents: createMetricPattern1(this, 'price_sma_350d_x2_cents'),
sats: createMetricPattern1(this, 'price_sma_350d_x2_sats'),
},
},
@@ -7935,13 +7931,13 @@ class BrkClient extends BrkClientBase {
close: createCentsSatsUsdPattern3(this, 'price_close'),
},
ohlc: {
cents: createMetricPattern2(this, 'price_ohlc_cents'),
usd: createMetricPattern2(this, 'price_ohlc'),
cents: createMetricPattern2(this, 'price_ohlc_cents'),
sats: createMetricPattern2(this, 'price_ohlc_sats'),
},
spot: {
cents: createMetricPattern1(this, 'price_cents'),
usd: createMetricPattern1(this, 'price'),
cents: createMetricPattern1(this, 'price_cents'),
sats: createMetricPattern1(this, 'price_sats'),
},
},
@@ -7967,7 +7963,7 @@ class BrkClient extends BrkClientBase {
supply: {
total: createBtcCentsSatsUsdPattern(this, 'supply'),
half: createBtcCentsSatsUsdPattern(this, 'supply_half'),
delta: createChangeRatePattern(this, 'supply_delta'),
delta: createAbsoluteRatePattern(this, 'supply_delta'),
inProfit: createBtcCentsRelSatsUsdPattern2(this, 'supply_in_profit'),
inLoss: createBtcCentsRelSatsUsdPattern2(this, 'supply_in_loss'),
},
@@ -7993,8 +7989,8 @@ class BrkClient extends BrkClientBase {
relToOwnGross: createBpsPercentRatioPattern3(this, 'unrealized_loss_rel_to_own_gross_pnl'),
},
netPnl: {
cents: createMetricPattern1(this, 'net_unrealized_pnl_cents'),
usd: createMetricPattern1(this, 'net_unrealized_pnl'),
cents: createMetricPattern1(this, 'net_unrealized_pnl_cents'),
relToOwnGross: createBpsPercentRatioPattern(this, 'net_unrealized_pnl_rel_to_own_gross_pnl'),
},
grossPnl: createCentsUsdPattern2(this, 'unrealized_gross_pnl'),

105
packages/brk_client/brk_client/__init__.py
View File

@@ -67,8 +67,10 @@ CentsSigned = int
# Used for precise accumulation of investor cap values: Σ(price² × sats).
# investor_price = investor_cap_raw / realized_cap_raw
CentsSquaredSats = int
# US Dollar amount as floating point
Dollars = float
# Closing price value for a time period
Close = Cents
Close = Dollars
# Cohort identifier for cost basis distribution.
Cohort = str
# Bucket type for cost basis aggregation.
@@ -88,8 +90,6 @@ Limit = int
RangeIndex = Union[int, Date, Timestamp]
Day1 = int
Day3 = int
# US Dollar amount as floating point
Dollars = float
EmptyAddressIndex = TypeIndex
EmptyOutputIndex = TypeIndex
Epoch = int
@@ -100,12 +100,12 @@ Halving = int
# Hex-encoded string
Hex = str
# Highest price value for a time period
High = Cents
High = Dollars
Hour1 = int
Hour12 = int
Hour4 = int
# Lowest price value for a time period
Low = Cents
Low = Dollars
# Virtual size in vbytes (weight / 4, rounded up)
VSize = int
# Metric name
@@ -124,7 +124,7 @@ Month1 = int
Month3 = int
Month6 = int
# Opening price value for a time period
Open = Cents
Open = Dollars
OpReturnIndex = TypeIndex
OutPoint = int
# Type (P2PKH, P2WPKH, P2SH, P2TR, etc.)
@@ -166,8 +166,7 @@ SatsFract = float
# Signed satoshis (i64) - for values that can be negative.
# Used for changes, deltas, profit/loss calculations, etc.
SatsSigned = int
# Fixed-size boolean value optimized for on-disk storage (stored as u8)
StoredBool = int
StoredBool = bool
# Stored 32-bit floating point value
StoredF32 = float
# Fixed-size 64-bit floating point value optimized for on-disk storage
@@ -2454,7 +2453,7 @@ class BaseChangeCumulativeDeltaRelSumPattern:
self.base: CentsUsdPattern = CentsUsdPattern(client, _m(acc, 'realized_pnl'))
self.change_1m: RelPattern = RelPattern(client, _m(acc, 'pnl_change_1m_rel_to'))
self.cumulative: CentsUsdPattern = CentsUsdPattern(client, _m(acc, 'realized_pnl_cumulative'))
self.delta: ChangeRatePattern2 = ChangeRatePattern2(client, _m(acc, 'realized_pnl_delta'))
self.delta: AbsoluteRatePattern2 = AbsoluteRatePattern2(client, _m(acc, 'realized_pnl_delta'))
self.rel_to_rcap: BpsPercentRatioPattern = BpsPercentRatioPattern(client, _m(acc, 'realized_pnl_rel_to_rcap'))
self.sum: _1m1w1y24hPattern3 = _1m1w1y24hPattern3(client, _m(acc, 'realized_pnl_sum'))
@@ -2511,7 +2510,7 @@ class DeltaHalfInRelTotalPattern:
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.delta: ChangeRatePattern = ChangeRatePattern(client, _m(acc, 'delta'))
self.delta: AbsoluteRatePattern = AbsoluteRatePattern(client, _m(acc, 'delta'))
self.half: BtcCentsSatsUsdPattern = BtcCentsSatsUsdPattern(client, _m(acc, 'half'))
self.in_loss: BtcCentsRelSatsUsdPattern = BtcCentsRelSatsUsdPattern(client, _m(acc, 'in_loss'))
self.in_profit: BtcCentsRelSatsUsdPattern = BtcCentsRelSatsUsdPattern(client, _m(acc, 'in_profit'))
@@ -2523,7 +2522,7 @@ class DeltaHalfInRelTotalPattern2:
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.delta: ChangeRatePattern = ChangeRatePattern(client, _m(acc, 'delta'))
self.delta: AbsoluteRatePattern = AbsoluteRatePattern(client, _m(acc, 'delta'))
self.half: BtcCentsSatsUsdPattern = BtcCentsSatsUsdPattern(client, _m(acc, 'half'))
self.in_loss: BtcCentsRelSatsUsdPattern3 = BtcCentsRelSatsUsdPattern3(client, _m(acc, 'in_loss'))
self.in_profit: BtcCentsRelSatsUsdPattern3 = BtcCentsRelSatsUsdPattern3(client, _m(acc, 'in_profit'))
@@ -2613,7 +2612,7 @@ class DeltaHalfInTotalPattern2:
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.delta: ChangeRatePattern = ChangeRatePattern(client, _m(acc, 'delta'))
self.delta: AbsoluteRatePattern = AbsoluteRatePattern(client, _m(acc, 'delta'))
self.half: BtcCentsSatsUsdPattern = BtcCentsSatsUsdPattern(client, _m(acc, 'half'))
self.in_loss: BtcCentsSatsUsdPattern = BtcCentsSatsUsdPattern(client, _m(acc, 'in_loss'))
self.in_profit: BtcCentsSatsUsdPattern = BtcCentsSatsUsdPattern(client, _m(acc, 'in_profit'))
@@ -2750,7 +2749,7 @@ class BaseCumulativeDeltaSumPattern:
"""Create pattern node with accumulated metric name."""
self.base: CentsUsdPattern = CentsUsdPattern(client, acc)
self.cumulative: CentsUsdPattern = CentsUsdPattern(client, _m(acc, 'cumulative'))
self.delta: ChangeRatePattern2 = ChangeRatePattern2(client, _m(acc, 'delta'))
self.delta: AbsoluteRatePattern2 = AbsoluteRatePattern2(client, _m(acc, 'delta'))
self.sum: _1m1w1y24hPattern3 = _1m1w1y24hPattern3(client, _m(acc, 'sum'))
class BaseCumulativeNegativeSumPattern:
@@ -2789,7 +2788,7 @@ class CentsDeltaRelUsdPattern:
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.cents: MetricPattern1[Cents] = MetricPattern1(client, _m(acc, 'cents'))
self.delta: ChangeRatePattern2 = ChangeRatePattern2(client, _m(acc, 'delta'))
self.delta: AbsoluteRatePattern2 = AbsoluteRatePattern2(client, _m(acc, 'delta'))
self.rel_to_own_mcap: BpsPercentRatioPattern4 = BpsPercentRatioPattern4(client, _m(acc, 'rel_to_own_mcap'))
self.usd: MetricPattern1[Dollars] = MetricPattern1(client, acc)
@@ -2958,7 +2957,7 @@ class CentsDeltaUsdPattern:
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.cents: MetricPattern1[Cents] = MetricPattern1(client, _m(acc, 'cents'))
self.delta: ChangeRatePattern2 = ChangeRatePattern2(client, _m(acc, 'delta'))
self.delta: AbsoluteRatePattern2 = AbsoluteRatePattern2(client, _m(acc, 'delta'))
self.usd: MetricPattern1[Dollars] = MetricPattern1(client, acc)
class CentsSatsUsdPattern:
@@ -2975,7 +2974,7 @@ class DeltaHalfTotalPattern:
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.delta: ChangeRatePattern = ChangeRatePattern(client, _m(acc, 'delta'))
self.delta: AbsoluteRatePattern = AbsoluteRatePattern(client, _m(acc, 'delta'))
self.half: BtcCentsSatsUsdPattern = BtcCentsSatsUsdPattern(client, _m(acc, 'half'))
self.total: BtcCentsSatsUsdPattern = BtcCentsSatsUsdPattern(client, acc)
@@ -3042,6 +3041,22 @@ class BaseCumulativeSumPattern(Generic[T]):
self.cumulative: MetricPattern1[T] = MetricPattern1(client, _m(acc, 'cumulative'))
self.sum: _1m1w1y24hPattern[T] = _1m1w1y24hPattern(client, _m(acc, 'sum'))
class AbsoluteRatePattern:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.absolute: _1m1w1y24hPattern[StoredI64] = _1m1w1y24hPattern(client, acc)
self.rate: _1m1w1y24hPattern2 = _1m1w1y24hPattern2(client, acc)
class AbsoluteRatePattern2:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.absolute: _1m1w1y24hPattern3 = _1m1w1y24hPattern3(client, acc)
self.rate: _1m1w1y24hPattern2 = _1m1w1y24hPattern2(client, acc)
class BlocksDominancePattern:
"""Pattern struct for repeated tree structure."""
@@ -3082,22 +3097,6 @@ class CentsUsdPattern:
self.cents: MetricPattern1[CentsSigned] = MetricPattern1(client, acc)
self.usd: MetricPattern1[Dollars] = MetricPattern1(client, _m(acc, 'usd'))
class ChangeRatePattern:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.change: _1m1w1y24hPattern[StoredI64] = _1m1w1y24hPattern(client, acc)
self.rate: _1m1w1y24hPattern2 = _1m1w1y24hPattern2(client, acc)
class ChangeRatePattern2:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.change: _1m1w1y24hPattern3 = _1m1w1y24hPattern3(client, acc)
self.rate: _1m1w1y24hPattern2 = _1m1w1y24hPattern2(client, acc)
class CoindaysSentPattern:
"""Pattern struct for repeated tree structure."""
@@ -3111,7 +3110,7 @@ class DeltaInnerPattern:
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.delta: ChangeRatePattern = ChangeRatePattern(client, _m(acc, 'delta'))
self.delta: AbsoluteRatePattern = AbsoluteRatePattern(client, _m(acc, 'delta'))
self.inner: MetricPattern1[StoredU64] = MetricPattern1(client, acc)
class InPattern:
@@ -3569,15 +3568,15 @@ class MetricsTree_Addresses_Delta:
"""Metrics tree node."""
def __init__(self, client: BrkClientBase, base_path: str = ''):
self.all: ChangeRatePattern = ChangeRatePattern(client, 'address_count')
self.p2pk65: ChangeRatePattern = ChangeRatePattern(client, 'p2pk65_address_count')
self.p2pk33: ChangeRatePattern = ChangeRatePattern(client, 'p2pk33_address_count')
self.p2pkh: ChangeRatePattern = ChangeRatePattern(client, 'p2pkh_address_count')
self.p2sh: ChangeRatePattern = ChangeRatePattern(client, 'p2sh_address_count')
self.p2wpkh: ChangeRatePattern = ChangeRatePattern(client, 'p2wpkh_address_count')
self.p2wsh: ChangeRatePattern = ChangeRatePattern(client, 'p2wsh_address_count')
self.p2tr: ChangeRatePattern = ChangeRatePattern(client, 'p2tr_address_count')
self.p2a: ChangeRatePattern = ChangeRatePattern(client, 'p2a_address_count')
self.all: AbsoluteRatePattern = AbsoluteRatePattern(client, 'address_count')
self.p2pk65: AbsoluteRatePattern = AbsoluteRatePattern(client, 'p2pk65_address_count')
self.p2pk33: AbsoluteRatePattern = AbsoluteRatePattern(client, 'p2pk33_address_count')
self.p2pkh: AbsoluteRatePattern = AbsoluteRatePattern(client, 'p2pkh_address_count')
self.p2sh: AbsoluteRatePattern = AbsoluteRatePattern(client, 'p2sh_address_count')
self.p2wpkh: AbsoluteRatePattern = AbsoluteRatePattern(client, 'p2wpkh_address_count')
self.p2wsh: AbsoluteRatePattern = AbsoluteRatePattern(client, 'p2wsh_address_count')
self.p2tr: AbsoluteRatePattern = AbsoluteRatePattern(client, 'p2tr_address_count')
self.p2a: AbsoluteRatePattern = AbsoluteRatePattern(client, 'p2a_address_count')
class MetricsTree_Addresses:
"""Metrics tree node."""
@@ -3807,8 +3806,8 @@ class MetricsTree_Cointime_Adjusted:
def __init__(self, client: BrkClientBase, base_path: str = ''):
self.inflation_rate: BpsPercentRatioPattern = BpsPercentRatioPattern(client, 'cointime_adj_inflation_rate')
self.tx_velocity_btc: MetricPattern1[StoredF64] = MetricPattern1(client, 'cointime_adj_tx_velocity_btc')
self.tx_velocity_usd: MetricPattern1[StoredF64] = MetricPattern1(client, 'cointime_adj_tx_velocity_usd')
self.tx_velocity_native: MetricPattern1[StoredF64] = MetricPattern1(client, 'cointime_adj_tx_velocity')
self.tx_velocity_fiat: MetricPattern1[StoredF64] = MetricPattern1(client, 'cointime_adj_tx_velocity_fiat')
class MetricsTree_Cointime_ReserveRisk:
"""Metrics tree node."""
@@ -4253,24 +4252,24 @@ class MetricsTree_Market_MovingAverage_Sma_200d_X24:
"""Metrics tree node."""
def __init__(self, client: BrkClientBase, base_path: str = ''):
self.cents: MetricPattern1[Cents] = MetricPattern1(client, 'price_sma_200d_x2_4_cents')
self.usd: MetricPattern1[Dollars] = MetricPattern1(client, 'price_sma_200d_x2_4_usd')
self.cents: MetricPattern1[Cents] = MetricPattern1(client, 'price_sma_200d_x2_4_cents')
self.sats: MetricPattern1[SatsFract] = MetricPattern1(client, 'price_sma_200d_x2_4_sats')
class MetricsTree_Market_MovingAverage_Sma_200d_X08:
"""Metrics tree node."""
def __init__(self, client: BrkClientBase, base_path: str = ''):
self.cents: MetricPattern1[Cents] = MetricPattern1(client, 'price_sma_200d_x0_8_cents')
self.usd: MetricPattern1[Dollars] = MetricPattern1(client, 'price_sma_200d_x0_8_usd')
self.cents: MetricPattern1[Cents] = MetricPattern1(client, 'price_sma_200d_x0_8_cents')
self.sats: MetricPattern1[SatsFract] = MetricPattern1(client, 'price_sma_200d_x0_8_sats')
class MetricsTree_Market_MovingAverage_Sma_200d:
"""Metrics tree node."""
def __init__(self, client: BrkClientBase, base_path: str = ''):
self.cents: MetricPattern1[Cents] = MetricPattern1(client, 'price_sma_200d_cents')
self.usd: MetricPattern1[Dollars] = MetricPattern1(client, 'price_sma_200d')
self.cents: MetricPattern1[Cents] = MetricPattern1(client, 'price_sma_200d_cents')
self.sats: MetricPattern1[SatsFract] = MetricPattern1(client, 'price_sma_200d_sats')
self.bps: MetricPattern1[BasisPoints32] = MetricPattern1(client, 'price_sma_200d_ratio_bps')
self.ratio: MetricPattern1[StoredF32] = MetricPattern1(client, 'price_sma_200d_ratio')
@@ -4281,16 +4280,16 @@ class MetricsTree_Market_MovingAverage_Sma_350d_X2:
"""Metrics tree node."""
def __init__(self, client: BrkClientBase, base_path: str = ''):
self.cents: MetricPattern1[Cents] = MetricPattern1(client, 'price_sma_350d_x2_cents')
self.usd: MetricPattern1[Dollars] = MetricPattern1(client, 'price_sma_350d_x2_usd')
self.cents: MetricPattern1[Cents] = MetricPattern1(client, 'price_sma_350d_x2_cents')
self.sats: MetricPattern1[SatsFract] = MetricPattern1(client, 'price_sma_350d_x2_sats')
class MetricsTree_Market_MovingAverage_Sma_350d:
"""Metrics tree node."""
def __init__(self, client: BrkClientBase, base_path: str = ''):
self.cents: MetricPattern1[Cents] = MetricPattern1(client, 'price_sma_350d_cents')
self.usd: MetricPattern1[Dollars] = MetricPattern1(client, 'price_sma_350d')
self.cents: MetricPattern1[Cents] = MetricPattern1(client, 'price_sma_350d_cents')
self.sats: MetricPattern1[SatsFract] = MetricPattern1(client, 'price_sma_350d_sats')
self.bps: MetricPattern1[BasisPoints32] = MetricPattern1(client, 'price_sma_350d_ratio_bps')
self.ratio: MetricPattern1[StoredF32] = MetricPattern1(client, 'price_sma_350d_ratio')
@@ -4749,16 +4748,16 @@ class MetricsTree_Prices_Ohlc:
"""Metrics tree node."""
def __init__(self, client: BrkClientBase, base_path: str = ''):
self.cents: MetricPattern2[OHLCCents] = MetricPattern2(client, 'price_ohlc_cents')
self.usd: MetricPattern2[OHLCDollars] = MetricPattern2(client, 'price_ohlc')
self.cents: MetricPattern2[OHLCCents] = MetricPattern2(client, 'price_ohlc_cents')
self.sats: MetricPattern2[OHLCSats] = MetricPattern2(client, 'price_ohlc_sats')
class MetricsTree_Prices_Spot:
"""Metrics tree node."""
def __init__(self, client: BrkClientBase, base_path: str = ''):
self.cents: MetricPattern1[Cents] = MetricPattern1(client, 'price_cents')
self.usd: MetricPattern1[Dollars] = MetricPattern1(client, 'price')
self.cents: MetricPattern1[Cents] = MetricPattern1(client, 'price_cents')
self.sats: MetricPattern1[Sats] = MetricPattern1(client, 'price_sats')
class MetricsTree_Prices:
@@ -4802,7 +4801,7 @@ class MetricsTree_Cohorts_Utxo_All_Supply:
def __init__(self, client: BrkClientBase, base_path: str = ''):
self.total: BtcCentsSatsUsdPattern = BtcCentsSatsUsdPattern(client, 'supply')
self.half: BtcCentsSatsUsdPattern = BtcCentsSatsUsdPattern(client, 'supply_half')
self.delta: ChangeRatePattern = ChangeRatePattern(client, 'supply_delta')
self.delta: AbsoluteRatePattern = AbsoluteRatePattern(client, 'supply_delta')
self.in_profit: BtcCentsRelSatsUsdPattern2 = BtcCentsRelSatsUsdPattern2(client, 'supply_in_profit')
self.in_loss: BtcCentsRelSatsUsdPattern2 = BtcCentsRelSatsUsdPattern2(client, 'supply_in_loss')
@@ -4831,8 +4830,8 @@ class MetricsTree_Cohorts_Utxo_All_Unrealized_NetPnl:
"""Metrics tree node."""
def __init__(self, client: BrkClientBase, base_path: str = ''):
self.cents: MetricPattern1[CentsSigned] = MetricPattern1(client, 'net_unrealized_pnl_cents')
self.usd: MetricPattern1[Dollars] = MetricPattern1(client, 'net_unrealized_pnl')
self.cents: MetricPattern1[CentsSigned] = MetricPattern1(client, 'net_unrealized_pnl_cents')
self.rel_to_own_gross: BpsPercentRatioPattern = BpsPercentRatioPattern(client, 'net_unrealized_pnl_rel_to_own_gross_pnl')
class MetricsTree_Cohorts_Utxo_All_Unrealized:

4
website/scripts/options/cointime.js
View File

@@ -550,7 +550,7 @@ export function createCointimeSection() {
unit: Unit.ratio,
}),
line({
metric: adjusted.txVelocityBtc,
metric: adjusted.txVelocityNative,
name: "Cointime-Adjusted",
color: colors.adjusted,
unit: Unit.ratio,
@@ -568,7 +568,7 @@ export function createCointimeSection() {
unit: Unit.ratio,
}),
line({
metric: adjusted.txVelocityUsd,
metric: adjusted.txVelocityFiat,
name: "Cointime-Adjusted",
color: colors.vaulted,
unit: Unit.ratio,

71
website/scripts/options/distribution/activity.js
View File

@@ -9,7 +9,7 @@
*/
import { Unit } from "../../utils/units.js";
import { line, baseline, dotsBaseline, dots } from "../series.js";
import { line, baseline, dotsBaseline, percentRatio, percentRatioDots } from "../series.js";
import {
mapCohortsWithAll,
flatMapCohortsWithAll,
@@ -35,31 +35,18 @@ function volumeAndCoinsTree(activity, color, title) {
name: "Sum",
title: title("Sent Volume"),
bottom: [
line({
metric: activity.sent.sum._24h,
name: "24h",
color: colors.indicator.main,
unit: Unit.sats,
defaultActive: false,
}),
line({
metric: activity.sent.base,
name: "Sum",
color,
unit: Unit.sats,
}),
line({ metric: activity.sent.base, name: "Sum", color, unit: Unit.sats }),
line({ metric: activity.sent.sum._24h, name: "24h", color: colors.time._24h, unit: Unit.sats, defaultActive: false }),
line({ metric: activity.sent.sum._1w, name: "1w", color: colors.time._1w, unit: Unit.sats, defaultActive: false }),
line({ metric: activity.sent.sum._1m, name: "1m", color: colors.time._1m, unit: Unit.sats, defaultActive: false }),
line({ metric: activity.sent.sum._1y, name: "1y", color: colors.time._1y, unit: Unit.sats, defaultActive: false }),
],
},
{
name: "Cumulative",
title: title("Sent Volume (Total)"),
bottom: [
line({
metric: activity.sent.cumulative,
name: "All-time",
color,
unit: Unit.sats,
}),
line({ metric: activity.sent.cumulative, name: "All-time", color, unit: Unit.sats }),
],
},
],
@@ -68,27 +55,21 @@ function volumeAndCoinsTree(activity, color, title) {
name: "Coins Destroyed",
tree: [
{
name: "Sum",
name: "Base",
title: title("Coindays Destroyed"),
bottom: [
line({
metric: activity.coindaysDestroyed.sum._24h,
name: "24h",
color,
unit: Unit.coindays,
}),
line({ metric: activity.coindaysDestroyed.base, name: "Base", color, unit: Unit.coindays }),
line({ metric: activity.coindaysDestroyed.sum._24h, name: "24h", color: colors.time._24h, unit: Unit.coindays, defaultActive: false }),
line({ metric: activity.coindaysDestroyed.sum._1w, name: "1w", color: colors.time._1w, unit: Unit.coindays, defaultActive: false }),
line({ metric: activity.coindaysDestroyed.sum._1m, name: "1m", color: colors.time._1m, unit: Unit.coindays, defaultActive: false }),
line({ metric: activity.coindaysDestroyed.sum._1y, name: "1y", color: colors.time._1y, unit: Unit.coindays, defaultActive: false }),
],
},
{
name: "Cumulative",
title: title("Cumulative Coindays Destroyed"),
bottom: [
line({
metric: activity.coindaysDestroyed.cumulative,
name: "All-time",
color,
unit: Unit.coindays,
}),
line({ metric: activity.coindaysDestroyed.cumulative, name: "All-time", color, unit: Unit.coindays }),
],
},
],
@@ -156,31 +137,31 @@ function singleSellSideRiskTree(sellSideRisk, title) {
name: "Compare",
title: title("Rolling Sell Side Risk"),
bottom: [
line({ metric: sellSideRisk._24h.ratio, name: "24h", color: colors.time._24h, unit: Unit.ratio }),
line({ metric: sellSideRisk._1w.ratio, name: "7d", color: colors.time._1w, unit: Unit.ratio }),
line({ metric: sellSideRisk._1m.ratio, name: "30d", color: colors.time._1m, unit: Unit.ratio }),
line({ metric: sellSideRisk._1y.ratio, name: "1y", color: colors.time._1y, unit: Unit.ratio }),
...percentRatioDots({ pattern: sellSideRisk._24h, name: "24h", color: colors.time._24h }),
...percentRatio({ pattern: sellSideRisk._1w, name: "7d", color: colors.time._1w }),
...percentRatio({ pattern: sellSideRisk._1m, name: "30d", color: colors.time._1m }),
...percentRatio({ pattern: sellSideRisk._1y, name: "1y", color: colors.time._1y }),
],
},
{
name: "24h",
title: title("Sell Side Risk (24h)"),
bottom: [dots({ metric: sellSideRisk._24h.ratio, name: "Raw", color: colors.bitcoin, unit: Unit.ratio })],
bottom: percentRatioDots({ pattern: sellSideRisk._24h, name: "Raw", color: colors.bitcoin }),
},
{
name: "7d",
title: title("Sell Side Risk (7d)"),
bottom: [line({ metric: sellSideRisk._1w.ratio, name: "Risk", unit: Unit.ratio })],
bottom: percentRatio({ pattern: sellSideRisk._1w, name: "Risk" }),
},
{
name: "30d",
title: title("Sell Side Risk (30d)"),
bottom: [line({ metric: sellSideRisk._1m.ratio, name: "Risk", unit: Unit.ratio })],
bottom: percentRatio({ pattern: sellSideRisk._1m, name: "Risk" }),
},
{
name: "1y",
title: title("Sell Side Risk (1y)"),
bottom: [line({ metric: sellSideRisk._1y.ratio, name: "Risk", unit: Unit.ratio })],
bottom: percentRatio({ pattern: sellSideRisk._1y, name: "Risk" }),
},
];
}
@@ -255,6 +236,14 @@ function singleRollingValueTree(valueCreated, valueDestroyed, title, prefix = ""
line({ metric: valueDestroyed.sum._1y, name: "Destroyed", color: colors.loss, unit: Unit.usd }),
],
},
{
name: "Cumulative",
title: title(`${prefix}Value Created & Destroyed (Total)`),
bottom: [
line({ metric: valueCreated.cumulative, name: "Created", color: colors.usd, unit: Unit.usd }),
line({ metric: valueDestroyed.cumulative, name: "Destroyed", color: colors.loss, unit: Unit.usd }),
],
},
];
}

16
website/scripts/options/distribution/cost-basis.js
View File

@@ -14,8 +14,8 @@ import { colors } from "../../utils/colors.js";
import { entries } from "../../utils/array.js";
import { Unit } from "../../utils/units.js";
import { priceLines } from "../constants.js";
import { line, price } from "../series.js";
import { mapCohortsWithAll } from "../shared.js";
import { price, percentRatio } from "../series.js";
import { mapCohortsWithAll, flatMapCohortsWithAll } from "../shared.js";
const ACTIVE_PCTS = new Set(["pct75", "pct50", "pct25"]);
@@ -129,11 +129,10 @@ function createSingleByCapitalSeries(cohort) {
function createSingleSupplyDensitySeries(cohort) {
const { tree } = cohort;
return [
line({
metric: tree.costBasis.supplyDensity.percent,
...percentRatio({
pattern: tree.costBasis.supplyDensity,
name: "Supply Density",
color: colors.bitcoin,
unit: Unit.percentage,
}),
...priceLines({ numbers: [100, 50, 0], unit: Unit.percentage }),
];
@@ -269,12 +268,11 @@ export function createGroupedCostBasisSectionWithPercentiles({
{
name: "Supply Density",
title: title("Cost Basis Supply Density"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({
metric: tree.costBasis.supplyDensity.percent,
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
percentRatio({
pattern: tree.costBasis.supplyDensity,
name,
color,
unit: Unit.percentage,
}),
),
},

241
website/scripts/options/distribution/holdings.js
View File

@@ -10,7 +10,7 @@
*/
import { Unit } from "../../utils/units.js";
import { line, baseline } from "../series.js";
import { ROLLING_WINDOWS, line, baseline, rollingWindowsTree, rollingPercentRatioTree, percentRatio } from "../series.js";
import {
satsBtcUsd,
mapCohorts,
@@ -74,23 +74,15 @@ function fullSupplySeries(supply) {
/**
* % of Own Supply series (profit/loss relative to own supply)
* @param {{ inProfit: { relToOwn: { percent: AnyMetricPattern } }, inLoss: { relToOwn: { percent: AnyMetricPattern } } }} supply
* @param {{ inProfit: { relToOwn: { percent: AnyMetricPattern, ratio: AnyMetricPattern } }, inLoss: { relToOwn: { percent: AnyMetricPattern, ratio: AnyMetricPattern } } }} supply
* @returns {AnyFetchedSeriesBlueprint[]}
*/
function ownSupplyPctSeries(supply) {
return [
line({
metric: supply.inProfit.relToOwn.percent,
name: "In Profit",
color: colors.profit,
unit: Unit.pctOwn,
}),
line({
metric: supply.inLoss.relToOwn.percent,
name: "In Loss",
color: colors.loss,
unit: Unit.pctOwn,
}),
line({ metric: supply.inProfit.relToOwn.percent, name: "In Profit", color: colors.profit, unit: Unit.pctOwn }),
line({ metric: supply.inLoss.relToOwn.percent, name: "In Loss", color: colors.loss, unit: Unit.pctOwn }),
line({ metric: supply.inProfit.relToOwn.ratio, name: "In Profit", color: colors.profit, unit: Unit.ratio }),
line({ metric: supply.inLoss.relToOwn.ratio, name: "In Loss", color: colors.loss, unit: Unit.ratio }),
...priceLines({ numbers: [100, 50, 0], unit: Unit.pctOwn }),
];
}
@@ -144,42 +136,58 @@ function groupedUtxoCountChart(list, all, title) {
}
/**
* @param {readonly (UtxoCohortObject | CohortWithoutRelative)[]} list
* @param {CohortAll} all
* @param {{ absolute: { _24h: AnyMetricPattern, _1w: AnyMetricPattern, _1m: AnyMetricPattern, _1y: AnyMetricPattern }, rate: { _24h: { percent: AnyMetricPattern, ratio: AnyMetricPattern }, _1w: { percent: AnyMetricPattern, ratio: AnyMetricPattern }, _1m: { percent: AnyMetricPattern, ratio: AnyMetricPattern }, _1y: { percent: AnyMetricPattern, ratio: AnyMetricPattern } } }} delta
* @param {Unit} unit
* @param {(metric: string) => string} title
* @param {string} name
* @returns {PartialOptionsGroup}
*/
function grouped30dSupplyChangeChart(list, all, title) {
function singleDeltaTree(delta, unit, title, name) {
return {
name: "Supply",
title: title("Supply 30d Change"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
baseline({
metric: tree.supply.delta.change._1m,
name,
color,
unit: Unit.sats,
}),
),
name,
tree: [
{ ...rollingWindowsTree({ windows: delta.absolute, title: title(`${name} Change`), unit, series: baseline }), name: "Absolute" },
{ ...rollingPercentRatioTree({ windows: delta.rate, title: title(`${name} Rate`) }), name: "Rate" },
],
};
}
/**
* @param {readonly (UtxoCohortObject | CohortWithoutRelative)[]} list
* @param {CohortAll} all
* @template {{ name: string, color: Color }} T
* @template {{ name: string, color: Color }} A
* @param {readonly T[]} list
* @param {A} all
* @param {(c: T | A) => ChangeRatePattern | ChangeRatePattern2} getDelta
* @param {Unit} unit
* @param {(metric: string) => string} title
* @param {string} name
* @returns {PartialOptionsGroup}
*/
function grouped30dUtxoCountChangeChart(list, all, title) {
function groupedDeltaTree(list, all, getDelta, unit, title, name) {
return {
name: "UTXO Count",
title: title("UTXO Count 30d Change"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
baseline({
metric: tree.outputs.unspentCount.delta.change._1m,
name,
unit: Unit.count,
color,
}),
),
name,
tree: [
{
name: "Absolute",
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`${name} Change (${w.name})`),
bottom: mapCohortsWithAll(list, all, (c) =>
baseline({ metric: getDelta(c).absolute[w.key], name: c.name, color: c.color, unit }),
),
})),
},
{
name: "Rate",
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`${name} Rate (${w.name})`),
bottom: flatMapCohortsWithAll(list, all, (c) =>
percentRatio({ pattern: getDelta(c).rate[w.key], name: c.name, color: c.color }),
),
})),
},
],
};
}
@@ -203,43 +211,6 @@ function singleUtxoCountChart(cohort, title) {
};
}
/**
* @param {UtxoCohortObject | CohortWithoutRelative} cohort
* @param {(metric: string) => string} title
* @returns {PartialChartOption}
*/
function single30dSupplyChangeChart(cohort, title) {
return {
name: "Supply",
title: title("Supply 30d Change"),
bottom: [
baseline({
metric: cohort.tree.supply.delta.change._1m,
name: "30d Change",
unit: Unit.sats,
}),
],
};
}
/**
* @param {UtxoCohortObject | CohortWithoutRelative} cohort
* @param {(metric: string) => string} title
* @returns {PartialChartOption}
*/
function single30dUtxoCountChangeChart(cohort, title) {
return {
name: "UTXO Count",
title: title("UTXO Count 30d Change"),
bottom: [
baseline({
metric: cohort.tree.outputs.unspentCount.delta.change._1m,
name: "30d Change",
unit: Unit.count,
}),
],
};
}
/**
* @param {CohortAll | CohortAddress | AddressCohortObject} cohort
@@ -261,24 +232,6 @@ function singleAddressCountChart(cohort, title) {
};
}
/**
* @param {CohortAll | CohortAddress | AddressCohortObject} cohort
* @param {(metric: string) => string} title
* @returns {PartialChartOption}
*/
function single30dAddressCountChangeChart(cohort, title) {
return {
name: "Address Count",
title: title("Address Count 30d Change"),
bottom: [
baseline({
metric: cohort.addressCount.delta.change._1m,
name: "30d Change",
unit: Unit.count,
}),
],
};
}
// ============================================================================
// Single Cohort Holdings Sections
@@ -301,10 +254,10 @@ export function createHoldingsSection({ cohort, title }) {
},
singleUtxoCountChart(cohort, title),
{
name: "30d Changes",
name: "Change",
tree: [
single30dSupplyChangeChart(cohort, title),
single30dUtxoCountChangeChart(cohort, title),
singleDeltaTree(cohort.tree.supply.delta, Unit.sats, title, "Supply"),
singleDeltaTree(cohort.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
],
},
],
@@ -332,11 +285,11 @@ export function createHoldingsSectionAll({ cohort, title }) {
singleUtxoCountChart(cohort, title),
singleAddressCountChart(cohort, title),
{
name: "30d Changes",
name: "Change",
tree: [
single30dSupplyChangeChart(cohort, title),
single30dUtxoCountChangeChart(cohort, title),
single30dAddressCountChangeChart(cohort, title),
singleDeltaTree(cohort.tree.supply.delta, Unit.sats, title, "Supply"),
singleDeltaTree(cohort.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
singleDeltaTree(cohort.addressCount.delta, Unit.count, title, "Address Count"),
],
},
],
@@ -365,10 +318,10 @@ export function createHoldingsSectionWithRelative({ cohort, title }) {
},
singleUtxoCountChart(cohort, title),
{
name: "30d Changes",
name: "Change",
tree: [
single30dSupplyChangeChart(cohort, title),
single30dUtxoCountChangeChart(cohort, title),
singleDeltaTree(cohort.tree.supply.delta, Unit.sats, title, "Supply"),
singleDeltaTree(cohort.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
],
},
],
@@ -396,10 +349,10 @@ export function createHoldingsSectionWithOwnSupply({ cohort, title }) {
},
singleUtxoCountChart(cohort, title),
{
name: "30d Changes",
name: "Change",
tree: [
single30dSupplyChangeChart(cohort, title),
single30dUtxoCountChangeChart(cohort, title),
singleDeltaTree(cohort.tree.supply.delta, Unit.sats, title, "Supply"),
singleDeltaTree(cohort.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
],
},
],
@@ -423,11 +376,11 @@ export function createHoldingsSectionAddress({ cohort, title }) {
singleUtxoCountChart(cohort, title),
singleAddressCountChart(cohort, title),
{
name: "30d Changes",
name: "Change",
tree: [
single30dSupplyChangeChart(cohort, title),
single30dUtxoCountChangeChart(cohort, title),
single30dAddressCountChangeChart(cohort, title),
singleDeltaTree(cohort.tree.supply.delta, Unit.sats, title, "Supply"),
singleDeltaTree(cohort.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
singleDeltaTree(cohort.addressCount.delta, Unit.count, title, "Address Count"),
],
},
],
@@ -451,11 +404,11 @@ export function createHoldingsSectionAddressAmount({ cohort, title }) {
singleUtxoCountChart(cohort, title),
singleAddressCountChart(cohort, title),
{
name: "30d Changes",
name: "Change",
tree: [
single30dSupplyChangeChart(cohort, title),
single30dUtxoCountChangeChart(cohort, title),
single30dAddressCountChangeChart(cohort, title),
singleDeltaTree(cohort.tree.supply.delta, Unit.sats, title, "Supply"),
singleDeltaTree(cohort.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
singleDeltaTree(cohort.addressCount.delta, Unit.count, title, "Address Count"),
],
},
],
@@ -517,22 +470,11 @@ export function createGroupedHoldingsSectionAddress({ list, all, title }) {
),
},
{
name: "30d Changes",
name: "Change",
tree: [
grouped30dSupplyChangeChart(list, all, title),
grouped30dUtxoCountChangeChart(list, all, title),
{
name: "Address Count",
title: title("Address Count 30d Change"),
bottom: mapCohortsWithAll(list, all, ({ name, color, addressCount }) =>
baseline({
metric: addressCount.delta.change._1m,
name,
unit: Unit.count,
color,
}),
),
},
groupedDeltaTree(list, all, (c) => c.tree.supply.delta, Unit.sats, title, "Supply"),
groupedDeltaTree(list, all, (c) => c.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
groupedDeltaTree(list, all, (c) => c.addressCount.delta, Unit.count, title, "Address Count"),
],
},
],
@@ -573,22 +515,11 @@ export function createGroupedHoldingsSectionAddressAmount({
),
},
{
name: "30d Changes",
name: "Change",
tree: [
grouped30dSupplyChangeChart(list, all, title),
grouped30dUtxoCountChangeChart(list, all, title),
{
name: "Address Count",
title: title("Address Count 30d Change"),
bottom: mapCohortsWithAll(list, all, ({ name, color, addressCount }) =>
baseline({
metric: addressCount.delta.change._1m,
name,
unit: Unit.count,
color,
}),
),
},
groupedDeltaTree(list, all, (c) => c.tree.supply.delta, Unit.sats, title, "Supply"),
groupedDeltaTree(list, all, (c) => c.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
groupedDeltaTree(list, all, (c) => c.addressCount.delta, Unit.count, title, "Address Count"),
],
},
],
@@ -618,10 +549,10 @@ export function createGroupedHoldingsSection({ list, all, title }) {
},
groupedUtxoCountChart(list, all, title),
{
name: "30d Changes",
name: "Change",
tree: [
grouped30dSupplyChangeChart(list, all, title),
grouped30dUtxoCountChangeChart(list, all, title),
groupedDeltaTree(list, all, (c) => c.tree.supply.delta, Unit.sats, title, "Supply"),
groupedDeltaTree(list, all, (c) => c.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
],
},
],
@@ -708,10 +639,10 @@ export function createGroupedHoldingsSectionWithOwnSupply({
},
groupedUtxoCountChart(list, all, title),
{
name: "30d Changes",
name: "Change",
tree: [
grouped30dSupplyChangeChart(list, all, title),
grouped30dUtxoCountChangeChart(list, all, title),
groupedDeltaTree(list, all, (c) => c.tree.supply.delta, Unit.sats, title, "Supply"),
groupedDeltaTree(list, all, (c) => c.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
],
},
],
@@ -812,10 +743,10 @@ export function createGroupedHoldingsSectionWithRelative({ list, all, title }) {
},
groupedUtxoCountChart(list, all, title),
{
name: "30d Changes",
name: "Change",
tree: [
grouped30dSupplyChangeChart(list, all, title),
grouped30dUtxoCountChangeChart(list, all, title),
groupedDeltaTree(list, all, (c) => c.tree.supply.delta, Unit.sats, title, "Supply"),
groupedDeltaTree(list, all, (c) => c.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
],
},
],

590
website/scripts/options/distribution/profitability.js
View File

@@ -11,12 +11,13 @@
*/
import { Unit } from "../../utils/units.js";
import { line, baseline, dots, dotsBaseline } from "../series.js";
import { ROLLING_WINDOWS, line, baseline, dots, dotsBaseline, percentRatio, percentRatioBaseline } from "../series.js";
import { colors } from "../../utils/colors.js";
import { priceLine, priceLines } from "../constants.js";
import { priceLine } from "../constants.js";
import {
mapCohorts,
mapCohortsWithAll,
flatMapCohorts,
flatMapCohortsWithAll,
} from "../shared.js";
// ============================================================================
@@ -62,69 +63,82 @@ function netBaseline(metric, unit) {
// ============================================================================
/**
* Unrealized P&L (USD + relToMcap) for All cohort
* @param {{ profit: { base: { usd: AnyMetricPattern } }, loss: { base: { usd: AnyMetricPattern }, negative: AnyMetricPattern }, grossPnl: { usd: AnyMetricPattern } }} u
* @returns {AnyFetchedSeriesBlueprint[]}
*/
function unrealizedUsdSeries(u) {
return [
...pnlLines(
{ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative, gross: u.grossPnl.usd },
Unit.usd,
),
priceLine({ unit: Unit.usd, defaultActive: false }),
];
}
/**
* @param {{ percent: AnyMetricPattern, ratio: AnyMetricPattern }} profit
* @param {{ percent: AnyMetricPattern, ratio: AnyMetricPattern }} loss
* @param {string} name
* @param {(metric: string) => string} title
* @returns {AnyPartialOption}
*/
function relPnlChart(profit, loss, name, title) {
return {
name,
title: title(`Unrealized P&L (${name})`),
bottom: [
...percentRatio({ pattern: profit, name: "Profit", color: colors.profit }),
...percentRatio({ pattern: loss, name: "Loss", color: colors.loss }),
],
};
}
/**
* Unrealized P&L tree for All cohort
* @param {Brk.MetricsTree_Cohorts_Utxo_All_Unrealized} u
* @returns {AnyFetchedSeriesBlueprint[]}
* @param {(metric: string) => string} title
* @returns {PartialOptionsTree}
*/
function unrealizedAll(u) {
function unrealizedPnlTreeAll(u, title) {
return [
...pnlLines(
{ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative, gross: u.grossPnl.usd },
Unit.usd,
),
priceLine({ unit: Unit.usd, defaultActive: false }),
line({ metric: u.profit.relToMcap.ratio, name: "Profit", color: colors.profit, unit: Unit.pctMcap }),
line({ metric: u.loss.relToMcap.ratio, name: "Loss", color: colors.loss, unit: Unit.pctMcap }),
priceLine({ unit: Unit.pctMcap, defaultActive: false }),
line({ metric: u.profit.relToOwnGross.ratio, name: "Profit", color: colors.profit, unit: Unit.pctOwnPnl }),
line({ metric: u.loss.relToOwnGross.ratio, name: "Loss", color: colors.loss, unit: Unit.pctOwnPnl }),
...priceLines({ numbers: [100, 50, 0], unit: Unit.pctOwnPnl }),
{ name: "USD", title: title("Unrealized P&L"), bottom: unrealizedUsdSeries(u) },
relPnlChart(u.profit.relToMcap, u.loss.relToMcap, "% of Mcap", title),
relPnlChart(u.profit.relToOwnGross, u.loss.relToOwnGross, "% of Own P&L", title),
];
}
/**
* Unrealized P&L (USD + relToMcap + relToOwnMcap + relToOwnGross) for Full cohorts (STH/LTH)
* Unrealized P&L tree for Full cohorts (STH)
* @param {Brk.GrossInvestedLossNetNuplProfitSentimentPattern2} u
* @returns {AnyFetchedSeriesBlueprint[]}
* @param {(metric: string) => string} title
* @returns {PartialOptionsTree}
*/
function unrealizedFull(u) {
function unrealizedPnlTreeFull(u, title) {
return [
...pnlLines(
{ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative, gross: u.grossPnl.usd },
Unit.usd,
),
priceLine({ unit: Unit.usd, defaultActive: false }),
line({ metric: u.profit.relToMcap.ratio, name: "Profit", color: colors.profit, unit: Unit.pctMcap }),
line({ metric: u.loss.relToMcap.ratio, name: "Loss", color: colors.loss, unit: Unit.pctMcap }),
priceLine({ unit: Unit.pctMcap, defaultActive: false }),
line({ metric: u.profit.relToOwnMcap.ratio, name: "Profit", color: colors.profit, unit: Unit.pctOwnMcap }),
line({ metric: u.loss.relToOwnMcap.ratio, name: "Loss", color: colors.loss, unit: Unit.pctOwnMcap }),
priceLine({ unit: Unit.pctOwnMcap, defaultActive: false }),
line({ metric: u.profit.relToOwnGross.ratio, name: "Profit", color: colors.profit, unit: Unit.pctOwnPnl }),
line({ metric: u.loss.relToOwnGross.ratio, name: "Loss", color: colors.loss, unit: Unit.pctOwnPnl }),
...priceLines({ numbers: [100, 50, 0], unit: Unit.pctOwnPnl }),
{ name: "USD", title: title("Unrealized P&L"), bottom: unrealizedUsdSeries(u) },
relPnlChart(u.profit.relToMcap, u.loss.relToMcap, "% of Mcap", title),
relPnlChart(u.profit.relToOwnMcap, u.loss.relToOwnMcap, "% of Own Mcap", title),
relPnlChart(u.profit.relToOwnGross, u.loss.relToOwnGross, "% of Own P&L", title),
];
}
/**
* Unrealized P&L for LTH (loss relToMcap only + relToOwnMcap + relToOwnGross)
* Unrealized P&L tree for LTH (loss relToMcap only)
* @param {Brk.GrossInvestedLossNetNuplProfitSentimentPattern2} u
* @returns {AnyFetchedSeriesBlueprint[]}
* @param {(metric: string) => string} title
* @returns {PartialOptionsTree}
*/
function unrealizedLongTerm(u) {
function unrealizedPnlTreeLongTerm(u, title) {
return [
...pnlLines(
{ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative, gross: u.grossPnl.usd },
Unit.usd,
),
priceLine({ unit: Unit.usd, defaultActive: false }),
line({ metric: u.loss.relToMcap.ratio, name: "Loss", color: colors.loss, unit: Unit.pctMcap }),
line({ metric: u.profit.relToOwnMcap.ratio, name: "Profit", color: colors.profit, unit: Unit.pctOwnMcap }),
line({ metric: u.loss.relToOwnMcap.ratio, name: "Loss", color: colors.loss, unit: Unit.pctOwnMcap }),
priceLine({ unit: Unit.pctOwnMcap, defaultActive: false }),
line({ metric: u.profit.relToOwnGross.ratio, name: "Profit", color: colors.profit, unit: Unit.pctOwnPnl }),
line({ metric: u.loss.relToOwnGross.ratio, name: "Loss", color: colors.loss, unit: Unit.pctOwnPnl }),
...priceLines({ numbers: [100, 50, 0], unit: Unit.pctOwnPnl }),
{ name: "USD", title: title("Unrealized P&L"), bottom: unrealizedUsdSeries(u) },
{
name: "% of Mcap",
title: title("Unrealized Loss (% of Mcap)"),
bottom: percentRatio({ pattern: u.loss.relToMcap, name: "Loss", color: colors.loss }),
},
relPnlChart(u.profit.relToOwnMcap, u.loss.relToOwnMcap, "% of Own Mcap", title),
relPnlChart(u.profit.relToOwnGross, u.loss.relToOwnGross, "% of Own P&L", title),
];
}
@@ -148,27 +162,39 @@ function unrealizedMid(u) {
// ============================================================================
/**
* Net P&L for All cohort
* @param {Brk.MetricsTree_Cohorts_Utxo_All_Unrealized} u
* @returns {AnyFetchedSeriesBlueprint[]}
* @param {(metric: string) => string} title
* @returns {PartialOptionsTree}
*/
function netUnrealizedAll(u) {
function netUnrealizedTreeAll(u, title) {
return [
netBaseline(u.netPnl.usd, Unit.usd),
netBaseline(u.netPnl.relToOwnGross.ratio, Unit.pctOwnPnl),
{ name: "USD", title: title("Net Unrealized P&L"), bottom: [netBaseline(u.netPnl.usd, Unit.usd)] },
{
name: "% of Own P&L",
title: title("Net Unrealized P&L (% of Own P&L)"),
bottom: percentRatioBaseline({ pattern: u.netPnl.relToOwnGross, name: "Net P&L" }),
},
];
}
/**
* Net P&L for Full cohorts (STH/LTH)
* @param {Brk.GrossInvestedLossNetNuplProfitSentimentPattern2} u
* @returns {AnyFetchedSeriesBlueprint[]}
* @param {(metric: string) => string} title
* @returns {PartialOptionsTree}
*/
function netUnrealizedFull(u) {
function netUnrealizedTreeFull(u, title) {
return [
netBaseline(u.netPnl.usd, Unit.usd),
netBaseline(u.netPnl.relToOwnMcap.ratio, Unit.pctOwnMcap),
netBaseline(u.netPnl.relToOwnGross.ratio, Unit.pctOwnPnl),
{ name: "USD", title: title("Net Unrealized P&L"), bottom: [netBaseline(u.netPnl.usd, Unit.usd)] },
{
name: "% of Own Mcap",
title: title("Net Unrealized P&L (% of Own Mcap)"),
bottom: percentRatioBaseline({ pattern: u.netPnl.relToOwnMcap, name: "Net P&L" }),
},
{
name: "% of Own P&L",
title: title("Net Unrealized P&L (% of Own P&L)"),
bottom: percentRatioBaseline({ pattern: u.netPnl.relToOwnGross, name: "Net P&L" }),
},
];
}
@@ -225,52 +251,92 @@ function nuplSeries(nupl) {
/**
* @param {Brk.CapGrossInvestorLossMvrvNetPeakPriceProfitSellSoprPattern | Brk.MetricsTree_Cohorts_Utxo_Lth_Realized} r
* @returns {AnyFetchedSeriesBlueprint[]}
* @param {(metric: string) => string} title
* @returns {PartialOptionsTree}
*/
function realizedPnlSumFull(r) {
function realizedPnlSumTreeFull(r, title) {
return [
dots({ metric: r.profit.base.usd, name: "Profit", color: colors.profit, unit: Unit.usd }),
dots({ metric: r.loss.negative, name: "Negative Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
dots({ metric: r.loss.base.usd, name: "Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
baseline({ metric: r.profit.relToRcap.ratio, name: "Profit", color: colors.profit, unit: Unit.pctRcap }),
baseline({ metric: r.loss.relToRcap.ratio, name: "Loss", color: colors.loss, unit: Unit.pctRcap }),
{
name: "USD",
title: title("Realized P&L"),
bottom: [
dots({ metric: r.profit.base.usd, name: "Profit", color: colors.profit, unit: Unit.usd }),
dots({ metric: r.loss.negative, name: "Negative Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
dots({ metric: r.loss.base.usd, name: "Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
],
},
{
name: "% of Rcap",
title: title("Realized P&L (% of Realized Cap)"),
bottom: [
...percentRatioBaseline({ pattern: r.profit.relToRcap, name: "Profit", color: colors.profit }),
...percentRatioBaseline({ pattern: r.loss.relToRcap, name: "Loss", color: colors.loss }),
],
},
];
}
/**
* @param {Brk.CapGrossInvestorLossMvrvNetPeakPriceProfitSellSoprPattern | Brk.MetricsTree_Cohorts_Utxo_Lth_Realized} r
* @returns {AnyFetchedSeriesBlueprint[]}
* @param {(metric: string) => string} title
* @returns {PartialOptionsTree}
*/
function realizedNetPnlSumFull(r) {
function realizedNetPnlSumTreeFull(r, title) {
return [
dotsBaseline({ metric: r.netPnl.base.usd, name: "Net", unit: Unit.usd, defaultActive: false }),
baseline({ metric: r.netPnl.relToRcap.ratio, name: "Net", unit: Unit.pctRcap }),
{ name: "USD", title: title("Net Realized P&L"), bottom: [dotsBaseline({ metric: r.netPnl.base.usd, name: "Net", unit: Unit.usd })] },
{
name: "% of Rcap",
title: title("Net Realized P&L (% of Realized Cap)"),
bottom: percentRatioBaseline({ pattern: r.netPnl.relToRcap, name: "Net" }),
},
];
}
/**
* @param {Brk.CapGrossInvestorLossMvrvNetPeakPriceProfitSellSoprPattern | Brk.MetricsTree_Cohorts_Utxo_Lth_Realized} r
* @returns {AnyFetchedSeriesBlueprint[]}
* @param {(metric: string) => string} title
* @returns {PartialOptionsTree}
*/
function realizedPnlCumulativeFull(r) {
function realizedPnlCumulativeTreeFull(r, title) {
return [
line({ metric: r.profit.cumulative.usd, name: "Profit", color: colors.profit, unit: Unit.usd }),
line({ metric: r.loss.cumulative.usd, name: "Loss", color: colors.loss, unit: Unit.usd }),
line({ metric: r.loss.negative, name: "Negative Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
baseline({ metric: r.profit.relToRcap.ratio, name: "Profit", color: colors.profit, unit: Unit.pctRcap }),
baseline({ metric: r.loss.relToRcap.ratio, name: "Loss", color: colors.loss, unit: Unit.pctRcap }),
{
name: "USD",
title: title("Cumulative Realized P&L"),
bottom: [
line({ metric: r.profit.cumulative.usd, name: "Profit", color: colors.profit, unit: Unit.usd }),
line({ metric: r.loss.cumulative.usd, name: "Loss", color: colors.loss, unit: Unit.usd }),
line({ metric: r.loss.negative, name: "Negative Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
],
},
{
name: "% of Rcap",
title: title("Cumulative Realized P&L (% of Realized Cap)"),
bottom: [
...percentRatioBaseline({ pattern: r.profit.relToRcap, name: "Profit", color: colors.profit }),
...percentRatioBaseline({ pattern: r.loss.relToRcap, name: "Loss", color: colors.loss }),
],
},
];
}
/**
* @param {Brk.CapGrossInvestorLossMvrvNetPeakPriceProfitSellSoprPattern | Brk.MetricsTree_Cohorts_Utxo_Lth_Realized} r
* @returns {AnyFetchedSeriesBlueprint[]}
* @param {(metric: string) => string} title
* @returns {PartialOptionsTree}
*/
function realized30dChangeFull(r) {
function realized30dChangeTreeFull(r, title) {
return [
baseline({ metric: r.netPnl.delta.change._1m.usd, name: "30d Change", unit: Unit.usd }),
baseline({ metric: r.netPnl.change1m.relToMcap.ratio, name: "30d Change", unit: Unit.pctMcap }),
baseline({ metric: r.netPnl.change1m.relToRcap.ratio, name: "30d Change", unit: Unit.pctRcap }),
{ name: "USD", title: title("Realized P&L 30d Change"), bottom: [baseline({ metric: r.netPnl.delta.absolute._1m.usd, name: "30d Change", unit: Unit.usd })] },
{
name: "% of Mcap",
title: title("Realized 30d Change (% of Mcap)"),
bottom: percentRatioBaseline({ pattern: r.netPnl.change1m.relToMcap, name: "30d Change" }),
},
{
name: "% of Rcap",
title: title("Realized 30d Change (% of Realized Cap)"),
bottom: percentRatioBaseline({ pattern: r.netPnl.change1m.relToRcap, name: "30d Change" }),
},
];
}
@@ -288,17 +354,15 @@ function singleRollingRealizedTreeFull(r, title) {
{
name: "Compare",
title: title("Rolling Realized Profit"),
bottom: [
line({ metric: r.profit.sum._24h.usd, name: "24h", color: colors.time._24h, unit: Unit.usd }),
line({ metric: r.profit.sum._1w.usd, name: "7d", color: colors.time._1w, unit: Unit.usd }),
line({ metric: r.profit.sum._1m.usd, name: "30d", color: colors.time._1m, unit: Unit.usd }),
line({ metric: r.profit.sum._1y.usd, name: "1y", color: colors.time._1y, unit: Unit.usd }),
],
bottom: ROLLING_WINDOWS.map((w) =>
line({ metric: r.profit.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }),
),
},
{ name: "24h", title: title("Realized Profit (24h)"), bottom: [line({ metric: r.profit.sum._24h.usd, name: "Profit", color: colors.profit, unit: Unit.usd })] },
{ name: "7d", title: title("Realized Profit (7d)"), bottom: [line({ metric: r.profit.sum._1w.usd, name: "Profit", color: colors.profit, unit: Unit.usd })] },
{ name: "30d", title: title("Realized Profit (30d)"), bottom: [line({ metric: r.profit.sum._1m.usd, name: "Profit", color: colors.profit, unit: Unit.usd })] },
{ name: "1y", title: title("Realized Profit (1y)"), bottom: [line({ metric: r.profit.sum._1y.usd, name: "Profit", color: colors.profit, unit: Unit.usd })] },
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Profit (${w.name})`),
bottom: [line({ metric: r.profit.sum[w.key].usd, name: "Profit", color: colors.profit, unit: Unit.usd })],
})),
],
},
{
@@ -307,17 +371,32 @@ function singleRollingRealizedTreeFull(r, title) {
{
name: "Compare",
title: title("Rolling Realized Loss"),
bottom: [
line({ metric: r.loss.sum._24h.usd, name: "24h", color: colors.time._24h, unit: Unit.usd }),
line({ metric: r.loss.sum._1w.usd, name: "7d", color: colors.time._1w, unit: Unit.usd }),
line({ metric: r.loss.sum._1m.usd, name: "30d", color: colors.time._1m, unit: Unit.usd }),
line({ metric: r.loss.sum._1y.usd, name: "1y", color: colors.time._1y, unit: Unit.usd }),
],
bottom: ROLLING_WINDOWS.map((w) =>
line({ metric: r.loss.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }),
),
},
{ name: "24h", title: title("Realized Loss (24h)"), bottom: [line({ metric: r.loss.sum._24h.usd, name: "Loss", color: colors.loss, unit: Unit.usd })] },
{ name: "7d", title: title("Realized Loss (7d)"), bottom: [line({ metric: r.loss.sum._1w.usd, name: "Loss", color: colors.loss, unit: Unit.usd })] },
{ name: "30d", title: title("Realized Loss (30d)"), bottom: [line({ metric: r.loss.sum._1m.usd, name: "Loss", color: colors.loss, unit: Unit.usd })] },
{ name: "1y", title: title("Realized Loss (1y)"), bottom: [line({ metric: r.loss.sum._1y.usd, name: "Loss", color: colors.loss, unit: Unit.usd })] },
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Loss (${w.name})`),
bottom: [line({ metric: r.loss.sum[w.key].usd, name: "Loss", color: colors.loss, unit: Unit.usd })],
})),
],
},
{
name: "Net",
tree: [
{
name: "Compare",
title: title("Rolling Net Realized P&L"),
bottom: ROLLING_WINDOWS.map((w) =>
baseline({ metric: r.netPnl.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }),
),
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Net Realized P&L (${w.name})`),
bottom: [baseline({ metric: r.netPnl.sum[w.key].usd, name: "Net", unit: Unit.usd })],
})),
],
},
{
@@ -326,17 +405,15 @@ function singleRollingRealizedTreeFull(r, title) {
{
name: "Compare",
title: title("Rolling Realized P/L Ratio"),
bottom: [
baseline({ metric: r.profitToLossRatio._24h, name: "24h", color: colors.time._24h, unit: Unit.ratio, base: 1 }),
baseline({ metric: r.profitToLossRatio._1w, name: "7d", color: colors.time._1w, unit: Unit.ratio, base: 1 }),
baseline({ metric: r.profitToLossRatio._1m, name: "30d", color: colors.time._1m, unit: Unit.ratio, base: 1 }),
baseline({ metric: r.profitToLossRatio._1y, name: "1y", color: colors.time._1y, unit: Unit.ratio, base: 1 }),
],
bottom: ROLLING_WINDOWS.map((w) =>
baseline({ metric: r.profitToLossRatio[w.key], name: w.name, color: w.color, unit: Unit.ratio, base: 1 }),
),
},
{ name: "24h", title: title("Realized P/L Ratio (24h)"), bottom: [baseline({ metric: r.profitToLossRatio._24h, name: "P/L Ratio", unit: Unit.ratio, base: 1 })] },
{ name: "7d", title: title("Realized P/L Ratio (7d)"), bottom: [baseline({ metric: r.profitToLossRatio._1w, name: "P/L Ratio", unit: Unit.ratio, base: 1 })] },
{ name: "30d", title: title("Realized P/L Ratio (30d)"), bottom: [baseline({ metric: r.profitToLossRatio._1m, name: "P/L Ratio", unit: Unit.ratio, base: 1 })] },
{ name: "1y", title: title("Realized P/L Ratio (1y)"), bottom: [baseline({ metric: r.profitToLossRatio._1y, name: "P/L Ratio", unit: Unit.ratio, base: 1 })] },
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized P/L Ratio (${w.name})`),
bottom: [baseline({ metric: r.profitToLossRatio[w.key], name: "P/L Ratio", unit: Unit.ratio, base: 1 })],
})),
],
},
];
@@ -353,21 +430,19 @@ function singleRollingRealizedTreeBasic(profit, loss, title) {
return [
{
name: "Profit",
tree: [
{ name: "24h", title: title("Realized Profit (24h)"), bottom: [line({ metric: profit.sum._24h.usd, name: "Profit", color: colors.profit, unit: Unit.usd })] },
{ name: "7d", title: title("Realized Profit (7d)"), bottom: [line({ metric: profit.sum._1w.usd, name: "Profit", color: colors.profit, unit: Unit.usd })] },
{ name: "30d", title: title("Realized Profit (30d)"), bottom: [line({ metric: profit.sum._1m.usd, name: "Profit", color: colors.profit, unit: Unit.usd })] },
{ name: "1y", title: title("Realized Profit (1y)"), bottom: [line({ metric: profit.sum._1y.usd, name: "Profit", color: colors.profit, unit: Unit.usd })] },
],
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Profit (${w.name})`),
bottom: [line({ metric: profit.sum[w.key].usd, name: "Profit", color: colors.profit, unit: Unit.usd })],
})),
},
{
name: "Loss",
tree: [
{ name: "24h", title: title("Realized Loss (24h)"), bottom: [line({ metric: loss.sum._24h.usd, name: "Loss", color: colors.loss, unit: Unit.usd })] },
{ name: "7d", title: title("Realized Loss (7d)"), bottom: [line({ metric: loss.sum._1w.usd, name: "Loss", color: colors.loss, unit: Unit.usd })] },
{ name: "30d", title: title("Realized Loss (30d)"), bottom: [line({ metric: loss.sum._1m.usd, name: "Loss", color: colors.loss, unit: Unit.usd })] },
{ name: "1y", title: title("Realized Loss (1y)"), bottom: [line({ metric: loss.sum._1y.usd, name: "Loss", color: colors.loss, unit: Unit.usd })] },
],
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Loss (${w.name})`),
bottom: [line({ metric: loss.sum[w.key].usd, name: "Loss", color: colors.loss, unit: Unit.usd })],
})),
},
];
}
@@ -386,13 +461,32 @@ function realizedSubfolderFull(r, title) {
return {
name: "Realized",
tree: [
{ name: "P&L", title: title("Realized P&L"), bottom: realizedPnlSumFull(r) },
{ name: "Net", title: title("Net Realized P&L"), bottom: realizedNetPnlSumFull(r) },
{ name: "30d Change", title: title("Realized P&L 30d Change"), bottom: realized30dChangeFull(r) },
{ name: "P&L", tree: realizedPnlSumTreeFull(r, title) },
{ name: "Net", tree: realizedNetPnlSumTreeFull(r, title) },
{ name: "30d Change", tree: realized30dChangeTreeFull(r, title) },
{
name: "Total",
title: title("Total Realized P&L"),
bottom: [line({ metric: r.grossPnl.cumulative.usd, name: "Total", unit: Unit.usd, color: colors.bitcoin })],
name: "Gross P&L",
tree: [
{ name: "Base", title: title("Gross Realized P&L"), bottom: [dots({ metric: r.grossPnl.base.usd, name: "Gross P&L", color: colors.bitcoin, unit: Unit.usd })] },
{
name: "Rolling",
tree: [
{
name: "Compare",
title: title("Rolling Gross Realized P&L"),
bottom: ROLLING_WINDOWS.map((w) =>
line({ metric: r.grossPnl.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }),
),
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Gross Realized P&L (${w.name})`),
bottom: [line({ metric: r.grossPnl.sum[w.key].usd, name: "Gross P&L", color: colors.bitcoin, unit: Unit.usd })],
})),
],
},
{ name: "Cumulative", title: title("Total Realized P&L"), bottom: [line({ metric: r.grossPnl.cumulative.usd, name: "Total", unit: Unit.usd, color: colors.bitcoin })] },
],
},
{
name: "P/L Ratio",
@@ -402,29 +496,33 @@ function realizedSubfolderFull(r, title) {
{
name: "Peak Regret",
title: title("Realized Peak Regret"),
bottom: [
line({ metric: r.peakRegret.base, name: "Peak Regret", unit: Unit.usd }),
],
bottom: [line({ metric: r.peakRegret.base, name: "Peak Regret", unit: Unit.usd })],
},
{ name: "Rolling", tree: singleRollingRealizedTreeFull(r, title) },
{
name: "Cumulative",
tree: [
{ name: "P&L", title: title("Cumulative Realized P&L"), bottom: realizedPnlCumulativeFull(r) },
{ name: "P&L", tree: realizedPnlCumulativeTreeFull(r, title) },
{
name: "Net",
title: title("Cumulative Net Realized P&L"),
bottom: [
baseline({ metric: r.netPnl.cumulative.usd, name: "Net", unit: Unit.usd }),
baseline({ metric: r.netPnl.relToRcap.ratio, name: "Net", unit: Unit.pctRcap }),
tree: [
{ name: "USD", title: title("Cumulative Net Realized P&L"), bottom: [baseline({ metric: r.netPnl.cumulative.usd, name: "Net", unit: Unit.usd })] },
{
name: "% of Rcap",
title: title("Cumulative Net P&L (% of Realized Cap)"),
bottom: percentRatioBaseline({ pattern: r.netPnl.relToRcap, name: "Net" }),
},
],
},
{
name: "Peak Regret",
title: title("Cumulative Realized Peak Regret"),
bottom: [
line({ metric: r.peakRegret.cumulative, name: "Peak Regret", unit: Unit.usd }),
line({ metric: r.peakRegret.relToRcap.ratio, name: "Peak Regret", unit: Unit.pctRcap }),
tree: [
{ name: "USD", title: title("Cumulative Peak Regret"), bottom: [line({ metric: r.peakRegret.cumulative, name: "Peak Regret", unit: Unit.usd })] },
{
name: "% of Rcap",
title: title("Cumulative Peak Regret (% of Realized Cap)"),
bottom: percentRatioBaseline({ pattern: r.peakRegret.relToRcap, name: "Peak Regret" }),
},
],
},
],
@@ -460,7 +558,7 @@ function realizedSubfolderMid(r, title) {
{
name: "30d Change",
title: title("Realized P&L 30d Change"),
bottom: [baseline({ metric: r.netPnl.delta.change._1m.usd, name: "30d Change", unit: Unit.usd })],
bottom: [baseline({ metric: r.netPnl.delta.absolute._1m.usd, name: "30d Change", unit: Unit.usd })],
},
{ name: "Rolling", tree: singleRollingRealizedTreeBasic(r.profit, r.loss, title) },
{
@@ -555,8 +653,8 @@ export function createProfitabilitySectionAll({ cohort, title }) {
{
name: "Unrealized",
tree: [
{ name: "P&L", title: title("Unrealized P&L"), bottom: unrealizedAll(u) },
{ name: "Net P&L", title: title("Net Unrealized P&L"), bottom: netUnrealizedAll(u) },
{ name: "P&L", tree: unrealizedPnlTreeAll(u, title) },
{ name: "Net P&L", tree: netUnrealizedTreeAll(u, title) },
{ name: "NUPL", title: title("NUPL"), bottom: nuplSeries(u.nupl) },
],
},
@@ -585,8 +683,8 @@ export function createProfitabilitySectionFull({ cohort, title }) {
{
name: "Unrealized",
tree: [
{ name: "P&L", title: title("Unrealized P&L"), bottom: unrealizedFull(u) },
{ name: "Net P&L", title: title("Net Unrealized P&L"), bottom: netUnrealizedFull(u) },
{ name: "P&L", tree: unrealizedPnlTreeFull(u, title) },
{ name: "Net P&L", tree: netUnrealizedTreeFull(u, title) },
{ name: "NUPL", title: title("NUPL"), bottom: nuplSeries(u.nupl) },
],
},
@@ -636,8 +734,8 @@ export function createProfitabilitySectionLongTerm({ cohort, title }) {
{
name: "Unrealized",
tree: [
{ name: "P&L", title: title("Unrealized P&L"), bottom: unrealizedLongTerm(u) },
{ name: "Net P&L", title: title("Net Unrealized P&L"), bottom: netUnrealizedFull(u) },
{ name: "P&L", tree: unrealizedPnlTreeLongTerm(u, title) },
{ name: "Net P&L", tree: netUnrealizedTreeFull(u, title) },
{ name: "NUPL", title: title("NUPL"), bottom: nuplSeries(u.nupl) },
],
},
@@ -769,21 +867,19 @@ function groupedRollingRealizedCharts(list, all, title) {
return [
{
name: "Profit",
tree: [
{ name: "24h", title: title("Realized Profit (24h)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.profit.sum._24h.usd, name, color, unit: Unit.usd })) },
{ name: "7d", title: title("Realized Profit (7d)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.profit.sum._1w.usd, name, color, unit: Unit.usd })) },
{ name: "30d", title: title("Realized Profit (30d)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.profit.sum._1m.usd, name, color, unit: Unit.usd })) },
{ name: "1y", title: title("Realized Profit (1y)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.profit.sum._1y.usd, name, color, unit: Unit.usd })) },
],
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Profit (${w.name})`),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.profit.sum[w.key].usd, name, color, unit: Unit.usd })),
})),
},
{
name: "Loss",
tree: [
{ name: "24h", title: title("Realized Loss (24h)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.loss.sum._24h.usd, name, color, unit: Unit.usd })) },
{ name: "7d", title: title("Realized Loss (7d)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.loss.sum._1w.usd, name, color, unit: Unit.usd })) },
{ name: "30d", title: title("Realized Loss (30d)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.loss.sum._1m.usd, name, color, unit: Unit.usd })) },
{ name: "1y", title: title("Realized Loss (1y)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.loss.sum._1y.usd, name, color, unit: Unit.usd })) },
],
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Loss (${w.name})`),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.loss.sum[w.key].usd, name, color, unit: Unit.usd })),
})),
},
];
}
@@ -800,12 +896,13 @@ function groupedRollingRealizedChartsFull(list, all, title) {
...groupedRollingRealizedCharts(list, all, title),
{
name: "P/L Ratio",
tree: [
{ name: "24h", title: title("Realized P/L Ratio (24h)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => baseline({ metric: tree.realized.profitToLossRatio._24h, name, color, unit: Unit.ratio, base: 1 })) },
{ name: "7d", title: title("Realized P/L Ratio (7d)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => baseline({ metric: tree.realized.profitToLossRatio._1w, name, color, unit: Unit.ratio, base: 1 })) },
{ name: "30d", title: title("Realized P/L Ratio (30d)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => baseline({ metric: tree.realized.profitToLossRatio._1m, name, color, unit: Unit.ratio, base: 1 })) },
{ name: "1y", title: title("Realized P/L Ratio (1y)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => baseline({ metric: tree.realized.profitToLossRatio._1y, name, color, unit: Unit.ratio, base: 1 })) },
],
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized P/L Ratio (${w.name})`),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
baseline({ metric: tree.realized.profitToLossRatio[w.key], name, color, unit: Unit.ratio, base: 1 }),
),
})),
},
];
}
@@ -871,7 +968,7 @@ function groupedRealizedSubfolderFull(list, all, title) {
name: "30d Change",
title: title("Realized P&L 30d Change"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
baseline({ metric: tree.realized.netPnl.delta.change._1m.usd, name, color, unit: Unit.usd }),
baseline({ metric: tree.realized.netPnl.delta.absolute._1m.usd, name, color, unit: Unit.usd }),
),
},
{ name: "Rolling", tree: groupedRollingRealizedChartsFull(list, all, title) },
@@ -937,26 +1034,40 @@ function groupedPnlChartsWithMarketCap(list, all, title) {
return [
{
name: "Profit",
title: title("Unrealized Profit"),
bottom: [
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ metric: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }),
),
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
baseline({ metric: tree.unrealized.profit.relToMcap.ratio, name, color, unit: Unit.pctMcap }),
),
tree: [
{
name: "USD",
title: title("Unrealized Profit"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ metric: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }),
),
},
{
name: "% of Mcap",
title: title("Unrealized Profit (% of Mcap)"),
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
percentRatio({ pattern: tree.unrealized.profit.relToMcap, name, color }),
),
},
],
},
{
name: "Loss",
title: title("Unrealized Loss"),
bottom: [
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ metric: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }),
),
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
baseline({ metric: tree.unrealized.loss.relToMcap.ratio, name, color, unit: Unit.pctMcap }),
),
tree: [
{
name: "USD",
title: title("Unrealized Loss"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ metric: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }),
),
},
{
name: "% of Mcap",
title: title("Unrealized Loss (% of Mcap)"),
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
percentRatio({ pattern: tree.unrealized.loss.relToMcap, name, color }),
),
},
],
},
{
@@ -1013,50 +1124,87 @@ function groupedPnlChartsLongTerm(list, all, title) {
return [
{
name: "Profit",
title: title("Unrealized Profit"),
bottom: [
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ metric: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }),
),
...mapCohorts(list, ({ name, color, tree }) =>
line({ metric: tree.unrealized.profit.relToOwnMcap.ratio, name, color, unit: Unit.pctOwnMcap }),
),
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ metric: tree.unrealized.profit.relToOwnGross.ratio, name, color, unit: Unit.pctOwnPnl }),
),
tree: [
{
name: "USD",
title: title("Unrealized Profit"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ metric: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }),
),
},
{
name: "% of Own Mcap",
title: title("Unrealized Profit (% of Own Mcap)"),
bottom: flatMapCohorts(list, ({ name, color, tree }) =>
percentRatio({ pattern: tree.unrealized.profit.relToOwnMcap, name, color }),
),
},
{
name: "% of Own P&L",
title: title("Unrealized Profit (% of Own P&L)"),
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
percentRatio({ pattern: tree.unrealized.profit.relToOwnGross, name, color }),
),
},
],
},
{
name: "Loss",
title: title("Unrealized Loss"),
bottom: [
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ metric: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }),
),
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ metric: tree.unrealized.loss.relToMcap.ratio, name, color, unit: Unit.pctMcap }),
),
...mapCohorts(list, ({ name, color, tree }) =>
line({ metric: tree.unrealized.loss.relToOwnMcap.ratio, name, color, unit: Unit.pctOwnMcap }),
),
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ metric: tree.unrealized.loss.relToOwnGross.ratio, name, color, unit: Unit.pctOwnPnl }),
),
tree: [
{
name: "USD",
title: title("Unrealized Loss"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ metric: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }),
),
},
{
name: "% of Mcap",
title: title("Unrealized Loss (% of Mcap)"),
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
percentRatio({ pattern: tree.unrealized.loss.relToMcap, name, color }),
),
},
{
name: "% of Own Mcap",
title: title("Unrealized Loss (% of Own Mcap)"),
bottom: flatMapCohorts(list, ({ name, color, tree }) =>
percentRatio({ pattern: tree.unrealized.loss.relToOwnMcap, name, color }),
),
},
{
name: "% of Own P&L",
title: title("Unrealized Loss (% of Own P&L)"),
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
percentRatio({ pattern: tree.unrealized.loss.relToOwnGross, name, color }),
),
},
],
},
{
name: "Net P&L",
title: title("Net Unrealized P&L"),
bottom: [
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
baseline({ metric: tree.unrealized.netPnl.usd, name, color, unit: Unit.usd }),
),
...mapCohorts(list, ({ name, color, tree }) =>
baseline({ metric: tree.unrealized.netPnl.relToOwnMcap.ratio, name, color, unit: Unit.pctOwnMcap }),
),
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
baseline({ metric: tree.unrealized.netPnl.relToOwnGross.ratio, name, color, unit: Unit.pctOwnPnl }),
),
tree: [
{
name: "USD",
title: title("Net Unrealized P&L"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
baseline({ metric: tree.unrealized.netPnl.usd, name, color, unit: Unit.usd }),
),
},
{
name: "% of Own Mcap",
title: title("Net Unrealized P&L (% of Own Mcap)"),
bottom: flatMapCohorts(list, ({ name, color, tree }) =>
percentRatioBaseline({ pattern: tree.unrealized.netPnl.relToOwnMcap, name, color }),
),
},
{
name: "% of Own P&L",
title: title("Net Unrealized P&L (% of Own P&L)"),
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
percentRatioBaseline({ pattern: tree.unrealized.netPnl.relToOwnGross, name, color }),
),
},
],
},
];

153
website/scripts/options/distribution/valuation.js
View File

@@ -11,8 +11,8 @@
*/
import { Unit } from "../../utils/units.js";
import { line, baseline } from "../series.js";
import { createRatioChart, mapCohortsWithAll } from "../shared.js";
import { ROLLING_WINDOWS, line, baseline, mapWindows, rollingWindowsTree, rollingPercentRatioTree, percentRatio, percentRatioBaseline } from "../series.js";
import { createRatioChart, mapCohortsWithAll, flatMapCohortsWithAll } from "../shared.js";
/**
* @param {UtxoCohortObject | CohortWithoutRelative} cohort
@@ -30,20 +30,6 @@ function createSingleRealizedCapSeries(cohort) {
];
}
/**
* @param {UtxoCohortObject | CohortWithoutRelative} cohort
* @returns {AnyFetchedSeriesBlueprint[]}
*/
function createSingle30dChangeSeries(cohort) {
return [
baseline({
metric: cohort.tree.realized.cap.delta.change._1m.usd,
name: "30d Change",
unit: Unit.usd,
}),
];
}
/**
* Create valuation section for cohorts with full ratio patterns
* (CohortAll, CohortFull, CohortWithPercentiles)
@@ -57,21 +43,25 @@ export function createValuationSectionFull({ cohort, title }) {
tree: [
{
name: "Realized Cap",
title: title("Realized Cap"),
bottom: [
...createSingleRealizedCapSeries(cohort),
baseline({
metric: tree.realized.cap.relToOwnMcap.percent,
name: "Rel. to Own M.Cap",
color,
unit: Unit.pctOwnMcap,
}),
tree: [
{
name: "USD",
title: title("Realized Cap"),
bottom: createSingleRealizedCapSeries(cohort),
},
{
name: "% of Own Mcap",
title: title("Realized Cap (% of Own Mcap)"),
bottom: percentRatioBaseline({ pattern: tree.realized.cap.relToOwnMcap, name: "Rel. to Own M.Cap", color }),
},
],
},
{
name: "30d Change",
title: title("Realized Cap 30d Change"),
bottom: createSingle30dChangeSeries(cohort),
name: "Change",
tree: [
{ ...rollingWindowsTree({ windows: mapWindows(tree.realized.cap.delta.absolute, (c) => c.usd), title: title("Realized Cap Change"), unit: Unit.usd, series: baseline }), name: "Absolute" },
{ ...rollingPercentRatioTree({ windows: tree.realized.cap.delta.rate, title: title("Realized Cap Rate") }), name: "Rate" },
],
},
createRatioChart({
title,
@@ -101,9 +91,11 @@ export function createValuationSection({ cohort, title }) {
bottom: createSingleRealizedCapSeries(cohort),
},
{
name: "30d Change",
title: title("Realized Cap 30d Change"),
bottom: createSingle30dChangeSeries(cohort),
name: "Change",
tree: [
{ ...rollingWindowsTree({ windows: mapWindows(tree.realized.cap.delta.absolute, (c) => c.usd), title: title("Realized Cap Change"), unit: Unit.usd, series: baseline }), name: "Absolute" },
{ ...rollingPercentRatioTree({ windows: tree.realized.cap.delta.rate, title: title("Realized Cap Rate") }), name: "Rate" },
],
},
{
name: "MVRV",
@@ -142,16 +134,29 @@ export function createGroupedValuationSection({ list, all, title }) {
),
},
{
name: "30d Change",
title: title("Realized Cap 30d Change"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
baseline({
metric: tree.realized.cap.delta.change._1m.usd,
name,
color,
unit: Unit.usd,
}),
),
name: "Change",
tree: [
{
name: "Absolute",
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Cap Change (${w.name})`),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
baseline({ metric: tree.realized.cap.delta.absolute[w.key].usd, name, color, unit: Unit.usd }),
),
})),
},
{
name: "Rate",
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Cap Rate (${w.name})`),
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
percentRatio({ pattern: tree.realized.cap.delta.rate[w.key], name, color }),
),
})),
},
],
},
{
name: "MVRV",
@@ -184,37 +189,47 @@ export function createGroupedValuationSectionWithOwnMarketCap({
tree: [
{
name: "Realized Cap",
title: title("Realized Cap"),
bottom: [
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({
metric: tree.realized.cap.usd,
name,
color,
unit: Unit.usd,
}),
),
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
baseline({
metric: tree.realized.cap.relToOwnMcap.percent,
name,
color,
unit: Unit.pctOwnMcap,
}),
),
tree: [
{
name: "USD",
title: title("Realized Cap"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ metric: tree.realized.cap.usd, name, color, unit: Unit.usd }),
),
},
{
name: "% of Own Mcap",
title: title("Realized Cap (% of Own Mcap)"),
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
percentRatio({ pattern: tree.realized.cap.relToOwnMcap, name, color }),
),
},
],
},
{
name: "30d Change",
title: title("Realized Cap 30d Change"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
baseline({
metric: tree.realized.cap.delta.change._1m.usd,
name,
color,
unit: Unit.usd,
}),
),
name: "Change",
tree: [
{
name: "Absolute",
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Cap Change (${w.name})`),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
baseline({ metric: tree.realized.cap.delta.absolute[w.key].usd, name, color, unit: Unit.usd }),
),
})),
},
{
name: "Rate",
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Cap Rate (${w.name})`),
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
percentRatio({ pattern: tree.realized.cap.delta.rate[w.key], name, color }),
),
})),
},
],
},
{
name: "MVRV",

6
website/scripts/options/network.js
View File

@@ -175,7 +175,7 @@ export function createNetworkSection() {
name: "Trends",
tree: [
rollingWindowsTree({
windows: addresses.delta[key].change,
windows: addresses.delta[key].absolute,
title: `${titlePrefix}Address Count Change`,
unit: Unit.count,
series: baseline,
@@ -487,7 +487,7 @@ export function createNetworkSection() {
},
rollingWindowsTree({
windows: mapWindows(
supply.marketCap.delta.change,
supply.marketCap.delta.absolute,
(c) => c.usd,
),
title: "Market Cap Change",
@@ -1074,7 +1074,7 @@ export function createNetworkSection() {
title: "UTXO Count 30d Change",
bottom: [
baseline({
metric: cohorts.utxo.all.outputs.unspentCount.delta.change._1m,
metric: cohorts.utxo.all.outputs.unspentCount.delta.absolute._1m,
name: "30d Change",
unit: Unit.count,
}),