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https://github.com/bitcoinresearchkit/brk.git
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global: big snapshot
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@@ -1,7 +1,7 @@
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use brk_error::Result;
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use brk_traversable::Traversable;
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use brk_types::{
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BasisPoints32, Bitcoin, Cents, Height, Indexes, Sats, StoredF32,
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BasisPoints32, BasisPointsSigned32, Bitcoin, Cents, CentsSigned, Height, Indexes, Sats, StoredF32,
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Version,
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};
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use vecdb::{
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@@ -9,11 +9,10 @@ use vecdb::{
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};
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use crate::{
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blocks,
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distribution::state::{CohortState, CostBasisOps, RealizedOps},
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internal::{
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FiatPerBlock, FiatPerBlockWithSum24h, Identity, LazyPerBlock,
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PerBlockWithSum24h, PriceWithRatioPerBlock,
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ComputedPerBlockCumulativeWithSums, FiatPerBlockCumulativeWithSums,
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FiatPerBlockWithDeltas, Identity, LazyPerBlock, PriceWithRatioPerBlock,
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},
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prices,
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};
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@@ -22,17 +21,15 @@ use crate::distribution::metrics::ImportConfig;
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#[derive(Traversable)]
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pub struct RealizedSoprMinimal<M: StorageMode = Rw> {
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pub value_created: PerBlockWithSum24h<Cents, M>,
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pub value_destroyed: PerBlockWithSum24h<Cents, M>,
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pub value_created: ComputedPerBlockCumulativeWithSums<Cents, Cents, M>,
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pub value_destroyed: ComputedPerBlockCumulativeWithSums<Cents, Cents, M>,
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}
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/// Minimal realized metrics: cap (fiat), profit/loss (fiat + 24h sum),
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/// price, mvrv, sopr (value_created/destroyed with 24h sums).
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#[derive(Traversable)]
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pub struct RealizedMinimal<M: StorageMode = Rw> {
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pub cap: FiatPerBlock<Cents, M>,
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pub profit: FiatPerBlockWithSum24h<Cents, M>,
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pub loss: FiatPerBlockWithSum24h<Cents, M>,
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pub cap: FiatPerBlockWithDeltas<Cents, CentsSigned, BasisPointsSigned32, M>,
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pub profit: FiatPerBlockCumulativeWithSums<Cents, M>,
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pub loss: FiatPerBlockCumulativeWithSums<Cents, M>,
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pub price: PriceWithRatioPerBlock<M>,
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pub mvrv: LazyPerBlock<StoredF32>,
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@@ -43,7 +40,14 @@ impl RealizedMinimal {
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pub(crate) fn forced_import(cfg: &ImportConfig) -> Result<Self> {
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let v1 = Version::ONE;
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let cap: FiatPerBlock<Cents> = cfg.import("realized_cap", Version::ZERO)?;
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let cap = FiatPerBlockWithDeltas::forced_import(
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cfg.db,
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&cfg.name("realized_cap"),
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cfg.version,
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v1,
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cfg.indexes,
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cfg.cached_starts,
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)?;
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let price: PriceWithRatioPerBlock = cfg.import("realized_price", v1)?;
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let mvrv = LazyPerBlock::from_lazy::<Identity<StoredF32>, BasisPoints32>(
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@@ -119,34 +123,17 @@ impl RealizedMinimal {
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pub(crate) fn compute_rest_part1(
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&mut self,
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blocks: &blocks::Vecs,
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starting_indexes: &Indexes,
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exit: &Exit,
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) -> Result<()> {
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self.profit.sum.compute_rolling_sum(
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starting_indexes.height,
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&blocks.lookback._24h,
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&self.profit.raw.cents.height,
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exit,
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)?;
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self.loss.sum.compute_rolling_sum(
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starting_indexes.height,
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&blocks.lookback._24h,
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&self.loss.raw.cents.height,
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exit,
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)?;
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self.sopr.value_created.sum.compute_rolling_sum(
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starting_indexes.height,
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&blocks.lookback._24h,
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&self.sopr.value_created.raw.height,
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exit,
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)?;
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self.sopr.value_destroyed.sum.compute_rolling_sum(
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starting_indexes.height,
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&blocks.lookback._24h,
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&self.sopr.value_destroyed.raw.height,
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exit,
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)?;
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self.profit.compute_rest(starting_indexes.height, exit)?;
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self.loss.compute_rest(starting_indexes.height, exit)?;
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self.sopr
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.value_created
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.compute_rest(starting_indexes.height, exit)?;
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self.sopr
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.value_destroyed
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.compute_rest(starting_indexes.height, exit)?;
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Ok(())
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}
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