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nym21
2026-03-19 14:13:37 +01:00
parent b18cca92ab
commit 2df9ee4a1d
7 changed files with 569 additions and 876 deletions
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86
crates/brk_client/src/lib.rs
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@@ -1077,7 +1077,7 @@ pub struct CapGrossInvestorLossMvrvNetPeakPriceProfitSellSoprPattern {
pub loss: BaseCapitulationCumulativeNegativeSumToValuePattern,
pub mvrv: SeriesPattern1<StoredF32>,
pub net_pnl: BaseChangeCumulativeDeltaSumToPattern,
pub peak_regret: BaseCumulativeToPattern,
pub peak_regret: BaseCumulativeSumToPattern,
pub price: BpsCentsPercentilesRatioSatsSmaStdUsdPattern,
pub profit: BaseCumulativeDistributionSumToValuePattern,
pub profit_to_loss_ratio: _1m1w1y24hPattern<StoredF64>,
@@ -1259,7 +1259,7 @@ pub struct BaseCapitulationCumulativeNegativeSumToValuePattern {
pub base: CentsUsdPattern2,
pub capitulation_flow: SeriesPattern1<Dollars>,
pub cumulative: CentsUsdPattern2,
pub negative: SeriesPattern1<Dollars>,
pub negative: BaseSumPattern,
pub sum: _1m1w1y24hPattern4,
pub to_rcap: BpsPercentRatioPattern4,
pub value_created: BaseCumulativeSumPattern<Cents>,
@@ -2042,7 +2042,7 @@ impl BaseCumulativeDeltaSumPattern {
pub struct BaseCumulativeNegativeSumPattern {
pub base: CentsUsdPattern2,
pub cumulative: CentsUsdPattern2,
pub negative: SeriesPattern1<Dollars>,
pub negative: BaseSumPattern,
pub sum: _1m1w1y24hPattern4,
}
@@ -2052,12 +2052,32 @@ impl BaseCumulativeNegativeSumPattern {
Self {
base: CentsUsdPattern2::new(client.clone(), _m(&acc, "realized_loss")),
cumulative: CentsUsdPattern2::new(client.clone(), _m(&acc, "realized_loss_cumulative")),
negative: SeriesPattern1::new(client.clone(), _m(&acc, "neg_realized_loss")),
negative: BaseSumPattern::new(client.clone(), _m(&acc, "neg_realized_loss")),
sum: _1m1w1y24hPattern4::new(client.clone(), _m(&acc, "realized_loss_sum")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct BaseCumulativeSumToPattern {
pub base: CentsUsdPattern2,
pub cumulative: CentsUsdPattern2,
pub sum: _1m1w1y24hPattern4,
pub to_rcap: BpsPercentRatioPattern4,
}
impl BaseCumulativeSumToPattern {
/// Create a new pattern node with accumulated series name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
base: CentsUsdPattern2::new(client.clone(), acc.clone()),
cumulative: CentsUsdPattern2::new(client.clone(), _m(&acc, "cumulative")),
sum: _1m1w1y24hPattern4::new(client.clone(), _m(&acc, "sum")),
to_rcap: BpsPercentRatioPattern4::new(client.clone(), _m(&acc, "to_rcap")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct BothReactivatedReceivingSendingPattern {
pub both: _1m1w1y24hBasePattern<StoredU32>,
@@ -2244,24 +2264,6 @@ impl BaseCumulativeSumPattern4 {
}
}
/// Pattern struct for repeated tree structure.
pub struct BaseCumulativeToPattern {
pub base: SeriesPattern1<Cents>,
pub cumulative: SeriesPattern1<Cents>,
pub to_rcap: BpsPercentRatioPattern4,
}
impl BaseCumulativeToPattern {
/// Create a new pattern node with accumulated series name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
base: SeriesPattern1::new(client.clone(), acc.clone()),
cumulative: SeriesPattern1::new(client.clone(), _m(&acc, "cumulative")),
to_rcap: BpsPercentRatioPattern4::new(client.clone(), _m(&acc, "to_rcap")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct BaseCumulativeSumPattern3 {
pub base: CentsUsdPattern2,
@@ -2682,6 +2684,22 @@ impl AllSthPattern {
}
}
/// Pattern struct for repeated tree structure.
pub struct BaseSumPattern {
pub base: SeriesPattern1<Dollars>,
pub sum: _1m1w1y24hPattern<Dollars>,
}
impl BaseSumPattern {
/// Create a new pattern node with accumulated series name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
base: SeriesPattern1::new(client.clone(), acc.clone()),
sum: _1m1w1y24hPattern::new(client.clone(), _m(&acc, "sum")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct BaseDeltaPattern {
pub base: SeriesPattern1<StoredU64>,
@@ -6322,7 +6340,7 @@ pub struct SeriesTree_Cohorts_Utxo_All_Realized {
pub net_pnl: BaseChangeCumulativeDeltaSumToPattern,
pub gross_pnl: BaseCumulativeSumPattern3,
pub sell_side_risk_ratio: _1m1w1y24hPattern6,
pub peak_regret: BaseCumulativeToPattern,
pub peak_regret: BaseCumulativeSumToPattern,
pub investor: PricePattern,
pub profit_to_loss_ratio: _1m1w1y24hPattern<StoredF64>,
}
@@ -6339,7 +6357,7 @@ impl SeriesTree_Cohorts_Utxo_All_Realized {
net_pnl: BaseChangeCumulativeDeltaSumToPattern::new(client.clone(), "net".to_string()),
gross_pnl: BaseCumulativeSumPattern3::new(client.clone(), "realized_gross_pnl".to_string()),
sell_side_risk_ratio: _1m1w1y24hPattern6::new(client.clone(), "sell_side_risk_ratio".to_string()),
peak_regret: BaseCumulativeToPattern::new(client.clone(), "realized_peak_regret".to_string()),
peak_regret: BaseCumulativeSumToPattern::new(client.clone(), "realized_peak_regret".to_string()),
investor: PricePattern::new(client.clone(), "investor_price".to_string()),
profit_to_loss_ratio: _1m1w1y24hPattern::new(client.clone(), "realized_profit_to_loss_ratio".to_string()),
}
@@ -6376,7 +6394,7 @@ pub struct SeriesTree_Cohorts_Utxo_All_Realized_Loss {
pub base: CentsUsdPattern2,
pub cumulative: CentsUsdPattern2,
pub sum: _1m1w1y24hPattern4,
pub negative: SeriesPattern1<Dollars>,
pub negative: BaseSumPattern,
pub to_rcap: BpsPercentRatioPattern4,
pub value_created: BaseCumulativeSumPattern<Cents>,
pub value_destroyed: BaseCumulativeSumPattern<Cents>,
@@ -6389,7 +6407,7 @@ impl SeriesTree_Cohorts_Utxo_All_Realized_Loss {
base: CentsUsdPattern2::new(client.clone(), "realized_loss".to_string()),
cumulative: CentsUsdPattern2::new(client.clone(), "realized_loss_cumulative".to_string()),
sum: _1m1w1y24hPattern4::new(client.clone(), "realized_loss_sum".to_string()),
negative: SeriesPattern1::new(client.clone(), "neg_realized_loss".to_string()),
negative: BaseSumPattern::new(client.clone(), "neg_realized_loss".to_string()),
to_rcap: BpsPercentRatioPattern4::new(client.clone(), "realized_loss_to_rcap".to_string()),
value_created: BaseCumulativeSumPattern::new(client.clone(), "loss_value_created".to_string()),
value_destroyed: BaseCumulativeSumPattern::new(client.clone(), "loss_value_destroyed".to_string()),
@@ -6817,7 +6835,7 @@ pub struct SeriesTree_Cohorts_Utxo_Sth_Realized {
pub net_pnl: BaseChangeCumulativeDeltaSumToPattern,
pub gross_pnl: BaseCumulativeSumPattern3,
pub sell_side_risk_ratio: _1m1w1y24hPattern6,
pub peak_regret: BaseCumulativeToPattern,
pub peak_regret: BaseCumulativeSumToPattern,
pub investor: PricePattern,
pub profit_to_loss_ratio: _1m1w1y24hPattern<StoredF64>,
}
@@ -6834,7 +6852,7 @@ impl SeriesTree_Cohorts_Utxo_Sth_Realized {
net_pnl: BaseChangeCumulativeDeltaSumToPattern::new(client.clone(), "sth_net".to_string()),
gross_pnl: BaseCumulativeSumPattern3::new(client.clone(), "sth_realized_gross_pnl".to_string()),
sell_side_risk_ratio: _1m1w1y24hPattern6::new(client.clone(), "sth_sell_side_risk_ratio".to_string()),
peak_regret: BaseCumulativeToPattern::new(client.clone(), "sth_realized_peak_regret".to_string()),
peak_regret: BaseCumulativeSumToPattern::new(client.clone(), "sth_realized_peak_regret".to_string()),
investor: PricePattern::new(client.clone(), "sth_investor_price".to_string()),
profit_to_loss_ratio: _1m1w1y24hPattern::new(client.clone(), "sth_realized_profit_to_loss_ratio".to_string()),
}
@@ -6871,7 +6889,7 @@ pub struct SeriesTree_Cohorts_Utxo_Sth_Realized_Loss {
pub base: CentsUsdPattern2,
pub cumulative: CentsUsdPattern2,
pub sum: _1m1w1y24hPattern4,
pub negative: SeriesPattern1<Dollars>,
pub negative: BaseSumPattern,
pub to_rcap: BpsPercentRatioPattern4,
pub value_created: BaseCumulativeSumPattern<Cents>,
pub value_destroyed: BaseCumulativeSumPattern<Cents>,
@@ -6884,7 +6902,7 @@ impl SeriesTree_Cohorts_Utxo_Sth_Realized_Loss {
base: CentsUsdPattern2::new(client.clone(), "sth_realized_loss".to_string()),
cumulative: CentsUsdPattern2::new(client.clone(), "sth_realized_loss_cumulative".to_string()),
sum: _1m1w1y24hPattern4::new(client.clone(), "sth_realized_loss_sum".to_string()),
negative: SeriesPattern1::new(client.clone(), "sth_neg_realized_loss".to_string()),
negative: BaseSumPattern::new(client.clone(), "sth_neg_realized_loss".to_string()),
to_rcap: BpsPercentRatioPattern4::new(client.clone(), "sth_realized_loss_to_rcap".to_string()),
value_created: BaseCumulativeSumPattern::new(client.clone(), "sth_loss_value_created".to_string()),
value_destroyed: BaseCumulativeSumPattern::new(client.clone(), "sth_loss_value_destroyed".to_string()),
@@ -7255,7 +7273,7 @@ pub struct SeriesTree_Cohorts_Utxo_Lth_Realized {
pub net_pnl: BaseChangeCumulativeDeltaSumToPattern,
pub gross_pnl: BaseCumulativeSumPattern3,
pub sell_side_risk_ratio: _1m1w1y24hPattern6,
pub peak_regret: BaseCumulativeToPattern,
pub peak_regret: BaseCumulativeSumToPattern,
pub investor: PricePattern,
pub profit_to_loss_ratio: _1m1w1y24hPattern<StoredF64>,
}
@@ -7272,7 +7290,7 @@ impl SeriesTree_Cohorts_Utxo_Lth_Realized {
net_pnl: BaseChangeCumulativeDeltaSumToPattern::new(client.clone(), "lth_net".to_string()),
gross_pnl: BaseCumulativeSumPattern3::new(client.clone(), "lth_realized_gross_pnl".to_string()),
sell_side_risk_ratio: _1m1w1y24hPattern6::new(client.clone(), "lth_sell_side_risk_ratio".to_string()),
peak_regret: BaseCumulativeToPattern::new(client.clone(), "lth_realized_peak_regret".to_string()),
peak_regret: BaseCumulativeSumToPattern::new(client.clone(), "lth_realized_peak_regret".to_string()),
investor: PricePattern::new(client.clone(), "lth_investor_price".to_string()),
profit_to_loss_ratio: _1m1w1y24hPattern::new(client.clone(), "lth_realized_profit_to_loss_ratio".to_string()),
}
@@ -7309,7 +7327,7 @@ pub struct SeriesTree_Cohorts_Utxo_Lth_Realized_Loss {
pub base: CentsUsdPattern2,
pub cumulative: CentsUsdPattern2,
pub sum: _1m1w1y24hPattern4,
pub negative: SeriesPattern1<Dollars>,
pub negative: BaseSumPattern,
pub to_rcap: BpsPercentRatioPattern4,
pub value_created: BaseCumulativeSumPattern<Cents>,
pub value_destroyed: BaseCumulativeSumPattern<Cents>,
@@ -7322,7 +7340,7 @@ impl SeriesTree_Cohorts_Utxo_Lth_Realized_Loss {
base: CentsUsdPattern2::new(client.clone(), "lth_realized_loss".to_string()),
cumulative: CentsUsdPattern2::new(client.clone(), "lth_realized_loss_cumulative".to_string()),
sum: _1m1w1y24hPattern4::new(client.clone(), "lth_realized_loss_sum".to_string()),
negative: SeriesPattern1::new(client.clone(), "lth_neg_realized_loss".to_string()),
negative: BaseSumPattern::new(client.clone(), "lth_neg_realized_loss".to_string()),
to_rcap: BpsPercentRatioPattern4::new(client.clone(), "lth_realized_loss_to_rcap".to_string()),
value_created: BaseCumulativeSumPattern::new(client.clone(), "lth_loss_value_created".to_string()),
value_destroyed: BaseCumulativeSumPattern::new(client.clone(), "lth_loss_value_destroyed".to_string()),