general: snapshot

This commit is contained in:
k
2024-07-12 08:35:41 +02:00
parent 350c835873
commit 35fd5054aa
51 changed files with 2831 additions and 3251 deletions

View File

@@ -1,10 +1,12 @@
export const xthCohorts = [
{
id: "sth",
key: "sth",
name: "Short Term Holders",
legend: "STH",
},
{
id: "lth",
key: "lth",
name: "Long Term Holders",
legend: "LTH",
@@ -12,75 +14,86 @@ export const xthCohorts = [
] as const;
export const upToCohorts = [
{ key: "up_to_1d", name: "Up To 1 Day", legend: "1D" },
{ key: "up_to_1w", name: "Up To 1 Week", legend: "1W" },
{ key: "up_to_1m", name: "Up To 1 Month", legend: "1M" },
{ key: "up_to_2m", name: "Up To 2 Months", legend: "2M" },
{ key: "up_to_3m", name: "Up To 3 Months", legend: "3M" },
{ key: "up_to_4m", name: "Up To 4 Months", legend: "4M" },
{ key: "up_to_5m", name: "Up To 5 Months", legend: "5M" },
{ key: "up_to_6m", name: "Up To 6 Months", legend: "6M" },
{ key: "up_to_1y", name: "Up To 1 Year", legend: "1Y" },
{ key: "up_to_2y", name: "Up To 2 Years", legend: "2Y" },
{ key: "up_to_3y", name: "Up To 3 Years", legend: "3Y" },
{ key: "up_to_5y", name: "Up To 5 Years", legend: "5Y" },
{ key: "up_to_7y", name: "Up To 7 Years", legend: "7Y" },
{ key: "up_to_10y", name: "Up To 10 Years", legend: "10Y" },
{ key: "up_to_15y", name: "Up To 15 Years", legend: "15Y" },
{ id: "up-to-1d", key: "up_to_1d", name: "Up To 1 Day", legend: "1D" },
{ id: "up-to-1w", key: "up_to_1w", name: "Up To 1 Week", legend: "1W" },
{ id: "up-to-1m", key: "up_to_1m", name: "Up To 1 Month", legend: "1M" },
{ id: "up-to-2m", key: "up_to_2m", name: "Up To 2 Months", legend: "2M" },
{ id: "up-to-3m", key: "up_to_3m", name: "Up To 3 Months", legend: "3M" },
{ id: "up-to-4m", key: "up_to_4m", name: "Up To 4 Months", legend: "4M" },
{ id: "up-to-5m", key: "up_to_5m", name: "Up To 5 Months", legend: "5M" },
{ id: "up-to-6m", key: "up_to_6m", name: "Up To 6 Months", legend: "6M" },
{ id: "up-to-1y", key: "up_to_1y", name: "Up To 1 Year", legend: "1Y" },
{ id: "up-to-2y", key: "up_to_2y", name: "Up To 2 Years", legend: "2Y" },
{ id: "up-to-3y", key: "up_to_3y", name: "Up To 3 Years", legend: "3Y" },
{ id: "up-to-5y", key: "up_to_5y", name: "Up To 5 Years", legend: "5Y" },
{ id: "up-to-7y", key: "up_to_7y", name: "Up To 7 Years", legend: "7Y" },
{ id: "up-to-10y", key: "up_to_10y", name: "Up To 10 Years", legend: "10Y" },
{ id: "up-to-15y", key: "up_to_15y", name: "Up To 15 Years", legend: "15Y" },
] as const;
export const fromXToYCohorts = [
{
id: "from-1d-to-1w",
key: "from_1d_to_1w",
name: "From 1 Day To 1 Week",
legend: "1D - 1W",
},
{
id: "from-1w-to-1m",
key: "from_1w_to_1m",
name: "From 1 Week To 1 Month",
legend: "1W - 1M",
},
{
id: "from-1m-to-3m",
key: "from_1m_to_3m",
name: "From 1 Month To 3 Months",
legend: "1M - 3M",
},
{
id: "from-3m-to-6m",
key: "from_3m_to_6m",
name: "From 3 Months To 6 Months",
legend: "3M - 6M",
},
{
id: "from-6m-to-1y",
key: "from_6m_to_1y",
name: "From 6 Months To 1 Year",
legend: "6M - 1Y",
},
{
id: "from-1y-to-2y",
key: "from_1y_to_2y",
name: "From 1 Year To 2 Years",
legend: "1Y - 2Y",
},
{
id: "from-2y-to-3y",
key: "from_2y_to_3y",
name: "From 2 Years To 3 Years",
legend: "2Y - 3Y",
},
{
id: "from-3y-to-5y",
key: "from_3y_to_5y",
name: "From 3 Years To 5 Years",
legend: "3Y - 5Y",
},
{
id: "from-5y-to-7y",
key: "from_5y_to_7y",
name: "From 5 Years To 7 Years",
legend: "5Y - 7Y",
},
{
id: "from-7y-to-10y",
key: "from_7y_to_10y",
name: "From 7 Years To 10 Years",
legend: "7Y - 10Y",
},
{
id: "from-10y-to-15y",
key: "from_10y_to_15y",
name: "From 10 Years To 15 Years",
legend: "10Y - 15Y",
@@ -89,26 +102,31 @@ export const fromXToYCohorts = [
export const fromXCohorts = [
{
id: "from-1y",
key: "from_1y",
name: "From 1 Year",
legend: "1Y+",
},
{
id: "from-2y",
key: "from_2y",
name: "From 2 Years",
legend: "2Y+",
},
{
id: "from-4y",
key: "from_4y",
name: "From 4 Years",
legend: "4Y+",
},
{
id: "from-10y",
key: "from_10y",
name: "From 10 Years",
legend: "10Y+",
},
{
id: "from-15y",
key: "from_15y",
name: "From 15 Years",
legend: "15Y+",
@@ -116,27 +134,28 @@ export const fromXCohorts = [
] as const;
export const yearCohorts = [
{ key: "year_2009", name: "2009" },
{ key: "year_2010", name: "2010" },
{ key: "year_2011", name: "2011" },
{ key: "year_2012", name: "2012" },
{ key: "year_2013", name: "2013" },
{ key: "year_2014", name: "2014" },
{ key: "year_2015", name: "2015" },
{ key: "year_2016", name: "2016" },
{ key: "year_2017", name: "2017" },
{ key: "year_2018", name: "2018" },
{ key: "year_2019", name: "2019" },
{ key: "year_2020", name: "2020" },
{ key: "year_2021", name: "2021" },
{ key: "year_2022", name: "2022" },
{ key: "year_2023", name: "2023" },
{ key: "year_2024", name: "2024" },
{ id: "year-2009", key: "year_2009", name: "2009" },
{ id: "year-2010", key: "year_2010", name: "2010" },
{ id: "year-2011", key: "year_2011", name: "2011" },
{ id: "year-2012", key: "year_2012", name: "2012" },
{ id: "year-2013", key: "year_2013", name: "2013" },
{ id: "year-2014", key: "year_2014", name: "2014" },
{ id: "year-2015", key: "year_2015", name: "2015" },
{ id: "year-2016", key: "year_2016", name: "2016" },
{ id: "year-2017", key: "year_2017", name: "2017" },
{ id: "year-2018", key: "year_2018", name: "2018" },
{ id: "year-2019", key: "year_2019", name: "2019" },
{ id: "year-2020", key: "year_2020", name: "2020" },
{ id: "year-2021", key: "year_2021", name: "2021" },
{ id: "year-2022", key: "year_2022", name: "2022" },
{ id: "year-2023", key: "year_2023", name: "2023" },
{ id: "year-2024", key: "year_2024", name: "2024" },
] as const;
export const ageCohorts = [
{
key: "",
id: "",
name: "",
},
...xthCohorts,

View File

@@ -1,11 +1,13 @@
export const liquidities = [
{
key: "illiquid",
id: "illiquid",
name: "Illiquid",
},
{ key: "liquid", name: "Liquid" },
{ key: "liquid", id: "liquid", name: "Liquid" },
{
key: "highly_liquid",
id: "highly-liquid",
name: "Highly Liquid",
},
] as const;

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@@ -1,114 +1,133 @@
export const percentiles = [
{
key: "median_price_paid",
id: "median-price-paid",
name: "Median",
title: "Median Paid",
value: 50,
},
{
key: "95p_price_paid",
id: "95p-price-paid",
name: `95%`,
title: `95th Percentile Paid`,
value: 95,
},
{
key: "90p_price_paid",
id: "90p-price-paid",
name: `90%`,
title: `90th Percentile Paid`,
value: 90,
},
{
key: "85p_price_paid",
id: "85p-price-paid",
name: `85%`,
title: `85th Percentile Paid`,
value: 85,
},
{
key: "80p_price_paid",
id: "80p-price-paid",
name: `80%`,
title: `80th Percentile Paid`,
value: 80,
},
{
key: "75p_price_paid",
id: "75p-price-paid",
name: `75%`,
title: `75th Percentile Paid`,
value: 75,
},
{
key: "70p_price_paid",
id: "70p-price-paid",
name: `70%`,
title: `70th Percentile Paid`,
value: 70,
},
{
key: "65p_price_paid",
id: "65p-price-paid",
name: `65%`,
title: `65th Percentile Paid`,
value: 65,
},
{
key: "60p_price_paid",
id: "60p-price-paid",
name: `60%`,
title: `60th Percentile Paid`,
value: 60,
},
{
key: "55p_price_paid",
id: "55p-price-paid",
name: `55%`,
title: `55th Percentile Paid`,
value: 55,
},
{
key: "45p_price_paid",
id: "45p-price-paid",
name: `45%`,
title: `45th Percentile Paid`,
value: 45,
},
{
key: "40p_price_paid",
id: "40p-price-paid",
name: `40%`,
title: `40th Percentile Paid`,
value: 40,
},
{
key: "35p_price_paid",
id: "35p-price-paid",
name: `35%`,
title: `35th Percentile Paid`,
value: 35,
},
{
key: "30p_price_paid",
id: "30p-price-paid",
name: `30%`,
title: `30th Percentile Paid`,
value: 30,
},
{
key: "25p_price_paid",
id: "25p-price-paid",
name: `25%`,
title: `25th Percentile Paid`,
value: 25,
},
{
key: "20p_price_paid",
id: "20p-price-paid",
name: `20%`,
title: `20th Percentile Paid`,
value: 20,
},
{
key: "15p_price_paid",
id: "15p-price-paid",
name: `15%`,
title: `15th Percentile Paid`,
value: 15,
},
{
key: "10p_price_paid",
id: "10p-price-paid",
name: `10%`,
title: `10th Percentile Paid`,
value: 10,
},
{
key: "05p_price_paid",
id: "05p-price-paid",
name: `5%`,
title: `5th Percentile Paid`,
value: 5,

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@@ -1,18 +1,24 @@
type AgeCohortKey = (typeof import("./age").ageCohorts)[number]["key"];
type AgeCohortId = (typeof import("./age").ageCohorts)[number]["id"];
type AddressCohortKey =
type AgeCohortIdSub = Exclude<AgeCohortId, "">;
type AddressCohortId =
(typeof import("./address").addressCohorts)[number]["key"];
type LiquidityKey = (typeof import("./liquidities").liquidities)[number]["key"];
type LiquidityId = (typeof import("./liquidities").liquidities)[number]["id"];
type AddressCohortKeySplitByLiquidity = `${LiquidityKey}_${AddressCohortKey}`;
type AddressCohortIdSplitByLiquidity = `${LiquidityId}-${AddressCohortId}`;
type AnyCohortKey = AgeCohortKey | AddressCohortKey;
type AnyCohortId = AgeCohortId | AddressCohortId;
type AnyPossibleCohortKey =
| AnyCohortKey
| AddressCohortKeySplitByLiquidity
| LiquidityKey;
type AnyPossibleCohortId =
| AnyCohortId
| AddressCohortIdSplitByLiquidity
| LiquidityId;
type AnyDatasetPrefix =
| ""
| `${AgeCohortIdSub | AddressCohortId | AddressCohortIdSplitByLiquidity | LiquidityId}-`;
type AverageName = (typeof import("./averages").averages)[number]["key"];
@@ -20,3 +26,5 @@ type TotalReturnKey = (typeof import("./returns").totalReturns)[number]["key"];
type CompoundReturnKey =
(typeof import("./returns").compoundReturns)[number]["key"];
type PercentileId = (typeof import("./percentiles").percentiles)[number]["id"];

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@@ -1,23 +1,49 @@
import groupedKeysToURLPath from "/src/../../datasets/grouped_keys_to_url_path.json";
import { createDateDatasets } from "./date";
import { createHeightDatasets } from "./height";
import { createResourceDataset } from "./resource";
export const scales = ["date" as const, "height" as const];
export const HEIGHT_CHUNK_SIZE = 10_000;
export function createDatasets() {
const date = createDateDatasets({
groupedKeysToURLPath: groupedKeysToURLPath.date,
});
const date = new Map<DateDatasetPath, ResourceDataset<"date">>();
const height = new Map<HeightDatasetPath, ResourceDataset<"height">>();
const height = createHeightDatasets({
groupedKeysToURLPath: groupedKeysToURLPath.height,
});
function getOrImport<Scale extends ResourceScale>(
scale: Scale,
path: DatasetPath<Scale>,
): ResourceDataset<Scale> {
if (scale === "date") {
const found = date.get(path as any);
if (found) return found as ResourceDataset<Scale>;
} else {
const found = height.get(path as any);
if (found) return found as ResourceDataset<Scale>;
}
let dataset: ResourceDataset<Scale, any>;
if (path === `/${scale}-to-ohlc`) {
dataset = createResourceDataset<Scale, OHLC>({
scale,
path,
});
} else {
dataset = createResourceDataset<Scale>({
scale,
path,
});
}
if (scale === "date") {
date.set(path as any, dataset as any);
} else {
height.set(path as any, dataset as any);
}
return dataset;
}
return {
date,
height,
} satisfies Record<ResourceScale, any>;
getOrImport,
};
}

View File

@@ -30,224 +30,239 @@ export function createResourceDataset<
"https://api-bkp.satonomics.xyz"
}${path}`;
const fetchedJSONs = new Array(
(new Date().getFullYear() - new Date("2009-01-01").getFullYear() + 2) *
(scale === "date" ? 1 : 6),
)
.fill(null)
.map((): FetchedResult<Scale, Type> => {
const json = createRWS<FetchedJSON<Scale, Type, Dataset> | null>(null);
return createRoot((dispose) => {
const fetchedJSONs = new Array(
(new Date().getFullYear() - new Date("2009-01-01").getFullYear() + 2) *
(scale === "date" ? 1 : 6),
)
.fill(null)
.map((): FetchedResult<Scale, Type> => {
const json = createRWS<FetchedJSON<Scale, Type, Dataset> | null>(null);
return {
at: null,
json,
loading: false,
vec: createMemo(() => {
const map = json()?.dataset.map || null;
return {
at: null,
json,
loading: false,
vec: createMemo(() => {
const map = json()?.dataset.map || null;
if (!map) {
return null;
}
const chunkId = json()?.chunk.id!;
if (Array.isArray(map)) {
const values = new Array(map.length);
for (let i = 0; i < map.length; i++) {
const value = map[i];
values[i] = {
time: (chunkId + i) as Time,
...(typeof value !== "number" && value !== null
? { ...(value as OHLC), value: value.close }
: { value: value === null ? NaN : (value as number) }),
} as any as Value;
if (!map) {
return null;
}
return values;
} else {
return Object.entries(map).map(
([date, value]) =>
({
time: date,
const chunkId = json()?.chunk.id!;
if (Array.isArray(map)) {
const values = new Array(map.length);
for (let i = 0; i < map.length; i++) {
const value = map[i];
values[i] = {
time: (chunkId + i) as Time,
...(typeof value !== "number" && value !== null
? { ...(value as OHLC), value: value.close }
: { value: value === null ? NaN : (value as number) }),
}) as any as Value,
);
}
}),
};
}) as FetchedResult<Scale, Type>[];
} as any as Value;
}
const _fetch = async (id: number) => {
const index = chunkIdToIndex(scale, id);
return values;
} else {
return Object.entries(map).map(
([date, value]) =>
({
time: date,
...(typeof value !== "number" && value !== null
? { ...(value as OHLC), value: value.close }
: { value: value === null ? NaN : (value as number) }),
}) as any as Value,
);
}
}),
};
}) as FetchedResult<Scale, Type>[];
if (
index < 0 ||
(scale === "date" && id > new Date().getUTCFullYear()) ||
(scale === "height" &&
id > 165 * 365 * (new Date().getUTCFullYear() - 2009))
) {
return;
}
const fetched = fetchedJSONs.at(index);
if (scale === "height" && index > 0) {
const length = fetchedJSONs.at(index - 1)?.vec()?.length;
if (length !== undefined && length < HEIGHT_CHUNK_SIZE) {
return;
}
}
if (!fetched || fetched.loading) {
return;
} else if (fetched.at) {
const diff = new Date().getTime() - fetched.at.getTime();
const _fetch = async (id: number) => {
const index = chunkIdToIndex(scale, id);
if (
diff < ONE_MINUTE_IN_MS ||
(index < fetchedJSONs.findLastIndex((json) => json.at) &&
diff < ONE_HOUR_IN_MS)
index < 0 ||
(scale === "date" && id > new Date().getUTCFullYear()) ||
(scale === "height" &&
id > 165 * 365 * (new Date().getUTCFullYear() - 2009))
) {
return;
}
}
fetched.loading = true;
const fetched = fetchedJSONs.at(index);
let cache: Cache | undefined;
if (scale === "height" && index > 0) {
const length = fetchedJSONs.at(index - 1)?.vec()?.length;
const urlWithQuery = `${baseURL}?chunk=${id}`;
const backupUrlWithQuery = `${backupURL}?chunk=${id}`;
if (!fetched.json()) {
try {
cache = await caches.open("resources");
const cachedResponse = await cache.match(urlWithQuery);
if (cachedResponse) {
const json = await convertResponseToJSON<Scale, Type>(cachedResponse);
if (json) {
console.log(`cache: ${path}?chunk=${id}`);
fetched.json.set(() => json);
}
}
} catch {}
}
if (!navigator.onLine) {
fetched.loading = false;
return;
}
let fetchedResponse: Response | undefined;
try {
fetchedResponse = await fetch(urlWithQuery);
if (!fetchedResponse.ok) {
throw Error;
}
} catch {
try {
fetchedResponse = await fetch(backupUrlWithQuery);
} catch {
fetched.loading = false;
return;
}
if (!fetchedResponse || !fetchedResponse.ok) {
fetched.loading = false;
return;
}
}
const clonedResponse = fetchedResponse.clone();
const json = await convertResponseToJSON<Scale, Type>(fetchedResponse);
if (!json) {
fetched.loading = false;
return;
}
console.log(`fetch: ${path}?chunk=${id}`);
const previousMap = fetched.json()?.dataset.map;
const newMap = json.dataset.map;
const previousLength = Object.keys(previousMap || []).length;
const newLength = Object.keys(newMap).length;
if (!newLength) {
fetched.loading = false;
return;
}
if (previousLength && previousLength === newLength) {
const previousLastValue = Object.values(previousMap || []).at(-1);
const newLastValue = Object.values(newMap).at(-1);
if (typeof newLastValue === "number") {
if (previousLastValue === newLastValue) {
fetched.at = new Date();
fetched.loading = false;
if (length !== undefined && length < HEIGHT_CHUNK_SIZE) {
return;
}
} else {
const previousLastOHLC = previousLastValue as OHLC;
const newLastOHLC = newLastValue as OHLC;
}
if (!fetched || fetched.loading) {
return;
} else if (fetched.at) {
const diff = new Date().getTime() - fetched.at.getTime();
if (
previousLastOHLC.open === newLastOHLC.open &&
previousLastOHLC.high === newLastOHLC.high &&
previousLastOHLC.low === newLastOHLC.low &&
previousLastOHLC.close === newLastOHLC.close
diff < ONE_MINUTE_IN_MS ||
(index < fetchedJSONs.findLastIndex((json) => json.at) &&
diff < ONE_HOUR_IN_MS)
) {
fetched.loading = false;
fetched.at = new Date();
return;
}
}
}
fetched.json.set(() => json);
fetched.loading = true;
function saveToCache() {
cache?.put(urlWithQuery, clonedResponse);
}
let cache: Cache | undefined;
if (requestIdleCallbackPossible) {
requestIdleCallback(saveToCache);
} else {
setTimeout(saveToCache, 1);
}
const urlWithQuery = `${baseURL}?chunk=${id}`;
const backupUrlWithQuery = `${backupURL}?chunk=${id}`;
fetched.at = new Date();
fetched.loading = false;
};
if (!fetched.json()) {
try {
cache = await caches.open("resources");
const resource: ResourceDataset<Scale, Type> = {
scale,
url: baseURL,
fetch: _fetch,
fetchedJSONs,
drop() {
fetchedJSONs.forEach((fetched) => {
fetched.at = null;
fetched.json.set(null);
});
},
};
const cachedResponse = await cache.match(urlWithQuery);
return resource;
if (cachedResponse) {
const json = await convertResponseToJSON<Scale, Type>(
cachedResponse,
);
if (json) {
console.log(`cache: ${path}?chunk=${id}`);
fetched.json.set(() => json);
}
}
} catch {}
}
if (!navigator.onLine) {
fetched.loading = false;
return;
}
let fetchedResponse: Response | undefined;
const fetchConfig: RequestInit = {
signal: AbortSignal.timeout(5000),
};
try {
fetchedResponse = await fetch(urlWithQuery, fetchConfig);
if (!fetchedResponse.ok) {
throw Error;
}
} catch {
try {
fetchedResponse = await fetch(backupUrlWithQuery, fetchConfig);
} catch {
fetched.loading = false;
return;
}
if (!fetchedResponse || !fetchedResponse.ok) {
fetched.loading = false;
return;
}
}
const clonedResponse = fetchedResponse.clone();
const json = await convertResponseToJSON<Scale, Type>(fetchedResponse);
if (!json) {
fetched.loading = false;
return;
}
console.log(`fetch: ${path}?chunk=${id}`);
const previousMap = fetched.json()?.dataset.map;
const newMap = json.dataset.map;
const previousLength = Object.keys(previousMap || []).length;
const newLength = Object.keys(newMap).length;
if (!newLength) {
fetched.loading = false;
return;
}
if (previousLength && previousLength === newLength) {
const previousLastValue = Object.values(previousMap || []).at(-1);
const newLastValue = Object.values(newMap).at(-1);
if (newLastValue === null && previousLastValue === null) {
fetched.at = new Date();
fetched.loading = false;
return;
} else if (typeof newLastValue === "number") {
if (previousLastValue === newLastValue) {
fetched.at = new Date();
fetched.loading = false;
return;
}
} else {
const previousLastOHLC = previousLastValue as OHLC;
const newLastOHLC = newLastValue as OHLC;
if (
previousLastOHLC.open === newLastOHLC.open &&
previousLastOHLC.high === newLastOHLC.high &&
previousLastOHLC.low === newLastOHLC.low &&
previousLastOHLC.close === newLastOHLC.close
) {
fetched.loading = false;
fetched.at = new Date();
return;
}
}
}
fetched.json.set(() => json);
async function saveToCache() {
try {
await cache?.put(urlWithQuery, clonedResponse);
} catch (_) {}
}
if (requestIdleCallbackPossible) {
requestIdleCallback(saveToCache);
} else {
setTimeout(saveToCache, 1);
}
fetched.at = new Date();
fetched.loading = false;
};
const resource: ResourceDataset<Scale, Type> = {
scale,
url: baseURL,
fetch: _fetch,
fetchedJSONs,
drop() {
dispose();
fetchedJSONs.forEach((fetched) => {
fetched.at = null;
fetched.json.set(null);
});
},
};
return resource;
});
}
async function convertResponseToJSON<

View File

@@ -1,9 +1,5 @@
type Datasets = ReturnType<typeof import("./index").createDatasets>;
type DateDatasets = Datasets["date"];
type HeightDatasets = Datasets["height"];
type AnyDatasets = DateDatasets | HeightDatasets;
type ResourceScale = (typeof import("./index").scales)[index];
type DatasetValue<T> = T & Valued;
@@ -92,3 +88,15 @@ interface OHLC {
type GroupedKeysToURLPath =
typeof import("/src/../../datasets/grouped_keys_to_url_path.json");
type DateDatasetPath = import("/src/../../datasets/paths").DatePath;
type HeightDatasetPath = import("/src/../../datasets/paths").HeightPath;
type LastDataPath = import("/src/../../datasets/paths").LastPath;
type DatasetPath<Scale extends ResourceScale> = Scale extends "date"
? DateDatasetPath
: HeightDatasetPath;
type AnyDatasetPath = DateDatasetPath | HeightDatasetPath;