parser: removed liquidity split for everything but all addresses

This commit is contained in:
k
2024-10-03 17:38:43 +02:00
parent 669205aa4d
commit 5308796bac
38 changed files with 665 additions and 1074 deletions

View File

@@ -24,7 +24,6 @@ impl AllAddressesMetadataDataset {
let mut s = Self {
min_initial_states: MinInitialStates::default(),
// TODO: Shouldn't be (like many others)
created_addreses: BiMap::new_bin(1, &f("created_addresses")),
empty_addresses: BiMap::new_bin(1, &f("empty_addresses")),
new_addresses: BiMap::new_bin(1, &f("new_addresses")),

View File

@@ -5,7 +5,7 @@ use crate::{
datasets::{
AnyDataset, AnyDatasetGroup, ComputeData, InsertData, MinInitialStates, SubDataset,
},
states::{AddressCohortDurableStates, AddressCohortId},
states::{AddressCohortId, DurableStates},
structs::{AddressSplit, AnyBiMap, AnyDateMap, AnyHeightMap, BiMap, Date, Height},
};
@@ -19,10 +19,7 @@ pub struct CohortDataset {
metadata: MetadataDataset,
pub all: SubDataset,
illiquid: SubDataset,
liquid: SubDataset,
highly_liquid: SubDataset,
pub subs: SubDataset,
}
impl CohortDataset {
@@ -30,24 +27,11 @@ impl CohortDataset {
let name = id.as_name().map(|s| s.to_owned());
let split = id.as_split();
let f = |s: &str| {
if let Some(name) = &name {
Some(format!("{s}/{name}"))
} else {
Some(s.to_owned())
}
};
let mut s = Self {
min_initial_states: MinInitialStates::default(),
split,
metadata: MetadataDataset::import(parent_path, &name)?,
all: SubDataset::import(parent_path, &name)?,
illiquid: SubDataset::import(parent_path, &f("illiquid"))?,
liquid: SubDataset::import(parent_path, &f("liquid"))?,
highly_liquid: SubDataset::import(parent_path, &f("highly_liquid"))?,
subs: SubDataset::import(parent_path, &name)?,
};
s.min_initial_states
@@ -57,7 +41,7 @@ impl CohortDataset {
}
pub fn sub_datasets_vec(&self) -> Vec<&SubDataset> {
vec![&self.all, &self.illiquid, &self.liquid, &self.highly_liquid]
vec![&self.subs]
}
pub fn needs_insert_metadata(&self, height: Height, date: Date) -> bool {
@@ -113,28 +97,14 @@ impl CohortDataset {
// }
pub fn insert_realized_data(&mut self, insert_data: &InsertData) {
let split_realized_state = insert_data
let realized_state = insert_data
.address_cohorts_realized_states
.as_ref()
.unwrap()
.get(&self.split)
.unwrap();
self.all
.realized
.insert(insert_data, &split_realized_state.all);
self.illiquid
.realized
.insert(insert_data, &split_realized_state.illiquid);
self.liquid
.realized
.insert(insert_data, &split_realized_state.liquid);
self.highly_liquid
.realized
.insert(insert_data, &split_realized_state.highly_liquid);
self.subs.realized.insert(insert_data, realized_state);
}
fn insert_metadata(&mut self, insert_data: &InsertData) {
@@ -150,109 +120,26 @@ impl CohortDataset {
self.metadata.insert(insert_data, address_count);
}
fn insert_supply_data(
&mut self,
insert_data: &InsertData,
liquidity_split_state: &AddressCohortDurableStates,
) {
self.all.supply.insert(
insert_data,
&liquidity_split_state.split_durable_states.all.supply_state,
);
self.illiquid.supply.insert(
insert_data,
&liquidity_split_state
.split_durable_states
.illiquid
.supply_state,
);
self.liquid.supply.insert(
insert_data,
&liquidity_split_state
.split_durable_states
.liquid
.supply_state,
);
self.highly_liquid.supply.insert(
insert_data,
&liquidity_split_state
.split_durable_states
.highly_liquid
.supply_state,
);
fn insert_supply_data(&mut self, insert_data: &InsertData, durable_states: &DurableStates) {
self.subs
.supply
.insert(insert_data, &durable_states.supply_state);
}
fn insert_utxo_data(
&mut self,
insert_data: &InsertData,
liquidity_split_state: &AddressCohortDurableStates,
) {
self.all.utxo.insert(
insert_data,
&liquidity_split_state.split_durable_states.all.utxo_state,
);
self.illiquid.utxo.insert(
insert_data,
&liquidity_split_state
.split_durable_states
.illiquid
.utxo_state,
);
self.liquid.utxo.insert(
insert_data,
&liquidity_split_state.split_durable_states.liquid.utxo_state,
);
self.highly_liquid.utxo.insert(
insert_data,
&liquidity_split_state
.split_durable_states
.highly_liquid
.utxo_state,
);
fn insert_utxo_data(&mut self, insert_data: &InsertData, durable_states: &DurableStates) {
self.subs
.utxo
.insert(insert_data, &durable_states.utxo_state);
}
fn insert_capitalization_data(
&mut self,
insert_data: &InsertData,
liquidity_split_state: &AddressCohortDurableStates,
durable_states: &DurableStates,
) {
self.all.capitalization.insert(
insert_data,
&liquidity_split_state
.split_durable_states
.all
.capitalization_state,
);
self.illiquid.capitalization.insert(
insert_data,
&liquidity_split_state
.split_durable_states
.illiquid
.capitalization_state,
);
self.liquid.capitalization.insert(
insert_data,
&liquidity_split_state
.split_durable_states
.liquid
.capitalization_state,
);
self.highly_liquid.capitalization.insert(
insert_data,
&liquidity_split_state
.split_durable_states
.highly_liquid
.capitalization_state,
);
self.subs
.capitalization
.insert(insert_data, &durable_states.capitalization_state);
}
fn insert_unrealized_data(&mut self, insert_data: &InsertData) {
@@ -263,28 +150,10 @@ impl CohortDataset {
.get(&self.split)
.unwrap();
self.all.unrealized.insert(
self.subs.unrealized.insert(
insert_data,
&states.all.unrealized_block_state,
&states.all.unrealized_date_state,
);
self.illiquid.unrealized.insert(
insert_data,
&states.illiquid.unrealized_block_state,
&states.illiquid.unrealized_date_state,
);
self.liquid.unrealized.insert(
insert_data,
&states.liquid.unrealized_block_state,
&states.liquid.unrealized_date_state,
);
self.highly_liquid.unrealized.insert(
insert_data,
&states.highly_liquid.unrealized_block_state,
&states.highly_liquid.unrealized_date_state,
&states.unrealized_block_state,
&states.unrealized_date_state,
);
}
@@ -296,21 +165,9 @@ impl CohortDataset {
.get(&self.split)
.unwrap();
self.all
self.subs
.price_paid
.insert(insert_data, &states.all.price_paid_state);
self.illiquid
.price_paid
.insert(insert_data, &states.illiquid.price_paid_state);
self.liquid
.price_paid
.insert(insert_data, &states.liquid.price_paid_state);
self.highly_liquid
.price_paid
.insert(insert_data, &states.highly_liquid.price_paid_state);
.insert(insert_data, &states.price_paid_state);
}
fn insert_input_data(&mut self, insert_data: &InsertData) {
@@ -321,12 +178,7 @@ impl CohortDataset {
.get(&self.split)
.unwrap();
self.all.input.insert(insert_data, &state.all);
self.illiquid.input.insert(insert_data, &state.illiquid);
self.liquid.input.insert(insert_data, &state.liquid);
self.highly_liquid
.input
.insert(insert_data, &state.highly_liquid);
self.subs.input.insert(insert_data, state);
}
// fn insert_output_data(&mut self, insert_data: &InsertData) {
@@ -337,7 +189,7 @@ impl CohortDataset {
// .get(&self.split)
// .unwrap();
// self.all.output.insert(insert_data, &state.all);
// self.output.insert(insert_data, &state.all);
// self.illiquid.output.insert(insert_data, &state.illiquid);
// self.liquid.output.insert(insert_data, &state.liquid);
// self.highly_liquid
@@ -346,29 +198,17 @@ impl CohortDataset {
// }
fn as_vec(&self) -> Vec<&(dyn AnyDataset + Send + Sync)> {
vec![
self.all.as_vec(),
self.illiquid.as_vec(),
self.liquid.as_vec(),
self.highly_liquid.as_vec(),
vec![&self.metadata],
]
.into_iter()
.flatten()
.collect_vec()
vec![self.subs.as_vec(), vec![&self.metadata]]
.into_iter()
.flatten()
.collect_vec()
}
fn as_mut_vec(&mut self) -> Vec<&mut dyn AnyDataset> {
vec![
self.all.as_mut_vec(),
self.illiquid.as_mut_vec(),
self.liquid.as_mut_vec(),
self.highly_liquid.as_mut_vec(),
vec![&mut self.metadata],
]
.into_iter()
.flatten()
.collect_vec()
vec![self.subs.as_mut_vec(), vec![&mut self.metadata]]
.into_iter()
.flatten()
.collect_vec()
}
pub fn insert(&mut self, insert_data: &InsertData) {
@@ -376,34 +216,36 @@ impl CohortDataset {
return;
}
let liquidity_split_processed_address_state = insert_data
let address_cohort_durable_states = insert_data
.states
.address_cohorts_durable_states
.as_ref()
.unwrap()
.get(&self.split);
if liquidity_split_processed_address_state.is_none() {
if address_cohort_durable_states.is_none() {
return; // TODO: Check if should panic instead
}
let liquidity_split_processed_address_state =
liquidity_split_processed_address_state.unwrap();
let address_cohort_durable_states = address_cohort_durable_states.unwrap();
if self.needs_insert_metadata(insert_data.height, insert_data.date) {
self.insert_metadata(insert_data);
}
if self.needs_insert_utxo(insert_data.height, insert_data.date) {
self.insert_utxo_data(insert_data, liquidity_split_processed_address_state);
self.insert_utxo_data(insert_data, &address_cohort_durable_states.durable_states);
}
if self.needs_insert_capitalization(insert_data.height, insert_data.date) {
self.insert_capitalization_data(insert_data, liquidity_split_processed_address_state);
self.insert_capitalization_data(
insert_data,
&address_cohort_durable_states.durable_states,
);
}
if self.needs_insert_supply(insert_data.height, insert_data.date) {
self.insert_supply_data(insert_data, liquidity_split_processed_address_state);
self.insert_supply_data(insert_data, &address_cohort_durable_states.durable_states);
}
if self.needs_insert_realized(insert_data.height, insert_data.date) {
@@ -478,17 +320,7 @@ impl CohortDataset {
compute_data: &ComputeData,
circulating_supply: &mut BiMap<f64>,
) {
self.all.supply.compute(compute_data, circulating_supply);
self.illiquid
.supply
.compute(compute_data, circulating_supply);
self.liquid.supply.compute(compute_data, circulating_supply);
self.highly_liquid
.supply
.compute(compute_data, circulating_supply);
self.subs.supply.compute(compute_data, circulating_supply);
}
fn compute_unrealized_data(
@@ -497,85 +329,28 @@ impl CohortDataset {
circulating_supply: &mut BiMap<f64>,
market_cap: &mut BiMap<f32>,
) {
self.all.unrealized.compute(
self.subs.unrealized.compute(
compute_data,
&mut self.all.supply.supply,
circulating_supply,
market_cap,
);
self.illiquid.unrealized.compute(
compute_data,
&mut self.illiquid.supply.supply,
circulating_supply,
market_cap,
);
self.liquid.unrealized.compute(
compute_data,
&mut self.liquid.supply.supply,
circulating_supply,
market_cap,
);
self.highly_liquid.unrealized.compute(
compute_data,
&mut self.highly_liquid.supply.supply,
&mut self.subs.supply.supply,
circulating_supply,
market_cap,
);
}
fn compute_realized_data(&mut self, compute_data: &ComputeData, market_cap: &mut BiMap<f32>) {
self.all.realized.compute(compute_data, market_cap);
self.illiquid.realized.compute(compute_data, market_cap);
self.liquid.realized.compute(compute_data, market_cap);
self.highly_liquid
.realized
.compute(compute_data, market_cap);
self.subs.realized.compute(compute_data, market_cap);
}
fn compute_capitalization_data(&mut self, compute_data: &ComputeData, closes: &mut BiMap<f32>) {
self.all
self.subs
.capitalization
.compute(compute_data, closes, &mut self.all.supply.supply);
self.illiquid.capitalization.compute(
compute_data,
closes,
&mut self.illiquid.supply.supply,
);
self.liquid
.capitalization
.compute(compute_data, closes, &mut self.liquid.supply.supply);
self.highly_liquid.capitalization.compute(
compute_data,
closes,
&mut self.highly_liquid.supply.supply,
);
.compute(compute_data, closes, &mut self.subs.supply.supply);
}
// fn compute_output_data(&mut self, compute_data: &ComputeData) {
// self.all
// .output
// .compute(compute_data, &mut self.all.supply.total);
// self.illiquid
// .output
// .compute(compute_data, &mut self.illiquid.supply.total);
// self.liquid
// .output
// .compute(compute_data, &mut self.liquid.supply.total);
// self.highly_liquid
// .output
// .compute(compute_data, &mut self.highly_liquid.supply.total);
// .compute(compute_data, &mut self.supply.total);
// }
pub fn compute(

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@@ -10,7 +10,7 @@ pub struct MetadataDataset {
min_initial_states: MinInitialStates,
// Inserted
address_count: BiMap<usize>,
address_count: BiMap<f64>,
// pub output: OutputSubDataset,
// Sending addresses
// Receiving addresses
@@ -48,7 +48,7 @@ impl MetadataDataset {
is_date_last_block,
..
}: &InsertData,
address_count: usize,
address_count: f64,
) {
self.address_count.height.insert(height, address_count);

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@@ -257,8 +257,8 @@ impl AllDatasets {
&mut self.date_metadata.last_height,
&mut self.price.closes,
&mut self.mining.cumulative_subsidy,
&mut self.address.cohorts.all.all.capitalization.realized_cap,
&mut self.address.cohorts.all.all.capitalization.realized_price,
&mut self.address.cohorts.all.subs.capitalization.realized_cap,
&mut self.address.cohorts.all.subs.capitalization.realized_price,
&mut self.mining.yearly_inflation_rate,
&mut self.transaction.annualized_volume,
&mut self.mining.cumulative_subsidy_in_dollars,

View File

@@ -9,6 +9,7 @@ use color_eyre::eyre::Error;
pub use ohlc::*;
use crate::{
log,
price::{Binance, Kibo, Kraken},
structs::{
AnyBiMap, AnyDateMap, BiMap, Date, DateMap, DateMapChunkId, Height, HeightMapChunkId,

View File

@@ -11,7 +11,7 @@ pub struct UTXOSubDataset {
min_initial_states: MinInitialStates,
// Inserted
count: BiMap<usize>,
count: BiMap<f64>,
}
impl UTXOSubDataset {