Mirror/brk
1
0
Fork 0
mirror of https://github.com/bitcoinresearchkit/brk.git synced 2026-04-24 06:39:58 -07:00
Code Issues Packages Projects Releases Wiki Activity

global: snapshot

Browse Source
This commit is contained in:
nym21
2026-01-16 23:49:49 +01:00
parent 3b00a92fa4
commit 6bb1a2a311
34 changed files with 2600 additions and 5071 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
.gitignore vendored
View File

@@ -6,6 +6,7 @@ target
websites/dist
bridge/
/ids.txt
rust_out
# Copies
*\ copy*
@@ -15,9 +16,10 @@ _*
!__*.py
/*.md
/*.py
/api.json
/*.json
/*.html
/research
/filter_*
# Logs
*.log*

56
Cargo.lock generated
View File

@@ -41,9 +41,9 @@ dependencies = [
[[package]]
name = "aide"
version = "0.16.0-alpha.1"
version = "0.16.0-alpha.2"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "dc156b16d6d8e9bb84a7cba8b93fc399c0654bfbb927832ea7ab326d5d6895e2"
checksum = "29e03dae8ee60626675f62a8d0c503fdc2721b01ae7feb2fd1e233b6bb16223a"
dependencies = [
"axum",
"bytes",
@@ -831,9 +831,9 @@ checksum = "613afe47fcd5fac7ccf1db93babcb082c5994d996f20b8b159f2ad1658eb5724"
[[package]]
name = "chrono"
version = "0.4.42"
version = "0.4.43"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "145052bdd345b87320e369255277e3fb5152762ad123a901ef5c262dd38fe8d2"
checksum = "fac4744fb15ae8337dc853fee7fb3f4e48c0fbaa23d0afe49c447b4fab126118"
dependencies = [
"iana-time-zone",
"js-sys",
@@ -1957,9 +1957,9 @@ checksum = "00810f1d8b74be64b13dbf3db89ac67740615d6c891f0e7b6179326533011a07"
[[package]]
name = "js-sys"
version = "0.3.83"
version = "0.3.85"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "464a3709c7f55f1f721e5389aa6ea4e3bc6aba669353300af094b29ffbdde1d8"
checksum = "8c942ebf8e95485ca0d52d97da7c5a2c387d0e7f0ba4c35e93bfcaee045955b3"
dependencies = [
"once_cell",
"wasm-bindgen",
@@ -2596,9 +2596,9 @@ dependencies = [
[[package]]
name = "rawdb"
version = "0.5.10"
version = "0.5.11"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "12f4f316acfc1844da8b3c84163aabd98f155df82d3b57ce4075dda550e1752d"
checksum = "133cd3a1d92510fe902efcdf70a7f45aa83e1cd47173d8cc013fef82af0b8f8e"
dependencies = [
"libc",
"log",
@@ -2723,9 +2723,9 @@ dependencies = [
[[package]]
name = "rustc-demangle"
version = "0.1.26"
version = "0.1.27"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "56f7d92ca342cea22a06f2121d944b4fd82af56988c270852495420f961d4ace"
checksum = "b50b8869d9fc858ce7266cce0194bd74df58b9d0e3f6df3a9fc8eb470d95c09d"
[[package]]
name = "rustc-hash"
@@ -3505,9 +3505,9 @@ checksum = "8f54a172d0620933a27a4360d3db3e2ae0dd6cceae9730751a036bbf182c4b23"
[[package]]
name = "vecdb"
version = "0.5.10"
version = "0.5.11"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "28d56bd525ca319c5772dcc91b40caa6947dfb6c56b63c4a9b2268ee24254c05"
checksum = "0a9b98950cd49f718ec32f3b91282b9d0c033ea15430436ddb0cc286c77aa5bb"
dependencies = [
"ctrlc",
"log",
@@ -3526,9 +3526,9 @@ dependencies = [
[[package]]
name = "vecdb_derive"
version = "0.5.10"
version = "0.5.11"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "17c227a593e7a08c3d00babaa81aec624052d2c6a16ba127fb8f491f273c9751"
checksum = "043380b6bd5d519b63def192ff310f7a599feaca7f5b12cc86e5d9dd7eabf750"
dependencies = [
"quote",
"syn",
@@ -3558,18 +3558,18 @@ checksum = "ccf3ec651a847eb01de73ccad15eb7d99f80485de043efb2f370cd654f4ea44b"
[[package]]
name = "wasip2"
version = "1.0.1+wasi-0.2.4"
version = "1.0.2+wasi-0.2.9"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "0562428422c63773dad2c345a1882263bbf4d65cf3f42e90921f787ef5ad58e7"
checksum = "9517f9239f02c069db75e65f174b3da828fe5f5b945c4dd26bd25d89c03ebcf5"
dependencies = [
"wit-bindgen",
]
[[package]]
name = "wasm-bindgen"
version = "0.2.106"
version = "0.2.108"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "0d759f433fa64a2d763d1340820e46e111a7a5ab75f993d1852d70b03dbb80fd"
checksum = "64024a30ec1e37399cf85a7ffefebdb72205ca1c972291c51512360d90bd8566"
dependencies = [
"cfg-if",
"once_cell",
@@ -3580,9 +3580,9 @@ dependencies = [
[[package]]
name = "wasm-bindgen-macro"
version = "0.2.106"
version = "0.2.108"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "48cb0d2638f8baedbc542ed444afc0644a29166f1595371af4fecf8ce1e7eeb3"
checksum = "008b239d9c740232e71bd39e8ef6429d27097518b6b30bdf9086833bd5b6d608"
dependencies = [
"quote",
"wasm-bindgen-macro-support",
@@ -3590,9 +3590,9 @@ dependencies = [
[[package]]
name = "wasm-bindgen-macro-support"
version = "0.2.106"
version = "0.2.108"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "cefb59d5cd5f92d9dcf80e4683949f15ca4b511f4ac0a6e14d4e1ac60c6ecd40"
checksum = "5256bae2d58f54820e6490f9839c49780dff84c65aeab9e772f15d5f0e913a55"
dependencies = [
"bumpalo",
"proc-macro2",
@@ -3603,18 +3603,18 @@ dependencies = [
[[package]]
name = "wasm-bindgen-shared"
version = "0.2.106"
version = "0.2.108"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "cbc538057e648b67f72a982e708d485b2efa771e1ac05fec311f9f63e5800db4"
checksum = "1f01b580c9ac74c8d8f0c0e4afb04eeef2acf145458e52c03845ee9cd23e3d12"
dependencies = [
"unicode-ident",
]
[[package]]
name = "web-sys"
version = "0.3.83"
version = "0.3.85"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "9b32828d774c412041098d182a8b38b16ea816958e07cf40eec2bc080ae137ac"
checksum = "312e32e551d92129218ea9a2452120f4aabc03529ef03e4d0d82fb2780608598"
dependencies = [
"js-sys",
"wasm-bindgen",
@@ -3898,9 +3898,9 @@ dependencies = [
[[package]]
name = "wit-bindgen"
version = "0.46.0"
version = "0.51.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "f17a85883d4e6d00e8a97c586de764dabcc06133f7f1d55dce5cdc070ad7fe59"
checksum = "d7249219f66ced02969388cf2bb044a09756a083d0fab1e566056b04d9fbcaa5"
[[package]]
name = "writeable"

4
Cargo.toml
View File

@@ -36,7 +36,7 @@ inherits = "release"
debug = true
[workspace.dependencies]
aide = { version = "0.16.0-alpha.1", features = ["axum-json", "axum-query"] }
aide = { version = "0.16.0-alpha.2", features = ["axum-json", "axum-query"] }
axum = "0.8.8"
bitcoin = { version = "0.32.8", features = ["serde"] }
bitcoincore-rpc = "0.19.0"
@@ -78,7 +78,7 @@ serde_json = { version = "1.0.149", features = ["float_roundtrip", "preserve_ord
smallvec = "1.15.1"
tokio = { version = "1.49.0", features = ["rt-multi-thread"] }
tracing = { version = "0.1", default-features = false, features = ["std"] }
vecdb = { version = "0.5.10", features = ["derive", "serde_json", "pco", "schemars"] }
vecdb = { version = "0.5.11", features = ["derive", "serde_json", "pco", "schemars"] }
# vecdb = { path = "../anydb/crates/vecdb", features = ["derive", "serde_json", "pco", "schemars"] }
[workspace.metadata.release]

6
crates/brk_bindgen/tests/catalog_test.rs
View File

@@ -13,10 +13,10 @@ fn load_catalog() -> TreeNode {
serde_json::from_str(&catalog_json).expect("Failed to parse catalog.json")
}
/// Load OpenAPI spec from api.json.
/// Load OpenAPI spec from openapi.json.
fn load_openapi_json() -> String {
let path = concat!(env!("CARGO_MANIFEST_DIR"), "/api.json");
std::fs::read_to_string(path).expect("Failed to read api.json")
let path = concat!(env!("CARGO_MANIFEST_DIR"), "/openapi.json");
std::fs::read_to_string(path).expect("Failed to read openapi.json")
}
/// Load metadata from the catalog.

9
crates/brk_cli/src/config.rs
View File

@@ -11,7 +11,6 @@ use serde::{Deserialize, Deserializer, Serialize};
use crate::{default_brk_path, dot_brk_path, fix_user_path, website::Website};
#[derive(Parser, Debug, Default, PartialEq, Eq, PartialOrd, Ord, Deserialize, Serialize)]
#[command(version, about)]
pub struct Config {
@@ -40,9 +39,9 @@ pub struct Config {
#[arg(long, value_name = "BOOL")]
exchanges: Option<bool>,
/// Website served by the server, default: default, saved
/// Website served by the server: true (default), false, or PATH, saved
#[serde(default, deserialize_with = "default_on_error")]
#[arg(short, long)]
#[arg(short, long, value_name = "BOOL|PATH")]
website: Option<Website>,
/// Bitcoin RPC ip, default: localhost, saved
@@ -232,9 +231,7 @@ Finally, you can run the program with '-h' for help."
pub fn bitcoindir(&self) -> PathBuf {
self.bitcoindir
.as_ref()
.map_or_else(Client::default_bitcoin_path, |s| {
fix_user_path(s.as_ref())
})
.map_or_else(Client::default_bitcoin_path, |s| fix_user_path(s.as_ref()))
}
pub fn blocksdir(&self) -> PathBuf {

27
crates/brk_cli/src/main.rs
View File

@@ -2,7 +2,6 @@
use std::{
fs,
path::PathBuf,
thread::{self, sleep},
time::Duration,
};
@@ -68,14 +67,17 @@ pub fn run() -> color_eyre::Result<()> {
let data_path = config.brkdir();
let website_source = match config.website() {
Website::Enabled(false) => WebsiteSource::Disabled,
Website::Path(p) => WebsiteSource::Filesystem(p),
Website::Enabled(false) => {
info!("Website: disabled");
WebsiteSource::Disabled
}
Website::Path(p) => {
info!("Website: filesystem ({})", p.display());
WebsiteSource::Filesystem(p)
}
Website::Enabled(true) => {
// Prefer local filesystem if available, otherwise use embedded
match find_local_website_dir() {
Some(path) => WebsiteSource::Filesystem(path),
None => WebsiteSource::Embedded,
}
info!("Website: embedded");
WebsiteSource::Embedded
}
};
@@ -119,12 +121,3 @@ pub fn run() -> color_eyre::Result<()> {
}
}
}
/// Path to website directory relative to this crate (only valid at dev machine)
const DEV_WEBSITE_DIR: &str = concat!(env!("CARGO_MANIFEST_DIR"), "/../../website");
/// Returns local website path if it exists (dev mode)
fn find_local_website_dir() -> Option<PathBuf> {
let path = PathBuf::from(DEV_WEBSITE_DIR);
path.exists().then_some(path)
}

1
crates/brk_cli/src/website.rs
View File

@@ -21,7 +21,6 @@ impl Default for Website {
}
}
impl FromStr for Website {
type Err = std::convert::Infallible;

628
crates/brk_client/src/lib.rs
View File

@@ -1268,56 +1268,6 @@ impl Price111dSmaPattern {
}
}
/// Pattern struct for repeated tree structure.
pub struct PercentilesPattern {
pub pct05: MetricPattern4<Dollars>,
pub pct10: MetricPattern4<Dollars>,
pub pct15: MetricPattern4<Dollars>,
pub pct20: MetricPattern4<Dollars>,
pub pct25: MetricPattern4<Dollars>,
pub pct30: MetricPattern4<Dollars>,
pub pct35: MetricPattern4<Dollars>,
pub pct40: MetricPattern4<Dollars>,
pub pct45: MetricPattern4<Dollars>,
pub pct50: MetricPattern4<Dollars>,
pub pct55: MetricPattern4<Dollars>,
pub pct60: MetricPattern4<Dollars>,
pub pct65: MetricPattern4<Dollars>,
pub pct70: MetricPattern4<Dollars>,
pub pct75: MetricPattern4<Dollars>,
pub pct80: MetricPattern4<Dollars>,
pub pct85: MetricPattern4<Dollars>,
pub pct90: MetricPattern4<Dollars>,
pub pct95: MetricPattern4<Dollars>,
}
impl PercentilesPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
pct05: MetricPattern4::new(client.clone(), _m(&acc, "pct05")),
pct10: MetricPattern4::new(client.clone(), _m(&acc, "pct10")),
pct15: MetricPattern4::new(client.clone(), _m(&acc, "pct15")),
pct20: MetricPattern4::new(client.clone(), _m(&acc, "pct20")),
pct25: MetricPattern4::new(client.clone(), _m(&acc, "pct25")),
pct30: MetricPattern4::new(client.clone(), _m(&acc, "pct30")),
pct35: MetricPattern4::new(client.clone(), _m(&acc, "pct35")),
pct40: MetricPattern4::new(client.clone(), _m(&acc, "pct40")),
pct45: MetricPattern4::new(client.clone(), _m(&acc, "pct45")),
pct50: MetricPattern4::new(client.clone(), _m(&acc, "pct50")),
pct55: MetricPattern4::new(client.clone(), _m(&acc, "pct55")),
pct60: MetricPattern4::new(client.clone(), _m(&acc, "pct60")),
pct65: MetricPattern4::new(client.clone(), _m(&acc, "pct65")),
pct70: MetricPattern4::new(client.clone(), _m(&acc, "pct70")),
pct75: MetricPattern4::new(client.clone(), _m(&acc, "pct75")),
pct80: MetricPattern4::new(client.clone(), _m(&acc, "pct80")),
pct85: MetricPattern4::new(client.clone(), _m(&acc, "pct85")),
pct90: MetricPattern4::new(client.clone(), _m(&acc, "pct90")),
pct95: MetricPattern4::new(client.clone(), _m(&acc, "pct95")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct ActivePriceRatioPattern {
pub ratio: MetricPattern4<StoredF32>,
@@ -1368,6 +1318,56 @@ impl ActivePriceRatioPattern {
}
}
/// Pattern struct for repeated tree structure.
pub struct PercentilesPattern {
pub pct05: MetricPattern4<Dollars>,
pub pct10: MetricPattern4<Dollars>,
pub pct15: MetricPattern4<Dollars>,
pub pct20: MetricPattern4<Dollars>,
pub pct25: MetricPattern4<Dollars>,
pub pct30: MetricPattern4<Dollars>,
pub pct35: MetricPattern4<Dollars>,
pub pct40: MetricPattern4<Dollars>,
pub pct45: MetricPattern4<Dollars>,
pub pct50: MetricPattern4<Dollars>,
pub pct55: MetricPattern4<Dollars>,
pub pct60: MetricPattern4<Dollars>,
pub pct65: MetricPattern4<Dollars>,
pub pct70: MetricPattern4<Dollars>,
pub pct75: MetricPattern4<Dollars>,
pub pct80: MetricPattern4<Dollars>,
pub pct85: MetricPattern4<Dollars>,
pub pct90: MetricPattern4<Dollars>,
pub pct95: MetricPattern4<Dollars>,
}
impl PercentilesPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
pct05: MetricPattern4::new(client.clone(), _m(&acc, "pct05")),
pct10: MetricPattern4::new(client.clone(), _m(&acc, "pct10")),
pct15: MetricPattern4::new(client.clone(), _m(&acc, "pct15")),
pct20: MetricPattern4::new(client.clone(), _m(&acc, "pct20")),
pct25: MetricPattern4::new(client.clone(), _m(&acc, "pct25")),
pct30: MetricPattern4::new(client.clone(), _m(&acc, "pct30")),
pct35: MetricPattern4::new(client.clone(), _m(&acc, "pct35")),
pct40: MetricPattern4::new(client.clone(), _m(&acc, "pct40")),
pct45: MetricPattern4::new(client.clone(), _m(&acc, "pct45")),
pct50: MetricPattern4::new(client.clone(), _m(&acc, "pct50")),
pct55: MetricPattern4::new(client.clone(), _m(&acc, "pct55")),
pct60: MetricPattern4::new(client.clone(), _m(&acc, "pct60")),
pct65: MetricPattern4::new(client.clone(), _m(&acc, "pct65")),
pct70: MetricPattern4::new(client.clone(), _m(&acc, "pct70")),
pct75: MetricPattern4::new(client.clone(), _m(&acc, "pct75")),
pct80: MetricPattern4::new(client.clone(), _m(&acc, "pct80")),
pct85: MetricPattern4::new(client.clone(), _m(&acc, "pct85")),
pct90: MetricPattern4::new(client.clone(), _m(&acc, "pct90")),
pct95: MetricPattern4::new(client.clone(), _m(&acc, "pct95")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct RelativePattern5 {
pub neg_unrealized_loss_rel_to_market_cap: MetricPattern1<StoredF32>,
@@ -1668,38 +1668,6 @@ impl<T: DeserializeOwned> DollarsPattern<T> {
}
}
/// Pattern struct for repeated tree structure.
pub struct RelativePattern2 {
pub neg_unrealized_loss_rel_to_own_market_cap: MetricPattern1<StoredF32>,
pub neg_unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1<StoredF32>,
pub net_unrealized_pnl_rel_to_own_market_cap: MetricPattern1<StoredF32>,
pub net_unrealized_pnl_rel_to_own_total_unrealized_pnl: MetricPattern1<StoredF32>,
pub supply_in_loss_rel_to_own_supply: MetricPattern1<StoredF64>,
pub supply_in_profit_rel_to_own_supply: MetricPattern1<StoredF64>,
pub unrealized_loss_rel_to_own_market_cap: MetricPattern1<StoredF32>,
pub unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1<StoredF32>,
pub unrealized_profit_rel_to_own_market_cap: MetricPattern1<StoredF32>,
pub unrealized_profit_rel_to_own_total_unrealized_pnl: MetricPattern1<StoredF32>,
}
impl RelativePattern2 {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
neg_unrealized_loss_rel_to_own_market_cap: MetricPattern1::new(client.clone(), _m(&acc, "neg_unrealized_loss_rel_to_own_market_cap")),
neg_unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1::new(client.clone(), _m(&acc, "neg_unrealized_loss_rel_to_own_total_unrealized_pnl")),
net_unrealized_pnl_rel_to_own_market_cap: MetricPattern1::new(client.clone(), _m(&acc, "net_unrealized_pnl_rel_to_own_market_cap")),
net_unrealized_pnl_rel_to_own_total_unrealized_pnl: MetricPattern1::new(client.clone(), _m(&acc, "net_unrealized_pnl_rel_to_own_total_unrealized_pnl")),
supply_in_loss_rel_to_own_supply: MetricPattern1::new(client.clone(), _m(&acc, "supply_in_loss_rel_to_own_supply")),
supply_in_profit_rel_to_own_supply: MetricPattern1::new(client.clone(), _m(&acc, "supply_in_profit_rel_to_own_supply")),
unrealized_loss_rel_to_own_market_cap: MetricPattern1::new(client.clone(), _m(&acc, "unrealized_loss_rel_to_own_market_cap")),
unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1::new(client.clone(), _m(&acc, "unrealized_loss_rel_to_own_total_unrealized_pnl")),
unrealized_profit_rel_to_own_market_cap: MetricPattern1::new(client.clone(), _m(&acc, "unrealized_profit_rel_to_own_market_cap")),
unrealized_profit_rel_to_own_total_unrealized_pnl: MetricPattern1::new(client.clone(), _m(&acc, "unrealized_profit_rel_to_own_total_unrealized_pnl")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct RelativePattern {
pub neg_unrealized_loss_rel_to_market_cap: MetricPattern1<StoredF32>,
@@ -1732,6 +1700,38 @@ impl RelativePattern {
}
}
/// Pattern struct for repeated tree structure.
pub struct RelativePattern2 {
pub neg_unrealized_loss_rel_to_own_market_cap: MetricPattern1<StoredF32>,
pub neg_unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1<StoredF32>,
pub net_unrealized_pnl_rel_to_own_market_cap: MetricPattern1<StoredF32>,
pub net_unrealized_pnl_rel_to_own_total_unrealized_pnl: MetricPattern1<StoredF32>,
pub supply_in_loss_rel_to_own_supply: MetricPattern1<StoredF64>,
pub supply_in_profit_rel_to_own_supply: MetricPattern1<StoredF64>,
pub unrealized_loss_rel_to_own_market_cap: MetricPattern1<StoredF32>,
pub unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1<StoredF32>,
pub unrealized_profit_rel_to_own_market_cap: MetricPattern1<StoredF32>,
pub unrealized_profit_rel_to_own_total_unrealized_pnl: MetricPattern1<StoredF32>,
}
impl RelativePattern2 {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
neg_unrealized_loss_rel_to_own_market_cap: MetricPattern1::new(client.clone(), _m(&acc, "neg_unrealized_loss_rel_to_own_market_cap")),
neg_unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1::new(client.clone(), _m(&acc, "neg_unrealized_loss_rel_to_own_total_unrealized_pnl")),
net_unrealized_pnl_rel_to_own_market_cap: MetricPattern1::new(client.clone(), _m(&acc, "net_unrealized_pnl_rel_to_own_market_cap")),
net_unrealized_pnl_rel_to_own_total_unrealized_pnl: MetricPattern1::new(client.clone(), _m(&acc, "net_unrealized_pnl_rel_to_own_total_unrealized_pnl")),
supply_in_loss_rel_to_own_supply: MetricPattern1::new(client.clone(), _m(&acc, "supply_in_loss_rel_to_own_supply")),
supply_in_profit_rel_to_own_supply: MetricPattern1::new(client.clone(), _m(&acc, "supply_in_profit_rel_to_own_supply")),
unrealized_loss_rel_to_own_market_cap: MetricPattern1::new(client.clone(), _m(&acc, "unrealized_loss_rel_to_own_market_cap")),
unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1::new(client.clone(), _m(&acc, "unrealized_loss_rel_to_own_total_unrealized_pnl")),
unrealized_profit_rel_to_own_market_cap: MetricPattern1::new(client.clone(), _m(&acc, "unrealized_profit_rel_to_own_market_cap")),
unrealized_profit_rel_to_own_total_unrealized_pnl: MetricPattern1::new(client.clone(), _m(&acc, "unrealized_profit_rel_to_own_total_unrealized_pnl")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct CountPattern2<T> {
pub average: MetricPattern1<T>,
@@ -1794,36 +1794,6 @@ impl AddrCountPattern {
}
}
/// Pattern struct for repeated tree structure.
pub struct FullnessPattern<T> {
pub average: MetricPattern2<T>,
pub base: MetricPattern11<T>,
pub max: MetricPattern2<T>,
pub median: MetricPattern6<T>,
pub min: MetricPattern2<T>,
pub pct10: MetricPattern6<T>,
pub pct25: MetricPattern6<T>,
pub pct75: MetricPattern6<T>,
pub pct90: MetricPattern6<T>,
}
impl<T: DeserializeOwned> FullnessPattern<T> {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
average: MetricPattern2::new(client.clone(), _m(&acc, "average")),
base: MetricPattern11::new(client.clone(), acc.clone()),
max: MetricPattern2::new(client.clone(), _m(&acc, "max")),
median: MetricPattern6::new(client.clone(), _m(&acc, "median")),
min: MetricPattern2::new(client.clone(), _m(&acc, "min")),
pct10: MetricPattern6::new(client.clone(), _m(&acc, "pct10")),
pct25: MetricPattern6::new(client.clone(), _m(&acc, "pct25")),
pct75: MetricPattern6::new(client.clone(), _m(&acc, "pct75")),
pct90: MetricPattern6::new(client.clone(), _m(&acc, "pct90")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct FeeRatePattern<T> {
pub average: MetricPattern1<T>,
@@ -1854,6 +1824,36 @@ impl<T: DeserializeOwned> FeeRatePattern<T> {
}
}
/// Pattern struct for repeated tree structure.
pub struct FullnessPattern<T> {
pub average: MetricPattern2<T>,
pub base: MetricPattern11<T>,
pub max: MetricPattern2<T>,
pub median: MetricPattern6<T>,
pub min: MetricPattern2<T>,
pub pct10: MetricPattern6<T>,
pub pct25: MetricPattern6<T>,
pub pct75: MetricPattern6<T>,
pub pct90: MetricPattern6<T>,
}
impl<T: DeserializeOwned> FullnessPattern<T> {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
average: MetricPattern2::new(client.clone(), _m(&acc, "average")),
base: MetricPattern11::new(client.clone(), acc.clone()),
max: MetricPattern2::new(client.clone(), _m(&acc, "max")),
median: MetricPattern6::new(client.clone(), _m(&acc, "median")),
min: MetricPattern2::new(client.clone(), _m(&acc, "min")),
pct10: MetricPattern6::new(client.clone(), _m(&acc, "pct10")),
pct25: MetricPattern6::new(client.clone(), _m(&acc, "pct25")),
pct75: MetricPattern6::new(client.clone(), _m(&acc, "pct75")),
pct90: MetricPattern6::new(client.clone(), _m(&acc, "pct90")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct _0satsPattern {
pub activity: ActivityPattern2,
@@ -1910,6 +1910,84 @@ impl<T: DeserializeOwned> PhaseDailyCentsPattern<T> {
}
}
/// Pattern struct for repeated tree structure.
pub struct PeriodCagrPattern {
pub _10y: MetricPattern4<StoredF32>,
pub _2y: MetricPattern4<StoredF32>,
pub _3y: MetricPattern4<StoredF32>,
pub _4y: MetricPattern4<StoredF32>,
pub _5y: MetricPattern4<StoredF32>,
pub _6y: MetricPattern4<StoredF32>,
pub _8y: MetricPattern4<StoredF32>,
}
impl PeriodCagrPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
_10y: MetricPattern4::new(client.clone(), _p("10y", &acc)),
_2y: MetricPattern4::new(client.clone(), _p("2y", &acc)),
_3y: MetricPattern4::new(client.clone(), _p("3y", &acc)),
_4y: MetricPattern4::new(client.clone(), _p("4y", &acc)),
_5y: MetricPattern4::new(client.clone(), _p("5y", &acc)),
_6y: MetricPattern4::new(client.clone(), _p("6y", &acc)),
_8y: MetricPattern4::new(client.clone(), _p("8y", &acc)),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct _0satsPattern2 {
pub activity: ActivityPattern2,
pub cost_basis: CostBasisPattern,
pub outputs: OutputsPattern,
pub realized: RealizedPattern,
pub relative: RelativePattern4,
pub supply: SupplyPattern2,
pub unrealized: UnrealizedPattern,
}
impl _0satsPattern2 {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
activity: ActivityPattern2::new(client.clone(), acc.clone()),
cost_basis: CostBasisPattern::new(client.clone(), acc.clone()),
outputs: OutputsPattern::new(client.clone(), _m(&acc, "utxo_count")),
realized: RealizedPattern::new(client.clone(), acc.clone()),
relative: RelativePattern4::new(client.clone(), _m(&acc, "supply_in")),
supply: SupplyPattern2::new(client.clone(), _m(&acc, "supply")),
unrealized: UnrealizedPattern::new(client.clone(), acc.clone()),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct _100btcPattern {
pub activity: ActivityPattern2,
pub cost_basis: CostBasisPattern,
pub outputs: OutputsPattern,
pub realized: RealizedPattern,
pub relative: RelativePattern,
pub supply: SupplyPattern2,
pub unrealized: UnrealizedPattern,
}
impl _100btcPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
activity: ActivityPattern2::new(client.clone(), acc.clone()),
cost_basis: CostBasisPattern::new(client.clone(), acc.clone()),
outputs: OutputsPattern::new(client.clone(), _m(&acc, "utxo_count")),
realized: RealizedPattern::new(client.clone(), acc.clone()),
relative: RelativePattern::new(client.clone(), acc.clone()),
supply: SupplyPattern2::new(client.clone(), _m(&acc, "supply")),
unrealized: UnrealizedPattern::new(client.clone(), acc.clone()),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct UnrealizedPattern {
pub neg_unrealized_loss: MetricPattern1<Dollars>,
@@ -1962,32 +2040,6 @@ impl _10yTo12yPattern {
}
}
/// Pattern struct for repeated tree structure.
pub struct PeriodCagrPattern {
pub _10y: MetricPattern4<StoredF32>,
pub _2y: MetricPattern4<StoredF32>,
pub _3y: MetricPattern4<StoredF32>,
pub _4y: MetricPattern4<StoredF32>,
pub _5y: MetricPattern4<StoredF32>,
pub _6y: MetricPattern4<StoredF32>,
pub _8y: MetricPattern4<StoredF32>,
}
impl PeriodCagrPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
_10y: MetricPattern4::new(client.clone(), _p("10y", &acc)),
_2y: MetricPattern4::new(client.clone(), _p("2y", &acc)),
_3y: MetricPattern4::new(client.clone(), _p("3y", &acc)),
_4y: MetricPattern4::new(client.clone(), _p("4y", &acc)),
_5y: MetricPattern4::new(client.clone(), _p("5y", &acc)),
_6y: MetricPattern4::new(client.clone(), _p("6y", &acc)),
_8y: MetricPattern4::new(client.clone(), _p("8y", &acc)),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct _10yPattern {
pub activity: ActivityPattern2,
@@ -2014,58 +2066,6 @@ impl _10yPattern {
}
}
/// Pattern struct for repeated tree structure.
pub struct _100btcPattern {
pub activity: ActivityPattern2,
pub cost_basis: CostBasisPattern,
pub outputs: OutputsPattern,
pub realized: RealizedPattern,
pub relative: RelativePattern,
pub supply: SupplyPattern2,
pub unrealized: UnrealizedPattern,
}
impl _100btcPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
activity: ActivityPattern2::new(client.clone(), acc.clone()),
cost_basis: CostBasisPattern::new(client.clone(), acc.clone()),
outputs: OutputsPattern::new(client.clone(), _m(&acc, "utxo_count")),
realized: RealizedPattern::new(client.clone(), acc.clone()),
relative: RelativePattern::new(client.clone(), acc.clone()),
supply: SupplyPattern2::new(client.clone(), _m(&acc, "supply")),
unrealized: UnrealizedPattern::new(client.clone(), acc.clone()),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct _0satsPattern2 {
pub activity: ActivityPattern2,
pub cost_basis: CostBasisPattern,
pub outputs: OutputsPattern,
pub realized: RealizedPattern,
pub relative: RelativePattern4,
pub supply: SupplyPattern2,
pub unrealized: UnrealizedPattern,
}
impl _0satsPattern2 {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
activity: ActivityPattern2::new(client.clone(), acc.clone()),
cost_basis: CostBasisPattern::new(client.clone(), acc.clone()),
outputs: OutputsPattern::new(client.clone(), _m(&acc, "utxo_count")),
realized: RealizedPattern::new(client.clone(), acc.clone()),
relative: RelativePattern4::new(client.clone(), _m(&acc, "supply_in")),
supply: SupplyPattern2::new(client.clone(), _m(&acc, "supply")),
unrealized: UnrealizedPattern::new(client.clone(), acc.clone()),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct ActivityPattern2 {
pub coinblocks_destroyed: BlockCountPattern<StoredF64>,
@@ -2108,24 +2108,6 @@ impl<T: DeserializeOwned> SplitPattern2<T> {
}
}
/// Pattern struct for repeated tree structure.
pub struct _2015Pattern {
pub bitcoin: MetricPattern4<Bitcoin>,
pub dollars: MetricPattern4<Dollars>,
pub sats: MetricPattern4<Sats>,
}
impl _2015Pattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
bitcoin: MetricPattern4::new(client.clone(), _m(&acc, "btc")),
dollars: MetricPattern4::new(client.clone(), _m(&acc, "usd")),
sats: MetricPattern4::new(client.clone(), acc.clone()),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct ActiveSupplyPattern {
pub bitcoin: MetricPattern1<Bitcoin>,
@@ -2145,19 +2127,19 @@ impl ActiveSupplyPattern {
}
/// Pattern struct for repeated tree structure.
pub struct CostBasisPattern2 {
pub max: MetricPattern1<Dollars>,
pub min: MetricPattern1<Dollars>,
pub percentiles: PercentilesPattern,
pub struct _2015Pattern {
pub bitcoin: MetricPattern4<Bitcoin>,
pub dollars: MetricPattern4<Dollars>,
pub sats: MetricPattern4<Sats>,
}
impl CostBasisPattern2 {
impl _2015Pattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
max: MetricPattern1::new(client.clone(), _m(&acc, "max_cost_basis")),
min: MetricPattern1::new(client.clone(), _m(&acc, "min_cost_basis")),
percentiles: PercentilesPattern::new(client.clone(), _m(&acc, "cost_basis")),
bitcoin: MetricPattern4::new(client.clone(), _m(&acc, "btc")),
dollars: MetricPattern4::new(client.clone(), _m(&acc, "usd")),
sats: MetricPattern4::new(client.clone(), acc.clone()),
}
}
}
@@ -2180,6 +2162,24 @@ impl CoinbasePattern2 {
}
}
/// Pattern struct for repeated tree structure.
pub struct CostBasisPattern2 {
pub max: MetricPattern1<Dollars>,
pub min: MetricPattern1<Dollars>,
pub percentiles: PercentilesPattern,
}
impl CostBasisPattern2 {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
max: MetricPattern1::new(client.clone(), _m(&acc, "max_cost_basis")),
min: MetricPattern1::new(client.clone(), _m(&acc, "min_cost_basis")),
percentiles: PercentilesPattern::new(client.clone(), _m(&acc, "cost_basis")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct SegwitAdoptionPattern {
pub base: MetricPattern11<StoredF32>,
@@ -2198,24 +2198,6 @@ impl SegwitAdoptionPattern {
}
}
/// Pattern struct for repeated tree structure.
pub struct CoinbasePattern {
pub bitcoin: BitcoinPattern,
pub dollars: DollarsPattern<Dollars>,
pub sats: DollarsPattern<Sats>,
}
impl CoinbasePattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
bitcoin: BitcoinPattern::new(client.clone(), _m(&acc, "btc")),
dollars: DollarsPattern::new(client.clone(), _m(&acc, "usd")),
sats: DollarsPattern::new(client.clone(), acc.clone()),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct UnclaimedRewardsPattern {
pub bitcoin: BitcoinPattern2<Bitcoin>,
@@ -2235,17 +2217,19 @@ impl UnclaimedRewardsPattern {
}
/// Pattern struct for repeated tree structure.
pub struct SupplyPattern2 {
pub halved: ActiveSupplyPattern,
pub total: ActiveSupplyPattern,
pub struct CoinbasePattern {
pub bitcoin: BitcoinPattern,
pub dollars: DollarsPattern<Dollars>,
pub sats: DollarsPattern<Sats>,
}
impl SupplyPattern2 {
impl CoinbasePattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
halved: ActiveSupplyPattern::new(client.clone(), _m(&acc, "halved")),
total: ActiveSupplyPattern::new(client.clone(), acc.clone()),
bitcoin: BitcoinPattern::new(client.clone(), _m(&acc, "btc")),
dollars: DollarsPattern::new(client.clone(), _m(&acc, "usd")),
sats: DollarsPattern::new(client.clone(), acc.clone()),
}
}
}
@@ -2266,22 +2250,6 @@ impl RelativePattern4 {
}
}
/// Pattern struct for repeated tree structure.
pub struct CostBasisPattern {
pub max: MetricPattern1<Dollars>,
pub min: MetricPattern1<Dollars>,
}
impl CostBasisPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
max: MetricPattern1::new(client.clone(), _m(&acc, "max_cost_basis")),
min: MetricPattern1::new(client.clone(), _m(&acc, "min_cost_basis")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct _1dReturns1mSdPattern {
pub sd: MetricPattern4<StoredF32>,
@@ -2299,17 +2267,33 @@ impl _1dReturns1mSdPattern {
}
/// Pattern struct for repeated tree structure.
pub struct BitcoinPattern2<T> {
pub cumulative: MetricPattern2<T>,
pub sum: MetricPattern1<T>,
pub struct CostBasisPattern {
pub max: MetricPattern1<Dollars>,
pub min: MetricPattern1<Dollars>,
}
impl<T: DeserializeOwned> BitcoinPattern2<T> {
impl CostBasisPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
cumulative: MetricPattern2::new(client.clone(), _m(&acc, "cumulative")),
sum: MetricPattern1::new(client.clone(), acc.clone()),
max: MetricPattern1::new(client.clone(), _m(&acc, "max_cost_basis")),
min: MetricPattern1::new(client.clone(), _m(&acc, "min_cost_basis")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct SupplyPattern2 {
pub halved: ActiveSupplyPattern,
pub total: ActiveSupplyPattern,
}
impl SupplyPattern2 {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
halved: ActiveSupplyPattern::new(client.clone(), _m(&acc, "halved")),
total: ActiveSupplyPattern::new(client.clone(), acc.clone()),
}
}
}
@@ -2330,6 +2314,22 @@ impl<T: DeserializeOwned> BlockCountPattern<T> {
}
}
/// Pattern struct for repeated tree structure.
pub struct BitcoinPattern2<T> {
pub cumulative: MetricPattern2<T>,
pub sum: MetricPattern1<T>,
}
impl<T: DeserializeOwned> BitcoinPattern2<T> {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
cumulative: MetricPattern2::new(client.clone(), _m(&acc, "cumulative")),
sum: MetricPattern1::new(client.clone(), acc.clone()),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct SatsPattern<T> {
pub ohlc: MetricPattern1<T>,
@@ -2340,22 +2340,8 @@ impl<T: DeserializeOwned> SatsPattern<T> {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
ohlc: MetricPattern1::new(client.clone(), _m(&acc, "ohlc")),
split: SplitPattern2::new(client.clone(), acc.clone()),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct RealizedPriceExtraPattern {
pub ratio: MetricPattern4<StoredF32>,
}
impl RealizedPriceExtraPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
ratio: MetricPattern4::new(client.clone(), acc.clone()),
ohlc: MetricPattern1::new(client.clone(), _m(&acc, "ohlc_sats")),
split: SplitPattern2::new(client.clone(), _m(&acc, "sats")),
}
}
}
@@ -2374,6 +2360,20 @@ impl OutputsPattern {
}
}
/// Pattern struct for repeated tree structure.
pub struct RealizedPriceExtraPattern {
pub ratio: MetricPattern4<StoredF32>,
}
impl RealizedPriceExtraPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
ratio: MetricPattern4::new(client.clone(), acc.clone()),
}
}
}
// Metrics tree
/// Metrics tree node.
@@ -4942,8 +4942,8 @@ impl MetricsTree_Positions {
pub struct MetricsTree_Price {
pub cents: MetricsTree_Price_Cents,
pub oracle: MetricsTree_Price_Oracle,
pub sats: MetricsTree_Price_Sats,
pub usd: SatsPattern<OHLCDollars>,
pub sats: SatsPattern<OHLCSats>,
pub usd: MetricsTree_Price_Usd,
}
impl MetricsTree_Price {
@@ -4951,8 +4951,8 @@ impl MetricsTree_Price {
Self {
cents: MetricsTree_Price_Cents::new(client.clone(), format!("{base_path}_cents")),
oracle: MetricsTree_Price_Oracle::new(client.clone(), format!("{base_path}_oracle")),
sats: MetricsTree_Price_Sats::new(client.clone(), format!("{base_path}_sats")),
usd: SatsPattern::new(client.clone(), "price".to_string()),
sats: SatsPattern::new(client.clone(), "price".to_string()),
usd: MetricsTree_Price_Usd::new(client.clone(), format!("{base_path}_usd")),
}
}
}
@@ -5003,6 +5003,20 @@ pub struct MetricsTree_Price_Oracle {
pub phase_daily_dollars: PhaseDailyCentsPattern<Dollars>,
pub phase_histogram: MetricPattern11<OracleBins>,
pub phase_price_cents: MetricPattern11<Cents>,
pub phase_v2_daily_cents: PhaseDailyCentsPattern<Cents>,
pub phase_v2_daily_dollars: PhaseDailyCentsPattern<Dollars>,
pub phase_v2_histogram: MetricPattern11<OracleBinsV2>,
pub phase_v2_peak_daily_cents: PhaseDailyCentsPattern<Cents>,
pub phase_v2_peak_daily_dollars: PhaseDailyCentsPattern<Dollars>,
pub phase_v2_peak_price_cents: MetricPattern11<Cents>,
pub phase_v2_price_cents: MetricPattern11<Cents>,
pub phase_v3_daily_cents: PhaseDailyCentsPattern<Cents>,
pub phase_v3_daily_dollars: PhaseDailyCentsPattern<Dollars>,
pub phase_v3_histogram: MetricPattern11<OracleBinsV2>,
pub phase_v3_peak_daily_cents: PhaseDailyCentsPattern<Cents>,
pub phase_v3_peak_daily_dollars: PhaseDailyCentsPattern<Dollars>,
pub phase_v3_peak_price_cents: MetricPattern11<Cents>,
pub phase_v3_price_cents: MetricPattern11<Cents>,
pub price_cents: MetricPattern11<Cents>,
pub tx_count: MetricPattern6<StoredU32>,
}
@@ -5020,6 +5034,20 @@ impl MetricsTree_Price_Oracle {
phase_daily_dollars: PhaseDailyCentsPattern::new(client.clone(), "phase_daily_dollars".to_string()),
phase_histogram: MetricPattern11::new(client.clone(), "phase_histogram".to_string()),
phase_price_cents: MetricPattern11::new(client.clone(), "phase_price_cents".to_string()),
phase_v2_daily_cents: PhaseDailyCentsPattern::new(client.clone(), "phase_v2_daily".to_string()),
phase_v2_daily_dollars: PhaseDailyCentsPattern::new(client.clone(), "phase_v2_daily_dollars".to_string()),
phase_v2_histogram: MetricPattern11::new(client.clone(), "phase_v2_histogram".to_string()),
phase_v2_peak_daily_cents: PhaseDailyCentsPattern::new(client.clone(), "phase_v2_peak_daily".to_string()),
phase_v2_peak_daily_dollars: PhaseDailyCentsPattern::new(client.clone(), "phase_v2_peak_daily_dollars".to_string()),
phase_v2_peak_price_cents: MetricPattern11::new(client.clone(), "phase_v2_peak_price_cents".to_string()),
phase_v2_price_cents: MetricPattern11::new(client.clone(), "phase_v2_price_cents".to_string()),
phase_v3_daily_cents: PhaseDailyCentsPattern::new(client.clone(), "phase_v3_daily".to_string()),
phase_v3_daily_dollars: PhaseDailyCentsPattern::new(client.clone(), "phase_v3_daily_dollars".to_string()),
phase_v3_histogram: MetricPattern11::new(client.clone(), "phase_v3_histogram".to_string()),
phase_v3_peak_daily_cents: PhaseDailyCentsPattern::new(client.clone(), "phase_v3_peak_daily".to_string()),
phase_v3_peak_daily_dollars: PhaseDailyCentsPattern::new(client.clone(), "phase_v3_peak_daily_dollars".to_string()),
phase_v3_peak_price_cents: MetricPattern11::new(client.clone(), "phase_v3_peak_price_cents".to_string()),
phase_v3_price_cents: MetricPattern11::new(client.clone(), "phase_v3_price_cents".to_string()),
price_cents: MetricPattern11::new(client.clone(), "oracle_price_cents".to_string()),
tx_count: MetricPattern6::new(client.clone(), "oracle_tx_count".to_string()),
}
@@ -5027,16 +5055,16 @@ impl MetricsTree_Price_Oracle {
}
/// Metrics tree node.
pub struct MetricsTree_Price_Sats {
pub ohlc: MetricPattern1<OHLCSats>,
pub split: SplitPattern2<Sats>,
pub struct MetricsTree_Price_Usd {
pub ohlc: MetricPattern1<OHLCDollars>,
pub split: SplitPattern2<Dollars>,
}
impl MetricsTree_Price_Sats {
impl MetricsTree_Price_Usd {
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
Self {
ohlc: MetricPattern1::new(client.clone(), "price_ohlc_sats".to_string()),
split: SplitPattern2::new(client.clone(), "price_sats".to_string()),
ohlc: MetricPattern1::new(client.clone(), "price_ohlc".to_string()),
split: SplitPattern2::new(client.clone(), "price".to_string()),
}
}
}
@@ -5422,24 +5450,15 @@ impl BrkClient {
)
}
/// OpenAPI specification
/// Compact OpenAPI specification
///
/// Full OpenAPI 3.1 specification for this API.
/// Compact OpenAPI specification optimized for LLM consumption. Removes redundant fields while preserving essential API information. Full spec available at `/openapi.json`.
///
/// Endpoint: `GET /api.json`
pub fn get_openapi(&self) -> Result<serde_json::Value> {
pub fn get_api(&self) -> Result<serde_json::Value> {
self.base.get_json(&format!("/api.json"))
}
/// Trimmed OpenAPI specification
///
/// Compact OpenAPI specification optimized for LLM consumption. Removes redundant fields while preserving essential API information.
///
/// Endpoint: `GET /api.trimmed.json`
pub fn get_openapi_trimmed(&self) -> Result<serde_json::Value> {
self.base.get_json(&format!("/api.trimmed.json"))
}
/// Address information
///
/// Retrieve address information including balance and transaction counts. Supports all standard Bitcoin address types (P2PKH, P2SH, P2WPKH, P2WSH, P2TR).
@@ -5999,6 +6018,15 @@ impl BrkClient {
self.base.get_json(&format!("/health"))
}
/// OpenAPI specification
///
/// Full OpenAPI 3.1 specification for this API.
///
/// Endpoint: `GET /openapi.json`
pub fn get_openapi(&self) -> Result<serde_json::Value> {
self.base.get_json(&format!("/openapi.json"))
}
/// API version
///
/// Returns the current version of the API server

3
crates/brk_computer/src/price/compute.rs
View File

@@ -26,7 +26,8 @@ impl Vecs {
info!("Computing oracle prices...");
let i = Instant::now();
self.oracle.compute(indexer, indexes, starting_indexes, exit)?;
self.oracle
.compute(indexer, indexes, &self.cents, starting_indexes, exit)?;
info!("Computed oracle prices in {:?}", i.elapsed());
}

928
crates/brk_computer/src/price/oracle/compute.rs
View File

@@ -53,8 +53,8 @@ use std::collections::VecDeque;
use brk_error::Result;
use brk_indexer::Indexer;
use brk_types::{
Cents, Close, Date, DateIndex, Height, High, Low, OHLCCents, Open, OracleBins, OutputType,
PHASE_BINS, PairOutputIndex, Sats, StoredU32, StoredU64, TxIndex,
Cents, Close, Date, DateIndex, Height, High, Low, OHLCCents, Open, OracleBins, OracleBinsV2,
OutputType, PHASE_BINS, PairOutputIndex, Sats, StoredU32, StoredU64, TxIndex,
};
use tracing::info;
use vecdb::{
@@ -66,9 +66,10 @@ use super::{
Vecs,
config::OracleConfig,
histogram::{Histogram, TOTAL_BINS},
phase_v2::{PhaseHistogramV2, find_best_phase, phase_range_from_anchor, phase_to_price},
stencil::{find_best_price, is_round_sats, refine_price},
};
use crate::{ComputeIndexes, indexes};
use crate::{ComputeIndexes, indexes, price::cents};
/// Flush interval for periodic writes during oracle computation.
const FLUSH_INTERVAL: usize = 10_000;
@@ -79,6 +80,7 @@ impl Vecs {
&mut self,
indexer: &Indexer,
indexes: &indexes::Vecs,
price_cents: &cents::Vecs,
starting_indexes: &ComputeIndexes,
exit: &Exit,
) -> Result<()> {
@@ -100,6 +102,32 @@ impl Vecs {
// Step 7: Aggregate to daily OHLC
self.compute_daily_ohlc(indexes, starting_indexes, exit)?;
// Step 8: Compute Phase Oracle V2 (round USD template matching)
// 8a: Per-block 200-bin histograms (uses ALL outputs, not pair-filtered)
self.compute_phase_v2_histograms(indexer, indexes, starting_indexes, exit)?;
// 8b: Per-block prices using cross-correlation with weekly anchors
self.compute_phase_v2_prices(indexes, price_cents, starting_indexes, exit)?;
// 8c: Per-block prices using direct peak finding (like V1)
self.compute_phase_v2_peak_prices(indexes, price_cents, starting_indexes, exit)?;
// 8d: Daily distributions from per-block prices
self.compute_phase_v2_daily(indexes, starting_indexes, exit)?;
// Step 9: Compute Phase Oracle V3 (BASE + uniqueVal filter)
// 9a: Per-block histograms with uniqueVal filtering (only outputs with unique values in tx)
self.compute_phase_v3_histograms(indexer, indexes, starting_indexes, exit)?;
// 9b: Per-block prices using cross-correlation
self.compute_phase_v3_prices(indexes, price_cents, starting_indexes, exit)?;
// 9c: Per-block prices using direct peak finding (like V1)
self.compute_phase_v3_peak_prices(indexes, price_cents, starting_indexes, exit)?;
// 9d: Daily distributions from per-block prices
self.compute_phase_v3_daily(indexes, starting_indexes, exit)?;
Ok(())
}
@@ -1091,4 +1119,898 @@ impl Vecs {
Ok(())
}
/// Compute Phase Oracle V2 - Step 1: Per-block 200-bin phase histograms
///
/// Uses ALL outputs (like Python test), filtered only by sats range (1k-100k BTC).
/// This is different from the pair-filtered approach used by UTXOracle.
fn compute_phase_v2_histograms(
&mut self,
indexer: &Indexer,
indexes: &indexes::Vecs,
starting_indexes: &ComputeIndexes,
exit: &Exit,
) -> Result<()> {
let source_version = indexer.vecs.outputs.value.version();
self.phase_v2_histogram
.validate_computed_version_or_reset(source_version)?;
let total_heights = indexer.vecs.blocks.timestamp.len();
let start_height = self
.phase_v2_histogram
.len()
.min(starting_indexes.height.to_usize());
self.phase_v2_histogram
.truncate_if_needed_at(start_height)?;
if start_height >= total_heights {
return Ok(());
}
info!(
"Computing phase V2 histograms from height {} to {}",
start_height, total_heights
);
let mut height_to_first_txindex_iter = indexer.vecs.transactions.first_txindex.into_iter();
let mut txindex_to_first_txoutindex_iter =
indexer.vecs.transactions.first_txoutindex.into_iter();
let mut txindex_to_output_count_iter = indexes.txindex.output_count.iter();
let mut txoutindex_to_value_iter = indexer.vecs.outputs.value.into_iter();
let total_txs = indexer.vecs.transactions.height.len();
let mut last_progress = (start_height * 100 / total_heights.max(1)) as u8;
for height in start_height..total_heights {
// Get transaction range for this block
let first_txindex = height_to_first_txindex_iter.get_at_unwrap(height);
let next_first_txindex = height_to_first_txindex_iter
.get_at(height + 1)
.unwrap_or(TxIndex::from(total_txs));
// Build phase histogram from ALL outputs in this block
let mut histogram = OracleBinsV2::ZERO;
for txindex in first_txindex.to_usize()..next_first_txindex.to_usize() {
// Get output count and first output for this transaction
let first_txoutindex = txindex_to_first_txoutindex_iter.get_at_unwrap(txindex);
let output_count: StoredU64 =
txindex_to_output_count_iter.get_unwrap(TxIndex::from(txindex));
for i in 0..*output_count as usize {
let txoutindex = first_txoutindex.to_usize() + i;
let sats: Sats = txoutindex_to_value_iter.get_at_unwrap(txoutindex);
// OracleBinsV2::add already filters by sats range (1k to 100k BTC)
histogram.add(sats);
}
}
self.phase_v2_histogram.push(histogram);
// Progress logging
let progress = (height * 100 / total_heights.max(1)) as u8;
if progress > last_progress {
last_progress = progress;
info!("Phase V2 histogram computation: {}%", progress);
let _lock = exit.lock();
self.phase_v2_histogram.write()?;
}
}
// Final write
{
let _lock = exit.lock();
self.phase_v2_histogram.write()?;
}
info!(
"Phase V2 histograms complete: {} blocks",
self.phase_v2_histogram.len()
);
Ok(())
}
/// Compute Phase Oracle V2 - Step 2: Per-block prices using cross-correlation
fn compute_phase_v2_prices(
&mut self,
indexes: &indexes::Vecs,
price_cents: &cents::Vecs,
starting_indexes: &ComputeIndexes,
exit: &Exit,
) -> Result<()> {
let source_version = self.phase_v2_histogram.version();
self.phase_v2_price_cents
.validate_computed_version_or_reset(source_version)?;
let total_heights = self.phase_v2_histogram.len();
let start_height = self
.phase_v2_price_cents
.len()
.min(starting_indexes.height.to_usize());
self.phase_v2_price_cents
.truncate_if_needed_at(start_height)?;
if start_height >= total_heights {
return Ok(());
}
info!(
"Computing phase V2 prices from height {} to {}",
start_height, total_heights
);
let mut histogram_iter = self.phase_v2_histogram.iter()?;
let mut height_to_dateindex_iter = indexes.height.dateindex.iter();
// For weekly OHLC anchors
let mut price_ohlc_iter = price_cents.ohlc.dateindex.iter()?;
let mut dateindex_to_weekindex_iter = indexes.dateindex.weekindex.iter();
let mut weekindex_to_first_dateindex_iter = indexes.weekindex.first_dateindex.iter();
let mut weekindex_dateindex_count_iter = indexes.weekindex.dateindex_count.iter();
let mut last_progress = (start_height * 100 / total_heights.max(1)) as u8;
// Track previous price for fallback
let mut prev_price_cents = if start_height > 0 {
self.phase_v2_price_cents
.iter()?
.get(Height::from(start_height - 1))
.unwrap_or(Cents::from(10_000_000i64))
} else {
Cents::from(10_000_000i64) // Default ~$100k
};
for height in start_height..total_heights {
let height_idx = Height::from(height);
let histogram: OracleBinsV2 = histogram_iter.get_unwrap(height_idx);
// Get weekly anchor for this block's date
let dateindex = height_to_dateindex_iter.get(height_idx);
let weekly_bounds: Option<(f64, f64)> = dateindex.and_then(|di| {
let wi = dateindex_to_weekindex_iter.get(di)?;
let first_di = weekindex_to_first_dateindex_iter.get(wi)?;
let count = weekindex_dateindex_count_iter
.get(wi)
.map(|c| *c as usize)?;
let mut low = Cents::from(i64::MAX);
let mut high = Cents::from(0i64);
for i in 0..count {
let di = DateIndex::from(first_di.to_usize() + i);
if let Some(ohlc) = price_ohlc_iter.get(di) {
if *ohlc.low < low {
low = *ohlc.low;
}
if *ohlc.high > high {
high = *ohlc.high;
}
}
}
if i64::from(low) > 0 && i64::from(high) > 0 {
Some((
i64::from(low) as f64 / 100.0,
i64::from(high) as f64 / 100.0,
))
} else {
None
}
});
// Compute price using cross-correlation
let price_cents = if histogram.total_count() >= 10 {
// Convert OracleBinsV2 to PhaseHistogramV2
let mut phase_hist = PhaseHistogramV2::new();
for (i, &count) in histogram.bins.iter().enumerate() {
if count > 0 {
let phase = (i as f64 + 0.5) / 200.0;
let log_sats = 6.0 + phase;
let sats = 10.0_f64.powf(log_sats);
for _ in 0..count {
phase_hist.add(Sats::from(sats as u64));
}
}
}
if let Some((low, high)) = weekly_bounds {
// Have weekly anchor - constrained search
let (phase_min, phase_max) = phase_range_from_anchor(low, high, 0.05);
let (best_phase, _corr) =
find_best_phase(&phase_hist, 2, Some(phase_min), Some(phase_max));
let price = phase_to_price(best_phase, low, high);
Cents::from((price * 100.0) as i64)
} else {
// No anchor - use previous price as reference
let anchor_low = (i64::from(prev_price_cents) as f64 / 100.0) * 0.5;
let anchor_high = (i64::from(prev_price_cents) as f64 / 100.0) * 2.0;
let (best_phase, _corr) = find_best_phase(&phase_hist, 2, None, None);
let price = phase_to_price(best_phase, anchor_low, anchor_high);
Cents::from((price * 100.0) as i64)
}
} else {
// Too few outputs - use previous price
prev_price_cents
};
prev_price_cents = price_cents;
self.phase_v2_price_cents.push(price_cents);
// Progress logging
let progress = (height * 100 / total_heights.max(1)) as u8;
if progress > last_progress {
last_progress = progress;
info!("Phase V2 price computation: {}%", progress);
let _lock = exit.lock();
self.phase_v2_price_cents.write()?;
}
}
// Final write
{
let _lock = exit.lock();
self.phase_v2_price_cents.write()?;
}
info!(
"Phase V2 prices complete: {} blocks",
self.phase_v2_price_cents.len()
);
Ok(())
}
/// Compute Phase Oracle V2 - Peak prices using direct peak finding (like V1)
fn compute_phase_v2_peak_prices(
&mut self,
indexes: &indexes::Vecs,
price_cents: &cents::Vecs,
starting_indexes: &ComputeIndexes,
exit: &Exit,
) -> Result<()> {
let source_version = self.phase_v2_histogram.version();
self.phase_v2_peak_price_cents
.validate_computed_version_or_reset(source_version)?;
let total_heights = self.phase_v2_histogram.len();
let start_height = self
.phase_v2_peak_price_cents
.len()
.min(starting_indexes.height.to_usize());
self.phase_v2_peak_price_cents
.truncate_if_needed_at(start_height)?;
if start_height >= total_heights {
return Ok(());
}
info!(
"Computing phase V2 peak prices from height {} to {}",
start_height, total_heights
);
let mut histogram_iter = self.phase_v2_histogram.iter()?;
let mut height_to_dateindex_iter = indexes.height.dateindex.iter();
// For weekly OHLC anchors
let mut price_ohlc_iter = price_cents.ohlc.dateindex.iter()?;
let mut dateindex_to_weekindex_iter = indexes.dateindex.weekindex.iter();
let mut weekindex_to_first_dateindex_iter = indexes.weekindex.first_dateindex.iter();
let mut weekindex_dateindex_count_iter = indexes.weekindex.dateindex_count.iter();
let mut last_progress = (start_height * 100 / total_heights.max(1)) as u8;
// Track previous price for fallback
let mut prev_price_cents = if start_height > 0 {
self.phase_v2_peak_price_cents
.iter()?
.get(Height::from(start_height - 1))
.unwrap_or(Cents::from(10_000_000i64))
} else {
Cents::from(10_000_000i64)
};
for height in start_height..total_heights {
let height_idx = Height::from(height);
let histogram: OracleBinsV2 = histogram_iter.get_unwrap(height_idx);
// Get weekly anchor for decade selection
let dateindex = height_to_dateindex_iter.get(height_idx);
let anchor_price: Option<f64> = dateindex.and_then(|di| {
let wi = dateindex_to_weekindex_iter.get(di)?;
let first_di = weekindex_to_first_dateindex_iter.get(wi)?;
let count = weekindex_dateindex_count_iter
.get(wi)
.map(|c| *c as usize)?;
let mut sum = 0i64;
let mut cnt = 0;
for i in 0..count {
let di = DateIndex::from(first_di.to_usize() + i);
if let Some(ohlc) = price_ohlc_iter.get(di) {
sum += i64::from(*ohlc.close);
cnt += 1;
}
}
if cnt > 0 {
Some(sum as f64 / cnt as f64 / 100.0)
} else {
None
}
});
// Use anchor or previous price for decade selection
let anchor = anchor_price.unwrap_or(i64::from(prev_price_cents) as f64 / 100.0);
// Find peak bin directly (like V1) using 100 bins (downsample from 200)
let price_cents = if histogram.total_count() >= 10 {
// Downsample 200 bins to 100 bins
let mut bins100 = [0u32; 100];
for i in 0..100 {
bins100[i] = histogram.bins[i * 2] as u32 + histogram.bins[i * 2 + 1] as u32;
}
// Find peak bin, skipping bin 0 (round BTC amounts cluster there)
let peak_bin = bins100
.iter()
.enumerate()
.filter(|(bin, _)| *bin != 0)
.max_by_key(|(_, count)| *count)
.map(|(bin, _)| bin)
.unwrap_or(0);
// Convert bin to price using anchor for decade (100 bins)
let phase = (peak_bin as f64 + 0.5) / 100.0;
let base_price = 10.0_f64.powf(phase);
// Find best decade
let mut best_price = base_price;
let mut best_dist = f64::MAX;
for decade in -2..=6 {
let candidate = base_price * 10.0_f64.powi(decade);
let dist = (candidate - anchor).abs();
if dist < best_dist {
best_dist = dist;
best_price = candidate;
}
}
Cents::from((best_price.clamp(0.01, 10_000_000.0) * 100.0) as i64)
} else {
prev_price_cents
};
prev_price_cents = price_cents;
self.phase_v2_peak_price_cents.push(price_cents);
// Progress logging
let progress = (height * 100 / total_heights.max(1)) as u8;
if progress > last_progress {
last_progress = progress;
info!("Phase V2 peak price computation: {}%", progress);
let _lock = exit.lock();
self.phase_v2_peak_price_cents.write()?;
}
}
// Final write
{
let _lock = exit.lock();
self.phase_v2_peak_price_cents.write()?;
}
info!(
"Phase V2 peak prices complete: {} blocks",
self.phase_v2_peak_price_cents.len()
);
Ok(())
}
/// Compute Phase Oracle V2 - Daily distributions from per-block prices
fn compute_phase_v2_daily(
&mut self,
indexes: &indexes::Vecs,
starting_indexes: &ComputeIndexes,
exit: &Exit,
) -> Result<()> {
info!("Computing phase V2 daily distributions");
// Cross-correlation based
self.phase_v2_daily_cents.compute(
starting_indexes.dateindex,
&self.phase_v2_price_cents,
&indexes.dateindex.first_height,
&indexes.dateindex.height_count,
exit,
)?;
// Peak-based
self.phase_v2_peak_daily_cents.compute(
starting_indexes.dateindex,
&self.phase_v2_peak_price_cents,
&indexes.dateindex.first_height,
&indexes.dateindex.height_count,
exit,
)?;
info!(
"Phase V2 daily distributions complete: {} days",
self.phase_v2_daily_cents.len()
);
Ok(())
}
/// Compute Phase Oracle V3 - Step 1: Per-block histograms with uniqueVal filtering
///
/// Filters: >= 1000 sats, only outputs with unique values within their transaction.
/// This reduces spurious peaks from exchange batched payouts and inscription spam.
fn compute_phase_v3_histograms(
&mut self,
indexer: &Indexer,
indexes: &indexes::Vecs,
starting_indexes: &ComputeIndexes,
exit: &Exit,
) -> Result<()> {
let source_version = indexer.vecs.outputs.value.version();
self.phase_v3_histogram
.validate_computed_version_or_reset(source_version)?;
let total_heights = indexer.vecs.blocks.timestamp.len();
let start_height = self
.phase_v3_histogram
.len()
.min(starting_indexes.height.to_usize());
self.phase_v3_histogram
.truncate_if_needed_at(start_height)?;
if start_height >= total_heights {
return Ok(());
}
info!(
"Computing phase V3 histograms from height {} to {}",
start_height, total_heights
);
let mut height_to_first_txindex_iter = indexer.vecs.transactions.first_txindex.into_iter();
let mut txindex_to_first_txoutindex_iter =
indexer.vecs.transactions.first_txoutindex.into_iter();
let mut txindex_to_output_count_iter = indexes.txindex.output_count.iter();
let mut txoutindex_to_value_iter = indexer.vecs.outputs.value.into_iter();
let total_txs = indexer.vecs.transactions.height.len();
let mut last_progress = (start_height * 100 / total_heights.max(1)) as u8;
// Reusable buffer for collecting output values per transaction
let mut tx_values: Vec<Sats> = Vec::with_capacity(16);
for height in start_height..total_heights {
// Get transaction range for this block
let first_txindex = height_to_first_txindex_iter.get_at_unwrap(height);
let next_first_txindex = height_to_first_txindex_iter
.get_at(height + 1)
.unwrap_or(TxIndex::from(total_txs));
// Build phase histogram with uniqueVal filtering
let mut histogram = OracleBinsV2::ZERO;
// Skip coinbase (first tx in block)
for txindex in (first_txindex.to_usize() + 1)..next_first_txindex.to_usize() {
// Get output count and first output for this transaction
let first_txoutindex = txindex_to_first_txoutindex_iter.get_at_unwrap(txindex);
let output_count: StoredU64 =
txindex_to_output_count_iter.get_unwrap(TxIndex::from(txindex));
// Collect all output values for this transaction
tx_values.clear();
for i in 0..*output_count as usize {
let txoutindex = first_txoutindex.to_usize() + i;
let sats: Sats = txoutindex_to_value_iter.get_at_unwrap(txoutindex);
tx_values.push(sats);
}
// Count occurrences of each value to determine uniqueness
// For small output counts, simple nested loop is faster than HashMap
for (i, &sats) in tx_values.iter().enumerate() {
// Skip if below minimum (BASE filter: >= 1000 sats)
if sats < Sats::_1K {
continue;
}
// Check if this value is unique within the transaction
let mut is_unique = true;
for (j, &other_sats) in tx_values.iter().enumerate() {
if i != j && sats == other_sats {
is_unique = false;
break;
}
}
// Only add unique values to histogram
if is_unique {
histogram.add(sats);
}
}
}
self.phase_v3_histogram.push(histogram);
// Progress logging
let progress = (height * 100 / total_heights.max(1)) as u8;
if progress > last_progress {
last_progress = progress;
info!("Phase V3 histogram computation: {}%", progress);
let _lock = exit.lock();
self.phase_v3_histogram.write()?;
}
}
// Final write
{
let _lock = exit.lock();
self.phase_v3_histogram.write()?;
}
info!(
"Phase V3 histograms complete: {} blocks",
self.phase_v3_histogram.len()
);
Ok(())
}
/// Compute Phase Oracle V3 - Step 2: Per-block prices using cross-correlation
fn compute_phase_v3_prices(
&mut self,
indexes: &indexes::Vecs,
price_cents: &cents::Vecs,
starting_indexes: &ComputeIndexes,
exit: &Exit,
) -> Result<()> {
let source_version = self.phase_v3_histogram.version();
self.phase_v3_price_cents
.validate_computed_version_or_reset(source_version)?;
let total_heights = self.phase_v3_histogram.len();
let start_height = self
.phase_v3_price_cents
.len()
.min(starting_indexes.height.to_usize());
self.phase_v3_price_cents
.truncate_if_needed_at(start_height)?;
if start_height >= total_heights {
return Ok(());
}
info!(
"Computing phase V3 prices from height {} to {}",
start_height, total_heights
);
let mut histogram_iter = self.phase_v3_histogram.iter()?;
let mut height_to_dateindex_iter = indexes.height.dateindex.iter();
// For weekly OHLC anchors
let mut price_ohlc_iter = price_cents.ohlc.dateindex.iter()?;
let mut dateindex_to_weekindex_iter = indexes.dateindex.weekindex.iter();
let mut weekindex_to_first_dateindex_iter = indexes.weekindex.first_dateindex.iter();
let mut weekindex_dateindex_count_iter = indexes.weekindex.dateindex_count.iter();
let mut last_progress = (start_height * 100 / total_heights.max(1)) as u8;
// Track previous price for fallback
let mut prev_price_cents = if start_height > 0 {
self.phase_v3_price_cents
.iter()?
.get(Height::from(start_height - 1))
.unwrap_or(Cents::from(10_000_000i64))
} else {
Cents::from(10_000_000i64) // Default ~$100k
};
for height in start_height..total_heights {
let height_idx = Height::from(height);
let histogram: OracleBinsV2 = histogram_iter.get_unwrap(height_idx);
// Get weekly anchor for this block's date
let dateindex = height_to_dateindex_iter.get(height_idx);
let weekly_bounds: Option<(f64, f64)> = dateindex.and_then(|di| {
let wi = dateindex_to_weekindex_iter.get(di)?;
let first_di = weekindex_to_first_dateindex_iter.get(wi)?;
let count = weekindex_dateindex_count_iter
.get(wi)
.map(|c| *c as usize)?;
let mut low = Cents::from(i64::MAX);
let mut high = Cents::from(0i64);
for i in 0..count {
let di = DateIndex::from(first_di.to_usize() + i);
if let Some(ohlc) = price_ohlc_iter.get(di) {
if *ohlc.low < low {
low = *ohlc.low;
}
if *ohlc.high > high {
high = *ohlc.high;
}
}
}
if i64::from(low) > 0 && i64::from(high) > 0 {
Some((
i64::from(low) as f64 / 100.0,
i64::from(high) as f64 / 100.0,
))
} else {
None
}
});
// Compute price using cross-correlation
let price_cents = if histogram.total_count() >= 10 {
// Convert OracleBinsV2 to PhaseHistogramV2
let mut phase_hist = PhaseHistogramV2::new();
for (i, &count) in histogram.bins.iter().enumerate() {
if count > 0 {
let phase = (i as f64 + 0.5) / 200.0;
let log_sats = 6.0 + phase;
let sats = 10.0_f64.powf(log_sats);
for _ in 0..count {
phase_hist.add(Sats::from(sats as u64));
}
}
}
if let Some((low, high)) = weekly_bounds {
// Have weekly anchor - constrained search
let (phase_min, phase_max) = phase_range_from_anchor(low, high, 0.05);
let (best_phase, _corr) =
find_best_phase(&phase_hist, 2, Some(phase_min), Some(phase_max));
let price = phase_to_price(best_phase, low, high);
Cents::from((price * 100.0) as i64)
} else {
// No anchor - use previous price as reference
let anchor_low = (i64::from(prev_price_cents) as f64 / 100.0) * 0.5;
let anchor_high = (i64::from(prev_price_cents) as f64 / 100.0) * 2.0;
let (best_phase, _corr) = find_best_phase(&phase_hist, 2, None, None);
let price = phase_to_price(best_phase, anchor_low, anchor_high);
Cents::from((price * 100.0) as i64)
}
} else {
// Too few outputs - use previous price
prev_price_cents
};
prev_price_cents = price_cents;
self.phase_v3_price_cents.push(price_cents);
// Progress logging
let progress = (height * 100 / total_heights.max(1)) as u8;
if progress > last_progress {
last_progress = progress;
info!("Phase V3 price computation: {}%", progress);
let _lock = exit.lock();
self.phase_v3_price_cents.write()?;
}
}
// Final write
{
let _lock = exit.lock();
self.phase_v3_price_cents.write()?;
}
info!(
"Phase V3 prices complete: {} blocks",
self.phase_v3_price_cents.len()
);
Ok(())
}
/// Compute Phase Oracle V3 - Peak prices using direct peak finding (like V1)
fn compute_phase_v3_peak_prices(
&mut self,
indexes: &indexes::Vecs,
price_cents: &cents::Vecs,
starting_indexes: &ComputeIndexes,
exit: &Exit,
) -> Result<()> {
let source_version = self.phase_v3_histogram.version();
self.phase_v3_peak_price_cents
.validate_computed_version_or_reset(source_version)?;
let total_heights = self.phase_v3_histogram.len();
let start_height = self
.phase_v3_peak_price_cents
.len()
.min(starting_indexes.height.to_usize());
self.phase_v3_peak_price_cents
.truncate_if_needed_at(start_height)?;
if start_height >= total_heights {
return Ok(());
}
info!(
"Computing phase V3 peak prices from height {} to {}",
start_height, total_heights
);
let mut histogram_iter = self.phase_v3_histogram.iter()?;
let mut height_to_dateindex_iter = indexes.height.dateindex.iter();
// For weekly OHLC anchors
let mut price_ohlc_iter = price_cents.ohlc.dateindex.iter()?;
let mut dateindex_to_weekindex_iter = indexes.dateindex.weekindex.iter();
let mut weekindex_to_first_dateindex_iter = indexes.weekindex.first_dateindex.iter();
let mut weekindex_dateindex_count_iter = indexes.weekindex.dateindex_count.iter();
let mut last_progress = (start_height * 100 / total_heights.max(1)) as u8;
// Track previous price for fallback
let mut prev_price_cents = if start_height > 0 {
self.phase_v3_peak_price_cents
.iter()?
.get(Height::from(start_height - 1))
.unwrap_or(Cents::from(10_000_000i64))
} else {
Cents::from(10_000_000i64)
};
for height in start_height..total_heights {
let height_idx = Height::from(height);
let histogram: OracleBinsV2 = histogram_iter.get_unwrap(height_idx);
// Get weekly anchor for decade selection
let dateindex = height_to_dateindex_iter.get(height_idx);
let anchor_price: Option<f64> = dateindex.and_then(|di| {
let wi = dateindex_to_weekindex_iter.get(di)?;
let first_di = weekindex_to_first_dateindex_iter.get(wi)?;
let count = weekindex_dateindex_count_iter
.get(wi)
.map(|c| *c as usize)?;
let mut sum = 0i64;
let mut cnt = 0;
for i in 0..count {
let di = DateIndex::from(first_di.to_usize() + i);
if let Some(ohlc) = price_ohlc_iter.get(di) {
sum += i64::from(*ohlc.close);
cnt += 1;
}
}
if cnt > 0 {
Some(sum as f64 / cnt as f64 / 100.0)
} else {
None
}
});
// Use anchor or previous price for decade selection
let anchor = anchor_price.unwrap_or(i64::from(prev_price_cents) as f64 / 100.0);
// Find peak bin directly (like V1) using 100 bins (downsample from 200)
let price_cents = if histogram.total_count() >= 10 {
// Downsample 200 bins to 100 bins
let mut bins100 = [0u32; 100];
(0..100).for_each(|i| {
bins100[i] = histogram.bins[i * 2] as u32 + histogram.bins[i * 2 + 1] as u32;
});
// Find peak bin, skipping bin 0 (round BTC amounts cluster there)
let peak_bin = bins100
.iter()
.enumerate()
.filter(|(bin, _)| *bin != 0)
.max_by_key(|(_, count)| *count)
.map(|(bin, _)| bin)
.unwrap_or(0);
// Convert bin to price using anchor for decade (100 bins)
let phase = (peak_bin as f64 + 0.5) / 100.0;
let base_price = 10.0_f64.powf(phase);
// Find best decade
let mut best_price = base_price;
let mut best_dist = f64::MAX;
for decade in -2..=6 {
let candidate = base_price * 10.0_f64.powi(decade);
let dist = (candidate - anchor).abs();
if dist < best_dist {
best_dist = dist;
best_price = candidate;
}
}
Cents::from((best_price.clamp(0.01, 10_000_000.0) * 100.0) as i64)
} else {
prev_price_cents
};
prev_price_cents = price_cents;
self.phase_v3_peak_price_cents.push(price_cents);
// Progress logging
let progress = (height * 100 / total_heights.max(1)) as u8;
if progress > last_progress {
last_progress = progress;
info!("Phase V3 peak price computation: {}%", progress);
let _lock = exit.lock();
self.phase_v3_peak_price_cents.write()?;
}
}
// Final write
{
let _lock = exit.lock();
self.phase_v3_peak_price_cents.write()?;
}
info!(
"Phase V3 peak prices complete: {} blocks",
self.phase_v3_peak_price_cents.len()
);
Ok(())
}
/// Compute Phase Oracle V3 - Daily distributions from per-block prices
fn compute_phase_v3_daily(
&mut self,
indexes: &indexes::Vecs,
starting_indexes: &ComputeIndexes,
exit: &Exit,
) -> Result<()> {
info!("Computing phase V3 daily distributions");
// Cross-correlation based
self.phase_v3_daily_cents.compute(
starting_indexes.dateindex,
&self.phase_v3_price_cents,
&indexes.dateindex.first_height,
&indexes.dateindex.height_count,
exit,
)?;
// Peak-based
self.phase_v3_peak_daily_cents.compute(
starting_indexes.dateindex,
&self.phase_v3_peak_price_cents,
&indexes.dateindex.first_height,
&indexes.dateindex.height_count,
exit,
)?;
info!(
"Phase V3 daily distributions complete: {} days",
self.phase_v3_daily_cents.len()
);
Ok(())
}
}

66
crates/brk_computer/src/price/oracle/import.rs
View File

@@ -46,6 +46,58 @@ impl Vecs {
|di: DateIndex, iter| iter.get(di).map(|o: OHLCCents| OHLCDollars::from(o)),
);
// Phase Oracle V2 (round USD template matching)
// v3: Peak prices use 100 bins (downsampled from 200)
let phase_v2_version = version + Version::new(3);
let phase_v2_histogram =
BytesVec::forced_import(db, "phase_v2_histogram", phase_v2_version)?;
let phase_v2_price_cents =
PcoVec::forced_import(db, "phase_v2_price_cents", phase_v2_version)?;
let phase_v2_peak_price_cents =
PcoVec::forced_import(db, "phase_v2_peak_price_cents", phase_v2_version)?;
let phase_v2_daily_cents =
Distribution::forced_import(db, "phase_v2_daily", phase_v2_version)?;
let phase_v2_daily_dollars =
LazyTransformDistribution::from_distribution::<CentsToDollars>(
"phase_v2_daily_dollars",
phase_v2_version,
&phase_v2_daily_cents,
);
let phase_v2_peak_daily_cents =
Distribution::forced_import(db, "phase_v2_peak_daily", phase_v2_version)?;
let phase_v2_peak_daily_dollars =
LazyTransformDistribution::from_distribution::<CentsToDollars>(
"phase_v2_peak_daily_dollars",
phase_v2_version,
&phase_v2_peak_daily_cents,
);
// Phase Oracle V3 (BASE + uniqueVal filter)
// v4: Peak prices use 100 bins (downsampled from 200)
let phase_v3_version = version + Version::new(4);
let phase_v3_histogram =
BytesVec::forced_import(db, "phase_v3_histogram", phase_v3_version)?;
let phase_v3_price_cents =
PcoVec::forced_import(db, "phase_v3_price_cents", phase_v3_version)?;
let phase_v3_peak_price_cents =
PcoVec::forced_import(db, "phase_v3_peak_price_cents", phase_v3_version)?;
let phase_v3_daily_cents =
Distribution::forced_import(db, "phase_v3_daily", phase_v3_version)?;
let phase_v3_daily_dollars =
LazyTransformDistribution::from_distribution::<CentsToDollars>(
"phase_v3_daily_dollars",
phase_v3_version,
&phase_v3_daily_cents,
);
let phase_v3_peak_daily_cents =
Distribution::forced_import(db, "phase_v3_peak_daily", phase_v3_version)?;
let phase_v3_peak_daily_dollars =
LazyTransformDistribution::from_distribution::<CentsToDollars>(
"phase_v3_peak_daily_dollars",
phase_v3_version,
&phase_v3_peak_daily_cents,
);
Ok(Self {
pairoutputindex_to_txindex,
height_to_first_pairoutputindex,
@@ -59,6 +111,20 @@ impl Vecs {
ohlc_cents,
ohlc_dollars,
tx_count,
phase_v2_histogram,
phase_v2_price_cents,
phase_v2_peak_price_cents,
phase_v2_daily_cents,
phase_v2_daily_dollars,
phase_v2_peak_daily_cents,
phase_v2_peak_daily_dollars,
phase_v3_histogram,
phase_v3_price_cents,
phase_v3_peak_price_cents,
phase_v3_daily_cents,
phase_v3_daily_dollars,
phase_v3_peak_daily_cents,
phase_v3_peak_daily_dollars,
})
}
}

1
crates/brk_computer/src/price/oracle/mod.rs
View File

@@ -158,6 +158,7 @@ mod compute;
mod config;
mod histogram;
mod import;
mod phase_v2;
mod stencil;
mod vecs;

296
crates/brk_computer/src/price/oracle/phase_v2.rs Normal file
View File

@@ -0,0 +1,296 @@
//! Phase Oracle V2 - Round USD Template Cross-Correlation
//!
//! Detects Bitcoin prices by finding where round USD amounts ($1, $5, $10, etc.)
//! cluster in the phase histogram. Uses weekly OHLC anchors to constrain search.
//!
//! ## Algorithm
//!
//! 1. Build 200-bin phase histogram: bin = frac(log10(sats)) * 200
//! 2. Cross-correlate with weighted round USD template
//! 3. Use weekly OHLC anchor to constrain phase search range
//! 4. Return best-matching phase, convert to price
//!
//! ## Key Insight
//!
//! Round USD amounts create a fixed "fingerprint" pattern in phase space:
//! - $1, $10, $100, $1000 → phase 0.00 (weight 10)
//! - $5, $50, $500 → phase 0.70 (weight 9)
//! - $2, $20, $200 → phase 0.30 (weight 7)
//! - etc.
//!
//! The pattern shifts based on price: sats_phase = usd_phase - price_phase (mod 1)
//! Finding the shift that best matches the template reveals the price phase.
use brk_types::Sats;
/// Number of phase bins (0.5% resolution)
pub const PHASE_BINS_V2: usize = 200;
/// Round USD template: (phase, weight) pairs
/// Phase = frac(log10(usd_cents)) for round USD values
/// Weight reflects expected popularity (higher = more common)
pub const ROUND_USD_TEMPLATE: [(f64, u32); 11] = [
(0.00, 10), // $1, $10, $100, $1000 - VERY common
(0.18, 3), // $1.50, $15, $150 - uncommon
(0.30, 7), // $2, $20, $200 - common
(0.40, 4), // $2.50, $25, $250 - moderate
(0.48, 5), // $3, $30, $300 - moderate
(0.60, 4), // $4, $40, $400 - moderate
(0.70, 9), // $5, $50, $500 - VERY common
(0.78, 2), // $6, $60, $600 - rare
(0.85, 2), // $7, $70, $700 - rare
(0.90, 2), // $8, $80, $800 - rare
(0.95, 2), // $9, $90, $900 - rare
];
/// Pre-computed template bins: (bin_index, weight)
pub fn template_bins() -> Vec<(usize, u32)> {
ROUND_USD_TEMPLATE
.iter()
.map(|&(phase, weight)| {
let bin = ((phase * PHASE_BINS_V2 as f64) as usize) % PHASE_BINS_V2;
(bin, weight)
})
.collect()
}
/// Phase histogram for V2 oracle (200 bins)
#[derive(Clone)]
pub struct PhaseHistogramV2 {
bins: [u32; PHASE_BINS_V2],
total: u32,
}
impl Default for PhaseHistogramV2 {
fn default() -> Self {
Self::new()
}
}
impl PhaseHistogramV2 {
pub fn new() -> Self {
Self {
bins: [0; PHASE_BINS_V2],
total: 0,
}
}
/// Convert sats value to phase bin index
/// Filters: min 1k sats, max 100k BTC
#[inline]
pub fn sats_to_bin(sats: Sats) -> Option<usize> {
if sats < Sats::_1K || sats > Sats::_100K_BTC {
return None;
}
let log_sats = f64::from(sats).log10();
let phase = log_sats.fract();
let phase = if phase < 0.0 { phase + 1.0 } else { phase };
Some(((phase * PHASE_BINS_V2 as f64) as usize).min(PHASE_BINS_V2 - 1))
}
/// Add a sats value to the histogram
#[inline]
pub fn add(&mut self, sats: Sats) {
if let Some(bin) = Self::sats_to_bin(sats) {
self.bins[bin] = self.bins[bin].saturating_add(1);
self.total += 1;
}
}
/// Add another histogram to this one
pub fn add_histogram(&mut self, other: &PhaseHistogramV2) {
for (i, &count) in other.bins.iter().enumerate() {
self.bins[i] = self.bins[i].saturating_add(count);
}
self.total = self.total.saturating_add(other.total);
}
/// Get total count
pub fn total(&self) -> u32 {
self.total
}
/// Get bins array
pub fn bins(&self) -> &[u32; PHASE_BINS_V2] {
&self.bins
}
/// Clear the histogram
pub fn clear(&mut self) {
self.bins.fill(0);
self.total = 0;
}
}
/// Find the best price phase using cross-correlation with weighted template
///
/// # Arguments
/// * `histogram` - Phase histogram to analyze
/// * `tolerance_bins` - Number of bins tolerance for template matching (e.g., 4 = ±2%)
/// * `phase_min` - Optional minimum phase from anchor (0.0-1.0)
/// * `phase_max` - Optional maximum phase from anchor (0.0-1.0)
///
/// # Returns
/// * `(best_phase, best_correlation)` - Best matching phase (0.0-1.0) and correlation score
pub fn find_best_phase(
histogram: &PhaseHistogramV2,
tolerance_bins: usize,
phase_min: Option<f64>,
phase_max: Option<f64>,
) -> (f64, u64) {
let template = template_bins();
let bins = histogram.bins();
let mut best_phase = 0.0;
let mut best_corr: u64 = 0;
// Determine valid shifts based on anchor constraints
let valid_shifts: Vec<usize> = if let (Some(p_min), Some(p_max)) = (phase_min, phase_max) {
let min_bin = ((p_min * PHASE_BINS_V2 as f64) as usize) % PHASE_BINS_V2;
let max_bin = ((p_max * PHASE_BINS_V2 as f64) as usize) % PHASE_BINS_V2;
if min_bin <= max_bin {
(min_bin..=max_bin).collect()
} else {
// Wraps around
(min_bin..PHASE_BINS_V2)
.chain(0..=max_bin)
.collect()
}
} else {
(0..PHASE_BINS_V2).collect()
};
// Cross-correlation: slide template across histogram
for shift in valid_shifts {
let mut corr: u64 = 0;
for &(template_bin, weight) in &template {
// Where would this template bin appear at this price phase shift?
let expected_bin = (template_bin + PHASE_BINS_V2 - shift) % PHASE_BINS_V2;
// Sum bins within tolerance, weighted
for t in 0..=(2 * tolerance_bins) {
let check_bin = (expected_bin + PHASE_BINS_V2 - tolerance_bins + t) % PHASE_BINS_V2;
corr += bins[check_bin] as u64 * weight as u64;
}
}
if corr > best_corr {
best_corr = corr;
best_phase = shift as f64 / PHASE_BINS_V2 as f64;
}
}
(best_phase, best_corr)
}
/// Get phase range from price anchor (low, high)
///
/// Returns (phase_min, phase_max) with tolerance added
pub fn phase_range_from_anchor(price_low: f64, price_high: f64, tolerance_pct: f64) -> (f64, f64) {
let low_adj = price_low * (1.0 - tolerance_pct);
let high_adj = price_high * (1.0 + tolerance_pct);
let phase_low = low_adj.log10().fract();
let phase_high = high_adj.log10().fract();
let phase_low = if phase_low < 0.0 {
phase_low + 1.0
} else {
phase_low
};
let phase_high = if phase_high < 0.0 {
phase_high + 1.0
} else {
phase_high
};
(phase_low, phase_high)
}
/// Convert detected phase to price using anchor for decade selection
///
/// The phase alone is ambiguous ($6.3, $63, $630, $6300 all have same phase).
/// Use the anchor price range to select the correct decade.
pub fn phase_to_price(phase: f64, anchor_low: f64, anchor_high: f64) -> f64 {
// Base price from phase (arbitrary decade, we'll adjust)
// phase = frac(log10(price)), so price = 10^(decade + phase)
// Start with decade 0 (prices 1-10)
let base_price = 10.0_f64.powf(phase);
// Find which decade puts us in the anchor range
let anchor_mid = (anchor_low + anchor_high) / 2.0;
// Try decades -2 to 6 ($0.01 to $1,000,000)
let mut best_price = base_price;
let mut best_dist = f64::MAX;
for decade in -2..=6 {
let candidate = base_price * 10.0_f64.powi(decade);
let dist = (candidate - anchor_mid).abs();
if dist < best_dist {
best_dist = dist;
best_price = candidate;
}
}
// Clamp to reasonable range
best_price.clamp(0.01, 10_000_000.0)
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_template_bins() {
let template = template_bins();
assert_eq!(template.len(), 11);
// Check $1/$10/$100 maps to bin 0
assert_eq!(template[0].0, 0);
assert_eq!(template[0].1, 10);
// Check $5/$50 maps to bin 140 (0.70 * 200)
assert_eq!(template[6].0, 140);
assert_eq!(template[6].1, 9);
}
#[test]
fn test_sats_to_bin() {
// 1 BTC = 100M sats, log10(100M) = 8.0, frac = 0.0 → bin 0
let bin = PhaseHistogramV2::sats_to_bin(Sats::_1BTC).unwrap();
assert_eq!(bin, 0);
// 10M sats, log10(10M) = 7.0, frac = 0.0 → bin 0
let bin = PhaseHistogramV2::sats_to_bin(Sats::_10M).unwrap();
assert_eq!(bin, 0);
// 5M sats, log10(5M) ≈ 6.699, frac ≈ 0.699 → bin ~140
let bin = PhaseHistogramV2::sats_to_bin(Sats::from(5_000_000u64)).unwrap();
assert!((138..=142).contains(&bin), "5M sats bin = {}", bin);
}
#[test]
fn test_phase_range_from_anchor() {
// $6000-$8000 range
let (p_min, p_max) = phase_range_from_anchor(6000.0, 8000.0, 0.05);
// $6000 → log10 = 3.778, phase = 0.778
// $8000 → log10 = 3.903, phase = 0.903
assert!(p_min > 0.7 && p_min < 0.8, "p_min = {}", p_min);
assert!(p_max > 0.85 && p_max < 0.95, "p_max = {}", p_max);
}
#[test]
fn test_phase_to_price() {
// Phase 0.0 with anchor $50-150 should give ~$100
let price = phase_to_price(0.0, 50.0, 150.0);
assert!(price > 80.0 && price < 120.0, "price = {}", price);
// Phase 0.70 with anchor $4000-6000 should give ~$5000
let price = phase_to_price(0.70, 4000.0, 6000.0);
assert!(price > 4000.0 && price < 6000.0, "price = {}", price);
}
}

49
crates/brk_computer/src/price/oracle/vecs.rs
View File

@@ -1,7 +1,7 @@
use brk_traversable::Traversable;
use brk_types::{
Cents, DateIndex, Dollars, Height, OHLCCents, OHLCDollars, OracleBins, PairOutputIndex, Sats,
StoredU32, TxIndex,
Cents, DateIndex, Dollars, Height, OHLCCents, OHLCDollars, OracleBins, OracleBinsV2,
PairOutputIndex, Sats, StoredU32, TxIndex,
};
use vecdb::{BytesVec, LazyVecFrom1, PcoVec};
@@ -55,4 +55,49 @@ pub struct Vecs {
/// Number of qualifying transactions per day (for confidence)
pub tx_count: PcoVec<DateIndex, StoredU32>,
// ========== Phase Oracle V2 (round USD template matching) ==========
/// Per-block 200-bin phase histogram
pub phase_v2_histogram: BytesVec<Height, OracleBinsV2>,
/// Per-block price in cents from phase oracle V2 (cross-correlation with round USD template)
pub phase_v2_price_cents: PcoVec<Height, Cents>,
/// Per-block price in cents using direct peak finding (like V1)
pub phase_v2_peak_price_cents: PcoVec<Height, Cents>,
/// Daily distribution (min, max, average, percentiles) from phase oracle V2
pub phase_v2_daily_cents: Distribution<DateIndex, Cents>,
/// Daily distribution in dollars (lazy conversion from cents)
pub phase_v2_daily_dollars: LazyTransformDistribution<DateIndex, Dollars, Cents>,
/// Daily distribution from peak-based prices
pub phase_v2_peak_daily_cents: Distribution<DateIndex, Cents>,
/// Daily distribution in dollars (lazy conversion from cents)
pub phase_v2_peak_daily_dollars: LazyTransformDistribution<DateIndex, Dollars, Cents>,
// ========== Phase Oracle V3 (BASE + uniqueVal filter) ==========
/// Per-block 200-bin phase histogram with uniqueVal filtering
/// Only includes outputs with unique values within their transaction
pub phase_v3_histogram: BytesVec<Height, OracleBinsV2>,
/// Per-block price in cents from phase oracle V3 (cross-correlation)
pub phase_v3_price_cents: PcoVec<Height, Cents>,
/// Per-block price in cents using direct peak finding (like V1)
pub phase_v3_peak_price_cents: PcoVec<Height, Cents>,
/// Daily distribution from phase oracle V3
pub phase_v3_daily_cents: Distribution<DateIndex, Cents>,
/// Daily distribution in dollars (lazy conversion from cents)
pub phase_v3_daily_dollars: LazyTransformDistribution<DateIndex, Dollars, Cents>,
/// Daily distribution from peak-based prices
pub phase_v3_peak_daily_cents: Distribution<DateIndex, Cents>,
/// Daily distribution in dollars (lazy conversion from cents)
pub phase_v3_peak_daily_dollars: LazyTransformDistribution<DateIndex, Dollars, Cents>,
}

8
crates/brk_server/README.md
View File

@@ -4,8 +4,8 @@ HTTP API server for Bitcoin on-chain analytics.
## Features
- **OpenAPI spec**: Auto-generated docs at `/api` with full spec at `/api.json`
- **LLM-optimized**: Compact spec at `/api.trimmed.json` for AI tools
- **OpenAPI spec**: Auto-generated docs at `/api` with full spec at `/openapi.json`
- **LLM-optimized**: Compact spec at `/api.json` for AI tools
- **Response caching**: ETag-based with LRU cache (5000 entries)
- **Compression**: Brotli, gzip, deflate, zstd
- **Static files**: Optional web interface hosting
@@ -23,8 +23,8 @@ server.serve().await?;
| Path | Description |
|------|-------------|
| `/api` | Interactive API documentation |
| `/api.json` | Full OpenAPI specification |
| `/api.trimmed.json` | Compact OpenAPI for LLMs |
| `/openapi.json` | Full OpenAPI specification |
| `/api.json` | Compact OpenAPI for LLMs |
| `/api/address/{address}` | Address stats, transactions, UTXOs |
| `/api/block/{hash}` | Block info, transactions, status |
| `/api/block-height/{height}` | Block by height |

26
crates/brk_server/build.rs
View File

@@ -5,19 +5,35 @@ fn main() {
// Generate importmap for website (updates index.html in place)
let manifest_dir = env::var("CARGO_MANIFEST_DIR").unwrap();
let website_path = Path::new(&manifest_dir).join("../../website");
// Use ./website (symlink in repo, real dir in published crate)
let website_path = Path::new(&manifest_dir).join("website");
println!("cargo:rerun-if-changed=../../website");
println!("cargo:rerun-if-changed=website");
println!("cargo::warning=build.rs: website_path={website_path:?}, exists={}", website_path.exists());
if website_path.exists() {
// Skip importmap hashing in dev mode (files change often)
let map = if is_dev {
println!("cargo::warning=build.rs: dev mode, skipping importmap");
importmap::ImportMap::empty()
} else {
importmap::ImportMap::scan(&website_path, "")
.unwrap_or_else(|_| importmap::ImportMap::empty())
match importmap::ImportMap::scan(&website_path, "") {
Ok(map) => {
println!("cargo::warning=build.rs: importmap scanned {} entries", map.imports.len());
map
}
Err(e) => {
println!("cargo::warning=build.rs: importmap scan failed: {e}");
importmap::ImportMap::empty()
}
}
};
let _ = map.update_html_file(&website_path.join("index.html"));
let index_path = website_path.join("index.html");
if let Err(e) = map.update_html_file(&index_path) {
println!("cargo::warning=build.rs: failed to update index.html: {e}");
}
} else {
println!("cargo::warning=build.rs: website path does not exist!");
}
}

16
crates/brk_server/src/api/metrics/bulk.rs
View File

@@ -6,11 +6,11 @@ use axum::{
http::{HeaderMap, StatusCode, Uri},
response::{IntoResponse, Response},
};
use brk_error::Result;
use brk_types::{Format, MetricSelection, Output};
use quick_cache::sync::GuardResult;
use crate::{
Result,
api::metrics::{CACHE_CONTROL, MAX_WEIGHT},
extended::HeaderMapExtended,
};
@@ -18,22 +18,10 @@ use crate::{
use super::AppState;
pub async fn handler(
uri: Uri,
headers: HeaderMap,
query: Query<MetricSelection>,
State(state): State<AppState>,
) -> Response {
match req_to_response_res(uri, headers, query, state).await {
Ok(response) => response,
Err(error) => (StatusCode::INTERNAL_SERVER_ERROR, error.to_string()).into_response(),
}
}
async fn req_to_response_res(
uri: Uri,
headers: HeaderMap,
Query(params): Query<MetricSelection>,
AppState { query, cache, .. }: AppState,
State(AppState { query, cache, .. }): State<AppState>,
) -> Result<Response> {
// Phase 1: Search and resolve metadata (cheap)
let resolved = query.run(move |q| q.resolve(params, MAX_WEIGHT)).await?;

16
crates/brk_server/src/api/metrics/data.rs
View File

@@ -6,11 +6,11 @@ use axum::{
http::{HeaderMap, StatusCode, Uri},
response::{IntoResponse, Response},
};
use brk_error::Result;
use brk_types::{Format, MetricSelection, Output};
use quick_cache::sync::GuardResult;
use crate::{
Result,
api::metrics::{CACHE_CONTROL, MAX_WEIGHT},
extended::HeaderMapExtended,
};
@@ -18,22 +18,10 @@ use crate::{
use super::AppState;
pub async fn handler(
uri: Uri,
headers: HeaderMap,
query: Query<MetricSelection>,
State(state): State<AppState>,
) -> Response {
match req_to_response_res(uri, headers, query, state).await {
Ok(response) => response,
Err(error) => (StatusCode::INTERNAL_SERVER_ERROR, error.to_string()).into_response(),
}
}
async fn req_to_response_res(
uri: Uri,
headers: HeaderMap,
Query(params): Query<MetricSelection>,
AppState { query, cache, .. }: AppState,
State(AppState { query, cache, .. }): State<AppState>,
) -> Result<Response> {
// Phase 1: Search and resolve metadata (cheap)
let resolved = query.run(move |q| q.resolve(params, MAX_WEIGHT)).await?;

16
crates/brk_server/src/api/metrics/legacy.rs
View File

@@ -6,11 +6,11 @@ use axum::{
http::{HeaderMap, StatusCode, Uri},
response::{IntoResponse, Response},
};
use brk_error::Result;
use brk_types::{Format, MetricSelection, OutputLegacy};
use quick_cache::sync::GuardResult;
use crate::{
Result,
api::metrics::{CACHE_CONTROL, MAX_WEIGHT},
extended::HeaderMapExtended,
};
@@ -18,22 +18,10 @@ use crate::{
use super::AppState;
pub async fn handler(
uri: Uri,
headers: HeaderMap,
query: Query<MetricSelection>,
State(state): State<AppState>,
) -> Response {
match req_to_response_res(uri, headers, query, state).await {
Ok(response) => response,
Err(error) => (StatusCode::INTERNAL_SERVER_ERROR, error.to_string()).into_response(),
}
}
async fn req_to_response_res(
uri: Uri,
headers: HeaderMap,
Query(params): Query<MetricSelection>,
AppState { query, cache, .. }: AppState,
State(AppState { query, cache, .. }): State<AppState>,
) -> Result<Response> {
// Phase 1: Search and resolve metadata (cheap)
let resolved = query.run(move |q| q.resolve(params, MAX_WEIGHT)).await?;

13
crates/brk_server/src/api/metrics/mod.rs
View File

@@ -170,6 +170,7 @@ impl ApiMetricsRoutes for ApiRouter<AppState> {
state,
)
.await
.into_response()
},
|op| op
.id("get_metric")
@@ -188,7 +189,9 @@ impl ApiMetricsRoutes for ApiRouter<AppState> {
.api_route(
"/api/metrics/bulk",
get_with(
bulk::handler,
|uri, headers, query, state| async move {
bulk::handler(uri, headers, query, state).await.into_response()
},
|op| op
.id("get_metrics")
.metrics_tag()
@@ -225,7 +228,9 @@ impl ApiMetricsRoutes for ApiRouter<AppState> {
Metrics::from(split.collect::<Vec<_>>().join(separator)),
range,
));
legacy::handler(uri, headers, Query(params), state).await
legacy::handler(uri, headers, Query(params), state)
.await
.into_response()
},
|op| op
.metrics_tag()
@@ -250,7 +255,9 @@ impl ApiMetricsRoutes for ApiRouter<AppState> {
state: State<AppState>|
-> Response {
let params: MetricSelection = params.into();
legacy::handler(uri, headers, Query(params), state).await
legacy::handler(uri, headers, Query(params), state)
.await
.into_response()
},
|op| op
.metrics_tag()

11
crates/brk_server/src/api/mod.rs
View File

@@ -48,7 +48,7 @@ impl ApiRoutes for ApiRouter<AppState> {
.add_server_routes()
.route("/api/server", get(Redirect::temporary("/api#tag/server")))
.api_route(
"/api.json",
"/openapi.json",
get_with(
async |headers: HeaderMap,
Extension(api): Extension<Arc<OpenApi>>|
@@ -62,7 +62,7 @@ impl ApiRoutes for ApiRouter<AppState> {
),
)
.api_route(
"/api.trimmed.json",
"/api.json",
get_with(
async |headers: HeaderMap,
Extension(api_trimmed): Extension<Arc<String>>|
@@ -72,12 +72,13 @@ impl ApiRoutes for ApiRouter<AppState> {
Response::static_json(&headers, &value)
},
|op| {
op.id("get_openapi_trimmed")
op.id("get_api")
.server_tag()
.summary("Trimmed OpenAPI specification")
.summary("Compact OpenAPI specification")
.description(
"Compact OpenAPI specification optimized for LLM consumption. \
Removes redundant fields while preserving essential API information.",
Removes redundant fields while preserving essential API information. \
Full spec available at `/openapi.json`.",
)
.ok_response::<serde_json::Value>()
},

2
crates/brk_server/src/api/openapi/mod.rs
View File

@@ -29,7 +29,7 @@ pub fn create_openapi() -> OpenApi {
- **Metrics**: Thousands of time-series metrics across multiple indexes (date, block height, etc.)
- **[Mempool.space](https://mempool.space/docs/api/rest) compatible** (WIP): Most non-metrics endpoints follow the mempool.space API format
- **Multiple formats**: JSON and CSV output
- **LLM-optimized**: Compact OpenAPI spec at [`/api.trimmed.json`](/api.trimmed.json) for AI tools
- **LLM-optimized**: Compact OpenAPI spec at [`/api.json`](/api.json) for AI tools (full spec at [`/openapi.json`](/openapi.json))
### Client Libraries

2
crates/brk_server/src/api/scalar.html
View File

@@ -18,7 +18,7 @@
<script>
Scalar.createApiReference("#app", {
url: "/api.json",
url: "/openapi.json",
hideClientButton: true,
telemetry: false,
// showToolbar: "never",

58
crates/brk_server/src/error.rs Normal file
View File

@@ -0,0 +1,58 @@
use axum::{
http::StatusCode,
response::{IntoResponse, Response},
};
use brk_error::Error as BrkError;
/// Server result type with Error that implements IntoResponse.
pub type Result<T> = std::result::Result<T, Error>;
/// Server error type that maps to HTTP status codes.
pub struct Error(StatusCode, String);
impl Error {
pub fn bad_request(msg: impl Into<String>) -> Self {
Self(StatusCode::BAD_REQUEST, msg.into())
}
pub fn forbidden(msg: impl Into<String>) -> Self {
Self(StatusCode::FORBIDDEN, msg.into())
}
pub fn not_found(msg: impl Into<String>) -> Self {
Self(StatusCode::NOT_FOUND, msg.into())
}
pub fn internal(msg: impl Into<String>) -> Self {
Self(StatusCode::INTERNAL_SERVER_ERROR, msg.into())
}
}
impl From<BrkError> for Error {
fn from(e: BrkError) -> Self {
let status = match &e {
BrkError::InvalidTxid
| BrkError::InvalidNetwork
| BrkError::InvalidAddress
| BrkError::UnsupportedType(_)
| BrkError::Parse(_)
| BrkError::NoMetrics
| BrkError::MetricUnsupportedIndex { .. }
| BrkError::WeightExceeded { .. } => StatusCode::BAD_REQUEST,
BrkError::UnknownAddress
| BrkError::UnknownTxid
| BrkError::NotFound(_)
| BrkError::MetricNotFound { .. } => StatusCode::NOT_FOUND,
_ => StatusCode::INTERNAL_SERVER_ERROR,
};
Self(status, e.to_string())
}
}
impl IntoResponse for Error {
fn into_response(self) -> Response {
(self.0, self.1).into_response()
}
}

46
crates/brk_server/src/files/file.rs
View File

@@ -7,30 +7,30 @@ use std::{
use axum::{
body::Body,
extract::{self, State},
http::{HeaderMap, StatusCode},
response::{IntoResponse, Response},
http::HeaderMap,
response::Response,
};
use brk_error::Result;
use quick_cache::sync::GuardResult;
use tracing::{error, info};
use crate::{
AppState, EMBEDDED_WEBSITE, HeaderMapExtended, ModifiedState, ResponseExtended, WebsiteSource,
AppState, EMBEDDED_WEBSITE, Error, HeaderMapExtended, ModifiedState, ResponseExtended, Result,
WebsiteSource,
};
pub async fn file_handler(
headers: HeaderMap,
State(state): State<AppState>,
path: extract::Path<String>,
) -> Response {
) -> Result<Response> {
any_handler(headers, state, Some(path.0))
}
pub async fn index_handler(headers: HeaderMap, State(state): State<AppState>) -> Response {
pub async fn index_handler(headers: HeaderMap, State(state): State<AppState>) -> Result<Response> {
any_handler(headers, state, None)
}
fn any_handler(headers: HeaderMap, state: AppState, path: Option<String>) -> Response {
fn any_handler(headers: HeaderMap, state: AppState, path: Option<String>) -> Result<Response> {
match &state.website {
WebsiteSource::Disabled => unreachable!("routes not added when disabled"),
WebsiteSource::Embedded => embedded_handler(&state, path),
@@ -92,7 +92,7 @@ fn build_response(state: &AppState, path: &Path, content: Vec<u8>, cache_key: &s
response
}
fn embedded_handler(state: &AppState, path: Option<String>) -> Response {
fn embedded_handler(state: &AppState, path: Option<String>) -> Result<Response> {
let path = path.unwrap_or_else(|| "index.html".to_string());
let sanitized = sanitize_path(&path);
@@ -113,17 +113,15 @@ fn embedded_handler(state: &AppState, path: Option<String>) -> Response {
});
let Some(file) = file else {
let response: Response<Body> =
(StatusCode::NOT_FOUND, "File not found".to_string()).into_response();
return response;
return Err(Error::not_found("File not found"));
};
build_response(
Ok(build_response(
state,
Path::new(file.path()),
file.contents().to_vec(),
&file.path().to_string_lossy(),
)
))
}
fn filesystem_handler(
@@ -131,7 +129,7 @@ fn filesystem_handler(
state: &AppState,
files_path: &Path,
path: Option<String>,
) -> Response {
) -> Result<Response> {
let path = if let Some(path) = path {
let sanitized = sanitize_path(&path);
let mut path = files_path.join(&sanitized);
@@ -145,9 +143,7 @@ fn filesystem_handler(
let allowed = canonical.starts_with(&canonical_base)
|| project_root.is_some_and(|root| canonical.starts_with(root));
if !allowed {
let response: Response<Body> =
(StatusCode::FORBIDDEN, "Access denied".to_string()).into_response();
return response;
return Err(Error::forbidden("Access denied"));
}
}
@@ -162,12 +158,7 @@ fn filesystem_handler(
// SPA fallback
if !path.exists() || path.is_dir() {
if path.extension().is_some() {
let response: Response<Body> = (
StatusCode::INTERNAL_SERVER_ERROR,
"File doesn't exist".to_string(),
)
.into_response();
return response;
return Err(Error::not_found("File doesn't exist"));
} else {
path = files_path.join("index.html");
}
@@ -181,14 +172,7 @@ fn filesystem_handler(
path_to_response(&headers, state, &path)
}
fn path_to_response(headers: &HeaderMap, state: &AppState, path: &Path) -> Response {
match path_to_response_(headers, state, path) {
Ok(response) => response,
Err(error) => (StatusCode::INTERNAL_SERVER_ERROR, error.to_string()).into_response(),
}
}
fn path_to_response_(headers: &HeaderMap, state: &AppState, path: &Path) -> Result<Response> {
fn path_to_response(headers: &HeaderMap, state: &AppState, path: &Path) -> Result<Response> {
let (modified, date) = headers.check_if_modified_since(path)?;
if !cfg!(debug_assertions) && modified == ModifiedState::NotModifiedSince {
return Ok(Response::new_not_modified());

5
crates/brk_server/src/lib.rs
View File

@@ -17,7 +17,6 @@ use axum::{
routing::get,
serve,
};
use brk_error::Result;
use brk_query::AsyncQuery;
use include_dir::{Dir, include_dir};
use quick_cache::sync::Cache;
@@ -48,12 +47,14 @@ impl WebsiteSource {
mod api;
pub mod cache;
mod error;
mod extended;
mod files;
mod state;
use api::*;
pub use cache::{CacheParams, CacheStrategy};
pub use error::{Error, Result};
use extended::*;
use files::FilesRoutes;
use state::*;
@@ -75,7 +76,7 @@ impl Server {
})
}
pub async fn serve(self) -> Result<()> {
pub async fn serve(self) -> brk_error::Result<()> {
let state = self.0;
let compression_layer = CompressionLayer::new()

154
crates/brk_types/src/oracle_bins.rs
View File

@@ -148,3 +148,157 @@ impl Formattable for OracleBins {
false
}
}
// ============================================================================
// OracleBinsV2: 200-bin phase histogram for V2 phase oracle
// ============================================================================
/// Number of bins for V2 phase histogram (0.5% resolution)
pub const PHASE_BINS_V2: usize = 200;
/// V2 Phase histogram: counts per bin for frac(log10(sats))
///
/// Used for phase oracle V2 with round USD template matching.
/// Each bin represents 0.5% of the log10 fractional range [0, 1).
/// Values are u16 (max 65535 per bin).
#[derive(Debug, Clone, Copy, PartialEq, Eq)]
pub struct OracleBinsV2 {
pub bins: [u16; PHASE_BINS_V2],
}
impl Default for OracleBinsV2 {
fn default() -> Self {
Self::ZERO
}
}
impl Display for OracleBinsV2 {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
write!(f, "OracleBinsV2(peak={})", self.peak_bin())
}
}
impl Serialize for OracleBinsV2 {
fn serialize<S: Serializer>(&self, serializer: S) -> Result<S::Ok, S::Error> {
self.bins.as_slice().serialize(serializer)
}
}
impl<'de> Deserialize<'de> for OracleBinsV2 {
fn deserialize<D: Deserializer<'de>>(deserializer: D) -> Result<Self, D::Error> {
struct BinsVisitor;
impl<'de> Visitor<'de> for BinsVisitor {
type Value = OracleBinsV2;
fn expecting(&self, formatter: &mut std::fmt::Formatter) -> std::fmt::Result {
write!(formatter, "an array of {} u16 values", PHASE_BINS_V2)
}
fn visit_seq<A: SeqAccess<'de>>(self, mut seq: A) -> Result<Self::Value, A::Error> {
let mut bins = [0u16; PHASE_BINS_V2];
for (i, bin) in bins.iter_mut().enumerate() {
*bin = seq
.next_element()?
.ok_or_else(|| serde::de::Error::invalid_length(i, &self))?;
}
Ok(OracleBinsV2 { bins })
}
}
deserializer.deserialize_seq(BinsVisitor)
}
}
impl JsonSchema for OracleBinsV2 {
fn schema_name() -> std::borrow::Cow<'static, str> {
"OracleBinsV2".into()
}
fn json_schema(_gen: &mut schemars::SchemaGenerator) -> schemars::Schema {
Vec::<u16>::json_schema(_gen)
}
}
impl OracleBinsV2 {
pub const ZERO: Self = Self {
bins: [0; PHASE_BINS_V2],
};
/// Get the bin index for a sats value
/// Filters: min 1k sats, max 100k BTC
#[inline]
pub fn sats_to_bin(sats: Sats) -> Option<usize> {
if sats < Sats::_1K || sats > Sats::_100K_BTC {
return None;
}
let log_sats = f64::from(sats).log10();
let phase = log_sats.fract();
let phase = if phase < 0.0 { phase + 1.0 } else { phase };
Some(((phase * PHASE_BINS_V2 as f64) as usize).min(PHASE_BINS_V2 - 1))
}
/// Add a count to the bin for this sats value
#[inline]
pub fn add(&mut self, sats: Sats) {
if let Some(bin) = Self::sats_to_bin(sats) {
self.bins[bin] = self.bins[bin].saturating_add(1);
}
}
/// Add another histogram to this one
pub fn add_histogram(&mut self, other: &OracleBinsV2) {
for (i, &count) in other.bins.iter().enumerate() {
self.bins[i] = self.bins[i].saturating_add(count);
}
}
/// Find the peak bin (index with highest count)
pub fn peak_bin(&self) -> usize {
self.bins
.iter()
.enumerate()
.max_by_key(|(_, count)| *count)
.map(|(idx, _)| idx)
.unwrap_or(0)
}
/// Get total count across all bins
pub fn total_count(&self) -> u32 {
self.bins.iter().map(|&c| c as u32).sum()
}
}
impl Bytes for OracleBinsV2 {
type Array = [u8; size_of::<Self>()];
fn to_bytes(&self) -> Self::Array {
let mut arr = [0u8; size_of::<Self>()];
for (i, &count) in self.bins.iter().enumerate() {
let bytes = count.to_le_bytes();
arr[i * 2] = bytes[0];
arr[i * 2 + 1] = bytes[1];
}
arr
}
fn from_bytes(bytes: &[u8]) -> vecdb::Result<Self> {
if bytes.len() < size_of::<Self>() {
return Err(vecdb::Error::WrongLength {
received: bytes.len(),
expected: size_of::<Self>(),
});
}
let mut bins = [0u16; PHASE_BINS_V2];
for (i, bin) in bins.iter_mut().enumerate() {
*bin = u16::from_le_bytes([bytes[i * 2], bytes[i * 2 + 1]]);
}
Ok(Self { bins })
}
}
impl Formattable for OracleBinsV2 {
fn may_need_escaping() -> bool {
false
}
}

713
modules/brk-client/index.js
View File

@@ -456,6 +456,7 @@
* @typedef {Cents} Open
*/
/** @typedef {number[]} OracleBins */
/** @typedef {number[]} OracleBinsV2 */
/** @typedef {number} OutPoint */
/**
* Type (P2PKH, P2WPKH, P2SH, P2TR, etc.)
@@ -1644,59 +1645,6 @@ function createPrice111dSmaPattern(client, acc) {
};
}
/**
* @typedef {Object} PercentilesPattern
* @property {MetricPattern4<Dollars>} pct05
* @property {MetricPattern4<Dollars>} pct10
* @property {MetricPattern4<Dollars>} pct15
* @property {MetricPattern4<Dollars>} pct20
* @property {MetricPattern4<Dollars>} pct25
* @property {MetricPattern4<Dollars>} pct30
* @property {MetricPattern4<Dollars>} pct35
* @property {MetricPattern4<Dollars>} pct40
* @property {MetricPattern4<Dollars>} pct45
* @property {MetricPattern4<Dollars>} pct50
* @property {MetricPattern4<Dollars>} pct55
* @property {MetricPattern4<Dollars>} pct60
* @property {MetricPattern4<Dollars>} pct65
* @property {MetricPattern4<Dollars>} pct70
* @property {MetricPattern4<Dollars>} pct75
* @property {MetricPattern4<Dollars>} pct80
* @property {MetricPattern4<Dollars>} pct85
* @property {MetricPattern4<Dollars>} pct90
* @property {MetricPattern4<Dollars>} pct95
*/
/**
* Create a PercentilesPattern pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {PercentilesPattern}
*/
function createPercentilesPattern(client, acc) {
return {
pct05: createMetricPattern4(client, _m(acc, 'pct05')),
pct10: createMetricPattern4(client, _m(acc, 'pct10')),
pct15: createMetricPattern4(client, _m(acc, 'pct15')),
pct20: createMetricPattern4(client, _m(acc, 'pct20')),
pct25: createMetricPattern4(client, _m(acc, 'pct25')),
pct30: createMetricPattern4(client, _m(acc, 'pct30')),
pct35: createMetricPattern4(client, _m(acc, 'pct35')),
pct40: createMetricPattern4(client, _m(acc, 'pct40')),
pct45: createMetricPattern4(client, _m(acc, 'pct45')),
pct50: createMetricPattern4(client, _m(acc, 'pct50')),
pct55: createMetricPattern4(client, _m(acc, 'pct55')),
pct60: createMetricPattern4(client, _m(acc, 'pct60')),
pct65: createMetricPattern4(client, _m(acc, 'pct65')),
pct70: createMetricPattern4(client, _m(acc, 'pct70')),
pct75: createMetricPattern4(client, _m(acc, 'pct75')),
pct80: createMetricPattern4(client, _m(acc, 'pct80')),
pct85: createMetricPattern4(client, _m(acc, 'pct85')),
pct90: createMetricPattern4(client, _m(acc, 'pct90')),
pct95: createMetricPattern4(client, _m(acc, 'pct95')),
};
}
/**
* @typedef {Object} ActivePriceRatioPattern
* @property {MetricPattern4<StoredF32>} ratio
@@ -1750,6 +1698,59 @@ function createActivePriceRatioPattern(client, acc) {
};
}
/**
* @typedef {Object} PercentilesPattern
* @property {MetricPattern4<Dollars>} pct05
* @property {MetricPattern4<Dollars>} pct10
* @property {MetricPattern4<Dollars>} pct15
* @property {MetricPattern4<Dollars>} pct20
* @property {MetricPattern4<Dollars>} pct25
* @property {MetricPattern4<Dollars>} pct30
* @property {MetricPattern4<Dollars>} pct35
* @property {MetricPattern4<Dollars>} pct40
* @property {MetricPattern4<Dollars>} pct45
* @property {MetricPattern4<Dollars>} pct50
* @property {MetricPattern4<Dollars>} pct55
* @property {MetricPattern4<Dollars>} pct60
* @property {MetricPattern4<Dollars>} pct65
* @property {MetricPattern4<Dollars>} pct70
* @property {MetricPattern4<Dollars>} pct75
* @property {MetricPattern4<Dollars>} pct80
* @property {MetricPattern4<Dollars>} pct85
* @property {MetricPattern4<Dollars>} pct90
* @property {MetricPattern4<Dollars>} pct95
*/
/**
* Create a PercentilesPattern pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {PercentilesPattern}
*/
function createPercentilesPattern(client, acc) {
return {
pct05: createMetricPattern4(client, _m(acc, 'pct05')),
pct10: createMetricPattern4(client, _m(acc, 'pct10')),
pct15: createMetricPattern4(client, _m(acc, 'pct15')),
pct20: createMetricPattern4(client, _m(acc, 'pct20')),
pct25: createMetricPattern4(client, _m(acc, 'pct25')),
pct30: createMetricPattern4(client, _m(acc, 'pct30')),
pct35: createMetricPattern4(client, _m(acc, 'pct35')),
pct40: createMetricPattern4(client, _m(acc, 'pct40')),
pct45: createMetricPattern4(client, _m(acc, 'pct45')),
pct50: createMetricPattern4(client, _m(acc, 'pct50')),
pct55: createMetricPattern4(client, _m(acc, 'pct55')),
pct60: createMetricPattern4(client, _m(acc, 'pct60')),
pct65: createMetricPattern4(client, _m(acc, 'pct65')),
pct70: createMetricPattern4(client, _m(acc, 'pct70')),
pct75: createMetricPattern4(client, _m(acc, 'pct75')),
pct80: createMetricPattern4(client, _m(acc, 'pct80')),
pct85: createMetricPattern4(client, _m(acc, 'pct85')),
pct90: createMetricPattern4(client, _m(acc, 'pct90')),
pct95: createMetricPattern4(client, _m(acc, 'pct95')),
};
}
/**
* @typedef {Object} RelativePattern5
* @property {MetricPattern1<StoredF32>} negUnrealizedLossRelToMarketCap
@@ -2082,41 +2083,6 @@ function createDollarsPattern(client, acc) {
};
}
/**
* @typedef {Object} RelativePattern2
* @property {MetricPattern1<StoredF32>} negUnrealizedLossRelToOwnMarketCap
* @property {MetricPattern1<StoredF32>} negUnrealizedLossRelToOwnTotalUnrealizedPnl
* @property {MetricPattern1<StoredF32>} netUnrealizedPnlRelToOwnMarketCap
* @property {MetricPattern1<StoredF32>} netUnrealizedPnlRelToOwnTotalUnrealizedPnl
* @property {MetricPattern1<StoredF64>} supplyInLossRelToOwnSupply
* @property {MetricPattern1<StoredF64>} supplyInProfitRelToOwnSupply
* @property {MetricPattern1<StoredF32>} unrealizedLossRelToOwnMarketCap
* @property {MetricPattern1<StoredF32>} unrealizedLossRelToOwnTotalUnrealizedPnl
* @property {MetricPattern1<StoredF32>} unrealizedProfitRelToOwnMarketCap
* @property {MetricPattern1<StoredF32>} unrealizedProfitRelToOwnTotalUnrealizedPnl
*/
/**
* Create a RelativePattern2 pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {RelativePattern2}
*/
function createRelativePattern2(client, acc) {
return {
negUnrealizedLossRelToOwnMarketCap: createMetricPattern1(client, _m(acc, 'neg_unrealized_loss_rel_to_own_market_cap')),
negUnrealizedLossRelToOwnTotalUnrealizedPnl: createMetricPattern1(client, _m(acc, 'neg_unrealized_loss_rel_to_own_total_unrealized_pnl')),
netUnrealizedPnlRelToOwnMarketCap: createMetricPattern1(client, _m(acc, 'net_unrealized_pnl_rel_to_own_market_cap')),
netUnrealizedPnlRelToOwnTotalUnrealizedPnl: createMetricPattern1(client, _m(acc, 'net_unrealized_pnl_rel_to_own_total_unrealized_pnl')),
supplyInLossRelToOwnSupply: createMetricPattern1(client, _m(acc, 'supply_in_loss_rel_to_own_supply')),
supplyInProfitRelToOwnSupply: createMetricPattern1(client, _m(acc, 'supply_in_profit_rel_to_own_supply')),
unrealizedLossRelToOwnMarketCap: createMetricPattern1(client, _m(acc, 'unrealized_loss_rel_to_own_market_cap')),
unrealizedLossRelToOwnTotalUnrealizedPnl: createMetricPattern1(client, _m(acc, 'unrealized_loss_rel_to_own_total_unrealized_pnl')),
unrealizedProfitRelToOwnMarketCap: createMetricPattern1(client, _m(acc, 'unrealized_profit_rel_to_own_market_cap')),
unrealizedProfitRelToOwnTotalUnrealizedPnl: createMetricPattern1(client, _m(acc, 'unrealized_profit_rel_to_own_total_unrealized_pnl')),
};
}
/**
* @typedef {Object} RelativePattern
* @property {MetricPattern1<StoredF32>} negUnrealizedLossRelToMarketCap
@@ -2152,6 +2118,41 @@ function createRelativePattern(client, acc) {
};
}
/**
* @typedef {Object} RelativePattern2
* @property {MetricPattern1<StoredF32>} negUnrealizedLossRelToOwnMarketCap
* @property {MetricPattern1<StoredF32>} negUnrealizedLossRelToOwnTotalUnrealizedPnl
* @property {MetricPattern1<StoredF32>} netUnrealizedPnlRelToOwnMarketCap
* @property {MetricPattern1<StoredF32>} netUnrealizedPnlRelToOwnTotalUnrealizedPnl
* @property {MetricPattern1<StoredF64>} supplyInLossRelToOwnSupply
* @property {MetricPattern1<StoredF64>} supplyInProfitRelToOwnSupply
* @property {MetricPattern1<StoredF32>} unrealizedLossRelToOwnMarketCap
* @property {MetricPattern1<StoredF32>} unrealizedLossRelToOwnTotalUnrealizedPnl
* @property {MetricPattern1<StoredF32>} unrealizedProfitRelToOwnMarketCap
* @property {MetricPattern1<StoredF32>} unrealizedProfitRelToOwnTotalUnrealizedPnl
*/
/**
* Create a RelativePattern2 pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {RelativePattern2}
*/
function createRelativePattern2(client, acc) {
return {
negUnrealizedLossRelToOwnMarketCap: createMetricPattern1(client, _m(acc, 'neg_unrealized_loss_rel_to_own_market_cap')),
negUnrealizedLossRelToOwnTotalUnrealizedPnl: createMetricPattern1(client, _m(acc, 'neg_unrealized_loss_rel_to_own_total_unrealized_pnl')),
netUnrealizedPnlRelToOwnMarketCap: createMetricPattern1(client, _m(acc, 'net_unrealized_pnl_rel_to_own_market_cap')),
netUnrealizedPnlRelToOwnTotalUnrealizedPnl: createMetricPattern1(client, _m(acc, 'net_unrealized_pnl_rel_to_own_total_unrealized_pnl')),
supplyInLossRelToOwnSupply: createMetricPattern1(client, _m(acc, 'supply_in_loss_rel_to_own_supply')),
supplyInProfitRelToOwnSupply: createMetricPattern1(client, _m(acc, 'supply_in_profit_rel_to_own_supply')),
unrealizedLossRelToOwnMarketCap: createMetricPattern1(client, _m(acc, 'unrealized_loss_rel_to_own_market_cap')),
unrealizedLossRelToOwnTotalUnrealizedPnl: createMetricPattern1(client, _m(acc, 'unrealized_loss_rel_to_own_total_unrealized_pnl')),
unrealizedProfitRelToOwnMarketCap: createMetricPattern1(client, _m(acc, 'unrealized_profit_rel_to_own_market_cap')),
unrealizedProfitRelToOwnTotalUnrealizedPnl: createMetricPattern1(client, _m(acc, 'unrealized_profit_rel_to_own_total_unrealized_pnl')),
};
}
/**
* @template T
* @typedef {Object} CountPattern2
@@ -2222,41 +2223,6 @@ function createAddrCountPattern(client, acc) {
};
}
/**
* @template T
* @typedef {Object} FullnessPattern
* @property {MetricPattern2<T>} average
* @property {MetricPattern11<T>} base
* @property {MetricPattern2<T>} max
* @property {MetricPattern6<T>} median
* @property {MetricPattern2<T>} min
* @property {MetricPattern6<T>} pct10
* @property {MetricPattern6<T>} pct25
* @property {MetricPattern6<T>} pct75
* @property {MetricPattern6<T>} pct90
*/
/**
* Create a FullnessPattern pattern node
* @template T
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {FullnessPattern<T>}
*/
function createFullnessPattern(client, acc) {
return {
average: createMetricPattern2(client, _m(acc, 'average')),
base: createMetricPattern11(client, acc),
max: createMetricPattern2(client, _m(acc, 'max')),
median: createMetricPattern6(client, _m(acc, 'median')),
min: createMetricPattern2(client, _m(acc, 'min')),
pct10: createMetricPattern6(client, _m(acc, 'pct10')),
pct25: createMetricPattern6(client, _m(acc, 'pct25')),
pct75: createMetricPattern6(client, _m(acc, 'pct75')),
pct90: createMetricPattern6(client, _m(acc, 'pct90')),
};
}
/**
* @template T
* @typedef {Object} FeeRatePattern
@@ -2292,6 +2258,41 @@ function createFeeRatePattern(client, acc) {
};
}
/**
* @template T
* @typedef {Object} FullnessPattern
* @property {MetricPattern2<T>} average
* @property {MetricPattern11<T>} base
* @property {MetricPattern2<T>} max
* @property {MetricPattern6<T>} median
* @property {MetricPattern2<T>} min
* @property {MetricPattern6<T>} pct10
* @property {MetricPattern6<T>} pct25
* @property {MetricPattern6<T>} pct75
* @property {MetricPattern6<T>} pct90
*/
/**
* Create a FullnessPattern pattern node
* @template T
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {FullnessPattern<T>}
*/
function createFullnessPattern(client, acc) {
return {
average: createMetricPattern2(client, _m(acc, 'average')),
base: createMetricPattern11(client, acc),
max: createMetricPattern2(client, _m(acc, 'max')),
median: createMetricPattern6(client, _m(acc, 'median')),
min: createMetricPattern2(client, _m(acc, 'min')),
pct10: createMetricPattern6(client, _m(acc, 'pct10')),
pct25: createMetricPattern6(client, _m(acc, 'pct25')),
pct75: createMetricPattern6(client, _m(acc, 'pct75')),
pct90: createMetricPattern6(client, _m(acc, 'pct90')),
};
}
/**
* @typedef {Object} _0satsPattern
* @property {ActivityPattern2} activity
@@ -2356,6 +2357,93 @@ function createPhaseDailyCentsPattern(client, acc) {
};
}
/**
* @typedef {Object} PeriodCagrPattern
* @property {MetricPattern4<StoredF32>} _10y
* @property {MetricPattern4<StoredF32>} _2y
* @property {MetricPattern4<StoredF32>} _3y
* @property {MetricPattern4<StoredF32>} _4y
* @property {MetricPattern4<StoredF32>} _5y
* @property {MetricPattern4<StoredF32>} _6y
* @property {MetricPattern4<StoredF32>} _8y
*/
/**
* Create a PeriodCagrPattern pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {PeriodCagrPattern}
*/
function createPeriodCagrPattern(client, acc) {
return {
_10y: createMetricPattern4(client, _p('10y', acc)),
_2y: createMetricPattern4(client, _p('2y', acc)),
_3y: createMetricPattern4(client, _p('3y', acc)),
_4y: createMetricPattern4(client, _p('4y', acc)),
_5y: createMetricPattern4(client, _p('5y', acc)),
_6y: createMetricPattern4(client, _p('6y', acc)),
_8y: createMetricPattern4(client, _p('8y', acc)),
};
}
/**
* @typedef {Object} _0satsPattern2
* @property {ActivityPattern2} activity
* @property {CostBasisPattern} costBasis
* @property {OutputsPattern} outputs
* @property {RealizedPattern} realized
* @property {RelativePattern4} relative
* @property {SupplyPattern2} supply
* @property {UnrealizedPattern} unrealized
*/
/**
* Create a _0satsPattern2 pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {_0satsPattern2}
*/
function create_0satsPattern2(client, acc) {
return {
activity: createActivityPattern2(client, acc),
costBasis: createCostBasisPattern(client, acc),
outputs: createOutputsPattern(client, _m(acc, 'utxo_count')),
realized: createRealizedPattern(client, acc),
relative: createRelativePattern4(client, _m(acc, 'supply_in')),
supply: createSupplyPattern2(client, _m(acc, 'supply')),
unrealized: createUnrealizedPattern(client, acc),
};
}
/**
* @typedef {Object} _100btcPattern
* @property {ActivityPattern2} activity
* @property {CostBasisPattern} costBasis
* @property {OutputsPattern} outputs
* @property {RealizedPattern} realized
* @property {RelativePattern} relative
* @property {SupplyPattern2} supply
* @property {UnrealizedPattern} unrealized
*/
/**
* Create a _100btcPattern pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {_100btcPattern}
*/
function create_100btcPattern(client, acc) {
return {
activity: createActivityPattern2(client, acc),
costBasis: createCostBasisPattern(client, acc),
outputs: createOutputsPattern(client, _m(acc, 'utxo_count')),
realized: createRealizedPattern(client, acc),
relative: createRelativePattern(client, acc),
supply: createSupplyPattern2(client, _m(acc, 'supply')),
unrealized: createUnrealizedPattern(client, acc),
};
}
/**
* @typedef {Object} UnrealizedPattern
* @property {MetricPattern1<Dollars>} negUnrealizedLoss
@@ -2414,35 +2502,6 @@ function create_10yTo12yPattern(client, acc) {
};
}
/**
* @typedef {Object} PeriodCagrPattern
* @property {MetricPattern4<StoredF32>} _10y
* @property {MetricPattern4<StoredF32>} _2y
* @property {MetricPattern4<StoredF32>} _3y
* @property {MetricPattern4<StoredF32>} _4y
* @property {MetricPattern4<StoredF32>} _5y
* @property {MetricPattern4<StoredF32>} _6y
* @property {MetricPattern4<StoredF32>} _8y
*/
/**
* Create a PeriodCagrPattern pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {PeriodCagrPattern}
*/
function createPeriodCagrPattern(client, acc) {
return {
_10y: createMetricPattern4(client, _p('10y', acc)),
_2y: createMetricPattern4(client, _p('2y', acc)),
_3y: createMetricPattern4(client, _p('3y', acc)),
_4y: createMetricPattern4(client, _p('4y', acc)),
_5y: createMetricPattern4(client, _p('5y', acc)),
_6y: createMetricPattern4(client, _p('6y', acc)),
_8y: createMetricPattern4(client, _p('8y', acc)),
};
}
/**
* @typedef {Object} _10yPattern
* @property {ActivityPattern2} activity
@@ -2472,64 +2531,6 @@ function create_10yPattern(client, acc) {
};
}
/**
* @typedef {Object} _100btcPattern
* @property {ActivityPattern2} activity
* @property {CostBasisPattern} costBasis
* @property {OutputsPattern} outputs
* @property {RealizedPattern} realized
* @property {RelativePattern} relative
* @property {SupplyPattern2} supply
* @property {UnrealizedPattern} unrealized
*/
/**
* Create a _100btcPattern pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {_100btcPattern}
*/
function create_100btcPattern(client, acc) {
return {
activity: createActivityPattern2(client, acc),
costBasis: createCostBasisPattern(client, acc),
outputs: createOutputsPattern(client, _m(acc, 'utxo_count')),
realized: createRealizedPattern(client, acc),
relative: createRelativePattern(client, acc),
supply: createSupplyPattern2(client, _m(acc, 'supply')),
unrealized: createUnrealizedPattern(client, acc),
};
}
/**
* @typedef {Object} _0satsPattern2
* @property {ActivityPattern2} activity
* @property {CostBasisPattern} costBasis
* @property {OutputsPattern} outputs
* @property {RealizedPattern} realized
* @property {RelativePattern4} relative
* @property {SupplyPattern2} supply
* @property {UnrealizedPattern} unrealized
*/
/**
* Create a _0satsPattern2 pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {_0satsPattern2}
*/
function create_0satsPattern2(client, acc) {
return {
activity: createActivityPattern2(client, acc),
costBasis: createCostBasisPattern(client, acc),
outputs: createOutputsPattern(client, _m(acc, 'utxo_count')),
realized: createRealizedPattern(client, acc),
relative: createRelativePattern4(client, _m(acc, 'supply_in')),
supply: createSupplyPattern2(client, _m(acc, 'supply')),
unrealized: createUnrealizedPattern(client, acc),
};
}
/**
* @typedef {Object} ActivityPattern2
* @property {BlockCountPattern<StoredF64>} coinblocksDestroyed
@@ -2580,27 +2581,6 @@ function createSplitPattern2(client, acc) {
};
}
/**
* @typedef {Object} _2015Pattern
* @property {MetricPattern4<Bitcoin>} bitcoin
* @property {MetricPattern4<Dollars>} dollars
* @property {MetricPattern4<Sats>} sats
*/
/**
* Create a _2015Pattern pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {_2015Pattern}
*/
function create_2015Pattern(client, acc) {
return {
bitcoin: createMetricPattern4(client, _m(acc, 'btc')),
dollars: createMetricPattern4(client, _m(acc, 'usd')),
sats: createMetricPattern4(client, acc),
};
}
/**
* @typedef {Object} ActiveSupplyPattern
* @property {MetricPattern1<Bitcoin>} bitcoin
@@ -2623,23 +2603,23 @@ function createActiveSupplyPattern(client, acc) {
}
/**
* @typedef {Object} CostBasisPattern2
* @property {MetricPattern1<Dollars>} max
* @property {MetricPattern1<Dollars>} min
* @property {PercentilesPattern} percentiles
* @typedef {Object} _2015Pattern
* @property {MetricPattern4<Bitcoin>} bitcoin
* @property {MetricPattern4<Dollars>} dollars
* @property {MetricPattern4<Sats>} sats
*/
/**
* Create a CostBasisPattern2 pattern node
* Create a _2015Pattern pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {CostBasisPattern2}
* @returns {_2015Pattern}
*/
function createCostBasisPattern2(client, acc) {
function create_2015Pattern(client, acc) {
return {
max: createMetricPattern1(client, _m(acc, 'max_cost_basis')),
min: createMetricPattern1(client, _m(acc, 'min_cost_basis')),
percentiles: createPercentilesPattern(client, _m(acc, 'cost_basis')),
bitcoin: createMetricPattern4(client, _m(acc, 'btc')),
dollars: createMetricPattern4(client, _m(acc, 'usd')),
sats: createMetricPattern4(client, acc),
};
}
@@ -2664,6 +2644,27 @@ function createCoinbasePattern2(client, acc) {
};
}
/**
* @typedef {Object} CostBasisPattern2
* @property {MetricPattern1<Dollars>} max
* @property {MetricPattern1<Dollars>} min
* @property {PercentilesPattern} percentiles
*/
/**
* Create a CostBasisPattern2 pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {CostBasisPattern2}
*/
function createCostBasisPattern2(client, acc) {
return {
max: createMetricPattern1(client, _m(acc, 'max_cost_basis')),
min: createMetricPattern1(client, _m(acc, 'min_cost_basis')),
percentiles: createPercentilesPattern(client, _m(acc, 'cost_basis')),
};
}
/**
* @typedef {Object} SegwitAdoptionPattern
* @property {MetricPattern11<StoredF32>} base
@@ -2685,27 +2686,6 @@ function createSegwitAdoptionPattern(client, acc) {
};
}
/**
* @typedef {Object} CoinbasePattern
* @property {BitcoinPattern} bitcoin
* @property {DollarsPattern<Dollars>} dollars
* @property {DollarsPattern<Sats>} sats
*/
/**
* Create a CoinbasePattern pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {CoinbasePattern}
*/
function createCoinbasePattern(client, acc) {
return {
bitcoin: createBitcoinPattern(client, _m(acc, 'btc')),
dollars: createDollarsPattern(client, _m(acc, 'usd')),
sats: createDollarsPattern(client, acc),
};
}
/**
* @typedef {Object} UnclaimedRewardsPattern
* @property {BitcoinPattern2<Bitcoin>} bitcoin
@@ -2728,21 +2708,23 @@ function createUnclaimedRewardsPattern(client, acc) {
}
/**
* @typedef {Object} SupplyPattern2
* @property {ActiveSupplyPattern} halved
* @property {ActiveSupplyPattern} total
* @typedef {Object} CoinbasePattern
* @property {BitcoinPattern} bitcoin
* @property {DollarsPattern<Dollars>} dollars
* @property {DollarsPattern<Sats>} sats
*/
/**
* Create a SupplyPattern2 pattern node
* Create a CoinbasePattern pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {SupplyPattern2}
* @returns {CoinbasePattern}
*/
function createSupplyPattern2(client, acc) {
function createCoinbasePattern(client, acc) {
return {
halved: createActiveSupplyPattern(client, _m(acc, 'halved')),
total: createActiveSupplyPattern(client, acc),
bitcoin: createBitcoinPattern(client, _m(acc, 'btc')),
dollars: createDollarsPattern(client, _m(acc, 'usd')),
sats: createDollarsPattern(client, acc),
};
}
@@ -2765,25 +2747,6 @@ function createRelativePattern4(client, acc) {
};
}
/**
* @typedef {Object} CostBasisPattern
* @property {MetricPattern1<Dollars>} max
* @property {MetricPattern1<Dollars>} min
*/
/**
* Create a CostBasisPattern pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {CostBasisPattern}
*/
function createCostBasisPattern(client, acc) {
return {
max: createMetricPattern1(client, _m(acc, 'max_cost_basis')),
min: createMetricPattern1(client, _m(acc, 'min_cost_basis')),
};
}
/**
* @typedef {Object} _1dReturns1mSdPattern
* @property {MetricPattern4<StoredF32>} sd
@@ -2804,23 +2767,40 @@ function create_1dReturns1mSdPattern(client, acc) {
}
/**
* @template T
* @typedef {Object} BitcoinPattern2
* @property {MetricPattern2<T>} cumulative
* @property {MetricPattern1<T>} sum
* @typedef {Object} CostBasisPattern
* @property {MetricPattern1<Dollars>} max
* @property {MetricPattern1<Dollars>} min
*/
/**
* Create a BitcoinPattern2 pattern node
* @template T
* Create a CostBasisPattern pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {BitcoinPattern2<T>}
* @returns {CostBasisPattern}
*/
function createBitcoinPattern2(client, acc) {
function createCostBasisPattern(client, acc) {
return {
cumulative: createMetricPattern2(client, _m(acc, 'cumulative')),
sum: createMetricPattern1(client, acc),
max: createMetricPattern1(client, _m(acc, 'max_cost_basis')),
min: createMetricPattern1(client, _m(acc, 'min_cost_basis')),
};
}
/**
* @typedef {Object} SupplyPattern2
* @property {ActiveSupplyPattern} halved
* @property {ActiveSupplyPattern} total
*/
/**
* Create a SupplyPattern2 pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {SupplyPattern2}
*/
function createSupplyPattern2(client, acc) {
return {
halved: createActiveSupplyPattern(client, _m(acc, 'halved')),
total: createActiveSupplyPattern(client, acc),
};
}
@@ -2845,6 +2825,27 @@ function createBlockCountPattern(client, acc) {
};
}
/**
* @template T
* @typedef {Object} BitcoinPattern2
* @property {MetricPattern2<T>} cumulative
* @property {MetricPattern1<T>} sum
*/
/**
* Create a BitcoinPattern2 pattern node
* @template T
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {BitcoinPattern2<T>}
*/
function createBitcoinPattern2(client, acc) {
return {
cumulative: createMetricPattern2(client, _m(acc, 'cumulative')),
sum: createMetricPattern1(client, acc),
};
}
/**
* @template T
* @typedef {Object} SatsPattern
@@ -2861,25 +2862,8 @@ function createBlockCountPattern(client, acc) {
*/
function createSatsPattern(client, acc) {
return {
ohlc: createMetricPattern1(client, _m(acc, 'ohlc')),
split: createSplitPattern2(client, acc),
};
}
/**
* @typedef {Object} RealizedPriceExtraPattern
* @property {MetricPattern4<StoredF32>} ratio
*/
/**
* Create a RealizedPriceExtraPattern pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {RealizedPriceExtraPattern}
*/
function createRealizedPriceExtraPattern(client, acc) {
return {
ratio: createMetricPattern4(client, acc),
ohlc: createMetricPattern1(client, _m(acc, 'ohlc_sats')),
split: createSplitPattern2(client, _m(acc, 'sats')),
};
}
@@ -2900,6 +2884,23 @@ function createOutputsPattern(client, acc) {
};
}
/**
* @typedef {Object} RealizedPriceExtraPattern
* @property {MetricPattern4<StoredF32>} ratio
*/
/**
* Create a RealizedPriceExtraPattern pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated metric name
* @returns {RealizedPriceExtraPattern}
*/
function createRealizedPriceExtraPattern(client, acc) {
return {
ratio: createMetricPattern4(client, acc),
};
}
// Catalog tree typedefs
/**
@@ -4055,8 +4056,8 @@ function createOutputsPattern(client, acc) {
* @typedef {Object} MetricsTree_Price
* @property {MetricsTree_Price_Cents} cents
* @property {MetricsTree_Price_Oracle} oracle
* @property {MetricsTree_Price_Sats} sats
* @property {SatsPattern<OHLCDollars>} usd
* @property {SatsPattern<OHLCSats>} sats
* @property {MetricsTree_Price_Usd} usd
*/
/**
@@ -4085,14 +4086,28 @@ function createOutputsPattern(client, acc) {
* @property {PhaseDailyCentsPattern<Dollars>} phaseDailyDollars
* @property {MetricPattern11<OracleBins>} phaseHistogram
* @property {MetricPattern11<Cents>} phasePriceCents
* @property {PhaseDailyCentsPattern<Cents>} phaseV2DailyCents
* @property {PhaseDailyCentsPattern<Dollars>} phaseV2DailyDollars
* @property {MetricPattern11<OracleBinsV2>} phaseV2Histogram
* @property {PhaseDailyCentsPattern<Cents>} phaseV2PeakDailyCents
* @property {PhaseDailyCentsPattern<Dollars>} phaseV2PeakDailyDollars
* @property {MetricPattern11<Cents>} phaseV2PeakPriceCents
* @property {MetricPattern11<Cents>} phaseV2PriceCents
* @property {PhaseDailyCentsPattern<Cents>} phaseV3DailyCents
* @property {PhaseDailyCentsPattern<Dollars>} phaseV3DailyDollars
* @property {MetricPattern11<OracleBinsV2>} phaseV3Histogram
* @property {PhaseDailyCentsPattern<Cents>} phaseV3PeakDailyCents
* @property {PhaseDailyCentsPattern<Dollars>} phaseV3PeakDailyDollars
* @property {MetricPattern11<Cents>} phaseV3PeakPriceCents
* @property {MetricPattern11<Cents>} phaseV3PriceCents
* @property {MetricPattern11<Cents>} priceCents
* @property {MetricPattern6<StoredU32>} txCount
*/
/**
* @typedef {Object} MetricsTree_Price_Sats
* @property {MetricPattern1<OHLCSats>} ohlc
* @property {SplitPattern2<Sats>} split
* @typedef {Object} MetricsTree_Price_Usd
* @property {MetricPattern1<OHLCDollars>} ohlc
* @property {SplitPattern2<Dollars>} split
*/
/**
@@ -6055,14 +6070,28 @@ class BrkClient extends BrkClientBase {
phaseDailyDollars: createPhaseDailyCentsPattern(this, 'phase_daily_dollars'),
phaseHistogram: createMetricPattern11(this, 'phase_histogram'),
phasePriceCents: createMetricPattern11(this, 'phase_price_cents'),
phaseV2DailyCents: createPhaseDailyCentsPattern(this, 'phase_v2_daily'),
phaseV2DailyDollars: createPhaseDailyCentsPattern(this, 'phase_v2_daily_dollars'),
phaseV2Histogram: createMetricPattern11(this, 'phase_v2_histogram'),
phaseV2PeakDailyCents: createPhaseDailyCentsPattern(this, 'phase_v2_peak_daily'),
phaseV2PeakDailyDollars: createPhaseDailyCentsPattern(this, 'phase_v2_peak_daily_dollars'),
phaseV2PeakPriceCents: createMetricPattern11(this, 'phase_v2_peak_price_cents'),
phaseV2PriceCents: createMetricPattern11(this, 'phase_v2_price_cents'),
phaseV3DailyCents: createPhaseDailyCentsPattern(this, 'phase_v3_daily'),
phaseV3DailyDollars: createPhaseDailyCentsPattern(this, 'phase_v3_daily_dollars'),
phaseV3Histogram: createMetricPattern11(this, 'phase_v3_histogram'),
phaseV3PeakDailyCents: createPhaseDailyCentsPattern(this, 'phase_v3_peak_daily'),
phaseV3PeakDailyDollars: createPhaseDailyCentsPattern(this, 'phase_v3_peak_daily_dollars'),
phaseV3PeakPriceCents: createMetricPattern11(this, 'phase_v3_peak_price_cents'),
phaseV3PriceCents: createMetricPattern11(this, 'phase_v3_price_cents'),
priceCents: createMetricPattern11(this, 'oracle_price_cents'),
txCount: createMetricPattern6(this, 'oracle_tx_count'),
},
sats: {
ohlc: createMetricPattern1(this, 'price_ohlc_sats'),
split: createSplitPattern2(this, 'price_sats'),
sats: createSatsPattern(this, 'price'),
usd: {
ohlc: createMetricPattern1(this, 'price_ohlc'),
split: createSplitPattern2(this, 'price'),
},
usd: createSatsPattern(this, 'price'),
},
scripts: {
count: {
@@ -6184,29 +6213,17 @@ class BrkClient extends BrkClientBase {
}
/**
* OpenAPI specification
* Compact OpenAPI specification
*
* Full OpenAPI 3.1 specification for this API.
* Compact OpenAPI specification optimized for LLM consumption. Removes redundant fields while preserving essential API information. Full spec available at `/openapi.json`.
*
* Endpoint: `GET /api.json`
* @returns {Promise<*>}
*/
async getOpenapi() {
async getApi() {
return this.getJson(`/api.json`);
}
/**
* Trimmed OpenAPI specification
*
* Compact OpenAPI specification optimized for LLM consumption. Removes redundant fields while preserving essential API information.
*
* Endpoint: `GET /api.trimmed.json`
* @returns {Promise<*>}
*/
async getOpenapiTrimmed() {
return this.getJson(`/api.trimmed.json`);
}
/**
* Address information
*
@@ -6997,6 +7014,18 @@ class BrkClient extends BrkClientBase {
return this.getJson(`/health`);
}
/**
* OpenAPI specification
*
* Full OpenAPI 3.1 specification for this API.
*
* Endpoint: `GET /openapi.json`
* @returns {Promise<*>}
*/
async getOpenapi() {
return this.getJson(`/openapi.json`);
}
/**
* API version
*

327
packages/brk_client/brk_client/__init__.py
View File

@@ -70,6 +70,7 @@ MonthIndex = int
Open = Cents
OpReturnIndex = TypeIndex
OracleBins = List[int]
OracleBinsV2 = List[int]
OutPoint = int
# Type (P2PKH, P2WPKH, P2SH, P2TR, etc.)
OutputType = Literal["p2pk65", "p2pk33", "p2pkh", "p2ms", "p2sh", "opreturn", "p2wpkh", "p2wsh", "p2tr", "p2a", "empty", "unknown"]
@@ -1882,31 +1883,6 @@ class Price111dSmaPattern:
self.ratio_pct99_usd: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'ratio_pct99_usd'))
self.ratio_sd: Ratio1ySdPattern = Ratio1ySdPattern(client, _m(acc, 'ratio'))
class PercentilesPattern:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.pct05: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct05'))
self.pct10: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct10'))
self.pct15: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct15'))
self.pct20: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct20'))
self.pct25: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct25'))
self.pct30: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct30'))
self.pct35: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct35'))
self.pct40: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct40'))
self.pct45: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct45'))
self.pct50: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct50'))
self.pct55: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct55'))
self.pct60: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct60'))
self.pct65: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct65'))
self.pct70: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct70'))
self.pct75: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct75'))
self.pct80: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct80'))
self.pct85: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct85'))
self.pct90: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct90'))
self.pct95: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct95'))
class ActivePriceRatioPattern:
"""Pattern struct for repeated tree structure."""
@@ -1932,6 +1908,31 @@ class ActivePriceRatioPattern:
self.ratio_pct99_usd: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct99_usd'))
self.ratio_sd: Ratio1ySdPattern = Ratio1ySdPattern(client, acc)
class PercentilesPattern:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.pct05: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct05'))
self.pct10: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct10'))
self.pct15: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct15'))
self.pct20: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct20'))
self.pct25: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct25'))
self.pct30: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct30'))
self.pct35: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct35'))
self.pct40: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct40'))
self.pct45: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct45'))
self.pct50: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct50'))
self.pct55: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct55'))
self.pct60: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct60'))
self.pct65: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct65'))
self.pct70: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct70'))
self.pct75: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct75'))
self.pct80: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct80'))
self.pct85: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct85'))
self.pct90: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct90'))
self.pct95: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'pct95'))
class RelativePattern5:
"""Pattern struct for repeated tree structure."""
@@ -2082,22 +2083,6 @@ class DollarsPattern(Generic[T]):
self.pct90: MetricPattern6[T] = MetricPattern6(client, _m(acc, 'pct90'))
self.sum: MetricPattern2[T] = MetricPattern2(client, _m(acc, 'sum'))
class RelativePattern2:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.neg_unrealized_loss_rel_to_own_market_cap: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'neg_unrealized_loss_rel_to_own_market_cap'))
self.neg_unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'neg_unrealized_loss_rel_to_own_total_unrealized_pnl'))
self.net_unrealized_pnl_rel_to_own_market_cap: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'net_unrealized_pnl_rel_to_own_market_cap'))
self.net_unrealized_pnl_rel_to_own_total_unrealized_pnl: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'net_unrealized_pnl_rel_to_own_total_unrealized_pnl'))
self.supply_in_loss_rel_to_own_supply: MetricPattern1[StoredF64] = MetricPattern1(client, _m(acc, 'supply_in_loss_rel_to_own_supply'))
self.supply_in_profit_rel_to_own_supply: MetricPattern1[StoredF64] = MetricPattern1(client, _m(acc, 'supply_in_profit_rel_to_own_supply'))
self.unrealized_loss_rel_to_own_market_cap: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'unrealized_loss_rel_to_own_market_cap'))
self.unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'unrealized_loss_rel_to_own_total_unrealized_pnl'))
self.unrealized_profit_rel_to_own_market_cap: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'unrealized_profit_rel_to_own_market_cap'))
self.unrealized_profit_rel_to_own_total_unrealized_pnl: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'unrealized_profit_rel_to_own_total_unrealized_pnl'))
class RelativePattern:
"""Pattern struct for repeated tree structure."""
@@ -2114,6 +2099,22 @@ class RelativePattern:
self.unrealized_loss_rel_to_market_cap: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'unrealized_loss_rel_to_market_cap'))
self.unrealized_profit_rel_to_market_cap: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'unrealized_profit_rel_to_market_cap'))
class RelativePattern2:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.neg_unrealized_loss_rel_to_own_market_cap: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'neg_unrealized_loss_rel_to_own_market_cap'))
self.neg_unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'neg_unrealized_loss_rel_to_own_total_unrealized_pnl'))
self.net_unrealized_pnl_rel_to_own_market_cap: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'net_unrealized_pnl_rel_to_own_market_cap'))
self.net_unrealized_pnl_rel_to_own_total_unrealized_pnl: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'net_unrealized_pnl_rel_to_own_total_unrealized_pnl'))
self.supply_in_loss_rel_to_own_supply: MetricPattern1[StoredF64] = MetricPattern1(client, _m(acc, 'supply_in_loss_rel_to_own_supply'))
self.supply_in_profit_rel_to_own_supply: MetricPattern1[StoredF64] = MetricPattern1(client, _m(acc, 'supply_in_profit_rel_to_own_supply'))
self.unrealized_loss_rel_to_own_market_cap: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'unrealized_loss_rel_to_own_market_cap'))
self.unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'unrealized_loss_rel_to_own_total_unrealized_pnl'))
self.unrealized_profit_rel_to_own_market_cap: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'unrealized_profit_rel_to_own_market_cap'))
self.unrealized_profit_rel_to_own_total_unrealized_pnl: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'unrealized_profit_rel_to_own_total_unrealized_pnl'))
class CountPattern2(Generic[T]):
"""Pattern struct for repeated tree structure."""
@@ -2145,21 +2146,6 @@ class AddrCountPattern:
self.p2wpkh: MetricPattern1[StoredU64] = MetricPattern1(client, _p('p2wpkh', acc))
self.p2wsh: MetricPattern1[StoredU64] = MetricPattern1(client, _p('p2wsh', acc))
class FullnessPattern(Generic[T]):
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.average: MetricPattern2[T] = MetricPattern2(client, _m(acc, 'average'))
self.base: MetricPattern11[T] = MetricPattern11(client, acc)
self.max: MetricPattern2[T] = MetricPattern2(client, _m(acc, 'max'))
self.median: MetricPattern6[T] = MetricPattern6(client, _m(acc, 'median'))
self.min: MetricPattern2[T] = MetricPattern2(client, _m(acc, 'min'))
self.pct10: MetricPattern6[T] = MetricPattern6(client, _m(acc, 'pct10'))
self.pct25: MetricPattern6[T] = MetricPattern6(client, _m(acc, 'pct25'))
self.pct75: MetricPattern6[T] = MetricPattern6(client, _m(acc, 'pct75'))
self.pct90: MetricPattern6[T] = MetricPattern6(client, _m(acc, 'pct90'))
class FeeRatePattern(Generic[T]):
"""Pattern struct for repeated tree structure."""
@@ -2175,6 +2161,21 @@ class FeeRatePattern(Generic[T]):
self.pct90: MetricPattern11[T] = MetricPattern11(client, _m(acc, 'pct90'))
self.txindex: MetricPattern27[T] = MetricPattern27(client, acc)
class FullnessPattern(Generic[T]):
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.average: MetricPattern2[T] = MetricPattern2(client, _m(acc, 'average'))
self.base: MetricPattern11[T] = MetricPattern11(client, acc)
self.max: MetricPattern2[T] = MetricPattern2(client, _m(acc, 'max'))
self.median: MetricPattern6[T] = MetricPattern6(client, _m(acc, 'median'))
self.min: MetricPattern2[T] = MetricPattern2(client, _m(acc, 'min'))
self.pct10: MetricPattern6[T] = MetricPattern6(client, _m(acc, 'pct10'))
self.pct25: MetricPattern6[T] = MetricPattern6(client, _m(acc, 'pct25'))
self.pct75: MetricPattern6[T] = MetricPattern6(client, _m(acc, 'pct75'))
self.pct90: MetricPattern6[T] = MetricPattern6(client, _m(acc, 'pct90'))
class _0satsPattern:
"""Pattern struct for repeated tree structure."""
@@ -2203,6 +2204,45 @@ class PhaseDailyCentsPattern(Generic[T]):
self.pct75: MetricPattern6[T] = MetricPattern6(client, _m(acc, 'pct75'))
self.pct90: MetricPattern6[T] = MetricPattern6(client, _m(acc, 'pct90'))
class PeriodCagrPattern:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self._10y: MetricPattern4[StoredF32] = MetricPattern4(client, _p('10y', acc))
self._2y: MetricPattern4[StoredF32] = MetricPattern4(client, _p('2y', acc))
self._3y: MetricPattern4[StoredF32] = MetricPattern4(client, _p('3y', acc))
self._4y: MetricPattern4[StoredF32] = MetricPattern4(client, _p('4y', acc))
self._5y: MetricPattern4[StoredF32] = MetricPattern4(client, _p('5y', acc))
self._6y: MetricPattern4[StoredF32] = MetricPattern4(client, _p('6y', acc))
self._8y: MetricPattern4[StoredF32] = MetricPattern4(client, _p('8y', acc))
class _0satsPattern2:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.activity: ActivityPattern2 = ActivityPattern2(client, acc)
self.cost_basis: CostBasisPattern = CostBasisPattern(client, acc)
self.outputs: OutputsPattern = OutputsPattern(client, _m(acc, 'utxo_count'))
self.realized: RealizedPattern = RealizedPattern(client, acc)
self.relative: RelativePattern4 = RelativePattern4(client, _m(acc, 'supply_in'))
self.supply: SupplyPattern2 = SupplyPattern2(client, _m(acc, 'supply'))
self.unrealized: UnrealizedPattern = UnrealizedPattern(client, acc)
class _100btcPattern:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.activity: ActivityPattern2 = ActivityPattern2(client, acc)
self.cost_basis: CostBasisPattern = CostBasisPattern(client, acc)
self.outputs: OutputsPattern = OutputsPattern(client, _m(acc, 'utxo_count'))
self.realized: RealizedPattern = RealizedPattern(client, acc)
self.relative: RelativePattern = RelativePattern(client, acc)
self.supply: SupplyPattern2 = SupplyPattern2(client, _m(acc, 'supply'))
self.unrealized: UnrealizedPattern = UnrealizedPattern(client, acc)
class UnrealizedPattern:
"""Pattern struct for repeated tree structure."""
@@ -2229,19 +2269,6 @@ class _10yTo12yPattern:
self.supply: SupplyPattern2 = SupplyPattern2(client, _m(acc, 'supply'))
self.unrealized: UnrealizedPattern = UnrealizedPattern(client, acc)
class PeriodCagrPattern:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self._10y: MetricPattern4[StoredF32] = MetricPattern4(client, _p('10y', acc))
self._2y: MetricPattern4[StoredF32] = MetricPattern4(client, _p('2y', acc))
self._3y: MetricPattern4[StoredF32] = MetricPattern4(client, _p('3y', acc))
self._4y: MetricPattern4[StoredF32] = MetricPattern4(client, _p('4y', acc))
self._5y: MetricPattern4[StoredF32] = MetricPattern4(client, _p('5y', acc))
self._6y: MetricPattern4[StoredF32] = MetricPattern4(client, _p('6y', acc))
self._8y: MetricPattern4[StoredF32] = MetricPattern4(client, _p('8y', acc))
class _10yPattern:
"""Pattern struct for repeated tree structure."""
@@ -2255,32 +2282,6 @@ class _10yPattern:
self.supply: SupplyPattern2 = SupplyPattern2(client, _m(acc, 'supply'))
self.unrealized: UnrealizedPattern = UnrealizedPattern(client, acc)
class _100btcPattern:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.activity: ActivityPattern2 = ActivityPattern2(client, acc)
self.cost_basis: CostBasisPattern = CostBasisPattern(client, acc)
self.outputs: OutputsPattern = OutputsPattern(client, _m(acc, 'utxo_count'))
self.realized: RealizedPattern = RealizedPattern(client, acc)
self.relative: RelativePattern = RelativePattern(client, acc)
self.supply: SupplyPattern2 = SupplyPattern2(client, _m(acc, 'supply'))
self.unrealized: UnrealizedPattern = UnrealizedPattern(client, acc)
class _0satsPattern2:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.activity: ActivityPattern2 = ActivityPattern2(client, acc)
self.cost_basis: CostBasisPattern = CostBasisPattern(client, acc)
self.outputs: OutputsPattern = OutputsPattern(client, _m(acc, 'utxo_count'))
self.realized: RealizedPattern = RealizedPattern(client, acc)
self.relative: RelativePattern4 = RelativePattern4(client, _m(acc, 'supply_in'))
self.supply: SupplyPattern2 = SupplyPattern2(client, _m(acc, 'supply'))
self.unrealized: UnrealizedPattern = UnrealizedPattern(client, acc)
class ActivityPattern2:
"""Pattern struct for repeated tree structure."""
@@ -2302,15 +2303,6 @@ class SplitPattern2(Generic[T]):
self.low: MetricPattern1[T] = MetricPattern1(client, _m(acc, 'low'))
self.open: MetricPattern1[T] = MetricPattern1(client, _m(acc, 'open'))
class _2015Pattern:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.bitcoin: MetricPattern4[Bitcoin] = MetricPattern4(client, _m(acc, 'btc'))
self.dollars: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'usd'))
self.sats: MetricPattern4[Sats] = MetricPattern4(client, acc)
class ActiveSupplyPattern:
"""Pattern struct for repeated tree structure."""
@@ -2320,14 +2312,14 @@ class ActiveSupplyPattern:
self.dollars: MetricPattern1[Dollars] = MetricPattern1(client, _m(acc, 'usd'))
self.sats: MetricPattern1[Sats] = MetricPattern1(client, acc)
class CostBasisPattern2:
class _2015Pattern:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.max: MetricPattern1[Dollars] = MetricPattern1(client, _m(acc, 'max_cost_basis'))
self.min: MetricPattern1[Dollars] = MetricPattern1(client, _m(acc, 'min_cost_basis'))
self.percentiles: PercentilesPattern = PercentilesPattern(client, _m(acc, 'cost_basis'))
self.bitcoin: MetricPattern4[Bitcoin] = MetricPattern4(client, _m(acc, 'btc'))
self.dollars: MetricPattern4[Dollars] = MetricPattern4(client, _m(acc, 'usd'))
self.sats: MetricPattern4[Sats] = MetricPattern4(client, acc)
class CoinbasePattern2:
"""Pattern struct for repeated tree structure."""
@@ -2338,6 +2330,15 @@ class CoinbasePattern2:
self.dollars: BlockCountPattern[Dollars] = BlockCountPattern(client, _m(acc, 'usd'))
self.sats: BlockCountPattern[Sats] = BlockCountPattern(client, acc)
class CostBasisPattern2:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.max: MetricPattern1[Dollars] = MetricPattern1(client, _m(acc, 'max_cost_basis'))
self.min: MetricPattern1[Dollars] = MetricPattern1(client, _m(acc, 'min_cost_basis'))
self.percentiles: PercentilesPattern = PercentilesPattern(client, _m(acc, 'cost_basis'))
class SegwitAdoptionPattern:
"""Pattern struct for repeated tree structure."""
@@ -2347,15 +2348,6 @@ class SegwitAdoptionPattern:
self.cumulative: MetricPattern2[StoredF32] = MetricPattern2(client, _m(acc, 'cumulative'))
self.sum: MetricPattern2[StoredF32] = MetricPattern2(client, _m(acc, 'sum'))
class CoinbasePattern:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.bitcoin: BitcoinPattern = BitcoinPattern(client, _m(acc, 'btc'))
self.dollars: DollarsPattern[Dollars] = DollarsPattern(client, _m(acc, 'usd'))
self.sats: DollarsPattern[Sats] = DollarsPattern(client, acc)
class UnclaimedRewardsPattern:
"""Pattern struct for repeated tree structure."""
@@ -2365,13 +2357,14 @@ class UnclaimedRewardsPattern:
self.dollars: BlockCountPattern[Dollars] = BlockCountPattern(client, _m(acc, 'usd'))
self.sats: BlockCountPattern[Sats] = BlockCountPattern(client, acc)
class SupplyPattern2:
class CoinbasePattern:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.halved: ActiveSupplyPattern = ActiveSupplyPattern(client, _m(acc, 'halved'))
self.total: ActiveSupplyPattern = ActiveSupplyPattern(client, acc)
self.bitcoin: BitcoinPattern = BitcoinPattern(client, _m(acc, 'btc'))
self.dollars: DollarsPattern[Dollars] = DollarsPattern(client, _m(acc, 'usd'))
self.sats: DollarsPattern[Sats] = DollarsPattern(client, acc)
class RelativePattern4:
"""Pattern struct for repeated tree structure."""
@@ -2381,14 +2374,6 @@ class RelativePattern4:
self.supply_in_loss_rel_to_own_supply: MetricPattern1[StoredF64] = MetricPattern1(client, _m(acc, 'loss_rel_to_own_supply'))
self.supply_in_profit_rel_to_own_supply: MetricPattern1[StoredF64] = MetricPattern1(client, _m(acc, 'profit_rel_to_own_supply'))
class CostBasisPattern:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.max: MetricPattern1[Dollars] = MetricPattern1(client, _m(acc, 'max_cost_basis'))
self.min: MetricPattern1[Dollars] = MetricPattern1(client, _m(acc, 'min_cost_basis'))
class _1dReturns1mSdPattern:
"""Pattern struct for repeated tree structure."""
@@ -2397,13 +2382,21 @@ class _1dReturns1mSdPattern:
self.sd: MetricPattern4[StoredF32] = MetricPattern4(client, _m(acc, 'sd'))
self.sma: MetricPattern4[StoredF32] = MetricPattern4(client, _m(acc, 'sma'))
class BitcoinPattern2(Generic[T]):
class CostBasisPattern:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.cumulative: MetricPattern2[T] = MetricPattern2(client, _m(acc, 'cumulative'))
self.sum: MetricPattern1[T] = MetricPattern1(client, acc)
self.max: MetricPattern1[Dollars] = MetricPattern1(client, _m(acc, 'max_cost_basis'))
self.min: MetricPattern1[Dollars] = MetricPattern1(client, _m(acc, 'min_cost_basis'))
class SupplyPattern2:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.halved: ActiveSupplyPattern = ActiveSupplyPattern(client, _m(acc, 'halved'))
self.total: ActiveSupplyPattern = ActiveSupplyPattern(client, acc)
class BlockCountPattern(Generic[T]):
"""Pattern struct for repeated tree structure."""
@@ -2413,20 +2406,21 @@ class BlockCountPattern(Generic[T]):
self.cumulative: MetricPattern1[T] = MetricPattern1(client, _m(acc, 'cumulative'))
self.sum: MetricPattern1[T] = MetricPattern1(client, acc)
class BitcoinPattern2(Generic[T]):
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.cumulative: MetricPattern2[T] = MetricPattern2(client, _m(acc, 'cumulative'))
self.sum: MetricPattern1[T] = MetricPattern1(client, acc)
class SatsPattern(Generic[T]):
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.ohlc: MetricPattern1[T] = MetricPattern1(client, _m(acc, 'ohlc'))
self.split: SplitPattern2[T] = SplitPattern2(client, acc)
class RealizedPriceExtraPattern:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.ratio: MetricPattern4[StoredF32] = MetricPattern4(client, acc)
self.ohlc: MetricPattern1[T] = MetricPattern1(client, _m(acc, 'ohlc_sats'))
self.split: SplitPattern2[T] = SplitPattern2(client, _m(acc, 'sats'))
class OutputsPattern:
"""Pattern struct for repeated tree structure."""
@@ -2435,6 +2429,13 @@ class OutputsPattern:
"""Create pattern node with accumulated metric name."""
self.utxo_count: MetricPattern1[StoredU64] = MetricPattern1(client, acc)
class RealizedPriceExtraPattern:
"""Pattern struct for repeated tree structure."""
def __init__(self, client: BrkClientBase, acc: str):
"""Create pattern node with accumulated metric name."""
self.ratio: MetricPattern4[StoredF32] = MetricPattern4(client, acc)
# Metrics tree classes
class MetricsTree_Addresses:
@@ -3684,15 +3685,29 @@ class MetricsTree_Price_Oracle:
self.phase_daily_dollars: PhaseDailyCentsPattern[Dollars] = PhaseDailyCentsPattern(client, 'phase_daily_dollars')
self.phase_histogram: MetricPattern11[OracleBins] = MetricPattern11(client, 'phase_histogram')
self.phase_price_cents: MetricPattern11[Cents] = MetricPattern11(client, 'phase_price_cents')
self.phase_v2_daily_cents: PhaseDailyCentsPattern[Cents] = PhaseDailyCentsPattern(client, 'phase_v2_daily')
self.phase_v2_daily_dollars: PhaseDailyCentsPattern[Dollars] = PhaseDailyCentsPattern(client, 'phase_v2_daily_dollars')
self.phase_v2_histogram: MetricPattern11[OracleBinsV2] = MetricPattern11(client, 'phase_v2_histogram')
self.phase_v2_peak_daily_cents: PhaseDailyCentsPattern[Cents] = PhaseDailyCentsPattern(client, 'phase_v2_peak_daily')
self.phase_v2_peak_daily_dollars: PhaseDailyCentsPattern[Dollars] = PhaseDailyCentsPattern(client, 'phase_v2_peak_daily_dollars')
self.phase_v2_peak_price_cents: MetricPattern11[Cents] = MetricPattern11(client, 'phase_v2_peak_price_cents')
self.phase_v2_price_cents: MetricPattern11[Cents] = MetricPattern11(client, 'phase_v2_price_cents')
self.phase_v3_daily_cents: PhaseDailyCentsPattern[Cents] = PhaseDailyCentsPattern(client, 'phase_v3_daily')
self.phase_v3_daily_dollars: PhaseDailyCentsPattern[Dollars] = PhaseDailyCentsPattern(client, 'phase_v3_daily_dollars')
self.phase_v3_histogram: MetricPattern11[OracleBinsV2] = MetricPattern11(client, 'phase_v3_histogram')
self.phase_v3_peak_daily_cents: PhaseDailyCentsPattern[Cents] = PhaseDailyCentsPattern(client, 'phase_v3_peak_daily')
self.phase_v3_peak_daily_dollars: PhaseDailyCentsPattern[Dollars] = PhaseDailyCentsPattern(client, 'phase_v3_peak_daily_dollars')
self.phase_v3_peak_price_cents: MetricPattern11[Cents] = MetricPattern11(client, 'phase_v3_peak_price_cents')
self.phase_v3_price_cents: MetricPattern11[Cents] = MetricPattern11(client, 'phase_v3_price_cents')
self.price_cents: MetricPattern11[Cents] = MetricPattern11(client, 'oracle_price_cents')
self.tx_count: MetricPattern6[StoredU32] = MetricPattern6(client, 'oracle_tx_count')
class MetricsTree_Price_Sats:
class MetricsTree_Price_Usd:
"""Metrics tree node."""
def __init__(self, client: BrkClientBase, base_path: str = ''):
self.ohlc: MetricPattern1[OHLCSats] = MetricPattern1(client, 'price_ohlc_sats')
self.split: SplitPattern2[Sats] = SplitPattern2(client, 'price_sats')
self.ohlc: MetricPattern1[OHLCDollars] = MetricPattern1(client, 'price_ohlc')
self.split: SplitPattern2[Dollars] = SplitPattern2(client, 'price')
class MetricsTree_Price:
"""Metrics tree node."""
@@ -3700,8 +3715,8 @@ class MetricsTree_Price:
def __init__(self, client: BrkClientBase, base_path: str = ''):
self.cents: MetricsTree_Price_Cents = MetricsTree_Price_Cents(client)
self.oracle: MetricsTree_Price_Oracle = MetricsTree_Price_Oracle(client)
self.sats: MetricsTree_Price_Sats = MetricsTree_Price_Sats(client)
self.usd: SatsPattern[OHLCDollars] = SatsPattern(client, 'price')
self.sats: SatsPattern[OHLCSats] = SatsPattern(client, 'price')
self.usd: MetricsTree_Price_Usd = MetricsTree_Price_Usd(client)
class MetricsTree_Scripts_Count:
"""Metrics tree node."""
@@ -4791,22 +4806,14 @@ class BrkClient(BrkClientBase):
"""
return MetricEndpointBuilder(self, metric, index)
def get_openapi(self) -> Any:
"""OpenAPI specification.
def get_api(self) -> Any:
"""Compact OpenAPI specification.
Full OpenAPI 3.1 specification for this API.
Compact OpenAPI specification optimized for LLM consumption. Removes redundant fields while preserving essential API information. Full spec available at `/openapi.json`.
Endpoint: `GET /api.json`"""
return self.get_json('/api.json')
def get_openapi_trimmed(self) -> Any:
"""Trimmed OpenAPI specification.
Compact OpenAPI specification optimized for LLM consumption. Removes redundant fields while preserving essential API information.
Endpoint: `GET /api.trimmed.json`"""
return self.get_json('/api.trimmed.json')
def get_address(self, address: Address) -> AddressStats:
"""Address information.
@@ -5313,6 +5320,14 @@ class BrkClient(BrkClientBase):
Endpoint: `GET /health`"""
return self.get_json('/health')
def get_openapi(self) -> Any:
"""OpenAPI specification.
Full OpenAPI 3.1 specification for this API.
Endpoint: `GET /openapi.json`"""
return self.get_json('/openapi.json')
def get_version(self) -> str:
"""API version.

1081
research/analyze_price_signals.py
View File

File diff suppressed because it is too large Load Diff

174
research/oracle_filter_analysis.md
View File

@@ -1,174 +0,0 @@
# Oracle Filter Analysis
## Summary
Analysis of ~20M outputs across 2017-2018 to find filters that distinguish accurate price signals from noise.
## Key Finding: Round USD is the Only Reliable Filter
| Filter | Accuracy Advantage | Consistency |
|--------|-------------------|-------------|
| **Round USD = True** | **+20% to +29%** | **12/12 months** |
| Round BTC | +12% to -8% | Flips with price |
| Value range/Decade | varies | Shifts with price |
| Same-day spend | ~3% | Weak |
| Micro-round sats | 0-5% | Inconsistent |
| Tx pattern | <5% | Weak |
| Is smaller output | ~3-4% | Weak |
## Why Other Filters Fail
### Round BTC (Unreliable)
- Jan-Mar 2017 ($1k): Round BTC = True is GOOD (+10-12%)
- Jun-Jul 2017 ($2.5k): Round BTC = True is BAD (-7%)
- Reason: Round BTC only correlates with accuracy when it happens to align with round USD at current price
### Value Range / Decade (Price-Dependent)
- At $1,000/BTC: Decade 5 (100k-1M sats) is good
- At $10,000/BTC: Decade 6 (1M-10M sats) is good
- At $100,000/BTC: Decade 7 (10M-100M sats) would be good
- These shift with price, making them useless as static filters
## The Round USD Insight
Round USD amounts ($1, $5, $10, $20, $50, $100, etc.) always map to the **same phase bins** regardless of price level:
```
$100 at $10,000/BTC = 1,000,000 sats → log10 = 6.0 → phase = 0.0 → bin 0
$100 at $100,000/BTC = 100,000 sats → log10 = 5.0 → phase = 0.0 → bin 0
$100 at $1,000/BTC = 10,000,000 sats → log10 = 7.0 → phase = 0.0 → bin 0
```
The phase = `frac(log10(sats))` is **invariant** to price decade!
## Round USD Phase Bins
| USD Amount | log10(USD) | Phase = frac(log10) | Bin (×100) |
|------------|------------|---------------------|------------|
| $1, $10, $100, $1000 | 0, 1, 2, 3 | 0.00 | 0 |
| $1.50, $15, $150 | 0.18, 1.18, 2.18 | 0.18 | 18 |
| $2, $20, $200 | 0.30, 1.30, 2.30 | 0.30 | 30 |
| $2.50, $25, $250 | 0.40, 1.40, 2.40 | 0.40 | 40 |
| $3, $30, $300 | 0.48, 1.48, 2.48 | 0.48 | 48 |
| $4, $40, $400 | 0.60, 1.60, 2.60 | 0.60 | 60 |
| $5, $50, $500 | 0.70, 1.70, 2.70 | 0.70 | 70 |
| $6, $60, $600 | 0.78, 1.78, 2.78 | 0.78 | 78 |
| $7, $70, $700 | 0.85, 1.85, 2.85 | 0.85 | 85 |
| $8, $80, $800 | 0.90, 1.90, 2.90 | 0.90 | 90 |
| $9, $90, $900 | 0.95, 1.95, 2.95 | 0.95 | 95 |
## Implementation Plan
### Approach: Phase-Based Round USD Filtering
Filter outputs to only those whose phase bin corresponds to a round USD amount. No price knowledge needed.
```rust
/// Phase bins where round USD amounts cluster
/// Computed as: bin = round(frac(log10(usd_cents)) * 100)
const ROUND_USD_BINS: &[u8] = &[
0, // $1, $10, $100, $1000 (and $0.10, $0.01)
18, // $1.50, $15, $150
30, // $2, $20, $200
40, // $2.50, $25, $250
48, // $3, $30, $300
60, // $4, $40, $400
70, // $5, $50, $500
78, // $6, $60, $600
85, // $7, $70, $700
90, // $8, $80, $800
95, // $9, $90, $900
];
/// Check if a histogram bin corresponds to a round USD amount
fn is_round_usd_bin(bin: usize, tolerance: u8) -> bool {
let phase_bin = (bin % 100) as u8;
ROUND_USD_BINS.iter().any(|&round_bin| {
let diff = if phase_bin >= round_bin {
phase_bin - round_bin
} else {
round_bin - phase_bin
};
// Handle wraparound (bin 99 is close to bin 0)
diff <= tolerance || (100 - diff) <= tolerance
})
}
```
### Where to Apply Filter
In `compute.rs`, when adding outputs to histogram:
```rust
for sats in values {
if let Some(bin) = Histogram::sats_to_bin(sats) {
// Only include outputs in round-USD phase bins
if is_round_usd_bin(bin, 2) { // ±2 bin tolerance
block_sparse.push((bin as u16, 1.0));
// ... rest of processing
}
}
}
```
### Expected Impact
- Reduces histogram noise by ~60-70% (only ~35% of accurate outputs are round USD)
- Remaining outputs are 2-3x more likely to be accurate signals
- Stencil matching should be more reliable with cleaner signal
- Decade selection via anchors remains unchanged
### Alternative: Weighted Approach
Instead of hard filtering, weight round-USD bins higher:
```rust
let weight = if is_round_usd_bin(bin, 2) { 3.0 } else { 1.0 };
block_sparse.push((bin as u16, weight));
```
This preserves some signal from non-round outputs while emphasizing round USD.
## Bin Resolution: 100 vs 200
UTXOracle uses **200 bins per decade**. Current phase oracle uses 100.
| Resolution | Precision | Round USD cluster |
|------------|-----------|-------------------|
| 100 bins | 1% per bin | Wider, more overlap |
| 200 bins | 0.5% per bin | Tighter, cleaner separation |
**Round USD bins at 200 resolution:**
| USD Amount | Phase = frac(log10) | Bin (×200) |
|------------|---------------------|------------|
| $1, $10, $100 | 0.000 | 0 |
| $1.50, $15, $150 | 0.176 | 35 |
| $2, $20, $200 | 0.301 | 60 |
| $2.50, $25, $250 | 0.398 | 80 |
| $3, $30, $300 | 0.477 | 95 |
| $4, $40, $400 | 0.602 | 120 |
| $5, $50, $500 | 0.699 | 140 |
| $6, $60, $600 | 0.778 | 156 |
| $7, $70, $700 | 0.845 | 169 |
| $8, $80, $800 | 0.903 | 181 |
| $9, $90, $900 | 0.954 | 191 |
**Recommendation**: Use 200 bins for:
1. Compatibility with UTXOracle stencil
2. Tighter round-USD detection
3. Better separation of signal from noise
## Questions to Resolve
1. **Tolerance**: ±2 bins (at 200) = ±1% vs ±4 bins = ±2%
2. **Hard filter vs weight**: Filter completely or just weight higher?
3. **Minimum count threshold**: What if too few outputs pass filter?
4. **Interaction with existing smooth_round_btc()**: Still needed?
5. **Migration**: Update PHASE_BINS constant from 100 to 200
## Validation Plan
1. Implement phase-based filtering
2. Run on 2017-2018 data
3. Compare accuracy vs current approach
4. Tune tolerance parameter

2549
research/price_signal_analysis_report.txt
View File

File diff suppressed because it is too large Load Diff

282
research/test_phase_detection.py
View File

@@ -1,282 +0,0 @@
#!/usr/bin/env python3
"""
Test price phase detection from outputs alone.
The idea: Round USD outputs create a fingerprint pattern that reveals the price phase.
"""
import math
import http.client
import json
import time
from collections import defaultdict
API_HOST = "localhost"
API_PORT = 3110
# Round USD phases (fixed fingerprint)
# These are frac(log10(usd_cents)) for round USD values
ROUND_USD_PHASES = [
0.00, # $1, $10, $100, $1000
0.18, # $1.50, $15, $150
0.30, # $2, $20, $200
0.40, # $2.50, $25, $250
0.48, # $3, $30, $300
0.60, # $4, $40, $400
0.70, # $5, $50, $500
0.78, # $6, $60, $600
0.85, # $7, $70, $700
0.90, # $8, $80, $800
0.95, # $9, $90, $900
]
_conn = None
def get_conn():
global _conn
if _conn is None:
_conn = http.client.HTTPConnection(API_HOST, API_PORT, timeout=300)
return _conn
def reset_conn():
global _conn
if _conn:
try:
_conn.close()
except:
pass
_conn = None
def fetch(path: str, retries: int = 3):
for attempt in range(retries):
try:
conn = get_conn()
conn.request("GET", path)
resp = conn.getresponse()
data = resp.read().decode('utf-8')
return json.loads(data)
except Exception as e:
reset_conn()
if attempt < retries - 1:
time.sleep(2)
else:
raise
def fetch_chunked(path_template: str, start: int, end: int, chunk_size: int = 25000) -> list:
result = []
for chunk_start in range(start, end, chunk_size):
chunk_end = min(chunk_start + chunk_size, end)
path = path_template.format(start=chunk_start, end=chunk_end)
data = fetch(path)["data"]
result.extend(data)
return result
def get_sats_phase(sats: int) -> float:
"""Get the phase (fractional part of log10) for a sats value."""
if sats <= 0:
return 0.0
return math.log10(sats) % 1.0
def count_round_usd_matches(outputs: list, price_phase: float, tolerance: float = 0.02) -> int:
"""
Count how many outputs match round USD bins at the given price phase.
At price_phase P, round USD outputs should appear at sats_phase = (usd_phase - P) mod 1
"""
# Compute expected sats phases for round USD at this price phase
expected_phases = [(usd_phase - price_phase) % 1.0 for usd_phase in ROUND_USD_PHASES]
count = 0
for sats in outputs:
if sats is None or sats < 1000:
continue
sats_phase = get_sats_phase(sats)
# Check if sats_phase matches any expected phase
for exp_phase in expected_phases:
diff = abs(sats_phase - exp_phase)
# Handle wraparound (0.99 is close to 0.01)
if diff < tolerance or diff > (1.0 - tolerance):
count += 1
break
return count
def find_best_price_phase(outputs: list, tolerance: float = 0.02, resolution: int = 100) -> tuple:
"""
Find the price phase that maximizes round USD matches.
Returns (best_phase, best_count, all_counts).
"""
counts = []
best_phase = 0.0
best_count = 0
for i in range(resolution):
price_phase = i / resolution
count = count_round_usd_matches(outputs, price_phase, tolerance)
counts.append(count)
if count > best_count:
best_count = count
best_phase = price_phase
return best_phase, best_count, counts
def actual_price_phase(price: float) -> float:
"""Get the actual price phase from a price."""
return math.log10(price) % 1.0
def analyze_day(date_str: str, start_height: int, end_height: int, actual_price: float):
"""Analyze a single day's outputs."""
# Get transaction range for these heights
first_tx = fetch(f"/api/metric/first_txindex/height?start={start_height}&end={end_height}")
first_txs = first_tx["data"]
if not first_txs or len(first_txs) < 2:
return None
tx_start = first_txs[0]
tx_end = first_txs[-1]
# Get output range
tx_first_out = fetch_chunked("/api/metric/first_txoutindex/txindex?start={start}&end={end}", tx_start, tx_end)
if not tx_first_out:
return None
out_start = tx_first_out[0]
out_end = tx_first_out[-1] + 10 # estimate
# Fetch output values
out_values = fetch_chunked("/api/metric/value/txoutindex?start={start}&end={end}", out_start, out_end)
# Filter to reasonable range (1000 sats to 100 BTC)
outputs = [v for v in out_values if v and 1000 <= v <= 10_000_000_000]
if len(outputs) < 1000:
return None
# Find best price phase
detected_phase, match_count, _ = find_best_price_phase(outputs, tolerance=0.02)
# Compare with actual
actual_phase = actual_price_phase(actual_price)
# Phase error (handle wraparound)
phase_error = abs(detected_phase - actual_phase)
if phase_error > 0.5:
phase_error = 1.0 - phase_error
return {
'date': date_str,
'actual_price': actual_price,
'actual_phase': actual_phase,
'detected_phase': detected_phase,
'phase_error': phase_error,
'match_count': match_count,
'total_outputs': len(outputs),
'match_pct': 100 * match_count / len(outputs),
}
def main():
print("=" * 60)
print("PRICE PHASE DETECTION TEST")
print("=" * 60)
print("\nIdea: Round USD outputs form a fingerprint pattern.")
print("Sliding this pattern across the histogram reveals the price phase.\n")
# Fetch dates
print("Fetching date index...")
dates = fetch("/api/metric/date/dateindex?start=0&end=4000")["data"]
# Fetch daily OHLC
print("Fetching daily prices...")
ohlc_data = fetch("/api/metric/price_ohlc/dateindex?start=2800&end=3600")["data"]
# Fetch heights
print("Fetching heights...")
heights = fetch("/api/metric/first_height/dateindex?start=2800&end=3600")["data"]
results = []
# Test on 2017-2018 (roughly dateindex 2900-3600)
# Sample every 7 days to speed up
for di in range(2900, 3550, 7):
if di - 2800 >= len(ohlc_data) or di - 2800 >= len(heights):
continue
ohlc = ohlc_data[di - 2800]
if not ohlc or len(ohlc) < 4:
continue
# Use close price as "actual"
actual_price = ohlc[3]
if not actual_price or actual_price <= 0:
continue
date_str = dates[di] if di < len(dates) else f"di={di}"
start_height = heights[di - 2800]
end_height = heights[di - 2800 + 1] if di - 2800 + 1 < len(heights) else start_height + 144
if not start_height:
continue
print(f"\nAnalyzing {date_str} (${actual_price:.0f})...")
try:
result = analyze_day(date_str, start_height, end_height, actual_price)
if result:
results.append(result)
print(f" Actual phase: {result['actual_phase']:.3f}")
print(f" Detected phase: {result['detected_phase']:.3f}")
print(f" Phase error: {result['phase_error']:.3f} ({result['phase_error']*100:.1f}%)")
print(f" Matches: {result['match_count']:,} / {result['total_outputs']:,} ({result['match_pct']:.1f}%)")
except Exception as e:
print(f" Error: {e}")
continue
# Summary
if results:
print("\n" + "=" * 60)
print("SUMMARY")
print("=" * 60)
errors = [r['phase_error'] for r in results]
avg_error = sum(errors) / len(errors)
# Count how many are within various thresholds
within_01 = sum(1 for e in errors if e <= 0.01)
within_02 = sum(1 for e in errors if e <= 0.02)
within_05 = sum(1 for e in errors if e <= 0.05)
within_10 = sum(1 for e in errors if e <= 0.10)
print(f"\nTotal days analyzed: {len(results)}")
print(f"Average phase error: {avg_error:.3f} ({avg_error*100:.1f}%)")
print(f"\nPhase error distribution:")
print(f" ≤1%: {within_01:3d} / {len(results)} ({100*within_01/len(results):.0f}%)")
print(f" ≤2%: {within_02:3d} / {len(results)} ({100*within_02/len(results):.0f}%)")
print(f" ≤5%: {within_05:3d} / {len(results)} ({100*within_05/len(results):.0f}%)")
print(f" ≤10%: {within_10:3d} / {len(results)} ({100*within_10/len(results):.0f}%)")
# Show worst cases
print(f"\nWorst cases:")
worst = sorted(results, key=lambda r: -r['phase_error'])[:5]
for r in worst:
print(f" {r['date']}: detected {r['detected_phase']:.2f} vs actual {r['actual_phase']:.2f} "
f"(error {r['phase_error']:.2f}, ${r['actual_price']:.0f})")
# Show best cases
print(f"\nBest cases:")
best = sorted(results, key=lambda r: r['phase_error'])[:5]
for r in best:
print(f" {r['date']}: detected {r['detected_phase']:.2f} vs actual {r['actual_phase']:.2f} "
f"(error {r['phase_error']:.3f}, ${r['actual_price']:.0f})")
if __name__ == "__main__":
main()

94
website/scripts/options/market/index.js
View File

@@ -13,7 +13,7 @@ import { createInvestingSection } from "./investing.js";
* @returns {PartialOptionsGroup}
*/
export function createMarketSection(ctx) {
const { colors, brk, line, candlestick } = ctx;
const { colors, brk, line } = ctx;
const { market, supply, price } = brk.metrics;
const {
movingAverage,
@@ -35,35 +35,71 @@ export function createMarketSection(ctx) {
{
name: "Price",
title: "Bitcoin Price",
...(localhost && {
top: [
// candlestick({
// metric: price.oracle.ohlcDollars,
// name: "Oracle base",
// unit: Unit.usd,
// colors: [colors.cyan, colors.purple],
// }),
line({
metric: price.oracle.phaseDailyDollars.median,
name: "o. p50",
unit: Unit.usd,
color: colors.yellow,
}),
line({
metric: price.oracle.phaseDailyDollars.max,
name: "o. max",
unit: Unit.usd,
color: colors.lime,
}),
line({
metric: price.oracle.phaseDailyDollars.min,
name: "o. min",
unit: Unit.usd,
color: colors.rose,
}),
],
}),
},
...(localhost
? [
{
name: "Oracle",
title: "Oracle Price",
top: [
line({
metric: price.oracle.phaseDailyDollars.median,
name: "o. p50",
unit: Unit.usd,
color: colors.yellow,
}),
line({
metric: price.oracle.phaseV2DailyDollars.median,
name: "o2. p50",
unit: Unit.usd,
color: colors.orange,
}),
line({
metric: price.oracle.phaseV2PeakDailyDollars.median,
name: "o2.2 p50",
unit: Unit.usd,
color: colors.orange,
}),
line({
metric: price.oracle.phaseV3DailyDollars.median,
name: "o3. p50",
unit: Unit.usd,
color: colors.red,
}),
line({
metric: price.oracle.phaseV3PeakDailyDollars.median,
name: "o3.2 p50",
unit: Unit.usd,
color: colors.red,
}),
line({
metric: price.oracle.phaseDailyDollars.max,
name: "o. max",
unit: Unit.usd,
color: colors.lime,
}),
line({
metric: price.oracle.phaseV2DailyDollars.max,
name: "o.2 max",
unit: Unit.usd,
color: colors.emerald,
}),
line({
metric: price.oracle.phaseDailyDollars.min,
name: "o. min",
unit: Unit.usd,
color: colors.rose,
}),
line({
metric: price.oracle.phaseV2DailyDollars.min,
name: "o.2 min",
unit: Unit.usd,
color: colors.purple,
}),
],
},
]
: []),
// Capitalization
{