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global: snapshot

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nym21
2026-03-04 23:49:28 +01:00
parent ef0b77baa8
commit 6f2a87be4f
17 changed files with 460 additions and 422 deletions
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27
crates/brk_computer/src/distribution/metrics/config.rs
View File

@@ -1,6 +1,6 @@
use brk_cohort::Filter;
use brk_error::Result;
use brk_types::{BasisPoints16, BasisPointsSigned16, Cents, Height, Version};
use brk_types::{BasisPoints16, BasisPoints32, BasisPointsSigned32, Cents, Height, Version};
use schemars::JsonSchema;
use vecdb::{BytesVec, BytesVecValue, Database, ImportableVec};
@@ -87,11 +87,11 @@ impl<'a> ImportConfig<'a> {
)
}
pub(crate) fn import_percent_bps16(
pub(crate) fn import_percent_bps32(
&self,
suffix: &str,
offset: Version,
) -> Result<PercentFromHeight<BasisPointsSigned16>> {
) -> Result<PercentFromHeight<BasisPointsSigned32>> {
PercentFromHeight::forced_import(
self.db,
&self.name(suffix),
@@ -199,11 +199,24 @@ impl<'a> ImportConfig<'a> {
)
}
pub(crate) fn import_percent_rolling_bp16(
pub(crate) fn import_percent_bp32(
&self,
suffix: &str,
offset: Version,
) -> Result<PercentRollingWindows<BasisPoints16>> {
) -> Result<PercentFromHeight<BasisPoints32>> {
PercentFromHeight::forced_import(
self.db,
&self.name(suffix),
self.version + offset,
self.indexes,
)
}
pub(crate) fn import_percent_rolling_bp32(
&self,
suffix: &str,
offset: Version,
) -> Result<PercentRollingWindows<BasisPoints32>> {
PercentRollingWindows::forced_import(
self.db,
&self.name(suffix),
@@ -225,11 +238,11 @@ impl<'a> ImportConfig<'a> {
)
}
pub(crate) fn import_percent_emas_1w_1m_bp16(
pub(crate) fn import_percent_emas_1w_1m_bp32(
&self,
suffix: &str,
offset: Version,
) -> Result<PercentRollingEmas1w1m<BasisPoints16>> {
) -> Result<PercentRollingEmas1w1m<BasisPoints32>> {
PercentRollingEmas1w1m::forced_import(
self.db,
&self.name(suffix),

42
crates/brk_computer/src/distribution/metrics/realized/base.rs
View File

@@ -1,7 +1,7 @@
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{
BasisPoints16, BasisPoints32, BasisPointsSigned16, Bitcoin, Cents, CentsSats, CentsSigned,
BasisPoints16, BasisPoints32, BasisPointsSigned32, Bitcoin, Cents, CentsSats, CentsSigned,
CentsSquaredSats, Dollars, Height, Indexes, Sats, StoredF32, StoredF64, Version,
};
use vecdb::{
@@ -16,9 +16,9 @@ use crate::{
CentsPlus, CentsUnsignedToDollars, ComputedFromHeight, ComputedFromHeightCumulative,
ComputedFromHeightRatio, FiatFromHeight, Identity, LazyFromHeight,
NegCentsUnsignedToDollars, PercentFromHeight, PercentRollingEmas1w1m,
PercentRollingWindows, Price, RatioCents64, RatioCentsBp16, RatioCentsSignedCentsBps16,
RatioCentsSignedDollarsBps16, RollingEmas1w1m, RollingEmas2w, RollingWindows,
ValueFromHeightCumulative,
PercentRollingWindows, Price, RatioCents64, RatioCentsBp16, RatioCentsBp32,
RatioCentsSignedCentsBps32, RatioCentsSignedDollarsBps32, RollingEmas1w1m, RollingEmas2w,
RollingWindows, ValueFromHeightCumulative,
},
prices,
};
@@ -55,7 +55,7 @@ pub struct RealizedBase<M: StorageMode = Rw> {
pub realized_profit_rel_to_realized_cap: PercentFromHeight<BasisPoints16, M>,
pub realized_loss_rel_to_realized_cap: PercentFromHeight<BasisPoints16, M>,
pub net_realized_pnl_rel_to_realized_cap: PercentFromHeight<BasisPointsSigned16, M>,
pub net_realized_pnl_rel_to_realized_cap: PercentFromHeight<BasisPointsSigned32, M>,
pub profit_value_created: ComputedFromHeight<Cents, M>,
pub profit_value_destroyed: ComputedFromHeight<Cents, M>,
@@ -75,15 +75,15 @@ pub struct RealizedBase<M: StorageMode = Rw> {
pub sopr_24h_ema: RollingEmas1w1m<StoredF64, M>,
pub gross_pnl_sum: RollingWindows<Cents, M>,
pub sell_side_risk_ratio: PercentRollingWindows<BasisPoints16, M>,
pub sell_side_risk_ratio_24h_ema: PercentRollingEmas1w1m<BasisPoints16, M>,
pub sell_side_risk_ratio: PercentRollingWindows<BasisPoints32, M>,
pub sell_side_risk_ratio_24h_ema: PercentRollingEmas1w1m<BasisPoints32, M>,
pub net_pnl_change_1m: ComputedFromHeight<CentsSigned, M>,
pub net_pnl_change_1m_rel_to_realized_cap: PercentFromHeight<BasisPointsSigned16, M>,
pub net_pnl_change_1m_rel_to_market_cap: PercentFromHeight<BasisPointsSigned16, M>,
pub net_pnl_change_1m_rel_to_realized_cap: PercentFromHeight<BasisPointsSigned32, M>,
pub net_pnl_change_1m_rel_to_market_cap: PercentFromHeight<BasisPointsSigned32, M>,
pub peak_regret: ComputedFromHeightCumulative<Cents, M>,
pub peak_regret_rel_to_realized_cap: PercentFromHeight<BasisPoints16, M>,
pub peak_regret_rel_to_realized_cap: PercentFromHeight<BasisPoints32, M>,
pub sent_in_profit: ValueFromHeightCumulative<M>,
pub sent_in_profit_ema: RollingEmas2w<M>,
@@ -126,7 +126,7 @@ impl RealizedBase {
let realized_loss_rel_to_realized_cap =
cfg.import_percent_bp16("realized_loss_rel_to_realized_cap", v1)?;
let net_realized_pnl_rel_to_realized_cap =
cfg.import_percent_bps16("net_realized_pnl_rel_to_realized_cap", v1)?;
cfg.import_percent_bps32("net_realized_pnl_rel_to_realized_cap", Version::new(2))?;
let realized_price = cfg.import_price("realized_price", v1)?;
let investor_price = cfg.import_price("investor_price", v0)?;
@@ -169,15 +169,15 @@ impl RealizedBase {
let value_destroyed_sum = cfg.import_rolling("value_destroyed", v1)?;
let gross_pnl_sum = cfg.import_rolling("gross_pnl_sum", v1)?;
let sopr = cfg.import_rolling("sopr", v1)?;
let sell_side_risk_ratio = cfg.import_percent_rolling_bp16("sell_side_risk_ratio", v1)?;
let sell_side_risk_ratio = cfg.import_percent_rolling_bp32("sell_side_risk_ratio", Version::new(2))?;
// EMAs
let sopr_24h_ema = cfg.import_emas_1w_1m("sopr_24h", v1)?;
let sell_side_risk_ratio_24h_ema =
cfg.import_percent_emas_1w_1m_bp16("sell_side_risk_ratio_24h", v1)?;
cfg.import_percent_emas_1w_1m_bp32("sell_side_risk_ratio_24h", Version::new(2))?;
let peak_regret_rel_to_realized_cap =
cfg.import_percent_bp16("realized_peak_regret_rel_to_realized_cap", v1)?;
cfg.import_percent_bp32("realized_peak_regret_rel_to_realized_cap", Version::new(2))?;
Ok(Self {
realized_cap_cents,
@@ -220,9 +220,9 @@ impl RealizedBase {
sell_side_risk_ratio_24h_ema,
net_pnl_change_1m: cfg.import_computed("net_pnl_change_1m", Version::new(3))?,
net_pnl_change_1m_rel_to_realized_cap: cfg
.import_percent_bps16("net_pnl_change_1m_rel_to_realized_cap", Version::new(3))?,
.import_percent_bps32("net_pnl_change_1m_rel_to_realized_cap", Version::new(4))?,
net_pnl_change_1m_rel_to_market_cap: cfg
.import_percent_bps16("net_pnl_change_1m_rel_to_market_cap", Version::new(3))?,
.import_percent_bps32("net_pnl_change_1m_rel_to_market_cap", Version::new(4))?,
peak_regret,
peak_regret_rel_to_realized_cap,
sent_in_profit: cfg.import_value_cumulative("sent_in_profit", v0)?,
@@ -585,7 +585,7 @@ impl RealizedBase {
.into_iter()
.zip(self.gross_pnl_sum.as_array())
{
ssrr.compute_binary::<Cents, Cents, RatioCentsBp16>(
ssrr.compute_binary::<Cents, Cents, RatioCentsBp32>(
starting_indexes.height,
&rv.height,
&self.realized_cap_cents.height,
@@ -663,14 +663,14 @@ impl RealizedBase {
exit,
)?;
self.net_realized_pnl_rel_to_realized_cap
.compute_binary::<CentsSigned, Cents, RatioCentsSignedCentsBps16>(
.compute_binary::<CentsSigned, Cents, RatioCentsSignedCentsBps32>(
starting_indexes.height,
&self.net_realized_pnl.height,
&self.realized_cap_cents.height,
exit,
)?;
self.peak_regret_rel_to_realized_cap
.compute_binary::<Cents, Cents, RatioCentsBp16>(
.compute_binary::<Cents, Cents, RatioCentsBp32>(
starting_indexes.height,
&self.peak_regret.height,
&self.realized_cap_cents.height,
@@ -686,7 +686,7 @@ impl RealizedBase {
)?;
self.net_pnl_change_1m_rel_to_realized_cap
.compute_binary::<CentsSigned, Cents, RatioCentsSignedCentsBps16>(
.compute_binary::<CentsSigned, Cents, RatioCentsSignedCentsBps32>(
starting_indexes.height,
&self.net_pnl_change_1m.height,
&self.realized_cap_cents.height,
@@ -694,7 +694,7 @@ impl RealizedBase {
)?;
self.net_pnl_change_1m_rel_to_market_cap
.compute_binary::<CentsSigned, Dollars, RatioCentsSignedDollarsBps16>(
.compute_binary::<CentsSigned, Dollars, RatioCentsSignedDollarsBps32>(
starting_indexes.height,
&self.net_pnl_change_1m.height,
height_to_market_cap,

10
crates/brk_computer/src/distribution/metrics/realized/extended.rs
View File

@@ -1,12 +1,12 @@
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{BasisPoints16, Cents, Dollars, Height, Indexes, StoredF64, Version};
use brk_types::{BasisPoints32, Cents, Dollars, Height, Indexes, StoredF64, Version};
use vecdb::{Exit, ReadableVec, Rw, StorageMode};
use crate::{
blocks,
internal::{
ComputedFromHeightRatioExtension, PercentFromHeight, RatioCents64, RatioDollarsBp16,
ComputedFromHeightRatioExtension, PercentFromHeight, RatioCents64, RatioDollarsBp32,
RollingWindows,
},
};
@@ -17,7 +17,7 @@ use super::RealizedBase;
#[derive(Traversable)]
pub struct RealizedExtended<M: StorageMode = Rw> {
pub realized_cap_rel_to_own_market_cap: PercentFromHeight<BasisPoints16, M>,
pub realized_cap_rel_to_own_market_cap: PercentFromHeight<BasisPoints32, M>,
pub realized_profit_sum: RollingWindows<Cents, M>,
pub realized_loss_sum: RollingWindows<Cents, M>,
@@ -32,7 +32,7 @@ impl RealizedExtended {
pub(crate) fn forced_import(cfg: &ImportConfig) -> Result<Self> {
Ok(RealizedExtended {
realized_cap_rel_to_own_market_cap: cfg
.import_percent_bp16("realized_cap_rel_to_own_market_cap", Version::ZERO)?,
.import_percent_bp32("realized_cap_rel_to_own_market_cap", Version::ONE)?,
realized_profit_sum: cfg.import_rolling("realized_profit", Version::ONE)?,
realized_loss_sum: cfg.import_rolling("realized_loss", Version::ONE)?,
realized_profit_to_loss_ratio: cfg
@@ -78,7 +78,7 @@ impl RealizedExtended {
// Realized cap relative to own market cap
self.realized_cap_rel_to_own_market_cap
.compute_binary::<Dollars, Dollars, RatioDollarsBp16>(
.compute_binary::<Dollars, Dollars, RatioDollarsBp32>(
starting_indexes.height,
&base.realized_cap.height,
height_to_market_cap,

24
crates/brk_computer/src/distribution/metrics/relative/base.rs
View File

@@ -1,11 +1,11 @@
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{BasisPoints16, BasisPointsSigned16, Dollars, Height, Sats, StoredF32, Version};
use brk_types::{BasisPoints16, BasisPointsSigned32, Dollars, Height, Sats, StoredF32, Version};
use vecdb::{Exit, ReadableCloneableVec, ReadableVec, Rw, StorageMode};
use crate::internal::{
Bps16ToFloat, LazyFromHeight, NegRatioDollarsBps16, PercentFromHeight, RatioDollarsBp16,
RatioDollarsBps16, RatioSatsBp16,
Bps32ToFloat, LazyFromHeight, NegRatioDollarsBps32, PercentFromHeight, RatioDollarsBp16,
RatioDollarsBps32, RatioSatsBp16,
};
use crate::distribution::metrics::{ImportConfig, RealizedBase, UnrealizedBase};
@@ -17,9 +17,9 @@ pub struct RelativeBase<M: StorageMode = Rw> {
pub unrealized_profit_rel_to_market_cap: PercentFromHeight<BasisPoints16, M>,
pub unrealized_loss_rel_to_market_cap: PercentFromHeight<BasisPoints16, M>,
pub neg_unrealized_loss_rel_to_market_cap: PercentFromHeight<BasisPointsSigned16, M>,
pub net_unrealized_pnl_rel_to_market_cap: PercentFromHeight<BasisPointsSigned16, M>,
pub nupl: LazyFromHeight<StoredF32, BasisPointsSigned16>,
pub neg_unrealized_loss_rel_to_market_cap: PercentFromHeight<BasisPointsSigned32, M>,
pub net_unrealized_pnl_rel_to_market_cap: PercentFromHeight<BasisPointsSigned32, M>,
pub nupl: LazyFromHeight<StoredF32, BasisPointsSigned32>,
pub invested_capital_in_profit_rel_to_realized_cap: PercentFromHeight<BasisPoints16, M>,
pub invested_capital_in_loss_rel_to_realized_cap: PercentFromHeight<BasisPoints16, M>,
@@ -31,11 +31,11 @@ impl RelativeBase {
let v2 = Version::new(2);
let net_unrealized_pnl_rel_to_market_cap =
cfg.import_percent_bps16("net_unrealized_pnl_rel_to_market_cap", v2)?;
cfg.import_percent_bps32("net_unrealized_pnl_rel_to_market_cap", Version::new(3))?;
let nupl = LazyFromHeight::from_computed::<Bps16ToFloat>(
let nupl = LazyFromHeight::from_computed::<Bps32ToFloat>(
&cfg.name("nupl"),
cfg.version + v2,
cfg.version + Version::new(3),
net_unrealized_pnl_rel_to_market_cap
.bps
.height
@@ -53,7 +53,7 @@ impl RelativeBase {
unrealized_loss_rel_to_market_cap: cfg
.import_percent_bp16("unrealized_loss_rel_to_market_cap", v2)?,
neg_unrealized_loss_rel_to_market_cap: cfg
.import_percent_bps16("neg_unrealized_loss_rel_to_market_cap", v2)?,
.import_percent_bps32("neg_unrealized_loss_rel_to_market_cap", Version::new(3))?,
net_unrealized_pnl_rel_to_market_cap,
nupl,
invested_capital_in_profit_rel_to_realized_cap: cfg.import_percent_bp16(
@@ -105,14 +105,14 @@ impl RelativeBase {
exit,
)?;
self.neg_unrealized_loss_rel_to_market_cap
.compute_binary::<Dollars, Dollars, NegRatioDollarsBps16>(
.compute_binary::<Dollars, Dollars, NegRatioDollarsBps32>(
max_from,
&unrealized.unrealized_loss.usd.height,
market_cap,
exit,
)?;
self.net_unrealized_pnl_rel_to_market_cap
.compute_binary::<Dollars, Dollars, RatioDollarsBps16>(
.compute_binary::<Dollars, Dollars, RatioDollarsBps32>(
max_from,
&unrealized.net_unrealized_pnl.usd.height,
market_cap,

22
crates/brk_computer/src/distribution/metrics/relative/extended_own_market_cap.rs
View File

@@ -1,10 +1,10 @@
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{BasisPoints16, BasisPointsSigned16, Dollars, Height, Version};
use brk_types::{BasisPoints16, BasisPoints32, BasisPointsSigned32, Dollars, Height, Version};
use vecdb::{Exit, ReadableVec, Rw, StorageMode};
use crate::internal::{
NegRatioDollarsBps16, PercentFromHeight, RatioDollarsBp16, RatioDollarsBps16,
NegRatioDollarsBps32, PercentFromHeight, RatioDollarsBp16, RatioDollarsBp32, RatioDollarsBps32,
};
use crate::distribution::metrics::{ImportConfig, UnrealizedBase};
@@ -13,9 +13,9 @@ use crate::distribution::metrics::{ImportConfig, UnrealizedBase};
#[derive(Traversable)]
pub struct RelativeExtendedOwnMarketCap<M: StorageMode = Rw> {
pub unrealized_profit_rel_to_own_market_cap: PercentFromHeight<BasisPoints16, M>,
pub unrealized_loss_rel_to_own_market_cap: PercentFromHeight<BasisPoints16, M>,
pub neg_unrealized_loss_rel_to_own_market_cap: PercentFromHeight<BasisPointsSigned16, M>,
pub net_unrealized_pnl_rel_to_own_market_cap: PercentFromHeight<BasisPointsSigned16, M>,
pub unrealized_loss_rel_to_own_market_cap: PercentFromHeight<BasisPoints32, M>,
pub neg_unrealized_loss_rel_to_own_market_cap: PercentFromHeight<BasisPointsSigned32, M>,
pub net_unrealized_pnl_rel_to_own_market_cap: PercentFromHeight<BasisPointsSigned32, M>,
}
impl RelativeExtendedOwnMarketCap {
@@ -26,11 +26,11 @@ impl RelativeExtendedOwnMarketCap {
unrealized_profit_rel_to_own_market_cap: cfg
.import_percent_bp16("unrealized_profit_rel_to_own_market_cap", v2)?,
unrealized_loss_rel_to_own_market_cap: cfg
.import_percent_bp16("unrealized_loss_rel_to_own_market_cap", v2)?,
.import_percent_bp32("unrealized_loss_rel_to_own_market_cap", Version::new(3))?,
neg_unrealized_loss_rel_to_own_market_cap: cfg
.import_percent_bps16("neg_unrealized_loss_rel_to_own_market_cap", v2)?,
.import_percent_bps32("neg_unrealized_loss_rel_to_own_market_cap", Version::new(3))?,
net_unrealized_pnl_rel_to_own_market_cap: cfg
.import_percent_bps16("net_unrealized_pnl_rel_to_own_market_cap", v2)?,
.import_percent_bps32("net_unrealized_pnl_rel_to_own_market_cap", Version::new(3))?,
})
}
@@ -49,21 +49,21 @@ impl RelativeExtendedOwnMarketCap {
exit,
)?;
self.unrealized_loss_rel_to_own_market_cap
.compute_binary::<Dollars, Dollars, RatioDollarsBp16>(
.compute_binary::<Dollars, Dollars, RatioDollarsBp32>(
max_from,
&unrealized.unrealized_loss.usd.height,
own_market_cap,
exit,
)?;
self.neg_unrealized_loss_rel_to_own_market_cap
.compute_binary::<Dollars, Dollars, NegRatioDollarsBps16>(
.compute_binary::<Dollars, Dollars, NegRatioDollarsBps32>(
max_from,
&unrealized.unrealized_loss.usd.height,
own_market_cap,
exit,
)?;
self.net_unrealized_pnl_rel_to_own_market_cap
.compute_binary::<Dollars, Dollars, RatioDollarsBps16>(
.compute_binary::<Dollars, Dollars, RatioDollarsBps32>(
max_from,
&unrealized.net_unrealized_pnl.usd.height,
own_market_cap,

17
crates/brk_computer/src/distribution/metrics/relative/extended_own_pnl.rs
View File

@@ -1,10 +1,10 @@
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{BasisPoints16, BasisPointsSigned16, Dollars, Height, Version};
use brk_types::{BasisPoints16, BasisPointsSigned32, Dollars, Height, Version};
use vecdb::{Exit, Rw, StorageMode};
use crate::internal::{
NegRatioDollarsBps16, PercentFromHeight, RatioDollarsBp16, RatioDollarsBps16,
NegRatioDollarsBps32, PercentFromHeight, RatioDollarsBp16, RatioDollarsBps32,
};
use crate::distribution::metrics::{ImportConfig, UnrealizedBase};
@@ -14,14 +14,13 @@ use crate::distribution::metrics::{ImportConfig, UnrealizedBase};
pub struct RelativeExtendedOwnPnl<M: StorageMode = Rw> {
pub unrealized_profit_rel_to_own_gross_pnl: PercentFromHeight<BasisPoints16, M>,
pub unrealized_loss_rel_to_own_gross_pnl: PercentFromHeight<BasisPoints16, M>,
pub neg_unrealized_loss_rel_to_own_gross_pnl: PercentFromHeight<BasisPointsSigned16, M>,
pub net_unrealized_pnl_rel_to_own_gross_pnl: PercentFromHeight<BasisPointsSigned16, M>,
pub neg_unrealized_loss_rel_to_own_gross_pnl: PercentFromHeight<BasisPointsSigned32, M>,
pub net_unrealized_pnl_rel_to_own_gross_pnl: PercentFromHeight<BasisPointsSigned32, M>,
}
impl RelativeExtendedOwnPnl {
pub(crate) fn forced_import(cfg: &ImportConfig) -> Result<Self> {
let v1 = Version::ONE;
let v2 = Version::new(2);
Ok(Self {
unrealized_profit_rel_to_own_gross_pnl: cfg
@@ -29,9 +28,9 @@ impl RelativeExtendedOwnPnl {
unrealized_loss_rel_to_own_gross_pnl: cfg
.import_percent_bp16("unrealized_loss_rel_to_own_gross_pnl", v1)?,
neg_unrealized_loss_rel_to_own_gross_pnl: cfg
.import_percent_bps16("neg_unrealized_loss_rel_to_own_gross_pnl", v1)?,
.import_percent_bps32("neg_unrealized_loss_rel_to_own_gross_pnl", Version::new(2))?,
net_unrealized_pnl_rel_to_own_gross_pnl: cfg
.import_percent_bps16("net_unrealized_pnl_rel_to_own_gross_pnl", v2)?,
.import_percent_bps32("net_unrealized_pnl_rel_to_own_gross_pnl", Version::new(3))?,
})
}
@@ -56,14 +55,14 @@ impl RelativeExtendedOwnPnl {
exit,
)?;
self.neg_unrealized_loss_rel_to_own_gross_pnl
.compute_binary::<Dollars, Dollars, NegRatioDollarsBps16>(
.compute_binary::<Dollars, Dollars, NegRatioDollarsBps32>(
max_from,
&unrealized.unrealized_loss.usd.height,
&unrealized.gross_pnl.usd.height,
exit,
)?;
self.net_unrealized_pnl_rel_to_own_gross_pnl
.compute_binary::<Dollars, Dollars, RatioDollarsBps16>(
.compute_binary::<Dollars, Dollars, RatioDollarsBps32>(
max_from,
&unrealized.net_unrealized_pnl.usd.height,
&unrealized.gross_pnl.usd.height,

66
crates/brk_computer/src/distribution/state/cost_basis/data.rs
View File

@@ -1,5 +1,5 @@
use std::{
collections::BTreeMap,
collections::{btree_map::Entry, BTreeMap},
fs,
path::{Path, PathBuf},
};
@@ -9,7 +9,7 @@ use brk_types::{
Cents, CentsCompact, CentsSats, CentsSquaredSats, CostBasisDistribution, Height, Sats,
};
use rustc_hash::FxHashMap;
use vecdb::Bytes;
use vecdb::{Bytes, unlikely};
use super::{CachedUnrealizedState, Percentiles, UnrealizedState};
@@ -187,24 +187,46 @@ impl CostBasisData {
self.percentiles_dirty = true;
let map = &mut self.state.as_mut().unwrap().base.map;
for (cents, (inc, dec)) in self.pending.drain() {
let entry = map.entry(cents).or_default();
*entry += inc;
if *entry < dec {
panic!(
"CostBasisData::apply_pending underflow!\n\
Path: {:?}\n\
Price: {}\n\
Current + increments: {}\n\
Trying to decrement by: {}",
self.pathbuf,
cents.to_dollars(),
entry,
dec
);
}
*entry -= dec;
if *entry == Sats::ZERO {
map.remove(&cents);
match map.entry(cents) {
Entry::Occupied(mut e) => {
*e.get_mut() += inc;
if unlikely(*e.get() < dec) {
panic!(
"CostBasisData::apply_pending underflow!\n\
Path: {:?}\n\
Price: {}\n\
Current + increments: {}\n\
Trying to decrement by: {}",
self.pathbuf,
cents.to_dollars(),
e.get(),
dec
);
}
*e.get_mut() -= dec;
if *e.get() == Sats::ZERO {
e.remove();
}
}
Entry::Vacant(e) => {
if unlikely(inc < dec) {
panic!(
"CostBasisData::apply_pending underflow (new entry)!\n\
Path: {:?}\n\
Price: {}\n\
Increment: {}\n\
Trying to decrement by: {}",
self.pathbuf,
cents.to_dollars(),
inc,
dec
);
}
let val = inc - dec;
if val != Sats::ZERO {
e.insert(val);
}
}
}
}
@@ -213,7 +235,7 @@ impl CostBasisData {
state.cap_raw += self.pending_raw.cap_inc;
// Check for underflow before subtracting
if state.cap_raw.inner() < self.pending_raw.cap_dec.inner() {
if unlikely(state.cap_raw.inner() < self.pending_raw.cap_dec.inner()) {
panic!(
"CostBasisData::apply_pending cap_raw underflow!\n\
Path: {:?}\n\
@@ -231,7 +253,7 @@ impl CostBasisData {
if has_investor_cap {
state.investor_cap_raw += self.pending_raw.investor_cap_inc;
if state.investor_cap_raw.inner() < self.pending_raw.investor_cap_dec.inner() {
if unlikely(state.investor_cap_raw.inner() < self.pending_raw.investor_cap_dec.inner()) {
panic!(
"CostBasisData::apply_pending investor_cap_raw underflow!\n\
Path: {:?}\n\