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nym21
2026-02-13 13:54:09 +01:00
parent b779edc0d6
commit 80b2c636b0
53 changed files with 1819 additions and 1184 deletions
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crates/brk_oracle/README.md
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@@ -36,7 +36,7 @@ All parameters are exposed via Config with sensible defaults:
- **window_size** (12): number of block histograms in the ring buffer
- **search_below / search_above** (9 / 11): how far to search around the previous estimate, in bins
- **min_sats** (1,000): minimum output value, filters dust
- **exclude_round_btc** (true): exclude round BTC amounts that create false stencil matches
- **exclude_common_round_values** (true): exclude common round values (d × 10^n, d ∈ {1,2,3,5,6}) that create false stencil matches
- **excluded_output_types** (P2TR, P2WSH): script types dominated by protocol activity, not round-dollar purchases
## Inspiration
@@ -69,11 +69,11 @@ Tested over 361,245 blocks (heights 575,000 to 936,244) against exchange OHLC da
| 95th percentile | 0.55% |
| 99th percentile | 1.4% |
| 99.9th percentile | 4.4% |
| RMSE | 0.39% |
| Max error | 18.2% |
| RMSE | 0.38% |
| Max error | 18.1% |
| Bias | +0.04 bins (essentially zero) |
| Blocks > 5% error | 261 (0.07%) |
| Blocks > 10% error | 40 (0.01%) |
| Blocks > 5% error | 237 (0.07%) |
| Blocks > 10% error | 22 (0.006%) |
| Blocks > 20% error | 0 |
### Daily candles