global: refactor

This commit is contained in:
nym21
2026-04-22 22:23:39 +02:00
parent c5b16e7048
commit 84e924b77e
63 changed files with 726 additions and 257 deletions
+81 -20
View File
@@ -2109,7 +2109,7 @@ function create_10y1m1w1y2y3m3y4y5y6m6y8yPattern3(client, acc) {
* @property {BpsCentsPercentilesRatioSatsSmaStdUsdPattern} price
* @property {BlockCumulativeSumPattern} profit
* @property {_1m1w1y24hPattern<StoredF64>} profitToLossRatio
* @property {_1m1w1y24hPattern7} sellSideRiskRatio
* @property {_1m1w1y24hPattern8} sellSideRiskRatio
* @property {AdjustedRatioValuePattern} sopr
*/
@@ -2821,7 +2821,7 @@ function createCentsNegativeToUsdPattern2(client, acc) {
/**
* @typedef {Object} DeltaDominanceHalfInTotalPattern2
* @property {AbsoluteRatePattern} delta
* @property {AbsoluteRatePattern3} delta
* @property {BpsPercentRatioPattern2} dominance
* @property {BtcCentsSatsUsdPattern} half
* @property {BtcCentsSatsShareUsdPattern} inLoss
@@ -2837,7 +2837,7 @@ function createCentsNegativeToUsdPattern2(client, acc) {
*/
function createDeltaDominanceHalfInTotalPattern2(client, acc) {
return {
delta: createAbsoluteRatePattern(client, _m(acc, 'delta')),
delta: createAbsoluteRatePattern3(client, _m(acc, 'delta')),
dominance: createBpsPercentRatioPattern2(client, _m(acc, 'dominance')),
half: createBtcCentsSatsUsdPattern(client, _m(acc, 'half')),
inLoss: createBtcCentsSatsShareUsdPattern(client, _m(acc, 'in_loss')),
@@ -2848,7 +2848,7 @@ function createDeltaDominanceHalfInTotalPattern2(client, acc) {
/**
* @typedef {Object} DeltaDominanceHalfInTotalPattern
* @property {AbsoluteRatePattern} delta
* @property {AbsoluteRatePattern3} delta
* @property {BpsPercentRatioPattern2} dominance
* @property {BtcCentsSatsUsdPattern} half
* @property {BtcCentsSatsUsdPattern} inLoss
@@ -2864,7 +2864,7 @@ function createDeltaDominanceHalfInTotalPattern2(client, acc) {
*/
function createDeltaDominanceHalfInTotalPattern(client, acc) {
return {
delta: createAbsoluteRatePattern(client, _m(acc, 'delta')),
delta: createAbsoluteRatePattern3(client, _m(acc, 'delta')),
dominance: createBpsPercentRatioPattern2(client, _m(acc, 'dominance')),
half: createBtcCentsSatsUsdPattern(client, _m(acc, 'half')),
inLoss: createBtcCentsSatsUsdPattern(client, _m(acc, 'in_loss')),
@@ -3052,7 +3052,7 @@ function createBpsCentsRatioSatsUsdPattern(client, acc) {
* @typedef {Object} BtcCentsDeltaSatsUsdPattern
* @property {SeriesPattern1<Bitcoin>} btc
* @property {SeriesPattern1<Cents>} cents
* @property {AbsoluteRatePattern} delta
* @property {AbsoluteRatePattern3} delta
* @property {SeriesPattern1<Sats>} sats
* @property {SeriesPattern1<Dollars>} usd
*/
@@ -3067,7 +3067,7 @@ function createBtcCentsDeltaSatsUsdPattern(client, acc) {
return {
btc: createSeriesPattern1(client, acc),
cents: createSeriesPattern1(client, _m(acc, 'cents')),
delta: createAbsoluteRatePattern(client, _m(acc, 'delta')),
delta: createAbsoluteRatePattern3(client, _m(acc, 'delta')),
sats: createSeriesPattern1(client, _m(acc, 'sats')),
usd: createSeriesPattern1(client, _m(acc, 'usd')),
};
@@ -3206,7 +3206,7 @@ function create_1m1w1y24hPattern2(client, acc) {
}
/**
* @typedef {Object} _1m1w1y24hPattern7
* @typedef {Object} _1m1w1y24hPattern8
* @property {BpsPercentRatioPattern4} _1m
* @property {BpsPercentRatioPattern4} _1w
* @property {BpsPercentRatioPattern4} _1y
@@ -3214,12 +3214,12 @@ function create_1m1w1y24hPattern2(client, acc) {
*/
/**
* Create a _1m1w1y24hPattern7 pattern node
* Create a _1m1w1y24hPattern8 pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated series name
* @returns {_1m1w1y24hPattern7}
* @returns {_1m1w1y24hPattern8}
*/
function create_1m1w1y24hPattern7(client, acc) {
function create_1m1w1y24hPattern8(client, acc) {
return {
_1m: createBpsPercentRatioPattern4(client, _m(acc, '1m')),
_1w: createBpsPercentRatioPattern4(client, _m(acc, '1w')),
@@ -3274,6 +3274,29 @@ function create_1m1w1y24hPattern3(client, acc) {
};
}
/**
* @typedef {Object} _1m1w1y24hPattern7
* @property {BtcSatsPattern} _1m
* @property {BtcSatsPattern} _1w
* @property {BtcSatsPattern} _1y
* @property {BtcSatsPattern} _24h
*/
/**
* Create a _1m1w1y24hPattern7 pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated series name
* @returns {_1m1w1y24hPattern7}
*/
function create_1m1w1y24hPattern7(client, acc) {
return {
_1m: createBtcSatsPattern(client, _m(acc, '1m')),
_1w: createBtcSatsPattern(client, _m(acc, '1w')),
_1y: createBtcSatsPattern(client, _m(acc, '1y')),
_24h: createBtcSatsPattern(client, _m(acc, '24h')),
};
}
/**
* @typedef {Object} _1m1w1y2wPattern
* @property {CentsSatsUsdPattern} _1m
@@ -3953,7 +3976,7 @@ function createCumulativeRollingSumPattern(client, acc) {
/**
* @typedef {Object} DeltaDominanceTotalPattern
* @property {AbsoluteRatePattern} delta
* @property {AbsoluteRatePattern3} delta
* @property {BpsPercentRatioPattern2} dominance
* @property {BtcCentsSatsUsdPattern} total
*/
@@ -3966,7 +3989,7 @@ function createCumulativeRollingSumPattern(client, acc) {
*/
function createDeltaDominanceTotalPattern(client, acc) {
return {
delta: createAbsoluteRatePattern(client, _m(acc, 'delta')),
delta: createAbsoluteRatePattern3(client, _m(acc, 'delta')),
dominance: createBpsPercentRatioPattern2(client, _m(acc, 'dominance')),
total: createBtcCentsSatsUsdPattern(client, acc),
};
@@ -4139,6 +4162,25 @@ function createAbsoluteRatePattern2(client, acc) {
};
}
/**
* @typedef {Object} AbsoluteRatePattern3
* @property {_1m1w1y24hPattern7} absolute
* @property {_1m1w1y24hPattern2} rate
*/
/**
* Create a AbsoluteRatePattern3 pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated series name
* @returns {AbsoluteRatePattern3}
*/
function createAbsoluteRatePattern3(client, acc) {
return {
absolute: create_1m1w1y24hPattern7(client, acc),
rate: create_1m1w1y24hPattern2(client, acc),
};
}
/**
* @typedef {Object} AddrUtxoPattern
* @property {BtcCentsSatsUsdPattern} addr
@@ -4311,6 +4353,25 @@ function createBpsRatioPattern(client, acc) {
};
}
/**
* @typedef {Object} BtcSatsPattern
* @property {SeriesPattern1<Bitcoin>} btc
* @property {SeriesPattern1<SatsSigned>} sats
*/
/**
* Create a BtcSatsPattern pattern node
* @param {BrkClientBase} client
* @param {string} acc - Accumulated series name
* @returns {BtcSatsPattern}
*/
function createBtcSatsPattern(client, acc) {
return {
btc: createSeriesPattern1(client, acc),
sats: createSeriesPattern1(client, _m(acc, 'sats')),
};
}
/**
* @typedef {Object} CentsUsdPattern3
* @property {SeriesPattern1<Cents>} cents
@@ -6259,7 +6320,7 @@ function createTransferPattern(client, acc) {
* @property {BlockChangeCumulativeDeltaSumPattern} netPnl
* @property {SeriesTree_Cohorts_Utxo_All_Realized_Sopr} sopr
* @property {BlockCumulativeSumPattern} grossPnl
* @property {_1m1w1y24hPattern7} sellSideRiskRatio
* @property {_1m1w1y24hPattern8} sellSideRiskRatio
* @property {BlockCumulativeSumPattern} peakRegret
* @property {PricePattern} capitalized
* @property {_1m1w1y24hPattern<StoredF64>} profitToLossRatio
@@ -6451,7 +6512,7 @@ function createTransferPattern(client, acc) {
* @property {BlockChangeCumulativeDeltaSumPattern} netPnl
* @property {AdjustedRatioValuePattern} sopr
* @property {BlockCumulativeSumPattern} grossPnl
* @property {_1m1w1y24hPattern7} sellSideRiskRatio
* @property {_1m1w1y24hPattern8} sellSideRiskRatio
* @property {BlockCumulativeSumPattern} peakRegret
* @property {PricePattern} capitalized
* @property {_1m1w1y24hPattern<StoredF64>} profitToLossRatio
@@ -6574,7 +6635,7 @@ function createTransferPattern(client, acc) {
* @property {BlockChangeCumulativeDeltaSumPattern} netPnl
* @property {SeriesTree_Cohorts_Utxo_Lth_Realized_Sopr} sopr
* @property {BlockCumulativeSumPattern} grossPnl
* @property {_1m1w1y24hPattern7} sellSideRiskRatio
* @property {_1m1w1y24hPattern8} sellSideRiskRatio
* @property {BlockCumulativeSumPattern} peakRegret
* @property {PricePattern} capitalized
* @property {_1m1w1y24hPattern<StoredF64>} profitToLossRatio
@@ -7007,7 +7068,7 @@ function createTransferPattern(client, acc) {
* @extends BrkClientBase
*/
class BrkClient extends BrkClientBase {
VERSION = "v0.3.0-beta.2";
VERSION = "v0.3.0-beta.3";
INDEXES = /** @type {const} */ ([
"minute10",
@@ -9409,7 +9470,7 @@ class BrkClient extends BrkClientBase {
},
},
grossPnl: createBlockCumulativeSumPattern(this, 'realized_gross_pnl'),
sellSideRiskRatio: create_1m1w1y24hPattern7(this, 'sell_side_risk_ratio'),
sellSideRiskRatio: create_1m1w1y24hPattern8(this, 'sell_side_risk_ratio'),
peakRegret: createBlockCumulativeSumPattern(this, 'realized_peak_regret'),
capitalized: createPricePattern(this, 'capitalized_price'),
profitToLossRatio: create_1m1w1y24hPattern(this, 'realized_profit_to_loss_ratio'),
@@ -9546,7 +9607,7 @@ class BrkClient extends BrkClientBase {
netPnl: createBlockChangeCumulativeDeltaSumPattern(this, 'sth_net'),
sopr: createAdjustedRatioValuePattern(this, 'sth'),
grossPnl: createBlockCumulativeSumPattern(this, 'sth_realized_gross_pnl'),
sellSideRiskRatio: create_1m1w1y24hPattern7(this, 'sth_sell_side_risk_ratio'),
sellSideRiskRatio: create_1m1w1y24hPattern8(this, 'sth_sell_side_risk_ratio'),
peakRegret: createBlockCumulativeSumPattern(this, 'sth_realized_peak_regret'),
capitalized: createPricePattern(this, 'sth_capitalized_price'),
profitToLossRatio: create_1m1w1y24hPattern(this, 'sth_realized_profit_to_loss_ratio'),
@@ -9649,7 +9710,7 @@ class BrkClient extends BrkClientBase {
ratio: create_1m1w1y24hPattern(this, 'lth_sopr'),
},
grossPnl: createBlockCumulativeSumPattern(this, 'lth_realized_gross_pnl'),
sellSideRiskRatio: create_1m1w1y24hPattern7(this, 'lth_sell_side_risk_ratio'),
sellSideRiskRatio: create_1m1w1y24hPattern8(this, 'lth_sell_side_risk_ratio'),
peakRegret: createBlockCumulativeSumPattern(this, 'lth_realized_peak_regret'),
capitalized: createPricePattern(this, 'lth_capitalized_price'),
profitToLossRatio: create_1m1w1y24hPattern(this, 'lth_realized_profit_to_loss_ratio'),
+1 -1
View File
@@ -40,5 +40,5 @@
"url": "git+https://github.com/bitcoinresearchkit/brk.git"
},
"type": "module",
"version": "0.3.0-beta.2"
"version": "0.3.0-beta.3"
}