Mirror/brk
1
0
Fork 0
mirror of https://github.com/bitcoinresearchkit/brk.git synced 2026-04-27 16:19:59 -07:00
Code Issues Packages Projects Releases Wiki Activity

general: snapshot

Browse Source
This commit is contained in:
k
2024-07-20 23:13:41 +02:00
parent d8a5b4a2e6
commit a145b35ad1
100 changed files with 5402 additions and 2967 deletions
Download Patch File Download Diff File Expand all files Collapse all files

22
parser/src/states/cohorts_states/address/cohort_durable_states.rs
View File

@@ -2,14 +2,14 @@ use allocative::Allocative;
use crate::{
states::{DurableStates, OneShotStates, PriceToValue, UnrealizedState},
structs::{LiquiditySplitResult, Price, SplitByLiquidity, WAmount},
structs::{Amount, LiquiditySplitResult, Price, SplitByLiquidity},
};
#[derive(Default, Debug, Allocative)]
pub struct AddressCohortDurableStates {
pub address_count: usize,
pub split_durable_states: SplitByLiquidity<DurableStates>,
pub price_to_split_amount: PriceToValue<SplitByLiquidity<WAmount>>,
pub price_to_split_amount: PriceToValue<SplitByLiquidity<Amount>>,
}
const ONE_THIRD: f64 = 1.0 / 3.0;
@@ -19,7 +19,7 @@ impl AddressCohortDurableStates {
#[allow(clippy::too_many_arguments)]
pub fn increment(
&mut self,
amount: WAmount,
amount: Amount,
utxo_count: usize,
realized_cap: Price,
mean_price_paid: Price,
@@ -44,7 +44,7 @@ impl AddressCohortDurableStates {
#[allow(clippy::too_many_arguments)]
pub fn decrement(
&mut self,
amount: WAmount,
amount: Amount,
utxo_count: usize,
realized_cap: Price,
mean_price_paid: Price,
@@ -69,7 +69,7 @@ impl AddressCohortDurableStates {
#[allow(clippy::too_many_arguments)]
pub fn _crement(
&mut self,
amount: WAmount,
amount: Amount,
utxo_count: usize,
realized_cap: Price,
mean_price_paid: Price,
@@ -98,7 +98,7 @@ impl AddressCohortDurableStates {
let illiquid_amount = split_sat_amount_result.illiquid.trunc();
let illiquid_amount_rest = split_sat_amount_result.illiquid - illiquid_amount;
let mut illiquid_amount = WAmount::from_sat(illiquid_amount as u64);
let mut illiquid_amount = Amount::from_sat(illiquid_amount as u64);
let mut illiquid_utxo_count = split_utxo_count_result.illiquid.trunc() as usize;
let illiquid_utxo_count_rest = split_utxo_count_result.illiquid.fract();
let mut illiquid_realized_cap =
@@ -107,7 +107,7 @@ impl AddressCohortDurableStates {
let liquid_amount = split_sat_amount_result.liquid.trunc();
let liquid_amount_rest = split_sat_amount_result.liquid - liquid_amount;
let mut liquid_amount = WAmount::from_sat(liquid_amount as u64);
let mut liquid_amount = Amount::from_sat(liquid_amount as u64);
let mut liquid_utxo_count = split_utxo_count_result.liquid.trunc() as usize;
let liquid_utxo_count_rest = split_utxo_count_result.liquid.fract();
let mut liquid_realized_cap =
@@ -120,7 +120,7 @@ impl AddressCohortDurableStates {
realized_cap - illiquid_realized_cap - liquid_realized_cap;
let amount_diff = amount - illiquid_amount - liquid_amount - highly_liquid_amount;
if amount_diff > WAmount::ZERO {
if amount_diff > Amount::ZERO {
if illiquid_amount_rest >= ONE_THIRD && illiquid_amount_rest > liquid_amount_rest {
illiquid_amount += amount_diff;
} else if illiquid_amount_rest >= ONE_THIRD {
@@ -337,7 +337,7 @@ impl AddressCohortDurableStates {
);
}
if split_amount.illiquid > WAmount::ZERO {
if split_amount.illiquid > Amount::ZERO {
one_shot_states_ref.illiquid.price_paid_state.iterate(
price_paid,
split_amount.illiquid,
@@ -359,7 +359,7 @@ impl AddressCohortDurableStates {
}
}
if split_amount.liquid > WAmount::ZERO {
if split_amount.liquid > Amount::ZERO {
one_shot_states_ref.liquid.price_paid_state.iterate(
price_paid,
split_amount.liquid,
@@ -381,7 +381,7 @@ impl AddressCohortDurableStates {
}
}
if split_amount.highly_liquid > WAmount::ZERO {
if split_amount.highly_liquid > Amount::ZERO {
one_shot_states_ref.highly_liquid.price_paid_state.iterate(
price_paid,
split_amount.highly_liquid,

8
parser/src/states/cohorts_states/address/cohorts_input_states.rs
View File

@@ -2,7 +2,7 @@ use derive_deref::{Deref, DerefMut};
use crate::{
states::InputState,
structs::{AddressRealizedData, LiquidityClassification, SplitByLiquidity, WAmount},
structs::{AddressRealizedData, Amount, LiquidityClassification, SplitByLiquidity},
};
use super::SplitByAddressCohort;
@@ -27,17 +27,17 @@ impl AddressCohortsInputStates {
state.illiquid.iterate(
split_count.illiquid,
WAmount::from_sat(split_volume.illiquid.round() as u64),
Amount::from_sat(split_volume.illiquid.round() as u64),
);
state.liquid.iterate(
split_count.liquid,
WAmount::from_sat(split_volume.liquid.round() as u64),
Amount::from_sat(split_volume.liquid.round() as u64),
);
state.highly_liquid.iterate(
split_count.highly_liquid,
WAmount::from_sat(split_volume.highly_liquid.round() as u64),
Amount::from_sat(split_volume.highly_liquid.round() as u64),
);
Ok(())

8
parser/src/states/cohorts_states/address/cohorts_output_states.rs
View File

@@ -2,7 +2,7 @@ use derive_deref::{Deref, DerefMut};
use crate::{
states::OutputState,
structs::{AddressRealizedData, LiquidityClassification, SplitByLiquidity, WAmount},
structs::{AddressRealizedData, Amount, LiquidityClassification, SplitByLiquidity},
};
use super::SplitByAddressCohort;
@@ -27,17 +27,17 @@ impl AddressCohortsOutputStates {
state.illiquid.iterate(
split_count.illiquid,
WAmount::from_sat(split_volume.illiquid.round() as u64),
Amount::from_sat(split_volume.illiquid.round() as u64),
);
state.liquid.iterate(
split_count.liquid,
WAmount::from_sat(split_volume.liquid.round() as u64),
Amount::from_sat(split_volume.liquid.round() as u64),
);
state.highly_liquid.iterate(
split_count.highly_liquid,
WAmount::from_sat(split_volume.highly_liquid.round() as u64),
Amount::from_sat(split_volume.highly_liquid.round() as u64),
);
Ok(())

10
parser/src/states/cohorts_states/any/durable_states.rs
View File

@@ -1,7 +1,7 @@
use allocative::Allocative;
use color_eyre::eyre::eyre;
use crate::structs::{Price, WAmount};
use crate::structs::{Amount, Price};
use super::{CapitalizationState, SupplyState, UTXOState};
@@ -15,11 +15,11 @@ pub struct DurableStates {
impl DurableStates {
pub fn increment(
&mut self,
amount: WAmount,
amount: Amount,
utxo_count: usize,
realized_cap: Price,
) -> color_eyre::Result<()> {
if amount == WAmount::ZERO {
if amount == Amount::ZERO {
if utxo_count != 0 {
dbg!(amount, utxo_count);
return Err(eyre!("Shouldn't be possible"));
@@ -35,11 +35,11 @@ impl DurableStates {
pub fn decrement(
&mut self,
amount: WAmount,
amount: Amount,
utxo_count: usize,
realized_cap: Price,
) -> color_eyre::Result<()> {
if amount == WAmount::ZERO {
if amount == Amount::ZERO {
if utxo_count != 0 {
dbg!(amount, utxo_count);
unreachable!("Shouldn't be possible")

6
parser/src/states/cohorts_states/any/input_state.rs
View File

@@ -1,13 +1,13 @@
use crate::structs::WAmount;
use crate::structs::Amount;
#[derive(Debug, Default)]
pub struct InputState {
pub count: f64,
pub volume: WAmount,
pub volume: Amount,
}
impl InputState {
pub fn iterate(&mut self, count: f64, volume: WAmount) {
pub fn iterate(&mut self, count: f64, volume: Amount) {
self.count += count;
self.volume += volume;
}

6
parser/src/states/cohorts_states/any/output_state.rs
View File

@@ -1,13 +1,13 @@
use crate::structs::WAmount;
use crate::structs::Amount;
#[derive(Debug, Default)]
pub struct OutputState {
pub count: f64,
pub volume: WAmount,
pub volume: Amount,
}
impl OutputState {
pub fn iterate(&mut self, count: f64, volume: WAmount) {
pub fn iterate(&mut self, count: f64, volume: Amount) {
self.count += count;
self.volume += volume;
}

6
parser/src/states/cohorts_states/any/price_paid_state.rs
View File

@@ -1,4 +1,4 @@
use crate::structs::{Price, WAmount};
use crate::structs::{Amount, Price};
#[derive(Default, Debug)]
pub struct PricePaidState {
@@ -22,11 +22,11 @@ pub struct PricePaidState {
pub pp_90p: Option<Price>,
pub pp_95p: Option<Price>,
pub processed_amount: WAmount,
pub processed_amount: Amount,
}
impl PricePaidState {
pub fn iterate(&mut self, price: Price, amount: WAmount, total_supply: WAmount) {
pub fn iterate(&mut self, price: Price, amount: Amount, total_supply: Amount) {
let PricePaidState {
processed_amount,
pp_05p,

22
parser/src/states/cohorts_states/any/price_to_value.rs
View File

@@ -8,7 +8,7 @@ use allocative::Allocative;
use color_eyre::eyre::eyre;
use derive_deref::{Deref, DerefMut};
use crate::structs::{Price, SplitByLiquidity, WAmount};
use crate::structs::{Amount, Price, SplitByLiquidity};
#[derive(Deref, DerefMut, Default, Debug, Allocative)]
pub struct PriceToValue<T>(BTreeMap<u32, T>);
@@ -82,13 +82,13 @@ pub trait CanSubtract {
fn can_subtract(&self, other: &Self) -> bool;
}
impl CanSubtract for WAmount {
impl CanSubtract for Amount {
fn can_subtract(&self, other: &Self) -> bool {
self >= other
}
}
impl CanSubtract for SplitByLiquidity<WAmount> {
impl CanSubtract for SplitByLiquidity<Amount> {
fn can_subtract(&self, other: &Self) -> bool {
self.all >= other.all
&& self.illiquid >= other.illiquid
@@ -101,23 +101,23 @@ pub trait IsZero {
fn is_zero(&self) -> color_eyre::Result<bool>;
}
impl IsZero for WAmount {
impl IsZero for Amount {
fn is_zero(&self) -> color_eyre::Result<bool> {
Ok(*self == WAmount::ZERO)
Ok(*self == Amount::ZERO)
}
}
impl IsZero for SplitByLiquidity<WAmount> {
impl IsZero for SplitByLiquidity<Amount> {
fn is_zero(&self) -> color_eyre::Result<bool> {
if self.all == WAmount::ZERO
&& (self.illiquid != WAmount::ZERO
|| self.liquid != WAmount::ZERO
|| self.highly_liquid != WAmount::ZERO)
if self.all == Amount::ZERO
&& (self.illiquid != Amount::ZERO
|| self.liquid != Amount::ZERO
|| self.highly_liquid != Amount::ZERO)
{
dbg!(&self);
Err(eyre!("Bad split"))
} else {
Ok(self.all == WAmount::ZERO)
Ok(self.all == Amount::ZERO)
}
}
}

8
parser/src/states/cohorts_states/any/supply_state.rs
View File

@@ -1,19 +1,19 @@
use allocative::Allocative;
use color_eyre::eyre::eyre;
use crate::structs::WAmount;
use crate::structs::Amount;
#[derive(Debug, Default, Allocative)]
pub struct SupplyState {
pub supply: WAmount,
pub supply: Amount,
}
impl SupplyState {
pub fn increment(&mut self, amount: WAmount) {
pub fn increment(&mut self, amount: Amount) {
self.supply += amount;
}
pub fn decrement(&mut self, amount: WAmount) -> color_eyre::Result<()> {
pub fn decrement(&mut self, amount: Amount) -> color_eyre::Result<()> {
if self.supply < amount {
dbg!(self.supply, amount);

6
parser/src/states/cohorts_states/any/unrealized_state.rs
View File

@@ -1,17 +1,17 @@
use std::{cmp::Ordering, ops::Add};
use crate::structs::{Price, WAmount};
use crate::structs::{Amount, Price};
#[derive(Debug, Default)]
pub struct UnrealizedState {
pub supply_in_profit: WAmount,
pub supply_in_profit: Amount,
pub unrealized_profit: Price,
pub unrealized_loss: Price,
}
impl UnrealizedState {
#[inline]
pub fn iterate(&mut self, price_then: Price, price_now: Price, amount: WAmount) {
pub fn iterate(&mut self, price_then: Price, price_now: Price, amount: Amount) {
match price_then.cmp(&price_now) {
Ordering::Less => {
self.unrealized_profit += (price_now - price_then) * amount;

10
parser/src/states/cohorts_states/utxo/cohort_durable_states.rs
View File

@@ -2,19 +2,19 @@ use allocative::Allocative;
use crate::{
states::{DurableStates, OneShotStates, PriceToValue, UnrealizedState},
structs::{Price, WAmount},
structs::{Amount, Price},
};
#[derive(Default, Debug, Allocative)]
pub struct UTXOCohortDurableStates {
pub durable_states: DurableStates,
pub price_to_amount: PriceToValue<WAmount>,
pub price_to_amount: PriceToValue<Amount>,
}
impl UTXOCohortDurableStates {
pub fn increment(
&mut self,
amount: WAmount,
amount: Amount,
utxo_count: usize,
price: Price,
) -> color_eyre::Result<()> {
@@ -23,7 +23,7 @@ impl UTXOCohortDurableStates {
pub fn decrement(
&mut self,
amount: WAmount,
amount: Amount,
utxo_count: usize,
price: Price,
) -> color_eyre::Result<()> {
@@ -32,7 +32,7 @@ impl UTXOCohortDurableStates {
pub fn _crement(
&mut self,
amount: WAmount,
amount: Amount,
utxo_count: usize,
price: Price,
increment: bool,

14
parser/src/states/cohorts_states/utxo/cohorts_durable_states.rs
View File

@@ -5,9 +5,9 @@ use rayon::prelude::*;
use crate::{
states::DateDataVec,
structs::{BlockData, Price, SentData, WAmount},
structs::{Amount, BlockData, Price, SentData},
utils::difference_in_days_between_timestamps,
WNaiveDate,
Date,
};
use super::{SplitByUTXOCohort, UTXOCohortDurableStates, UTXOCohortsOneShotStates};
@@ -33,7 +33,7 @@ impl UTXOCohortsDurableStates {
let utxo_count = block_data.utxos as usize;
// No need to either insert or remove if 0
if amount == WAmount::ZERO {
if amount == Amount::ZERO {
return;
}
@@ -65,12 +65,12 @@ impl UTXOCohortsDurableStates {
let price = block_data.price;
// No need to either insert or remove if 0
if amount == WAmount::ZERO {
if amount == Amount::ZERO {
return;
}
if block_data.height == last_block_data.height {
let year = WNaiveDate::from_timestamp(block_data.timestamp).year() as u32;
let year = Date::from_timestamp(block_data.timestamp).year() as u32;
self.initial_filtered_apply(&0, &year, |state| {
state.increment(amount, utxo_count, price).unwrap();
@@ -118,7 +118,7 @@ impl UTXOCohortsDurableStates {
let utxo_count = sent_data.count as usize;
// No need to either insert or remove if 0
if amount == WAmount::ZERO {
if amount == Amount::ZERO {
return;
}
@@ -127,7 +127,7 @@ impl UTXOCohortsDurableStates {
previous_last_block_data.timestamp,
);
let year = WNaiveDate::from_timestamp(block_data.timestamp).year() as u32;
let year = Date::from_timestamp(block_data.timestamp).year() as u32;
self.initial_filtered_apply(&days_old, &year, |state| {
state