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nym21
2026-02-28 00:22:55 +01:00
parent 85c7933ad6
commit a2bd7ca299
38 changed files with 279 additions and 166 deletions
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12
crates/brk_client/src/lib.rs
View File

@@ -6015,17 +6015,17 @@ impl MetricsTree_Prices_Ohlc {
/// Metrics tree node.
pub struct MetricsTree_Prices_Price {
pub cents: MetricPattern20<Cents>,
pub usd: MetricPattern20<Dollars>,
pub sats: MetricPattern20<Sats>,
pub cents: MetricPattern1<Cents>,
pub usd: MetricPattern1<Dollars>,
pub sats: MetricPattern1<Sats>,
}
impl MetricsTree_Prices_Price {
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
Self {
cents: MetricPattern20::new(client.clone(), "price_cents".to_string()),
usd: MetricPattern20::new(client.clone(), "price".to_string()),
sats: MetricPattern20::new(client.clone(), "price_sats".to_string()),
cents: MetricPattern1::new(client.clone(), "price_cents".to_string()),
usd: MetricPattern1::new(client.clone(), "price".to_string()),
sats: MetricPattern1::new(client.clone(), "price_sats".to_string()),
}
}
}

46
crates/brk_computer/src/blocks/compute.rs
View File

@@ -14,49 +14,9 @@ impl Vecs {
starting_indexes: &ComputeIndexes,
exit: &Exit,
) -> Result<()> {
{
let ts = &mut self.time.timestamp;
macro_rules! period {
($field:ident) => {
ts.$field.compute_transform(
starting_indexes.$field,
&indexes.$field.first_height,
|(idx, _, _)| (idx, idx.to_timestamp()),
exit,
)?;
};
}
period!(minute1);
period!(minute5);
period!(minute10);
period!(minute30);
period!(hour1);
period!(hour4);
period!(hour12);
period!(day1);
period!(day3);
period!(week1);
period!(month1);
period!(month3);
period!(month6);
period!(year1);
period!(year10);
ts.halvingepoch.compute_indirect(
starting_indexes.halvingepoch,
&indexes.halvingepoch.first_height,
&indexer.vecs.blocks.timestamp,
exit,
)?;
ts.difficultyepoch.compute_indirect(
starting_indexes.difficultyepoch,
&indexes.difficultyepoch.first_height,
&indexer.vecs.blocks.timestamp,
exit,
)?;
}
self.time
.timestamp
.compute(indexer, indexes, starting_indexes, exit)?;
self.count
.compute(indexer, &self.time, starting_indexes, exit)?;
self.interval

2
crates/brk_computer/src/blocks/import.rs
View File

@@ -29,7 +29,7 @@ impl Vecs {
let interval = IntervalVecs::forced_import(&db, version, indexes)?;
let size = SizeVecs::forced_import(&db, version, indexes)?;
let weight = WeightVecs::forced_import(&db, version, indexes)?;
let time = TimeVecs::forced_import(&db, version)?;
let time = TimeVecs::forced_import(&db, version, indexes)?;
let difficulty = DifficultyVecs::forced_import(&db, version, indexer, indexes)?;
let halving = HalvingVecs::forced_import(&db, version, indexes)?;

39
crates/brk_computer/src/blocks/time/import.rs
View File

@@ -2,11 +2,15 @@ use brk_error::Result;
use brk_types::{Date, Height, Version};
use vecdb::{Database, EagerVec, ImportableVec, LazyVecFrom1, ReadableCloneableVec};
use super::Vecs;
use crate::internal::EagerIndexes;
use super::{TimestampIndexes, Vecs};
use crate::indexes;
impl Vecs {
pub(crate) fn forced_import(db: &Database, version: Version) -> Result<Self> {
pub(crate) fn forced_import(
db: &Database,
version: Version,
indexes: &indexes::Vecs,
) -> Result<Self> {
let timestamp_monotonic =
EagerVec::forced_import(db, "timestamp_monotonic", version)?;
@@ -18,7 +22,34 @@ impl Vecs {
|_height: Height, timestamp| Date::from(timestamp),
),
timestamp_monotonic,
timestamp: EagerIndexes::forced_import(db, "timestamp", version)?,
timestamp: TimestampIndexes::forced_import(db, version, indexes)?,
})
}
}
impl TimestampIndexes {
fn forced_import(
db: &Database,
version: Version,
indexes: &indexes::Vecs,
) -> Result<Self> {
macro_rules! period {
($field:ident) => {
LazyVecFrom1::init(
"timestamp",
version,
indexes.$field.first_height.read_only_boxed_clone(),
|idx, _: Height| idx.to_timestamp(),
)
};
}
macro_rules! epoch {
($field:ident) => {
ImportableVec::forced_import(db, "timestamp", version)?
};
}
Ok(Self(crate::indexes_from!(period, epoch)))
}
}

2
crates/brk_computer/src/blocks/time/mod.rs
View File

@@ -2,4 +2,4 @@ mod compute;
mod import;
mod vecs;
pub use vecs::Vecs;
pub use vecs::{TimestampIndexes, Vecs};

70
crates/brk_computer/src/blocks/time/vecs.rs
View File

@@ -1,13 +1,75 @@
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{Date, Height, Timestamp};
use vecdb::{EagerVec, LazyVecFrom1, PcoVec, Rw, StorageMode};
use brk_types::{
Date, Day1, Day3, DifficultyEpoch, HalvingEpoch, Height, Hour1, Hour12, Hour4, Minute1,
Minute10, Minute30, Minute5, Month1, Month3, Month6, Timestamp, Week1, Year1, Year10,
};
use derive_more::{Deref, DerefMut};
use vecdb::{EagerVec, Exit, LazyVecFrom1, PcoVec, Rw, StorageMode};
use crate::internal::EagerIndexes;
use crate::{ComputeIndexes, indexes, internal::Indexes};
/// Timestamp and date metrics for blocks
#[derive(Traversable)]
pub struct Vecs<M: StorageMode = Rw> {
pub date: LazyVecFrom1<Height, Date, Height, Timestamp>,
pub timestamp_monotonic: M::Stored<EagerVec<PcoVec<Height, Timestamp>>>,
pub timestamp: EagerIndexes<Timestamp, M>,
pub timestamp: TimestampIndexes<M>,
}
/// Per-period timestamp indexes.
///
/// Time-based periods (minute1–year10) are lazy: `idx.to_timestamp()` is a pure
/// function of the index, so no storage or decompression is needed.
/// Epoch-based periods (halvingepoch, difficultyepoch) are eager: their timestamps
/// come from block data via `compute_indirect`.
#[derive(Deref, DerefMut, Traversable)]
#[traversable(transparent)]
pub struct TimestampIndexes<M: StorageMode = Rw>(
#[allow(clippy::type_complexity)]
pub Indexes<
LazyVecFrom1<Minute1, Timestamp, Minute1, Height>,
LazyVecFrom1<Minute5, Timestamp, Minute5, Height>,
LazyVecFrom1<Minute10, Timestamp, Minute10, Height>,
LazyVecFrom1<Minute30, Timestamp, Minute30, Height>,
LazyVecFrom1<Hour1, Timestamp, Hour1, Height>,
LazyVecFrom1<Hour4, Timestamp, Hour4, Height>,
LazyVecFrom1<Hour12, Timestamp, Hour12, Height>,
LazyVecFrom1<Day1, Timestamp, Day1, Height>,
LazyVecFrom1<Day3, Timestamp, Day3, Height>,
LazyVecFrom1<Week1, Timestamp, Week1, Height>,
LazyVecFrom1<Month1, Timestamp, Month1, Height>,
LazyVecFrom1<Month3, Timestamp, Month3, Height>,
LazyVecFrom1<Month6, Timestamp, Month6, Height>,
LazyVecFrom1<Year1, Timestamp, Year1, Height>,
LazyVecFrom1<Year10, Timestamp, Year10, Height>,
M::Stored<EagerVec<PcoVec<HalvingEpoch, Timestamp>>>,
M::Stored<EagerVec<PcoVec<DifficultyEpoch, Timestamp>>>,
>,
);
impl TimestampIndexes {
/// Compute epoch timestamps via indirect lookup from block timestamps.
/// Time-based periods are lazy (idx.to_timestamp()) and need no compute.
pub(crate) fn compute(
&mut self,
indexer: &brk_indexer::Indexer,
indexes: &indexes::Vecs,
starting_indexes: &ComputeIndexes,
exit: &Exit,
) -> Result<()> {
self.halvingepoch.compute_indirect(
starting_indexes.halvingepoch,
&indexes.halvingepoch.first_height,
&indexer.vecs.blocks.timestamp,
exit,
)?;
self.difficultyepoch.compute_indirect(
starting_indexes.difficultyepoch,
&indexes.difficultyepoch.first_height,
&indexer.vecs.blocks.timestamp,
exit,
)?;
Ok(())
}
}

4
crates/brk_computer/src/cointime/reserve_risk/compute.rs
View File

@@ -23,7 +23,7 @@ impl Vecs {
self.hodl_bank.compute_cumulative_transformed_binary(
starting_indexes.height,
&prices.price.usd,
&prices.price.usd.height,
&self.vocdd_365d_median,
|price, median| StoredF64::from(f64::from(price) - f64::from(median)),
exit,
@@ -31,7 +31,7 @@ impl Vecs {
self.reserve_risk.height.compute_divide(
starting_indexes.height,
&prices.price.usd,
&prices.price.usd.height,
&self.hodl_bank,
exit,
)?;

8
crates/brk_computer/src/cointime/value/compute.rs
View File

@@ -45,7 +45,7 @@ impl Vecs {
.compute(starting_indexes.height, &window_starts, exit, |vec| {
vec.compute_multiply(
starting_indexes.height,
&prices.price.usd,
&prices.price.usd.height,
&coinblocks_destroyed.height,
exit,
)?;
@@ -56,7 +56,7 @@ impl Vecs {
.compute(starting_indexes.height, &window_starts, exit, |vec| {
vec.compute_multiply(
starting_indexes.height,
&prices.price.usd,
&prices.price.usd.height,
&activity.coinblocks_created.height,
exit,
)?;
@@ -67,7 +67,7 @@ impl Vecs {
.compute(starting_indexes.height, &window_starts, exit, |vec| {
vec.compute_multiply(
starting_indexes.height,
&prices.price.usd,
&prices.price.usd.height,
&activity.coinblocks_stored.height,
exit,
)?;
@@ -81,7 +81,7 @@ impl Vecs {
.compute(starting_indexes.height, &window_starts, exit, |vec| {
vec.compute_transform3(
starting_indexes.height,
&prices.price.usd,
&prices.price.usd.height,
&coindays_destroyed.height,
circulating_supply,
|(i, price, cdd, supply, _): (_, Dollars, StoredF64, Bitcoin, _)| {

2
crates/brk_computer/src/distribution/compute/block_loop.rs
View File

@@ -78,7 +78,7 @@ pub(crate) fn process_blocks(
let txindex_to_input_count = &indexes.txindex.input_count;
// From price - use cents for computation:
let height_to_price = &prices.price.cents;
let height_to_price = &prices.price.cents.height;
// Access pre-computed vectors from context for thread-safe access
let height_to_price_vec = &ctx.height_to_price;

2
crates/brk_computer/src/distribution/compute/context.rs
View File

@@ -125,7 +125,7 @@ impl ComputeContext {
blocks.time.timestamp_monotonic.collect();
let height_to_price: Vec<Cents> =
prices.price.cents.collect();
prices.price.cents.height.collect();
// Build sparse table for O(1) range max queries on prices
// Used for computing peak price during UTXO holding periods (peak regret)

4
crates/brk_computer/src/distribution/metrics/realized/base.rs
View File

@@ -855,14 +855,14 @@ impl RealizedBase {
self.realized_price_extra.compute_ratio(
starting_indexes,
&prices.price.usd,
&prices.price.usd.height,
&self.realized_price.usd.height,
exit,
)?;
self.investor_price_extra.compute_ratio(
starting_indexes,
&prices.price.usd,
&prices.price.usd.height,
&self.investor_price.usd.height,
exit,
)?;

4
crates/brk_computer/src/distribution/metrics/unrealized/base.rs
View File

@@ -390,7 +390,7 @@ impl UnrealizedBase {
starting_indexes.height,
&self.investor_cap_in_loss_raw,
&self.invested_capital_in_loss_raw,
&prices.price.cents,
&prices.price.cents.height,
|(h, investor_cap, invested_cap, spot, ..)| {
if invested_cap.inner() == 0 {
return (h, Dollars::ZERO);
@@ -410,7 +410,7 @@ impl UnrealizedBase {
starting_indexes.height,
&self.investor_cap_in_profit_raw,
&self.invested_capital_in_profit_raw,
&prices.price.cents,
&prices.price.cents.height,
|(h, investor_cap, invested_cap, spot, ..)| {
if invested_cap.inner() == 0 {
return (h, Dollars::ZERO);

2
crates/brk_computer/src/distribution/vecs.rs
View File

@@ -249,7 +249,7 @@ impl Vecs {
// Recover chain_state from stored values
debug!("recovering chain_state from stored values");
let height_to_timestamp = &blocks.time.timestamp_monotonic;
let height_to_price = &prices.price.cents;
let height_to_price = &prices.price.cents.height;
let end = usize::from(recovered_height);
let timestamp_data: Vec<_> = height_to_timestamp.collect_range_at(0, end);

2
crates/brk_computer/src/internal/multi/from_height/ratio/extended.rs
View File

@@ -40,7 +40,7 @@ impl ComputedFromHeightRatioExtended {
exit: &Exit,
metric_price: &impl ReadableVec<Height, Dollars>,
) -> Result<()> {
let close_price = &prices.price.usd;
let close_price = &prices.price.usd.height;
self.base
.compute_ratio(starting_indexes, close_price, metric_price, exit)?;
self.extended

2
crates/brk_computer/src/internal/multi/from_height/value_full.rs
View File

@@ -56,7 +56,7 @@ impl ValueFromHeightFull {
.compute_binary::<Sats, Dollars, SatsToDollars>(
max_from,
&self.base.sats.height,
&prices.price.usd,
&prices.price.usd.height,
exit,
)?;

2
crates/brk_computer/src/internal/multi/from_height/value_last.rs
View File

@@ -41,7 +41,7 @@ impl ValueFromHeightLast {
self.base.usd.compute_binary::<Sats, Dollars, SatsToDollars>(
max_from,
&self.base.sats.height,
&prices.price.usd,
&prices.price.usd.height,
exit,
)?;
Ok(())

2
crates/brk_computer/src/internal/multi/from_height/value_lazy_computed_cumulative.rs
View File

@@ -48,7 +48,7 @@ impl LazyComputedValueFromHeightCumulative {
.compute_binary::<Sats, Dollars, SatsToDollars>(
max_from,
&self.base.sats.height,
&prices.price.usd,
&prices.price.usd.height,
exit,
)?;

2
crates/brk_computer/src/internal/multi/from_height/value_sum_cumulative.rs
View File

@@ -55,7 +55,7 @@ impl ValueFromHeightSumCumulative {
.compute_binary::<Sats, Dollars, SatsToDollars>(
max_from,
&self.base.sats.height,
&prices.price.usd,
&prices.price.usd.height,
exit,
)?;

2
crates/brk_computer/src/internal/single/height/value.rs
View File

@@ -51,7 +51,7 @@ impl ValueFromHeight {
self.usd.compute_binary::<Sats, Dollars, SatsToDollars>(
max_from,
&self.sats,
&prices.price.usd,
&prices.price.usd.height,
exit,
)?;
Ok(())

4
crates/brk_computer/src/market/ath/compute.rs
View File

@@ -14,7 +14,7 @@ impl Vecs {
) -> Result<()> {
self.price_ath.usd.height.compute_all_time_high(
starting_indexes.height,
&prices.price.usd,
&prices.price.usd.height,
exit,
)?;
@@ -22,7 +22,7 @@ impl Vecs {
self.days_since_price_ath.height.compute_transform2(
starting_indexes.height,
&self.price_ath.usd.height,
&prices.price.usd,
&prices.price.usd.height,
|(i, ath, price, slf)| {
if prev.is_none() {
let i = i.to_usize();

6
crates/brk_computer/src/market/dca/compute.rs
View File

@@ -97,7 +97,7 @@ impl Vecs {
{
returns.compute_binary::<Dollars, Dollars, PercentageDiffDollars>(
starting_indexes.height,
&prices.price.usd,
&prices.price.usd.height,
&average_price.usd.height,
exit,
)?;
@@ -165,7 +165,7 @@ impl Vecs {
{
returns.compute_binary::<Dollars, Dollars, PercentageDiffDollars>(
starting_indexes.height,
&prices.price.usd,
&prices.price.usd.height,
&lookback_price.usd.height,
exit,
)?;
@@ -268,7 +268,7 @@ impl Vecs {
returns.compute_binary::<Dollars, Dollars, PercentageDiffDollars>(
starting_indexes.height,
&prices.price.usd,
&prices.price.usd.height,
&average_price.usd.height,
exit,
)?;

2
crates/brk_computer/src/market/indicators/compute.rs
View File

@@ -34,7 +34,7 @@ impl Vecs {
// Stochastic Oscillator: K = (close - low_2w) / (high_2w - low_2w) * 100
{
let price = &prices.price.usd;
let price = &prices.price.usd.height;
self.stoch_k.height.compute_transform3(
starting_indexes.height,
price,

2
crates/brk_computer/src/market/indicators/macd.rs
View File

@@ -15,7 +15,7 @@ pub(super) fn compute(
starting_indexes: &ComputeIndexes,
exit: &Exit,
) -> Result<()> {
let source_version = prices.price.usd.version();
let source_version = prices.price.usd.height.version();
chain
.line

2
crates/brk_computer/src/market/lookback/compute.rs
View File

@@ -13,7 +13,7 @@ impl Vecs {
starting_indexes: &ComputeIndexes,
exit: &Exit,
) -> Result<()> {
let close_data: Vec<Dollars> = prices.price.usd.collect();
let close_data: Vec<Dollars> = prices.price.usd.height.collect();
for (price_ago, days) in self.price_ago.iter_mut_with_days() {
let window_starts = blocks.count.start_vec(days as usize);

2
crates/brk_computer/src/market/moving_average/compute.rs
View File

@@ -14,7 +14,7 @@ impl Vecs {
starting_indexes: &ComputeIndexes,
exit: &Exit,
) -> Result<()> {
let close = &prices.price.usd;
let close = &prices.price.usd.height;
for (sma, period) in [
(&mut self.price_1w_sma, 7),

2
crates/brk_computer/src/market/range/compute.rs
View File

@@ -16,7 +16,7 @@ impl Vecs {
starting_indexes: &ComputeIndexes,
exit: &Exit,
) -> Result<()> {
let price = &prices.price.usd;
let price = &prices.price.usd.height;
self.price_1w_min.usd.height.compute_rolling_min_from_starts(
starting_indexes.height,

2
crates/brk_computer/src/market/returns/compute.rs
View File

@@ -23,7 +23,7 @@ impl Vecs {
{
returns.compute_binary::<Dollars, Dollars, PercentageDiffDollars>(
starting_indexes.height,
&prices.price.usd,
&prices.price.usd.height,
&lookback_price.usd.height,
exit,
)?;

15
crates/brk_computer/src/prices/by_unit.rs
View File

@@ -1,8 +1,11 @@
use brk_traversable::Traversable;
use brk_types::{Cents, Dollars, Height, OHLCCents, OHLCDollars, OHLCSats, Sats};
use vecdb::{LazyVecFrom1, PcoVec, Rw, StorageMode};
use brk_types::{Cents, Dollars, OHLCCents, OHLCDollars, OHLCSats, Sats};
use vecdb::{Rw, StorageMode};
use crate::internal::{ComputedHeightDerivedLast, EagerIndexes, LazyEagerIndexes};
use crate::internal::{
ComputedFromHeightLast, ComputedHeightDerivedLast, EagerIndexes, LazyEagerIndexes,
LazyFromHeightLast,
};
use super::ohlcs::{LazyOhlcVecs, OhlcVecs};
@@ -43,7 +46,7 @@ pub struct OhlcByUnit<M: StorageMode = Rw> {
#[derive(Traversable)]
pub struct PriceByUnit<M: StorageMode = Rw> {
pub cents: M::Stored<PcoVec<Height, Cents>>,
pub usd: LazyVecFrom1<Height, Dollars, Height, Cents>,
pub sats: LazyVecFrom1<Height, Sats, Height, Cents>,
pub cents: ComputedFromHeightLast<Cents, M>,
pub usd: LazyFromHeightLast<Dollars, Cents>,
pub sats: LazyFromHeightLast<Sats, Cents>,
}

46
crates/brk_computer/src/prices/compute.rs
View File

@@ -22,15 +22,15 @@ impl Vecs {
self.split
.open
.cents
.compute_first(starting_indexes, &self.price.cents, indexes, exit)?;
.compute_first(starting_indexes, &self.price.cents.height, indexes, exit)?;
self.split
.high
.cents
.compute_max(starting_indexes, &self.price.cents, indexes, exit)?;
.compute_max(starting_indexes, &self.price.cents.height, indexes, exit)?;
self.split
.low
.cents
.compute_min(starting_indexes, &self.price.cents, indexes, exit)?;
.compute_min(starting_indexes, &self.price.cents.height, indexes, exit)?;
self.ohlc.cents.compute_from_split(
starting_indexes,
&self.split.open.cents,
@@ -55,6 +55,7 @@ impl Vecs {
indexer.vecs.outputs.value.version() + indexer.vecs.outputs.outputtype.version();
self.price
.cents
.height
.validate_computed_version_or_reset(source_version)?;
let total_heights = indexer.vecs.blocks.timestamp.len();
@@ -64,27 +65,32 @@ impl Vecs {
}
// Reorg: truncate to starting_indexes
let truncate_to = self.price.cents.len().min(starting_indexes.height.to_usize());
self.price.cents.truncate_if_needed_at(truncate_to)?;
let truncate_to = self
.price
.cents
.height
.len()
.min(starting_indexes.height.to_usize());
self.price.cents.height.truncate_if_needed_at(truncate_to)?;
if self.price.cents.len() < START_HEIGHT {
for line in brk_oracle::PRICES.lines().skip(self.price.cents.len()) {
if self.price.cents.len() >= START_HEIGHT {
if self.price.cents.height.len() < START_HEIGHT {
for line in brk_oracle::PRICES.lines().skip(self.price.cents.height.len()) {
if self.price.cents.height.len() >= START_HEIGHT {
break;
}
let dollars: f64 = line.parse().unwrap_or(0.0);
let cents = (dollars * 100.0).round() as u64;
self.price.cents.push(Cents::new(cents));
self.price.cents.height.push(Cents::new(cents));
}
}
if self.price.cents.len() >= total_heights {
if self.price.cents.height.len() >= total_heights {
return Ok(());
}
let config = Config::default();
let committed = self.price.cents.len();
let prev_cents = self.price.cents.collect_one_at(committed - 1).unwrap();
let committed = self.price.cents.height.len();
let prev_cents = self.price.cents.height.collect_one_at(committed - 1).unwrap();
let seed_bin = cents_to_bin(prev_cents.inner() as f64);
let warmup = config.window_size.min(committed - START_HEIGHT);
let mut oracle = Oracle::from_checkpoint(seed_bin, config, |o| {
@@ -100,7 +106,7 @@ impl Vecs {
let ref_bins = Self::feed_blocks(&mut oracle, indexer, committed..total_heights);
for (i, ref_bin) in ref_bins.into_iter().enumerate() {
self.price.cents.push(Cents::new(bin_to_cents(ref_bin)));
self.price.cents.height.push(Cents::new(bin_to_cents(ref_bin)));
let progress = ((i + 1) * 100 / num_new) as u8;
if i > 0 && progress > ((i * 100 / num_new) as u8) {
@@ -110,10 +116,13 @@ impl Vecs {
{
let _lock = exit.lock();
self.price.cents.write()?;
self.price.cents.height.write()?;
}
info!("Oracle prices complete: {} committed", self.price.cents.len());
info!(
"Oracle prices complete: {} committed",
self.price.cents.height.len()
);
Ok(())
}
@@ -201,7 +210,12 @@ impl<M: StorageMode> Vecs<M> {
pub fn live_oracle<IM: StorageMode>(&self, indexer: &Indexer<IM>) -> Result<Oracle> {
let config = Config::default();
let height = indexer.vecs.blocks.timestamp.len();
let last_cents = self.price.cents.collect_one_at(self.price.cents.len() - 1).unwrap();
let last_cents = self
.price
.cents
.height
.collect_one_at(self.price.cents.height.len() - 1)
.unwrap();
let seed_bin = cents_to_bin(last_cents.inner() as f64);
let window_size = config.window_size;
let oracle = Oracle::from_checkpoint(seed_bin, config, |o| {

29
crates/brk_computer/src/prices/mod.rs
View File

@@ -6,16 +6,14 @@ use std::path::Path;
use brk_traversable::Traversable;
use brk_types::Version;
use vecdb::{
Database, ImportableVec, LazyVecFrom1, PcoVec, ReadableCloneableVec, Rw, StorageMode,
PAGE_SIZE,
};
use vecdb::{Database, ReadableCloneableVec, Rw, StorageMode, PAGE_SIZE};
use crate::{
indexes,
internal::{
CentsUnsignedToDollars, CentsUnsignedToSats, ComputedHeightDerivedLast, EagerIndexes,
LazyEagerIndexes, OhlcCentsToDollars, OhlcCentsToSats,
CentsUnsignedToDollars, CentsUnsignedToSats, ComputedFromHeightLast,
ComputedHeightDerivedLast, EagerIndexes, LazyEagerIndexes, LazyFromHeightLast,
OhlcCentsToDollars, OhlcCentsToSats,
},
};
@@ -66,7 +64,8 @@ impl Vecs {
// ── Cents (eager, stored) ───────────────────────────────────
let price_cents = PcoVec::forced_import(db, "price_cents", version)?;
let price_cents =
ComputedFromHeightLast::forced_import(db, "price_cents", version, indexes)?;
let open_cents = EagerIndexes::forced_import(db, "price_open_cents", version)?;
let high_cents = EagerIndexes::forced_import(db, "price_high_cents", version)?;
@@ -74,7 +73,7 @@ impl Vecs {
let close_cents = ComputedHeightDerivedLast::forced_import(
"price_close_cents",
price_cents.read_only_boxed_clone(),
price_cents.height.read_only_boxed_clone(),
version,
indexes,
);
@@ -83,10 +82,11 @@ impl Vecs {
// ── USD (lazy from cents) ───────────────────────────────────
let price_usd = LazyVecFrom1::transformed::<CentsUnsignedToDollars>(
let price_usd = LazyFromHeightLast::from_computed::<CentsUnsignedToDollars>(
"price",
version,
price_cents.read_only_boxed_clone(),
price_cents.height.read_only_boxed_clone(),
&price_cents,
);
let open_usd = LazyEagerIndexes::from_eager_indexes::<CentsUnsignedToDollars>(
@@ -107,7 +107,7 @@ impl Vecs {
let close_usd = ComputedHeightDerivedLast::forced_import(
"price_close",
price_usd.read_only_boxed_clone(),
price_usd.height.read_only_boxed_clone(),
version,
indexes,
);
@@ -120,10 +120,11 @@ impl Vecs {
// ── Sats (lazy from cents, high↔low swapped) ───────────────
let price_sats = LazyVecFrom1::transformed::<CentsUnsignedToSats>(
let price_sats = LazyFromHeightLast::from_computed::<CentsUnsignedToSats>(
"price_sats",
version,
price_cents.read_only_boxed_clone(),
price_cents.height.read_only_boxed_clone(),
&price_cents,
);
let open_sats = LazyEagerIndexes::from_eager_indexes::<CentsUnsignedToSats>(
@@ -145,7 +146,7 @@ impl Vecs {
let close_sats = ComputedHeightDerivedLast::forced_import(
"price_close_sats",
price_sats.read_only_boxed_clone(),
price_sats.height.read_only_boxed_clone(),
version,
indexes,
);

24
crates/brk_computer/src/prices/ohlcs.rs
View File

@@ -10,7 +10,7 @@ use schemars::JsonSchema;
use serde::Serialize;
use vecdb::{
BytesVec, BytesVecValue, Database, EagerVec, Exit, Formattable, ImportableVec, LazyVecFrom1,
ReadableCloneableVec, Rw, StorageMode, UnaryTransform,
ReadableCloneableVec, ReadableVec, Rw, StorageMode, UnaryTransform,
};
use crate::{
@@ -47,7 +47,7 @@ pub struct OhlcVecs<T, M: StorageMode = Rw>(
where
T: BytesVecValue + Formattable + Serialize + JsonSchema;
const EAGER_VERSION: Version = Version::ZERO;
const EAGER_VERSION: Version = Version::ONE;
impl<T> OhlcVecs<T>
where
@@ -84,14 +84,22 @@ impl OhlcVecs<OHLCCents> {
&high.$field,
&low.$field,
&close.$field,
|(idx, o, h, l, c, _)| {
|(idx, o, h, l, c, this)| {
(
idx,
OHLCCents {
open: Open::new(o),
high: High::new(h),
low: Low::new(l),
close: Close::new(c.unwrap_or_default()),
if let Some(c) = c {
OHLCCents {
open: Open::new(o),
high: High::new(h),
low: Low::new(l),
close: Close::new(c),
}
} else {
// Empty period (no blocks): flat candle at previous close
let prev_close = Close::new(
this.collect_last().map_or(o, |prev| *prev.close),
);
OHLCCents::from(prev_close)
},
)
},

2
crates/brk_types/src/index.rs
View File

@@ -17,7 +17,7 @@ use super::{
timestamp::INDEX_EPOCH,
minute1::MINUTE1_INTERVAL, minute5::MINUTE5_INTERVAL, minute10::MINUTE10_INTERVAL,
minute30::MINUTE30_INTERVAL, hour1::HOUR1_INTERVAL, hour4::HOUR4_INTERVAL,
hour12::HOUR12_INTERVAL, day3::DAY3_INTERVAL,
hour12::HOUR12_INTERVAL,
};
/// Aggregation dimension for querying metrics. Includes time-based (date, week, month, year),

12
modules/brk-client/index.js
View File

@@ -5235,9 +5235,9 @@ function createRatioPattern2(client, acc) {
/**
* @typedef {Object} MetricsTree_Prices_Price
* @property {MetricPattern20<Cents>} cents
* @property {MetricPattern20<Dollars>} usd
* @property {MetricPattern20<Sats>} sats
* @property {MetricPattern1<Cents>} cents
* @property {MetricPattern1<Dollars>} usd
* @property {MetricPattern1<Sats>} sats
*/
/**
@@ -7505,9 +7505,9 @@ class BrkClient extends BrkClientBase {
sats: createMetricPattern2(this, 'price_ohlc_sats'),
},
price: {
cents: createMetricPattern20(this, 'price_cents'),
usd: createMetricPattern20(this, 'price'),
sats: createMetricPattern20(this, 'price_sats'),
cents: createMetricPattern1(this, 'price_cents'),
usd: createMetricPattern1(this, 'price'),
sats: createMetricPattern1(this, 'price_sats'),
},
},
distribution: {

6
packages/brk_client/brk_client/__init__.py
View File

@@ -4526,9 +4526,9 @@ class MetricsTree_Prices_Price:
"""Metrics tree node."""
def __init__(self, client: BrkClientBase, base_path: str = ''):
self.cents: MetricPattern20[Cents] = MetricPattern20(client, 'price_cents')
self.usd: MetricPattern20[Dollars] = MetricPattern20(client, 'price')
self.sats: MetricPattern20[Sats] = MetricPattern20(client, 'price_sats')
self.cents: MetricPattern1[Cents] = MetricPattern1(client, 'price_cents')
self.usd: MetricPattern1[Dollars] = MetricPattern1(client, 'price')
self.sats: MetricPattern1[Sats] = MetricPattern1(client, 'price_sats')
class MetricsTree_Prices:
"""Metrics tree node."""

19
website/scripts/chart/index.js
View File

@@ -1383,6 +1383,25 @@ export function createChart({ parent, brk, fitContent }) {
serieses.addCandlestick({ ...common, colors: blueprint.colors }),
);
break;
case "Price":
if (idx === "height" || idx.startsWith("minute")) {
pane.series.push(
serieses.addLine({
...common,
color: colors.default,
options: { ...common.options, priceLineVisible: true },
}),
);
} else {
pane.series.push(
serieses.addCandlestick({
...common,
metric: blueprint.ohlcMetric,
colors: blueprint.colors,
}),
);
}
break;
case "Dots":
pane.series.push(
serieses.addDots({

2
website/scripts/options/market.js
View File

@@ -370,7 +370,7 @@ export function createMarketSection() {
title: "Sats per Dollar",
bottom: [
line({
metric: prices.split.close.sats,
metric: prices.price.sats,
name: "Sats/$",
unit: Unit.sats,
}),

9
website/scripts/options/types.js
View File

@@ -42,7 +42,14 @@
* @property {BaselineSeriesPartialOptions} [options]
* @typedef {BaseSeriesBlueprint & DotsBaselineSeriesBlueprintSpecific} DotsBaselineSeriesBlueprint
*
* @typedef {BaselineSeriesBlueprint | CandlestickSeriesBlueprint | LineSeriesBlueprint | HistogramSeriesBlueprint | DotsSeriesBlueprint | DotsBaselineSeriesBlueprint} AnySeriesBlueprint
* @typedef {Object} PriceSeriesBlueprintSpecific
* @property {"Price"} type
* @property {AnyMetricPattern} ohlcMetric - OHLC metric for candlestick (>= 1h indexes)
* @property {[Color, Color]} [colors]
* @property {CandlestickSeriesPartialOptions} [options]
* @typedef {BaseSeriesBlueprint & PriceSeriesBlueprintSpecific} PriceSeriesBlueprint
*
* @typedef {BaselineSeriesBlueprint | CandlestickSeriesBlueprint | LineSeriesBlueprint | HistogramSeriesBlueprint | DotsSeriesBlueprint | DotsBaselineSeriesBlueprint | PriceSeriesBlueprint} AnySeriesBlueprint
*
* @typedef {AnySeriesBlueprint["type"]} SeriesType
*

50
website/scripts/panes/chart.js
View File

@@ -40,24 +40,28 @@ export function init() {
/** @type {Map<Unit, AnyFetchedSeriesBlueprint[]>} */
const result = new Map();
// USD price + option blueprints
/** @type {FetchedCandlestickSeriesBlueprint} */
const usdPrice = {
type: "Candlestick",
title: "Price",
metric: brk.metrics.prices.ohlc.usd,
};
result.set(Unit.usd, [usdPrice, ...(optionTop.get(Unit.usd) ?? [])]);
const { ohlc, price } = brk.metrics.prices;
// Sats price + option blueprints
/** @type {FetchedCandlestickSeriesBlueprint} */
const satsPrice = {
type: "Candlestick",
title: "Price",
metric: brk.metrics.prices.ohlc.sats,
colors: /** @type {const} */ ([colors.bi.p1[1], colors.bi.p1[0]]),
};
result.set(Unit.sats, [satsPrice, ...(optionTop.get(Unit.sats) ?? [])]);
result.set(Unit.usd, [
/** @type {AnyFetchedSeriesBlueprint} */ ({
type: "Price",
title: "Price",
metric: price.usd,
ohlcMetric: ohlc.usd,
}),
...(optionTop.get(Unit.usd) ?? []),
]);
result.set(Unit.sats, [
/** @type {AnyFetchedSeriesBlueprint} */ ({
type: "Price",
title: "Price",
metric: price.sats,
ohlcMetric: ohlc.sats,
colors: /** @type {const} */ ([colors.bi.p1[1], colors.bi.p1[0]]),
}),
...(optionTop.get(Unit.sats) ?? []),
]);
return result;
}
@@ -70,9 +74,7 @@ export function init() {
const unit = chart.panes[0].unit;
if (!priceSeries?.hasData() || !unit) return;
const last = /** @type {CandlestickData | undefined} */ (
priceSeries.getData().at(-1)
);
const last = priceSeries.getData().at(-1);
if (!last) return;
// Convert to sats if needed
@@ -81,7 +83,13 @@ export function init() {
? Math.floor(ONE_BTC_IN_SATS / latest)
: latest;
priceSeries.update({ ...last, close });
if ("close" in last) {
// Candlestick data
priceSeries.update({ ...last, close });
} else {
// Line data
priceSeries.update({ ...last, value: close });
}
}
// Set up the setOption function