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global: snapshot

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This commit is contained in:
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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crates/brk_computer/src/prices/by_unit.rs
+9 -6
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>,
}
crates/brk_computer/src/prices/compute.rs
+30 -16
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| {
crates/brk_computer/src/prices/mod.rs
+15 -14
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,
);
crates/brk_computer/src/prices/ohlcs.rs
+16 -8
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)
},
)
},