global: snapshot

This commit is contained in:
nym21
2026-03-19 12:15:03 +01:00
parent d8b55340f7
commit b18cca92ab
24 changed files with 571 additions and 575 deletions

View File

@@ -165,7 +165,6 @@ export function createCointimeSection() {
return {
name: "Cointime",
tree: [
// Prices - the core pricing models
{
name: "Prices",
tree: [
@@ -208,7 +207,6 @@ export function createCointimeSection() {
],
},
// Caps - market capitalizations from different models
{
name: "Caps",
tree: [
@@ -242,7 +240,6 @@ export function createCointimeSection() {
],
},
// Supply - active vs vaulted breakdown
{
name: "Supply",
title: "Active vs Vaulted Supply",
@@ -251,7 +248,6 @@ export function createCointimeSection() {
),
},
// Liveliness - the foundational cointime ratios
{
name: "Activity",
title: "Liveliness & Vaultedness",
@@ -278,7 +274,6 @@ export function createCointimeSection() {
],
},
// Coinblocks - created, destroyed, stored
{
name: "Coinblocks",
tree: [
@@ -300,7 +295,7 @@ export function createCointimeSection() {
name,
tree: [
{
name: "Base",
name: "Per Block",
title,
bottom: [
line({
@@ -329,7 +324,6 @@ export function createCointimeSection() {
],
},
// Value - cointime value flows
{
name: "Value",
tree: [
@@ -360,7 +354,7 @@ export function createCointimeSection() {
name,
tree: [
{
name: "Base",
name: "Per Block",
title,
bottom: [
line({ series: pattern.base, name, color, unit: Unit.usd }),
@@ -385,7 +379,7 @@ export function createCointimeSection() {
name: vocdd.name,
tree: [
{
name: "Base",
name: "Per Block",
title: vocdd.title,
bottom: [
line({
@@ -424,7 +418,6 @@ export function createCointimeSection() {
],
},
// Indicators - derived decision series
{
name: "Indicators",
tree: [
@@ -446,7 +439,7 @@ export function createCointimeSection() {
bottom: [
line({
series: cap.aviv.ratio,
name: "aviv",
name: "AVIV",
unit: Unit.ratio,
}),
],
@@ -454,7 +447,6 @@ export function createCointimeSection() {
],
},
// Cointime-Adjusted - comparing base vs adjusted series
{
name: "Cointime-Adjusted",
tree: [
@@ -476,44 +468,39 @@ export function createCointimeSection() {
],
},
{
name: "Velocity",
tree: [
{
name: "BTC",
title: "Cointime-Adjusted BTC Velocity",
bottom: [
line({
series: supply.velocity.native,
name: "Base",
color: colors.base,
unit: Unit.ratio,
}),
line({
series: adjusted.txVelocityNative,
name: "Cointime-Adjusted",
color: colors.adjusted,
unit: Unit.ratio,
}),
],
},
{
name: "USD",
title: "Cointime-Adjusted USD Velocity",
bottom: [
line({
series: supply.velocity.fiat,
name: "Base",
color: colors.thermo,
unit: Unit.ratio,
}),
line({
series: adjusted.txVelocityFiat,
name: "Cointime-Adjusted",
color: colors.vaulted,
unit: Unit.ratio,
}),
],
},
name: "BTC Velocity",
title: "Cointime-Adjusted BTC Velocity",
bottom: [
line({
series: supply.velocity.native,
name: "Base",
color: colors.base,
unit: Unit.ratio,
}),
line({
series: adjusted.txVelocityNative,
name: "Cointime-Adjusted",
color: colors.adjusted,
unit: Unit.ratio,
}),
],
},
{
name: "USD Velocity",
title: "Cointime-Adjusted USD Velocity",
bottom: [
line({
series: supply.velocity.fiat,
name: "Base",
color: colors.thermo,
unit: Unit.ratio,
}),
line({
series: adjusted.txVelocityFiat,
name: "Cointime-Adjusted",
color: colors.vaulted,
unit: Unit.ratio,
}),
],
},
],

View File

@@ -32,7 +32,7 @@ function volumeAndCoinsTree(activity, color, title) {
name: "Volume",
tree: [
{
name: "Sum",
name: "Per Block",
title: title("Sent Volume"),
bottom: [
line({ series: activity.transferVolume.base.sats, name: "Sum", color, unit: Unit.sats }),
@@ -52,10 +52,10 @@ function volumeAndCoinsTree(activity, color, title) {
],
},
{
name: "Coins Destroyed",
name: "Coindays Destroyed",
tree: [
{
name: "Base",
name: "Per Block",
title: title("Coindays Destroyed"),
bottom: [
line({ series: activity.coindaysDestroyed.base, name: "Base", color, unit: Unit.coindays }),
@@ -675,7 +675,7 @@ function groupedRollingSoprCharts(list, all, get24h, get7d, get30d, get1y, title
* @template {{ color: Color, name: string }} A
* @param {readonly T[]} list
* @param {A} all
* @param {readonly { name: string, getCreated: (item: T | A) => AnySeriesPattern, getDestroyed: (item: T | A) => AnySeriesPattern }[]} windows
* @param {readonly { name: string, title: string, getCreated: (item: T | A) => AnySeriesPattern, getDestroyed: (item: T | A) => AnySeriesPattern }[]} windows
* @param {(name: string) => string} title
* @param {string} [prefix]
* @returns {PartialOptionsTree}
@@ -686,7 +686,7 @@ function groupedRollingValueCharts(list, all, windows, title, prefix = "") {
name: "Created",
tree: windows.map((w) => ({
name: w.name,
title: title(`${prefix}Value Created (${w.name})`),
title: title(`${prefix}Value Created (${w.title})`),
bottom: mapCohortsWithAll(list, all, (item) =>
line({ series: w.getCreated(item), name: item.name, color: item.color, unit: Unit.usd }),
),
@@ -696,7 +696,7 @@ function groupedRollingValueCharts(list, all, windows, title, prefix = "") {
name: "Destroyed",
tree: windows.map((w) => ({
name: w.name,
title: title(`${prefix}Value Destroyed (${w.name})`),
title: title(`${prefix}Value Destroyed (${w.title})`),
bottom: mapCohortsWithAll(list, all, (item) =>
line({ series: w.getDestroyed(item), name: item.name, color: item.color, unit: Unit.usd }),
),
@@ -711,10 +711,10 @@ function groupedRollingValueCharts(list, all, windows, title, prefix = "") {
*/
function valueWindows(list, all) {
return [
{ name: "24h", getCreated: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueCreated.sum._24h, getDestroyed: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueDestroyed.sum._24h },
{ name: "7d", getCreated: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueCreated.sum._1w, getDestroyed: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueDestroyed.sum._1w },
{ name: "30d", getCreated: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueCreated.sum._1m, getDestroyed: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueDestroyed.sum._1m },
{ name: "1y", getCreated: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueCreated.sum._1y, getDestroyed: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueDestroyed.sum._1y },
{ name: "24h", title: "Daily", getCreated: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueCreated.sum._24h, getDestroyed: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueDestroyed.sum._24h },
{ name: "7d", title: "Weekly", getCreated: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueCreated.sum._1w, getDestroyed: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueDestroyed.sum._1w },
{ name: "30d", title: "Monthly", getCreated: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueCreated.sum._1m, getDestroyed: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueDestroyed.sum._1m },
{ name: "1y", title: "Yearly", getCreated: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueCreated.sum._1y, getDestroyed: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueDestroyed.sum._1y },
];
}
@@ -823,10 +823,10 @@ export function createGroupedActivitySectionWithAdjusted({ list, all, title }) {
tree: groupedRollingValueCharts(
list, all,
[
{ name: "24h", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._24h, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._24h },
{ name: "7d", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._1w, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._1w },
{ name: "30d", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._1m, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._1m },
{ name: "1y", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._1y, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._1y },
{ name: "24h", title: "Daily", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._24h, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._24h },
{ name: "7d", title: "Weekly", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._1w, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._1w },
{ name: "30d", title: "Monthly", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._1m, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._1m },
{ name: "1y", title: "Yearly", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._1y, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._1y },
],
title,
"Adjusted ",
@@ -837,7 +837,7 @@ export function createGroupedActivitySectionWithAdjusted({ list, all, title }) {
],
},
{
name: "Coins Destroyed",
name: "Coindays Destroyed",
title: title("Coindays Destroyed"),
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) => [
line({ series: tree.activity.coindaysDestroyed.sum._24h, name, color, unit: Unit.coindays }),
@@ -914,7 +914,7 @@ export function createGroupedActivitySection({ list, all, title }) {
],
},
{
name: "Coins Destroyed",
name: "Coindays Destroyed",
title: title("Coindays Destroyed"),
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) => [
line({ series: tree.activity.coindaysDestroyed.sum._24h, name, color, unit: Unit.coindays }),
@@ -955,7 +955,7 @@ export function createGroupedActivitySectionWithActivity({ list, all, title }) {
],
},
{
name: "Coins Destroyed",
name: "Coindays Destroyed",
title: title("Coindays Destroyed"),
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) => [
line({ series: tree.activity.coindaysDestroyed.sum._24h, name, color, unit: Unit.coindays }),

View File

@@ -199,7 +199,7 @@ function groupedDeltaTree(list, all, getDelta, unit, title, name) {
name: "Absolute",
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`${name} Change (${w.name})`),
title: title(`${name} Change (${w.title})`),
bottom: mapCohortsWithAll(list, all, (c) =>
baseline({ series: getDelta(c).absolute[w.key], name: c.name, color: c.color, unit }),
),
@@ -209,7 +209,7 @@ function groupedDeltaTree(list, all, getDelta, unit, title, name) {
name: "Rate",
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`${name} Rate (${w.name})`),
title: title(`${name} Rate (${w.title})`),
bottom: flatMapCohortsWithAll(list, all, (c) =>
percentRatio({ pattern: getDelta(c).rate[w.key], name: c.name, color: c.color }),
),

View File

@@ -677,7 +677,7 @@ function groupedBucketCharts(list, titlePrefix) {
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: `${titlePrefix}: Supply Change ${w.name}`,
title: `${titlePrefix}: Supply Change (${w.title})`,
bottom: list.map(({ name, color, pattern }) =>
baseline({ series: pattern.supply.all.delta.absolute[w.key], name, color, unit: Unit.sats }),
),
@@ -698,7 +698,7 @@ function groupedBucketCharts(list, titlePrefix) {
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: `${titlePrefix}: Supply Rate ${w.name}`,
title: `${titlePrefix}: Supply Rate (${w.title})`,
bottom: list.flatMap(({ name, color, pattern }) =>
percentRatio({ pattern: pattern.supply.all.delta.rate[w.key], name, color }),
),

View File

@@ -45,7 +45,7 @@ function pnlLines(m, unit) {
if (m.gross) {
series.push(line({ series: m.gross, name: "Total", color: colors.default, unit }));
}
series.push(line({ series: m.negLoss, name: "Negative Loss", color: colors.loss, unit, defaultActive: false }));
series.push(line({ series: m.negLoss, name: "Loss (Inverted)", color: colors.loss, unit, defaultActive: false }));
return series;
}
@@ -63,13 +63,13 @@ function netBaseline(s, unit) {
// ============================================================================
/**
* @param {{ profit: { base: { usd: AnySeriesPattern } }, loss: { base: { usd: AnySeriesPattern }, negative: AnySeriesPattern }, grossPnl: { usd: AnySeriesPattern } }} u
* @param {{ profit: { usd: AnySeriesPattern }, loss: { usd: AnySeriesPattern, negative: AnySeriesPattern }, grossPnl: { usd: AnySeriesPattern } }} u
* @returns {AnyFetchedSeriesBlueprint[]}
*/
function unrealizedUsdSeries(u) {
return [
...pnlLines(
{ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative, gross: u.grossPnl.usd },
{ profit: u.profit.usd, loss: u.loss.usd, negLoss: u.loss.negative, gross: u.grossPnl.usd },
Unit.usd,
),
priceLine({ unit: Unit.usd, defaultActive: false }),
@@ -105,7 +105,6 @@ function unrealizedPnlTreeAll(u, title) {
{ name: "USD", title: title("Unrealized P&L"), bottom: unrealizedUsdSeries(u) },
relPnlChart(u.profit.toMcap, u.loss.toMcap, "% of Mcap", title),
relPnlChart(u.profit.toOwnGrossPnl, u.loss.toOwnGrossPnl, "% of Own P&L", title),
...unrealizedCumulativeRollingTree(u.profit, u.loss, title),
];
}
@@ -121,7 +120,6 @@ function unrealizedPnlTreeFull(u, title) {
relPnlChart(u.profit.toMcap, u.loss.toMcap, "% of Mcap", title),
relPnlChart(u.profit.toOwnMcap, u.loss.toOwnMcap, "% of Own Mcap", title),
relPnlChart(u.profit.toOwnGrossPnl, u.loss.toOwnGrossPnl, "% of Own P&L", title),
...unrealizedCumulativeRollingTree(u.profit, u.loss, title),
];
}
@@ -141,7 +139,6 @@ function unrealizedPnlTreeLongTerm(u, title) {
},
relPnlChart(u.profit.toOwnMcap, u.loss.toOwnMcap, "% of Own Mcap", title),
relPnlChart(u.profit.toOwnGrossPnl, u.loss.toOwnGrossPnl, "% of Own P&L", title),
...unrealizedCumulativeRollingTree(u.profit, u.loss, title),
];
}
@@ -158,72 +155,12 @@ function unrealizedPnlTreeMid(u, title) {
title: title("Unrealized P&L"),
bottom: [
...pnlLines(
{ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative },
{ profit: u.profit.usd, loss: u.loss.usd, negLoss: u.loss.negative },
Unit.usd,
),
priceLine({ unit: Unit.usd, defaultActive: false }),
],
},
...unrealizedCumulativeRollingTree(u.profit, u.loss, title),
];
}
/**
* Unrealized cumulative + rolling P&L tree (profit and loss have cumulative.usd + sum[w].usd)
* @param {{ cumulative: { usd: AnySeriesPattern }, sum: { _24h: { usd: AnySeriesPattern }, _1w: { usd: AnySeriesPattern }, _1m: { usd: AnySeriesPattern }, _1y: { usd: AnySeriesPattern } } }} profit
* @param {{ cumulative: { usd: AnySeriesPattern }, sum: { _24h: { usd: AnySeriesPattern }, _1w: { usd: AnySeriesPattern }, _1m: { usd: AnySeriesPattern }, _1y: { usd: AnySeriesPattern } } }} loss
* @param {(name: string) => string} title
* @returns {PartialOptionsTree}
*/
function unrealizedCumulativeRollingTree(profit, loss, title) {
return [
{
name: "Cumulative",
title: title("Cumulative Unrealized P&L"),
bottom: [
line({ series: profit.cumulative.usd, name: "Profit", color: colors.profit, unit: Unit.usd }),
line({ series: loss.cumulative.usd, name: "Loss", color: colors.loss, unit: Unit.usd }),
],
},
{
name: "Rolling",
tree: [
{
name: "Profit",
tree: [
{
name: "Compare",
title: title("Rolling Unrealized Profit"),
bottom: ROLLING_WINDOWS.map((w) =>
line({ series: profit.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }),
),
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Unrealized Profit (${w.name})`),
bottom: [line({ series: profit.sum[w.key].usd, name: "Profit", color: colors.profit, unit: Unit.usd })],
})),
],
},
{
name: "Loss",
tree: [
{
name: "Compare",
title: title("Rolling Unrealized Loss"),
bottom: ROLLING_WINDOWS.map((w) =>
line({ series: loss.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }),
),
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Unrealized Loss (${w.name})`),
bottom: [line({ series: loss.sum[w.key].usd, name: "Loss", color: colors.loss, unit: Unit.usd })],
})),
],
},
],
},
];
}
@@ -331,12 +268,12 @@ function realizedPnlSumTreeFull(r, title) {
title: title("Realized P&L"),
bottom: [
dots({ series: r.profit.base.usd, name: "Profit", color: colors.profit, unit: Unit.usd }),
dots({ series: r.loss.negative, name: "Negative Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
dots({ series: r.loss.negative, name: "Loss (Inverted)", color: colors.loss, unit: Unit.usd, defaultActive: false }),
dots({ series: r.loss.base.usd, name: "Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
],
},
{
name: "% of Rcap",
name: "% of Realized Cap",
title: title("Realized P&L (% of Realized Cap)"),
bottom: [
...percentRatioBaseline({ pattern: r.profit.toRcap, name: "Profit", color: colors.profit }),
@@ -355,7 +292,7 @@ function realizedNetPnlSumTreeFull(r, title) {
return [
{ name: "USD", title: title("Net Realized P&L"), bottom: [dotsBaseline({ series: r.netPnl.base.usd, name: "Net", unit: Unit.usd })] },
{
name: "% of Rcap",
name: "% of Realized Cap",
title: title("Net Realized P&L (% of Realized Cap)"),
bottom: percentRatioBaseline({ pattern: r.netPnl.toRcap, name: "Net" }),
},
@@ -375,11 +312,11 @@ function realizedPnlCumulativeTreeFull(r, title) {
bottom: [
line({ series: r.profit.cumulative.usd, name: "Profit", color: colors.profit, unit: Unit.usd }),
line({ series: r.loss.cumulative.usd, name: "Loss", color: colors.loss, unit: Unit.usd }),
line({ series: r.loss.negative, name: "Negative Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
line({ series: r.loss.negative, name: "Loss (Inverted)", color: colors.loss, unit: Unit.usd, defaultActive: false }),
],
},
{
name: "% of Rcap",
name: "% of Realized Cap",
title: title("Cumulative Realized P&L (% of Realized Cap)"),
bottom: [
...percentRatioBaseline({ pattern: r.profit.toRcap, name: "Profit", color: colors.profit }),
@@ -411,7 +348,7 @@ function realizedNetPnlDeltaTree(netPnl, title) {
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Net Realized P&L Change (${w.name})`),
title: title(`Net Realized P&L Change (${w.title})`),
bottom: [baseline({ series: netPnl.delta.absolute[w.key].usd, name: "Change", unit: Unit.usd })],
})),
],
@@ -428,7 +365,7 @@ function realizedNetPnlDeltaTree(netPnl, title) {
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Net Realized P&L Rate (${w.name})`),
title: title(`Net Realized P&L Rate (${w.title})`),
bottom: percentRatioBaseline({ pattern: netPnl.delta.rate[w.key], name: "Rate" }),
})),
],
@@ -455,8 +392,8 @@ function realizedNetPnlDeltaTreeFull(r, title) {
bottom: percentRatioBaseline({ pattern: r.netPnl.change1m.toMcap, name: "30d Change" }),
},
{
name: "% of Rcap",
title: title("Net Realized P&L Change (% of Rcap)"),
name: "% of Realized Cap",
title: title("Net Realized P&L Change (% of Realized Cap)"),
bottom: percentRatioBaseline({ pattern: r.netPnl.change1m.toRcap, name: "30d Change" }),
},
],
@@ -482,7 +419,7 @@ function rollingNetRealizedTree(netPnl, title) {
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Net Realized P&L (${w.name})`),
title: title(`Net Realized P&L (${w.title})`),
bottom: [baseline({ series: netPnl.sum[w.key].usd, name: "Net", unit: Unit.usd })],
})),
],
@@ -509,7 +446,7 @@ function singleRollingRealizedTreeFull(r, title) {
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Profit (${w.name})`),
title: title(`Realized Profit (${w.title})`),
bottom: [line({ series: r.profit.sum[w.key].usd, name: "Profit", color: colors.profit, unit: Unit.usd })],
})),
],
@@ -526,7 +463,7 @@ function singleRollingRealizedTreeFull(r, title) {
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Loss (${w.name})`),
title: title(`Realized Loss (${w.title})`),
bottom: [line({ series: r.loss.sum[w.key].usd, name: "Loss", color: colors.loss, unit: Unit.usd })],
})),
],
@@ -544,7 +481,7 @@ function singleRollingRealizedTreeFull(r, title) {
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized P/L Ratio (${w.name})`),
title: title(`Realized P/L Ratio (${w.title})`),
bottom: [baseline({ series: r.profitToLossRatio[w.key], name: "P/L Ratio", unit: Unit.ratio, base: 1 })],
})),
],
@@ -565,7 +502,7 @@ function singleRollingRealizedTreeBasic(profit, loss, title) {
name: "Profit",
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Profit (${w.name})`),
title: title(`Realized Profit (${w.title})`),
bottom: [line({ series: profit.sum[w.key].usd, name: "Profit", color: colors.profit, unit: Unit.usd })],
})),
},
@@ -573,7 +510,7 @@ function singleRollingRealizedTreeBasic(profit, loss, title) {
name: "Loss",
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Loss (${w.name})`),
title: title(`Realized Loss (${w.title})`),
bottom: [line({ series: loss.sum[w.key].usd, name: "Loss", color: colors.loss, unit: Unit.usd })],
})),
},
@@ -609,7 +546,7 @@ function realizedValueTree(valueCreated, valueDestroyed, label, title) {
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`${label} Value (${w.name})`),
title: title(`${label} Value (${w.title})`),
bottom: [
line({ series: valueCreated.sum[w.key], name: "Created", color: colors.profit, unit: Unit.usd }),
line({ series: valueDestroyed.sum[w.key], name: "Destroyed", color: colors.loss, unit: Unit.usd }),
@@ -690,7 +627,7 @@ function realizedSubfolderFull(r, title) {
{
name: "Gross P&L",
tree: [
{ name: "Base", title: title("Gross Realized P&L"), bottom: [dots({ series: r.grossPnl.base.usd, name: "Gross P&L", color: colors.bitcoin, unit: Unit.usd })] },
{ name: "Per Block", title: title("Gross Realized P&L"), bottom: [dots({ series: r.grossPnl.base.usd, name: "Gross P&L", color: colors.bitcoin, unit: Unit.usd })] },
{
name: "Rolling",
tree: [
@@ -703,7 +640,7 @@ function realizedSubfolderFull(r, title) {
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Gross Realized P&L (${w.name})`),
title: title(`Gross Realized P&L (${w.title})`),
bottom: [line({ series: r.grossPnl.sum[w.key].usd, name: "Gross P&L", color: colors.bitcoin, unit: Unit.usd })],
})),
],
@@ -744,7 +681,7 @@ function realizedSubfolderFull(r, title) {
tree: [
{ name: "USD", title: title("Cumulative Net Realized P&L"), bottom: [baseline({ series: r.netPnl.cumulative.usd, name: "Net", unit: Unit.usd })] },
{
name: "% of Rcap",
name: "% of Realized Cap",
title: title("Cumulative Net P&L (% of Realized Cap)"),
bottom: percentRatioBaseline({ pattern: r.netPnl.toRcap, name: "Net" }),
},
@@ -755,7 +692,7 @@ function realizedSubfolderFull(r, title) {
tree: [
{ name: "USD", title: title("Cumulative Peak Regret"), bottom: [line({ series: r.peakRegret.cumulative, name: "Peak Regret", unit: Unit.usd })] },
{
name: "% of Rcap",
name: "% of Realized Cap",
title: title("Cumulative Peak Regret (% of Realized Cap)"),
bottom: percentRatioBaseline({ pattern: r.peakRegret.toRcap, name: "Peak Regret" }),
},
@@ -782,7 +719,7 @@ function realizedSubfolderMid(r, title) {
title: title("Realized P&L"),
bottom: [
dots({ series: r.profit.base.usd, name: "Profit", color: colors.profit, unit: Unit.usd }),
dots({ series: r.loss.negative, name: "Negative Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
dots({ series: r.loss.negative, name: "Loss (Inverted)", color: colors.loss, unit: Unit.usd, defaultActive: false }),
dots({ series: r.loss.base.usd, name: "Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
],
},
@@ -898,12 +835,11 @@ export function createProfitabilitySectionWithProfitLoss({ cohort, title }) {
name: "USD",
title: title("Unrealized P&L"),
bottom: [
...pnlLines({ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative }, Unit.usd),
...pnlLines({ profit: u.profit.usd, loss: u.loss.usd, negLoss: u.loss.negative }, Unit.usd),
priceLine({ unit: Unit.usd, defaultActive: false }),
],
},
...unrealizedCumulativeRollingTree(u.profit, u.loss, title),
],
],
},
{ name: "NUPL", title: title("NUPL"), bottom: nuplSeries(u.nupl) },
],
@@ -1089,12 +1025,11 @@ export function createProfitabilitySectionAddress({ cohort, title }) {
name: "USD",
title: title("Unrealized P&L"),
bottom: [
...pnlLines({ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative }, Unit.usd),
...pnlLines({ profit: u.profit.usd, loss: u.loss.usd, negLoss: u.loss.negative }, Unit.usd),
priceLine({ unit: Unit.usd, defaultActive: false }),
],
},
...unrealizedCumulativeRollingTree(u.profit, u.loss, title),
],
],
},
{ name: "NUPL", title: title("NUPL"), bottom: nuplSeries(u.nupl) },
],
@@ -1178,7 +1113,7 @@ function groupedRollingRealizedCharts(list, all, title) {
name: "Profit",
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Profit (${w.name})`),
title: title(`Realized Profit (${w.title})`),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ series: tree.realized.profit.sum[w.key].usd, name, color, unit: Unit.usd })),
})),
},
@@ -1186,7 +1121,7 @@ function groupedRollingRealizedCharts(list, all, title) {
name: "Loss",
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Loss (${w.name})`),
title: title(`Realized Loss (${w.title})`),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ series: tree.realized.loss.sum[w.key].usd, name, color, unit: Unit.usd })),
})),
},
@@ -1207,7 +1142,7 @@ function groupedRollingRealizedChartsFull(list, all, title) {
name: "P/L Ratio",
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized P/L Ratio (${w.name})`),
title: title(`Realized P/L Ratio (${w.title})`),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
baseline({ series: tree.realized.profitToLossRatio[w.key], name, color, unit: Unit.ratio, base: 1 }),
),
@@ -1279,7 +1214,7 @@ function groupedRealizedNetPnlDeltaTree(list, all, title) {
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Net Realized P&L Change (${w.name})`),
title: title(`Net Realized P&L Change (${w.title})`),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
baseline({ series: tree.realized.netPnl.delta.absolute[w.key].usd, name, color, unit: Unit.usd }),
),
@@ -1300,7 +1235,7 @@ function groupedRealizedNetPnlDeltaTree(list, all, title) {
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Net Realized P&L Rate (${w.name})`),
title: title(`Net Realized P&L Rate (${w.title})`),
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
percentRatio({ pattern: tree.realized.netPnl.delta.rate[w.key], name, color }),
),
@@ -1399,7 +1334,7 @@ function groupedPnlChartsWithMarketCap(list, all, title) {
name: "USD",
title: title("Unrealized Profit"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ series: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }),
line({ series: tree.unrealized.profit.usd, name, color, unit: Unit.usd }),
),
},
{
@@ -1418,7 +1353,7 @@ function groupedPnlChartsWithMarketCap(list, all, title) {
name: "USD",
title: title("Unrealized Loss"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ series: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }),
line({ series: tree.unrealized.loss.usd, name, color, unit: Unit.usd }),
),
},
{
@@ -1453,14 +1388,14 @@ function groupedPnlChartsWithOwnMarketCap(list, all, title) {
name: "Profit",
title: title("Unrealized Profit"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ series: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }),
line({ series: tree.unrealized.profit.usd, name, color, unit: Unit.usd }),
),
},
{
name: "Loss",
title: title("Unrealized Loss"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ series: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }),
line({ series: tree.unrealized.loss.usd, name, color, unit: Unit.usd }),
),
},
{
@@ -1489,7 +1424,7 @@ function groupedPnlChartsLongTerm(list, all, title) {
name: "USD",
title: title("Unrealized Profit"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ series: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }),
line({ series: tree.unrealized.profit.usd, name, color, unit: Unit.usd }),
),
},
{
@@ -1515,7 +1450,7 @@ function groupedPnlChartsLongTerm(list, all, title) {
name: "USD",
title: title("Unrealized Loss"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ series: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }),
line({ series: tree.unrealized.loss.usd, name, color, unit: Unit.usd }),
),
},
{
@@ -1642,14 +1577,14 @@ export function createGroupedProfitabilitySectionWithProfitLoss({ list, all, tit
name: "Profit",
title: title("Unrealized Profit"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ series: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }),
line({ series: tree.unrealized.profit.usd, name, color, unit: Unit.usd }),
),
},
{
name: "Loss",
title: title("Unrealized Loss"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ series: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }),
line({ series: tree.unrealized.loss.usd, name, color, unit: Unit.usd }),
),
},
...groupedNuplCharts(list, all, title),

View File

@@ -50,9 +50,9 @@ export function createValuationSectionFull({ cohort, title }) {
bottom: createSingleRealizedCapSeries(cohort),
},
{
name: "% of Own Mcap",
title: title("Realized Cap (% of Own Mcap)"),
bottom: percentRatioBaseline({ pattern: tree.realized.cap.toOwnMcap, name: "Rel. to Own M.Cap", color }),
name: "% of Own Market Cap",
title: title("Realized Cap (% of Own Market Cap)"),
bottom: percentRatioBaseline({ pattern: tree.realized.cap.toOwnMcap, name: "Rel. to Own Market Cap", color }),
},
],
},
@@ -140,7 +140,7 @@ export function createGroupedValuationSection({ list, all, title }) {
name: "Absolute",
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Cap Change (${w.name})`),
title: title(`Realized Cap Change (${w.title})`),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
baseline({ series: tree.realized.cap.delta.absolute[w.key].usd, name, color, unit: Unit.usd }),
),
@@ -150,7 +150,7 @@ export function createGroupedValuationSection({ list, all, title }) {
name: "Rate",
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Cap Rate (${w.name})`),
title: title(`Realized Cap Rate (${w.title})`),
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
percentRatio({ pattern: tree.realized.cap.delta.rate[w.key], name, color }),
),
@@ -198,8 +198,8 @@ export function createGroupedValuationSectionWithOwnMarketCap({
),
},
{
name: "% of Own Mcap",
title: title("Realized Cap (% of Own Mcap)"),
name: "% of Own Market Cap",
title: title("Realized Cap (% of Own Market Cap)"),
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
percentRatio({ pattern: tree.realized.cap.toOwnMcap, name, color }),
),
@@ -213,7 +213,7 @@ export function createGroupedValuationSectionWithOwnMarketCap({
name: "Absolute",
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Cap Change (${w.name})`),
title: title(`Realized Cap Change (${w.title})`),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
baseline({ series: tree.realized.cap.delta.absolute[w.key].usd, name, color, unit: Unit.usd }),
),
@@ -223,7 +223,7 @@ export function createGroupedValuationSectionWithOwnMarketCap({
name: "Rate",
tree: ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`Realized Cap Rate (${w.name})`),
title: title(`Realized Cap Rate (${w.title})`),
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
percentRatio({ pattern: tree.realized.cap.delta.rate[w.key], name, color }),
),

View File

@@ -292,26 +292,8 @@ export function createDcaVsLumpSumSection({ dca, lookback, returns }) {
top: topPane(key),
});
/** @param {string} name @param {ShortPeriodKey} key */
const shortReturnsChart = (name, key) => ({
name: "Returns",
title: `Returns: ${name} DCA vs Lump Sum`,
top: topPane(key),
bottom: [
...percentRatioBaseline({
pattern: dca.period.return[key],
name: "DCA",
}),
...percentRatioBaseline({
pattern: dca.period.lumpSumReturn[key],
name: "Lump Sum",
color: colors.bi.p2,
}),
],
});
/** @param {string} name @param {LongPeriodKey} key */
const longReturnsChart = (name, key) => ({
/** @param {string} name @param {AllPeriodKey} key */
const returnsChart = (name, key) => ({
name: "Returns",
title: `Returns: ${name} DCA vs Lump Sum`,
top: topPane(key),
@@ -372,7 +354,7 @@ export function createDcaVsLumpSumSection({ dca, lookback, returns }) {
name,
tree: [
costBasisChart(name, key),
shortReturnsChart(name, key),
returnsChart(name, key),
stackChart(name, key),
],
};
@@ -385,7 +367,7 @@ export function createDcaVsLumpSumSection({ dca, lookback, returns }) {
name,
tree: [
costBasisChart(name, key),
longReturnsChart(name, key),
returnsChart(name, key),
longCagrChart(name, key),
stackChart(name, key),
],

View File

@@ -576,7 +576,7 @@ export function createMarketSection() {
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: `Capitalization Growth Rate Spread ${w.name}`,
title: `Capitalization Growth Rate Spread (${w.title})`,
bottom: [
baseline({
series: supply.marketMinusRealizedCapGrowthRate[w.key],
@@ -660,7 +660,7 @@ export function createMarketSection() {
const rsi = technical.rsi[w.key];
return {
name: w.name,
title: `RSI (${w.name})`,
title: `RSI (${w.title})`,
bottom: [
...indexRatio({ pattern: rsi.rsi, name: "RSI", color: colors.indicator.main }),
priceLine({ unit: Unit.index, number: 70 }),
@@ -675,7 +675,7 @@ export function createMarketSection() {
const rsi = technical.rsi[w.key];
return {
name: w.name,
title: `Stochastic RSI (${w.name})`,
title: `Stochastic RSI (${w.title})`,
bottom: [
...indexRatio({ pattern: rsi.stochRsiK, name: "K", color: colors.indicator.fast }),
...indexRatio({ pattern: rsi.stochRsiD, name: "D", color: colors.indicator.slow }),
@@ -698,7 +698,7 @@ export function createMarketSection() {
},
...ROLLING_WINDOWS_TO_1M.map((w) => ({
name: w.name,
title: `MACD (${w.name})`,
title: `MACD (${w.title})`,
bottom: [
line({ series: technical.macd[w.key].line, name: "MACD", color: colors.indicator.fast, unit: Unit.usd }),
line({ series: technical.macd[w.key].signal, name: "Signal", color: colors.indicator.slow, unit: Unit.usd }),
@@ -726,7 +726,7 @@ export function createMarketSection() {
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: `Volatility Index (${w.name})`,
title: `Volatility Index (${w.title})`,
bottom: [line({ series: volatility[w.key], name: w.name, color: w.color, unit: Unit.percentage })],
})),
],

View File

@@ -59,27 +59,20 @@ export function createPartialOptions() {
} = buildCohortData();
return [
// Charts section
{
name: "Charts",
tree: [
// Market section
createMarketSection(),
// Network section (on-chain activity)
createNetworkSection(),
// Mining section (security & economics)
createMiningSection(),
// Cohorts section
{
name: "Distribution",
tree: [
// Overview - All UTXOs
createCohortFolderAll({ ...cohortAll, name: "Overview" }),
// STH vs LTH - Direct comparison
createGroupedCohortFolderWithNupl({
name: "STH vs LTH",
title: "STH vs LTH",
@@ -87,17 +80,13 @@ export function createPartialOptions() {
all: cohortAll,
}),
// STH - Short term holder cohort
createCohortFolderFull(termShort),
// LTH - Long term holder cohort
createCohortFolderLongTerm(termLong),
// Ages cohorts
{
name: "UTXO Age",
tree: [
// Younger Than (< X old)
{
name: "Younger Than",
tree: [
@@ -110,7 +99,6 @@ export function createPartialOptions() {
...underAge.map(createCohortFolderWithAdjusted),
],
},
// Older Than (≥ X old)
{
name: "Older Than",
tree: [
@@ -123,7 +111,6 @@ export function createPartialOptions() {
...overAge.map(createCohortFolderWithAdjusted),
],
},
// Range
{
name: "Range",
tree: [
@@ -139,17 +126,15 @@ export function createPartialOptions() {
],
},
// Sizes cohorts (UTXO size)
{
name: "UTXO Size",
tree: [
// Less Than (< X sats)
{
name: "Less Than",
tree: [
createGroupedCohortFolderBasicWithMarketCap({
name: "Compare",
title: "Over Amount",
title: "Under Amount",
list: utxosUnderAmount,
all: cohortAll,
}),
@@ -158,13 +143,12 @@ export function createPartialOptions() {
),
],
},
// More Than (≥ X sats)
{
name: "More Than",
tree: [
createGroupedCohortFolderBasicWithMarketCap({
name: "Compare",
title: "Under Amount",
title: "Over Amount",
list: utxosOverAmount,
all: cohortAll,
}),
@@ -173,7 +157,6 @@ export function createPartialOptions() {
),
],
},
// Range
{
name: "Range",
tree: [
@@ -191,37 +174,39 @@ export function createPartialOptions() {
],
},
// Balances cohorts (Address balance)
createUtxoProfitabilitySection({
range: profitabilityRange,
profit: profitabilityProfit,
loss: profitabilityLoss,
}),
{
name: "Address Balance",
tree: [
// Less Than (< X sats)
{
name: "Less Than",
tree: [
createGroupedAddressCohortFolder({
name: "Compare",
title: "Over Balance",
title: "Under Balance",
list: addressesUnderAmount,
all: cohortAll,
}),
...addressesUnderAmount.map(createAddressCohortFolder),
],
},
// More Than (≥ X sats)
{
name: "More Than",
tree: [
createGroupedAddressCohortFolder({
name: "Compare",
title: "Under Balance",
title: "Over Balance",
list: addressesOverAmount,
all: cohortAll,
}),
...addressesOverAmount.map(createAddressCohortFolder),
],
},
// Range
{
name: "Range",
tree: [
@@ -237,7 +222,6 @@ export function createPartialOptions() {
],
},
// Script Types - addressable types have addrCount, others don't
{
name: "Script Type",
tree: [
@@ -252,7 +236,6 @@ export function createPartialOptions() {
],
},
// Epochs
{
name: "Epoch",
tree: [
@@ -266,7 +249,6 @@ export function createPartialOptions() {
],
},
// Classes
{
name: "Class",
tree: [
@@ -279,20 +261,11 @@ export function createPartialOptions() {
...class_.map(createCohortFolderWithAdjusted),
],
},
// UTXO Profitability bands
createUtxoProfitabilitySection({
range: profitabilityRange,
profit: profitabilityProfit,
loss: profitabilityLoss,
}),
],
},
// Investing section
createInvestingSection(),
// Frameworks section
{
name: "Frameworks",
tree: [createCointimeSection()],
@@ -300,14 +273,12 @@ export function createPartialOptions() {
],
},
// API documentation
{
name: "API",
url: () => "/api",
title: "API documentation",
},
// Project link
{
name: "Source",
url: () => "https://bitcoinresearchkit.org",

View File

@@ -17,11 +17,11 @@ export const ROLLING_WINDOWS = [
{ key: "_1y", name: "1y", title: "Yearly", color: colors.time._1y },
];
/** @type {ReadonlyArray<{key: '_24h' | '_1w' | '_1m', name: string, color: Color}>} */
/** @type {ReadonlyArray<{key: '_24h' | '_1w' | '_1m', name: string, title: string, color: Color}>} */
export const ROLLING_WINDOWS_TO_1M = [
{ key: "_24h", name: "24h", color: colors.time._24h },
{ key: "_1w", name: "1w", color: colors.time._1w },
{ key: "_1m", name: "1m", color: colors.time._1m },
{ key: "_24h", name: "24h", title: "Daily", color: colors.time._24h },
{ key: "_1w", name: "1w", title: "Weekly", color: colors.time._1w },
{ key: "_1m", name: "1m", title: "Monthly", color: colors.time._1m },
];
/**
@@ -604,7 +604,7 @@ export function distributionWindowsTree({ pattern, base, title, unit }) {
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: `${title} Distribution (${w.name})`,
title: `${title} Distribution (${w.title})`,
bottom: [
...(base ? [line({ series: base, name: "base", unit })] : []),
...fromStatsPattern({
@@ -755,15 +755,22 @@ export function percentRatioDots({ pattern, name, color, defaultActive }) {
* @param {boolean} [args.defaultActive]
* @returns {AnyFetchedSeriesBlueprint[]}
*/
export function percentRatioBaseline({ pattern, name, defaultActive }) {
export function percentRatioBaseline({ pattern, name, color, defaultActive }) {
return [
baseline({
series: pattern.percent,
name,
color,
defaultActive,
unit: Unit.percentage,
}),
baseline({ series: pattern.ratio, name, defaultActive, unit: Unit.ratio }),
baseline({
series: pattern.ratio,
name,
color,
defaultActive,
unit: Unit.ratio,
}),
];
}
@@ -798,7 +805,7 @@ export function rollingPercentRatioTree({
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: `${title} ${w.name}`,
title: `${title} (${w.title})`,
bottom: series({ pattern: windows[w.key], name: w.name }),
})),
],
@@ -834,7 +841,7 @@ export function deltaTree({ delta, title, unit, extract }) {
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: `${title} Change ${w.name}`,
title: `${title} Change (${w.title})`,
bottom: [
baseline({
series: extract(delta.absolute[w.key]),