mirror of
https://github.com/bitcoinresearchkit/brk.git
synced 2026-07-28 19:28:11 -07:00
global: snapshot
This commit is contained in:
+114
-118
@@ -1861,28 +1861,6 @@ pub struct InvestedMaxMinPercentilesSupplyPattern {
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pub supply_density: BpsPercentRatioPattern3,
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}
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/// Pattern struct for repeated tree structure.
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pub struct MvrvNuplRealizedSupplyPattern {
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pub mvrv: MetricPattern1<StoredF32>,
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pub nupl: BpsRatioPattern,
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pub realized_cap: AllSthPattern,
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pub realized_price: BpsCentsRatioSatsUsdPattern,
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pub supply: AllSthPattern2,
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}
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impl MvrvNuplRealizedSupplyPattern {
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/// Create a new pattern node with accumulated metric name.
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pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
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Self {
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mvrv: MetricPattern1::new(client.clone(), _m(&acc, "mvrv")),
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nupl: BpsRatioPattern::new(client.clone(), _m(&acc, "nupl")),
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realized_cap: AllSthPattern::new(client.clone(), acc.clone()),
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realized_price: BpsCentsRatioSatsUsdPattern::new(client.clone(), _m(&acc, "realized_price")),
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supply: AllSthPattern2::new(client.clone(), acc.clone()),
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}
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}
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}
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/// Pattern struct for repeated tree structure.
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pub struct PhsReboundThsPattern {
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pub phs: MetricPattern1<StoredF32>,
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@@ -2555,6 +2533,24 @@ pub struct LowerPriceUpperPattern {
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pub upper_price_band: CentsSatsUsdPattern,
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}
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/// Pattern struct for repeated tree structure.
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pub struct NuplRealizedSupplyPattern {
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pub nupl: BpsRatioPattern,
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pub realized_cap: AllSthPattern,
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pub supply: AllSthPattern2,
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}
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impl NuplRealizedSupplyPattern {
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/// Create a new pattern node with accumulated metric name.
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pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
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Self {
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nupl: BpsRatioPattern::new(client.clone(), _m(&acc, "nupl")),
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realized_cap: AllSthPattern::new(client.clone(), acc.clone()),
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supply: AllSthPattern2::new(client.clone(), acc.clone()),
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}
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}
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}
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/// Pattern struct for repeated tree structure.
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pub struct RatioValuePattern2 {
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pub ratio: _1m1w1y24hPattern<StoredF64>,
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@@ -8054,129 +8050,129 @@ impl MetricsTree_Cohorts_Utxo_Profitability {
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/// Metrics tree node.
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pub struct MetricsTree_Cohorts_Utxo_Profitability_Range {
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pub over_1000pct_in_profit: MvrvNuplRealizedSupplyPattern,
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pub _500pct_to_1000pct_in_profit: MvrvNuplRealizedSupplyPattern,
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pub _300pct_to_500pct_in_profit: MvrvNuplRealizedSupplyPattern,
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pub _200pct_to_300pct_in_profit: MvrvNuplRealizedSupplyPattern,
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pub _100pct_to_200pct_in_profit: MvrvNuplRealizedSupplyPattern,
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pub _90pct_to_100pct_in_profit: MvrvNuplRealizedSupplyPattern,
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pub _80pct_to_90pct_in_profit: MvrvNuplRealizedSupplyPattern,
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pub _70pct_to_80pct_in_profit: MvrvNuplRealizedSupplyPattern,
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pub _60pct_to_70pct_in_profit: MvrvNuplRealizedSupplyPattern,
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pub _50pct_to_60pct_in_profit: MvrvNuplRealizedSupplyPattern,
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pub _40pct_to_50pct_in_profit: MvrvNuplRealizedSupplyPattern,
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pub _30pct_to_40pct_in_profit: MvrvNuplRealizedSupplyPattern,
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pub _20pct_to_30pct_in_profit: MvrvNuplRealizedSupplyPattern,
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pub _10pct_to_20pct_in_profit: MvrvNuplRealizedSupplyPattern,
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pub _0pct_to_10pct_in_profit: MvrvNuplRealizedSupplyPattern,
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pub _0pct_to_10pct_in_loss: MvrvNuplRealizedSupplyPattern,
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pub _10pct_to_20pct_in_loss: MvrvNuplRealizedSupplyPattern,
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pub _20pct_to_30pct_in_loss: MvrvNuplRealizedSupplyPattern,
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pub _30pct_to_40pct_in_loss: MvrvNuplRealizedSupplyPattern,
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pub _40pct_to_50pct_in_loss: MvrvNuplRealizedSupplyPattern,
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pub _50pct_to_60pct_in_loss: MvrvNuplRealizedSupplyPattern,
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pub _60pct_to_70pct_in_loss: MvrvNuplRealizedSupplyPattern,
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pub _70pct_to_80pct_in_loss: MvrvNuplRealizedSupplyPattern,
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pub _80pct_to_90pct_in_loss: MvrvNuplRealizedSupplyPattern,
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pub _90pct_to_100pct_in_loss: MvrvNuplRealizedSupplyPattern,
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pub over_1000pct_in_profit: NuplRealizedSupplyPattern,
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pub _500pct_to_1000pct_in_profit: NuplRealizedSupplyPattern,
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pub _300pct_to_500pct_in_profit: NuplRealizedSupplyPattern,
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pub _200pct_to_300pct_in_profit: NuplRealizedSupplyPattern,
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pub _100pct_to_200pct_in_profit: NuplRealizedSupplyPattern,
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pub _90pct_to_100pct_in_profit: NuplRealizedSupplyPattern,
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pub _80pct_to_90pct_in_profit: NuplRealizedSupplyPattern,
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pub _70pct_to_80pct_in_profit: NuplRealizedSupplyPattern,
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pub _60pct_to_70pct_in_profit: NuplRealizedSupplyPattern,
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pub _50pct_to_60pct_in_profit: NuplRealizedSupplyPattern,
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pub _40pct_to_50pct_in_profit: NuplRealizedSupplyPattern,
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pub _30pct_to_40pct_in_profit: NuplRealizedSupplyPattern,
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pub _20pct_to_30pct_in_profit: NuplRealizedSupplyPattern,
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pub _10pct_to_20pct_in_profit: NuplRealizedSupplyPattern,
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pub _0pct_to_10pct_in_profit: NuplRealizedSupplyPattern,
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pub _0pct_to_10pct_in_loss: NuplRealizedSupplyPattern,
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pub _10pct_to_20pct_in_loss: NuplRealizedSupplyPattern,
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pub _20pct_to_30pct_in_loss: NuplRealizedSupplyPattern,
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pub _30pct_to_40pct_in_loss: NuplRealizedSupplyPattern,
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pub _40pct_to_50pct_in_loss: NuplRealizedSupplyPattern,
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pub _50pct_to_60pct_in_loss: NuplRealizedSupplyPattern,
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pub _60pct_to_70pct_in_loss: NuplRealizedSupplyPattern,
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pub _70pct_to_80pct_in_loss: NuplRealizedSupplyPattern,
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pub _80pct_to_90pct_in_loss: NuplRealizedSupplyPattern,
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pub _90pct_to_100pct_in_loss: NuplRealizedSupplyPattern,
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}
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impl MetricsTree_Cohorts_Utxo_Profitability_Range {
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pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
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Self {
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over_1000pct_in_profit: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_1000pct_in_profit".to_string()),
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_500pct_to_1000pct_in_profit: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_500pct_to_1000pct_in_profit".to_string()),
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_300pct_to_500pct_in_profit: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_300pct_to_500pct_in_profit".to_string()),
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_200pct_to_300pct_in_profit: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_200pct_to_300pct_in_profit".to_string()),
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_100pct_to_200pct_in_profit: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_100pct_to_200pct_in_profit".to_string()),
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_90pct_to_100pct_in_profit: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_90pct_to_100pct_in_profit".to_string()),
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_80pct_to_90pct_in_profit: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_80pct_to_90pct_in_profit".to_string()),
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_70pct_to_80pct_in_profit: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_70pct_to_80pct_in_profit".to_string()),
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_60pct_to_70pct_in_profit: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_60pct_to_70pct_in_profit".to_string()),
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_50pct_to_60pct_in_profit: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_50pct_to_60pct_in_profit".to_string()),
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_40pct_to_50pct_in_profit: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_40pct_to_50pct_in_profit".to_string()),
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_30pct_to_40pct_in_profit: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_30pct_to_40pct_in_profit".to_string()),
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_20pct_to_30pct_in_profit: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_20pct_to_30pct_in_profit".to_string()),
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_10pct_to_20pct_in_profit: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_10pct_to_20pct_in_profit".to_string()),
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_0pct_to_10pct_in_profit: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_0pct_to_10pct_in_profit".to_string()),
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_0pct_to_10pct_in_loss: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_0pct_to_10pct_in_loss".to_string()),
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_10pct_to_20pct_in_loss: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_10pct_to_20pct_in_loss".to_string()),
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_20pct_to_30pct_in_loss: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_20pct_to_30pct_in_loss".to_string()),
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_30pct_to_40pct_in_loss: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_30pct_to_40pct_in_loss".to_string()),
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_40pct_to_50pct_in_loss: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_40pct_to_50pct_in_loss".to_string()),
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_50pct_to_60pct_in_loss: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_50pct_to_60pct_in_loss".to_string()),
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_60pct_to_70pct_in_loss: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_60pct_to_70pct_in_loss".to_string()),
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_70pct_to_80pct_in_loss: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_70pct_to_80pct_in_loss".to_string()),
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_80pct_to_90pct_in_loss: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_80pct_to_90pct_in_loss".to_string()),
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_90pct_to_100pct_in_loss: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_90pct_to_100pct_in_loss".to_string()),
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over_1000pct_in_profit: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_1000pct_in_profit".to_string()),
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_500pct_to_1000pct_in_profit: NuplRealizedSupplyPattern::new(client.clone(), "utxos_500pct_to_1000pct_in_profit".to_string()),
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_300pct_to_500pct_in_profit: NuplRealizedSupplyPattern::new(client.clone(), "utxos_300pct_to_500pct_in_profit".to_string()),
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_200pct_to_300pct_in_profit: NuplRealizedSupplyPattern::new(client.clone(), "utxos_200pct_to_300pct_in_profit".to_string()),
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_100pct_to_200pct_in_profit: NuplRealizedSupplyPattern::new(client.clone(), "utxos_100pct_to_200pct_in_profit".to_string()),
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_90pct_to_100pct_in_profit: NuplRealizedSupplyPattern::new(client.clone(), "utxos_90pct_to_100pct_in_profit".to_string()),
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_80pct_to_90pct_in_profit: NuplRealizedSupplyPattern::new(client.clone(), "utxos_80pct_to_90pct_in_profit".to_string()),
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_70pct_to_80pct_in_profit: NuplRealizedSupplyPattern::new(client.clone(), "utxos_70pct_to_80pct_in_profit".to_string()),
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_60pct_to_70pct_in_profit: NuplRealizedSupplyPattern::new(client.clone(), "utxos_60pct_to_70pct_in_profit".to_string()),
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_50pct_to_60pct_in_profit: NuplRealizedSupplyPattern::new(client.clone(), "utxos_50pct_to_60pct_in_profit".to_string()),
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_40pct_to_50pct_in_profit: NuplRealizedSupplyPattern::new(client.clone(), "utxos_40pct_to_50pct_in_profit".to_string()),
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_30pct_to_40pct_in_profit: NuplRealizedSupplyPattern::new(client.clone(), "utxos_30pct_to_40pct_in_profit".to_string()),
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_20pct_to_30pct_in_profit: NuplRealizedSupplyPattern::new(client.clone(), "utxos_20pct_to_30pct_in_profit".to_string()),
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_10pct_to_20pct_in_profit: NuplRealizedSupplyPattern::new(client.clone(), "utxos_10pct_to_20pct_in_profit".to_string()),
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_0pct_to_10pct_in_profit: NuplRealizedSupplyPattern::new(client.clone(), "utxos_0pct_to_10pct_in_profit".to_string()),
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_0pct_to_10pct_in_loss: NuplRealizedSupplyPattern::new(client.clone(), "utxos_0pct_to_10pct_in_loss".to_string()),
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_10pct_to_20pct_in_loss: NuplRealizedSupplyPattern::new(client.clone(), "utxos_10pct_to_20pct_in_loss".to_string()),
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_20pct_to_30pct_in_loss: NuplRealizedSupplyPattern::new(client.clone(), "utxos_20pct_to_30pct_in_loss".to_string()),
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_30pct_to_40pct_in_loss: NuplRealizedSupplyPattern::new(client.clone(), "utxos_30pct_to_40pct_in_loss".to_string()),
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_40pct_to_50pct_in_loss: NuplRealizedSupplyPattern::new(client.clone(), "utxos_40pct_to_50pct_in_loss".to_string()),
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_50pct_to_60pct_in_loss: NuplRealizedSupplyPattern::new(client.clone(), "utxos_50pct_to_60pct_in_loss".to_string()),
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_60pct_to_70pct_in_loss: NuplRealizedSupplyPattern::new(client.clone(), "utxos_60pct_to_70pct_in_loss".to_string()),
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_70pct_to_80pct_in_loss: NuplRealizedSupplyPattern::new(client.clone(), "utxos_70pct_to_80pct_in_loss".to_string()),
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_80pct_to_90pct_in_loss: NuplRealizedSupplyPattern::new(client.clone(), "utxos_80pct_to_90pct_in_loss".to_string()),
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_90pct_to_100pct_in_loss: NuplRealizedSupplyPattern::new(client.clone(), "utxos_90pct_to_100pct_in_loss".to_string()),
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}
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}
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}
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/// Metrics tree node.
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pub struct MetricsTree_Cohorts_Utxo_Profitability_Profit {
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pub breakeven: MvrvNuplRealizedSupplyPattern,
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pub _10pct: MvrvNuplRealizedSupplyPattern,
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pub _20pct: MvrvNuplRealizedSupplyPattern,
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pub _30pct: MvrvNuplRealizedSupplyPattern,
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pub _40pct: MvrvNuplRealizedSupplyPattern,
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pub _50pct: MvrvNuplRealizedSupplyPattern,
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pub _60pct: MvrvNuplRealizedSupplyPattern,
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pub _70pct: MvrvNuplRealizedSupplyPattern,
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pub _80pct: MvrvNuplRealizedSupplyPattern,
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pub _90pct: MvrvNuplRealizedSupplyPattern,
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pub _100pct: MvrvNuplRealizedSupplyPattern,
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pub _200pct: MvrvNuplRealizedSupplyPattern,
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pub _300pct: MvrvNuplRealizedSupplyPattern,
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pub _500pct: MvrvNuplRealizedSupplyPattern,
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pub breakeven: NuplRealizedSupplyPattern,
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pub _10pct: NuplRealizedSupplyPattern,
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pub _20pct: NuplRealizedSupplyPattern,
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pub _30pct: NuplRealizedSupplyPattern,
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pub _40pct: NuplRealizedSupplyPattern,
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pub _50pct: NuplRealizedSupplyPattern,
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pub _60pct: NuplRealizedSupplyPattern,
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pub _70pct: NuplRealizedSupplyPattern,
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pub _80pct: NuplRealizedSupplyPattern,
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pub _90pct: NuplRealizedSupplyPattern,
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pub _100pct: NuplRealizedSupplyPattern,
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pub _200pct: NuplRealizedSupplyPattern,
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pub _300pct: NuplRealizedSupplyPattern,
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pub _500pct: NuplRealizedSupplyPattern,
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}
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impl MetricsTree_Cohorts_Utxo_Profitability_Profit {
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pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
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Self {
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breakeven: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_in_profit".to_string()),
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_10pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_10pct_in_profit".to_string()),
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_20pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_20pct_in_profit".to_string()),
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_30pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_30pct_in_profit".to_string()),
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_40pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_40pct_in_profit".to_string()),
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_50pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_50pct_in_profit".to_string()),
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_60pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_60pct_in_profit".to_string()),
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_70pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_70pct_in_profit".to_string()),
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_80pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_80pct_in_profit".to_string()),
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_90pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_90pct_in_profit".to_string()),
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_100pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_100pct_in_profit".to_string()),
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_200pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_200pct_in_profit".to_string()),
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_300pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_300pct_in_profit".to_string()),
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_500pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_500pct_in_profit".to_string()),
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breakeven: NuplRealizedSupplyPattern::new(client.clone(), "utxos_in_profit".to_string()),
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_10pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_10pct_in_profit".to_string()),
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_20pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_20pct_in_profit".to_string()),
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_30pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_30pct_in_profit".to_string()),
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_40pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_40pct_in_profit".to_string()),
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_50pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_50pct_in_profit".to_string()),
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_60pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_60pct_in_profit".to_string()),
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_70pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_70pct_in_profit".to_string()),
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_80pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_80pct_in_profit".to_string()),
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_90pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_90pct_in_profit".to_string()),
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_100pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_100pct_in_profit".to_string()),
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_200pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_200pct_in_profit".to_string()),
|
||||
_300pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_300pct_in_profit".to_string()),
|
||||
_500pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_500pct_in_profit".to_string()),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Metrics tree node.
|
||||
pub struct MetricsTree_Cohorts_Utxo_Profitability_Loss {
|
||||
pub breakeven: MvrvNuplRealizedSupplyPattern,
|
||||
pub _10pct: MvrvNuplRealizedSupplyPattern,
|
||||
pub _20pct: MvrvNuplRealizedSupplyPattern,
|
||||
pub _30pct: MvrvNuplRealizedSupplyPattern,
|
||||
pub _40pct: MvrvNuplRealizedSupplyPattern,
|
||||
pub _50pct: MvrvNuplRealizedSupplyPattern,
|
||||
pub _60pct: MvrvNuplRealizedSupplyPattern,
|
||||
pub _70pct: MvrvNuplRealizedSupplyPattern,
|
||||
pub _80pct: MvrvNuplRealizedSupplyPattern,
|
||||
pub breakeven: NuplRealizedSupplyPattern,
|
||||
pub _10pct: NuplRealizedSupplyPattern,
|
||||
pub _20pct: NuplRealizedSupplyPattern,
|
||||
pub _30pct: NuplRealizedSupplyPattern,
|
||||
pub _40pct: NuplRealizedSupplyPattern,
|
||||
pub _50pct: NuplRealizedSupplyPattern,
|
||||
pub _60pct: NuplRealizedSupplyPattern,
|
||||
pub _70pct: NuplRealizedSupplyPattern,
|
||||
pub _80pct: NuplRealizedSupplyPattern,
|
||||
}
|
||||
|
||||
impl MetricsTree_Cohorts_Utxo_Profitability_Loss {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
breakeven: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_in_loss".to_string()),
|
||||
_10pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_10pct_in_loss".to_string()),
|
||||
_20pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_20pct_in_loss".to_string()),
|
||||
_30pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_30pct_in_loss".to_string()),
|
||||
_40pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_40pct_in_loss".to_string()),
|
||||
_50pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_50pct_in_loss".to_string()),
|
||||
_60pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_60pct_in_loss".to_string()),
|
||||
_70pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_70pct_in_loss".to_string()),
|
||||
_80pct: MvrvNuplRealizedSupplyPattern::new(client.clone(), "utxos_over_80pct_in_loss".to_string()),
|
||||
breakeven: NuplRealizedSupplyPattern::new(client.clone(), "utxos_in_loss".to_string()),
|
||||
_10pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_10pct_in_loss".to_string()),
|
||||
_20pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_20pct_in_loss".to_string()),
|
||||
_30pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_30pct_in_loss".to_string()),
|
||||
_40pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_40pct_in_loss".to_string()),
|
||||
_50pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_50pct_in_loss".to_string()),
|
||||
_60pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_60pct_in_loss".to_string()),
|
||||
_70pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_70pct_in_loss".to_string()),
|
||||
_80pct: NuplRealizedSupplyPattern::new(client.clone(), "utxos_over_80pct_in_loss".to_string()),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,17 +1,12 @@
|
||||
use brk_cohort::{Loss, Profit, ProfitabilityRange};
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{
|
||||
BasisPoints32, BasisPointsSigned32, Cents, Dollars, Indexes, Sats, StoredF32, Version,
|
||||
};
|
||||
use brk_types::{BasisPointsSigned32, Cents, Dollars, Indexes, Sats, Version};
|
||||
use vecdb::{AnyStoredVec, AnyVec, Database, Exit, Rw, StorageMode, WritableVec};
|
||||
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{
|
||||
AmountPerBlock, AmountPerBlockWithDeltas, CachedWindowStarts, Identity, LazyPerBlock,
|
||||
PerBlock, PriceWithRatioPerBlock, RatioPerBlock,
|
||||
},
|
||||
internal::{AmountPerBlock, AmountPerBlockWithDeltas, CachedWindowStarts, PerBlock, RatioPerBlock},
|
||||
prices,
|
||||
};
|
||||
|
||||
@@ -25,8 +20,6 @@ pub struct WithSth<All, Sth = All> {
|
||||
pub struct ProfitabilityBucket<M: StorageMode = Rw> {
|
||||
pub supply: WithSth<AmountPerBlockWithDeltas<M>, AmountPerBlock<M>>,
|
||||
pub realized_cap: WithSth<PerBlock<Dollars, M>>,
|
||||
pub realized_price: PriceWithRatioPerBlock<M>,
|
||||
pub mvrv: LazyPerBlock<StoredF32>,
|
||||
pub nupl: RatioPerBlock<BasisPointsSigned32, M>,
|
||||
}
|
||||
|
||||
@@ -49,19 +42,6 @@ impl ProfitabilityBucket {
|
||||
indexes: &indexes::Vecs,
|
||||
cached_starts: &CachedWindowStarts,
|
||||
) -> Result<Self> {
|
||||
let realized_price = PriceWithRatioPerBlock::forced_import(
|
||||
db,
|
||||
&format!("{name}_realized_price"),
|
||||
version,
|
||||
indexes,
|
||||
)?;
|
||||
|
||||
let mvrv = LazyPerBlock::from_lazy::<Identity<StoredF32>, BasisPoints32>(
|
||||
&format!("{name}_mvrv"),
|
||||
version,
|
||||
&realized_price.ratio,
|
||||
);
|
||||
|
||||
Ok(Self {
|
||||
supply: WithSth {
|
||||
all: AmountPerBlockWithDeltas::forced_import(
|
||||
@@ -92,8 +72,6 @@ impl ProfitabilityBucket {
|
||||
indexes,
|
||||
)?,
|
||||
},
|
||||
realized_price,
|
||||
mvrv,
|
||||
nupl: RatioPerBlock::forced_import_raw(
|
||||
db,
|
||||
&format!("{name}_nupl"),
|
||||
@@ -128,38 +106,20 @@ impl ProfitabilityBucket {
|
||||
self.supply.all.compute(prices, max_from, exit)?;
|
||||
self.supply.sth.compute(prices, max_from, exit)?;
|
||||
|
||||
// Realized price cents = realized_cap_cents × ONE_BTC / supply_sats
|
||||
self.realized_price.cents.height.compute_transform2(
|
||||
max_from,
|
||||
&self.realized_cap.all.height,
|
||||
&self.supply.all.sats.height,
|
||||
|(i, cap_dollars, supply_sats, ..)| {
|
||||
let cap_cents = Cents::from(cap_dollars).as_u128();
|
||||
let supply = supply_sats.as_u128();
|
||||
if supply == 0 {
|
||||
(i, Cents::ZERO)
|
||||
} else {
|
||||
(i, Cents::from(cap_cents * Sats::ONE_BTC_U128 / supply))
|
||||
}
|
||||
},
|
||||
exit,
|
||||
)?;
|
||||
|
||||
// Ratio (spot / realized_price) → feeds MVRV lazily
|
||||
self.realized_price
|
||||
.compute_ratio(starting_indexes, &prices.spot.cents.height, exit)?;
|
||||
|
||||
// NUPL = (spot - realized_price) / spot
|
||||
self.nupl.bps.height.compute_transform2(
|
||||
// where realized_price = realized_cap_cents × ONE_BTC / supply_sats
|
||||
self.nupl.bps.height.compute_transform3(
|
||||
max_from,
|
||||
&prices.spot.cents.height,
|
||||
&self.realized_price.cents.height,
|
||||
|(i, spot, realized, ..)| {
|
||||
&self.realized_cap.all.height,
|
||||
&self.supply.all.sats.height,
|
||||
|(i, spot, cap_dollars, supply_sats, ..)| {
|
||||
let p = spot.as_u128();
|
||||
if p == 0 {
|
||||
let supply = supply_sats.as_u128();
|
||||
if p == 0 || supply == 0 {
|
||||
(i, BasisPointsSigned32::ZERO)
|
||||
} else {
|
||||
let rp = realized.as_u128();
|
||||
let rp = Cents::from(cap_dollars).as_u128() * Sats::ONE_BTC_U128 / supply;
|
||||
let bps = ((p as i128 - rp as i128) * 10000) / p as i128;
|
||||
(i, BasisPointsSigned32::from(bps as i32))
|
||||
}
|
||||
@@ -173,14 +133,12 @@ impl ProfitabilityBucket {
|
||||
pub(crate) fn collect_all_vecs_mut(&mut self) -> Vec<&mut dyn AnyStoredVec> {
|
||||
vec![
|
||||
&mut self.supply.all.inner.sats.height as &mut dyn AnyStoredVec,
|
||||
&mut self.supply.all.inner.cents.height as &mut dyn AnyStoredVec,
|
||||
&mut self.supply.sth.sats.height as &mut dyn AnyStoredVec,
|
||||
&mut self.supply.sth.cents.height as &mut dyn AnyStoredVec,
|
||||
&mut self.realized_cap.all.height as &mut dyn AnyStoredVec,
|
||||
&mut self.realized_cap.sth.height as &mut dyn AnyStoredVec,
|
||||
&mut self.realized_price.cents.height as &mut dyn AnyStoredVec,
|
||||
&mut self.realized_price.bps.height as &mut dyn AnyStoredVec,
|
||||
&mut self.nupl.bps.height as &mut dyn AnyStoredVec,
|
||||
&mut self.supply.all.inner.cents.height,
|
||||
&mut self.supply.sth.sats.height,
|
||||
&mut self.supply.sth.cents.height,
|
||||
&mut self.realized_cap.all.height,
|
||||
&mut self.realized_cap.sth.height,
|
||||
&mut self.nupl.bps.height,
|
||||
]
|
||||
}
|
||||
}
|
||||
|
||||
@@ -19,6 +19,7 @@ pub struct BRK {
|
||||
}
|
||||
|
||||
impl BRK {
|
||||
#[allow(clippy::new_without_default)]
|
||||
pub fn new() -> Self {
|
||||
Self::new_with_agent(crate::new_agent(30))
|
||||
}
|
||||
|
||||
@@ -19,6 +19,7 @@ pub struct Kraken {
|
||||
}
|
||||
|
||||
impl Kraken {
|
||||
#[allow(clippy::new_without_default)]
|
||||
pub fn new() -> Self {
|
||||
Self::new_with_agent(crate::new_agent(30))
|
||||
}
|
||||
@@ -38,7 +39,11 @@ impl Kraken {
|
||||
timestamp: Timestamp,
|
||||
previous_timestamp: Option<Timestamp>,
|
||||
) -> Result<OHLCCents> {
|
||||
if self._1mn.as_ref().and_then(|m| m.last_key_value()).is_none_or(|(k, _)| k <= ×tamp)
|
||||
if self
|
||||
._1mn
|
||||
.as_ref()
|
||||
.and_then(|m| m.last_key_value())
|
||||
.is_none_or(|(k, _)| k <= ×tamp)
|
||||
{
|
||||
self._1mn.replace(self.fetch_1mn()?);
|
||||
}
|
||||
@@ -62,7 +67,12 @@ impl Kraken {
|
||||
}
|
||||
|
||||
fn get_from_1d(&mut self, date: &Date) -> Result<OHLCCents> {
|
||||
if self._1d.as_ref().and_then(|m| m.last_key_value()).is_none_or(|(k, _)| k <= date) {
|
||||
if self
|
||||
._1d
|
||||
.as_ref()
|
||||
.and_then(|m| m.last_key_value())
|
||||
.is_none_or(|(k, _)| k <= date)
|
||||
{
|
||||
self._1d.replace(self.fetch_1d()?);
|
||||
}
|
||||
self._1d
|
||||
@@ -114,7 +124,9 @@ impl Kraken {
|
||||
}
|
||||
|
||||
pub fn ping(&self) -> Result<()> {
|
||||
self.agent.get("https://api.kraken.com/0/public/Time").call()?;
|
||||
self.agent
|
||||
.get("https://api.kraken.com/0/public/Time")
|
||||
.call()?;
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user