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website: snapshot
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nym21
@@ -1,13 +1,9 @@
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import { Unit } from "../utils/units.js";
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import { priceLine, priceLines } from "./constants.js";
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import { line, baseline } from "./series.js";
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import { line } from "./series.js";
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import {
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satsBtcUsd,
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percentileUsdMap,
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percentileMap,
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sdPatterns,
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sdBandsUsd,
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sdBandsRatio,
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createRatioChart,
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createZScoresFolder,
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} from "./shared.js";
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/**
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@@ -18,229 +14,21 @@ import {
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* @param {string} args.legend
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* @param {AnyMetricPattern} args.price
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* @param {ActivePriceRatioPattern} args.ratio
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* @param {Color} [args.color]
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* @param {Color} args.color
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* @returns {PartialOptionsTree}
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*/
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function createCointimePriceWithRatioOptions(
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ctx,
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{ title, legend, price, ratio, color },
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) {
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const { colors } = ctx;
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const pctUsdMap = percentileUsdMap(colors, ratio);
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const pctMap = percentileMap(colors, ratio);
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const sdPats = sdPatterns(ratio);
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return [
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{
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name: "price",
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title,
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top: [line({ metric: price, name: legend, color, unit: Unit.usd })],
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},
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{
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name: "Ratio",
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title: `${title} Ratio`,
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top: [
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line({ metric: price, name: legend, color, unit: Unit.usd }),
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...pctUsdMap.map(({ name: pctName, prop, color: pctColor }) =>
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line({
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metric: prop,
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name: pctName,
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color: pctColor,
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defaultActive: false,
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unit: Unit.usd,
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options: { lineStyle: 1 },
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}),
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),
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],
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bottom: [
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baseline({
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metric: ratio.ratio,
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name: "Ratio",
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unit: Unit.ratio,
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base: 1,
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}),
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line({
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metric: ratio.ratio1wSma,
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name: "1w SMA",
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color: colors.lime,
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unit: Unit.ratio,
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defaultActive: false,
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}),
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line({
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metric: ratio.ratio1mSma,
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name: "1m SMA",
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color: colors.teal,
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unit: Unit.ratio,
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defaultActive: false,
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}),
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line({
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metric: ratio.ratio1ySd.sma,
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name: "1y SMA",
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color: colors.sky,
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unit: Unit.ratio,
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defaultActive: false,
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}),
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line({
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metric: ratio.ratio2ySd.sma,
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name: "2y SMA",
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color: colors.indigo,
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unit: Unit.ratio,
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defaultActive: false,
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}),
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line({
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metric: ratio.ratio4ySd.sma,
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name: "4y SMA",
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color: colors.purple,
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unit: Unit.ratio,
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defaultActive: false,
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}),
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line({
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metric: ratio.ratioSd.sma,
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name: "All SMA",
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color: colors.rose,
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unit: Unit.ratio,
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defaultActive: false,
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}),
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...pctMap.map(({ name: pctName, prop, color: pctColor }) =>
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line({
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metric: prop,
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name: pctName,
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color: pctColor,
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defaultActive: false,
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unit: Unit.ratio,
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options: { lineStyle: 1 },
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}),
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),
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priceLine({ ctx, unit: Unit.ratio, number: 1 }),
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],
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},
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{
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name: "ZScores",
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tree: [
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// Compare all Z-Scores
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{
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name: "Compare",
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title: `${title} Z-Scores`,
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top: [
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line({ metric: price, name: legend, color, unit: Unit.usd }),
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line({
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metric: ratio.ratio1ySd._0sdUsd,
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name: "1y 0σ",
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color: colors.orange,
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defaultActive: false,
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unit: Unit.usd,
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}),
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line({
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metric: ratio.ratio2ySd._0sdUsd,
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name: "2y 0σ",
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color: colors.yellow,
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defaultActive: false,
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unit: Unit.usd,
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}),
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line({
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metric: ratio.ratio4ySd._0sdUsd,
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name: "4y 0σ",
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color: colors.lime,
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defaultActive: false,
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unit: Unit.usd,
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}),
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line({
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metric: ratio.ratioSd._0sdUsd,
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name: "all 0σ",
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color: colors.blue,
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defaultActive: false,
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unit: Unit.usd,
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}),
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],
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bottom: [
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line({
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metric: ratio.ratioSd.zscore,
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name: "all",
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color: colors.blue,
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unit: Unit.sd,
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}),
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line({
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metric: ratio.ratio4ySd.zscore,
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name: "4y",
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color: colors.lime,
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unit: Unit.sd,
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}),
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line({
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metric: ratio.ratio2ySd.zscore,
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name: "2y",
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color: colors.yellow,
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unit: Unit.sd,
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}),
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line({
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metric: ratio.ratio1ySd.zscore,
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name: "1y",
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color: colors.orange,
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unit: Unit.sd,
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}),
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...priceLines({
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ctx,
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unit: Unit.sd,
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numbers: [0, 1, -1, 2, -2, 3, -3, 4, -4],
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defaultActive: false,
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}),
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],
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},
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// Individual Z-Score charts
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...sdPats.map(({ nameAddon, titleAddon, sd }) => ({
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name: nameAddon,
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title: `${title} ${titleAddon} Z-Score`,
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top: [
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line({ metric: price, name: legend, color, unit: Unit.usd }),
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...sdBandsUsd(colors, sd).map(
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({ name: bandName, prop, color: bandColor }) =>
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line({
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metric: prop,
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name: bandName,
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color: bandColor,
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unit: Unit.usd,
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defaultActive: false,
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}),
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),
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],
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bottom: [
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baseline({
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metric: sd.zscore,
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name: "Z-Score",
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unit: Unit.sd,
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}),
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baseline({
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metric: ratio.ratio,
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name: "Ratio",
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unit: Unit.ratio,
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base: 1,
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}),
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line({
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metric: sd.sd,
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name: "Volatility",
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color: colors.gray,
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unit: Unit.percentage,
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}),
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...sdBandsRatio(colors, sd).map(
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({ name: bandName, prop, color: bandColor }) =>
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line({
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metric: prop,
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name: bandName,
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color: bandColor,
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unit: Unit.ratio,
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defaultActive: false,
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}),
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),
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...priceLines({
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ctx,
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unit: Unit.sd,
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numbers: [0, 1, -1, 2, -2, 3, -3],
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defaultActive: false,
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}),
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],
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})),
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],
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},
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createRatioChart(ctx, { title, price, ratio, color }),
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createZScoresFolder(ctx, { title, legend, price, ratio, color }),
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];
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}
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@@ -252,7 +40,7 @@ function createCointimePriceWithRatioOptions(
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export function createCointimeSection(ctx) {
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const { colors, brk } = ctx;
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const { cointime, distribution, supply } = brk.metrics;
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const { pricing, cap, activity, supply: cointimeSupply, adjusted } = cointime;
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const { pricing, cap, activity, supply: cointimeSupply, adjusted, reserveRisk, value } = cointime;
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const { all } = distribution.utxoCohorts;
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// Cointime prices data
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@@ -481,6 +269,132 @@ export function createCointimeSection(ctx) {
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],
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},
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// Reserve Risk
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{
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name: "Reserve Risk",
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tree: [
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{
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name: "reserve risk",
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title: "Reserve Risk",
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bottom: [
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line({
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metric: reserveRisk.reserveRisk,
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name: "Reserve Risk",
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color: colors.orange,
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unit: Unit.ratio,
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}),
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],
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},
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{
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name: "hodl bank",
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title: "HODL Bank",
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bottom: [
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line({
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metric: reserveRisk.hodlBank,
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name: "HODL Bank",
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color: colors.blue,
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unit: Unit.ratio,
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}),
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],
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},
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{
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name: "vocdd 365d sma",
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title: "VOCDD 365d SMA",
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bottom: [
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line({
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metric: reserveRisk.vocdd365dSma,
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name: "VOCDD 365d SMA",
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color: colors.purple,
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unit: Unit.ratio,
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}),
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],
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},
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],
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},
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// Cointime Value
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{
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name: "Value",
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tree: [
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{
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name: "created",
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title: "Cointime Value Created",
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bottom: [
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line({
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metric: value.cointimeValueCreated.sum,
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name: "Created",
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color: colors.green,
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unit: Unit.usd,
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}),
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line({
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metric: value.cointimeValueCreated.cumulative,
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name: "Cumulative",
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color: colors.green,
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unit: Unit.usd,
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defaultActive: false,
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}),
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],
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},
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{
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name: "destroyed",
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title: "Cointime Value Destroyed",
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bottom: [
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line({
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metric: value.cointimeValueDestroyed.sum,
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name: "Destroyed",
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color: colors.red,
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unit: Unit.usd,
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}),
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line({
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metric: value.cointimeValueDestroyed.cumulative,
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name: "Cumulative",
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color: colors.red,
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unit: Unit.usd,
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defaultActive: false,
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}),
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],
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},
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{
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name: "stored",
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title: "Cointime Value Stored",
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bottom: [
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line({
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metric: value.cointimeValueStored.sum,
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name: "Stored",
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color: colors.blue,
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unit: Unit.usd,
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}),
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line({
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metric: value.cointimeValueStored.cumulative,
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name: "Cumulative",
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color: colors.blue,
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unit: Unit.usd,
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defaultActive: false,
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}),
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],
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},
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{
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name: "vocdd",
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title: "VOCDD (Value of Coin Days Destroyed)",
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bottom: [
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line({
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metric: value.vocdd.sum,
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name: "VOCDD",
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color: colors.orange,
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unit: Unit.usd,
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}),
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line({
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metric: value.vocdd.cumulative,
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name: "Cumulative",
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color: colors.orange,
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unit: Unit.usd,
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defaultActive: false,
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}),
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],
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},
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],
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},
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// Adjusted metrics
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{
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name: "Adjusted",
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