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heatmaps: part 14

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This commit is contained in:
nym21
2026-06-01 12:01:24 +02:00
parent 102933b406
commit cb9f277d49
7 changed files with 92 additions and 110 deletions
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crates/brk_computer/src/prices/compute.rs
+37 -31
View File
@@ -127,39 +127,45 @@ impl Vecs {
// Slow cold-start EMA up to START_HEIGHT_FAST, then switch to the fast
// mature-market EMA. Steady-state runs start past START_HEIGHT_FAST and skip
// the slow segment entirely.
let mut ref_bins = Vec::with_capacity(num_new);
if committed < START_HEIGHT_FAST {
let slow_end = START_HEIGHT_FAST.min(total_heights);
ref_bins.extend(Self::feed_blocks(
&mut oracle,
indexer,
committed..slow_end,
None,
));
if slow_end == START_HEIGHT_FAST {
oracle.reconfigure(Config::default());
{
let mut processed = 0usize;
let mut push_ref_bin = |ref_bin| {
self.spot
.cents
.height
.inner
.push(Cents::new(bin_to_cents(ref_bin)));
processed += 1;
let progress = (processed * 100 / num_new) as u8;
if processed > 1 && progress > (((processed - 1) * 100 / num_new) as u8) {
info!("Oracle price computation: {}%", progress);
}
};
if committed < START_HEIGHT_FAST {
let slow_end = START_HEIGHT_FAST.min(total_heights);
Self::feed_blocks_with(
&mut oracle,
indexer,
committed..slow_end,
None,
|_, _, ref_bin| push_ref_bin(ref_bin),
);
if slow_end == START_HEIGHT_FAST {
oracle.reconfigure(Config::default());
}
}
}
let fast_start = committed.max(START_HEIGHT_FAST);
if fast_start < total_heights {
ref_bins.extend(Self::feed_blocks(
&mut oracle,
indexer,
fast_start..total_heights,
None,
));
}
for (i, ref_bin) in ref_bins.into_iter().enumerate() {
self.spot
.cents
.height
.inner
.push(Cents::new(bin_to_cents(ref_bin)));
let progress = ((i + 1) * 100 / num_new) as u8;
if i > 0 && progress > ((i * 100 / num_new) as u8) {
info!("Oracle price computation: {}%", progress);
let fast_start = committed.max(START_HEIGHT_FAST);
if fast_start < total_heights {
Self::feed_blocks_with(
&mut oracle,
indexer,
fast_start..total_heights,
None,
|_, _, ref_bin| push_ref_bin(ref_bin),
);
}
}
crates/brk_query/src/impl/oracle.rs
+24 -58
View File
@@ -4,15 +4,13 @@ use brk_computer::prices::Vecs as PricesVecs;
use brk_error::{Error, Result};
use brk_indexer::Lengths;
use brk_oracle::{
Config, HistogramEma, HistogramEmaCompact, HistogramRaw, Oracle, cents_to_bin, sats_to_bin,
cents_to_bin, sats_to_bin, Config, HistogramEma, HistogramEmaCompact, HistogramRaw, Oracle,
};
use brk_types::{Day1, Dollars, Sats, TxOutIndex};
use brk_types::{Day1, Dollars, TxOutIndex};
use vecdb::{AnyVec, ReadableVec, VecIndex};
use crate::Query;
const RAW_HISTOGRAM_VALUE_CHUNK: usize = 1_000_000;
impl Query {
pub fn live_price(&self) -> Result<Dollars> {
Ok(self.live_oracle()?.price_dollars())
@@ -233,70 +231,38 @@ impl Query {
/// range instead of one block at a time.
fn output_histogram_for_blocks(&self, range: Range<usize>, safe: &Lengths) -> HistogramRaw {
let indexer = self.indexer();
let safe_height = safe.height.to_usize();
let total_outputs = safe.txout_index.to_usize();
let collect_end = (range.end + 1).min(safe.height.to_usize());
let out_firsts: Vec<TxOutIndex> = indexer
let out_start = indexer
.vecs
.outputs
.first_txout_index
.collect_range_at(range.start, collect_end);
let out_start = out_firsts[0].to_usize();
let out_end = out_firsts
.get(range.end - range.start)
.copied()
.unwrap_or(TxOutIndex::from(total_outputs))
.collect_one_at(range.start)
.unwrap()
.to_usize();
let mut hist = HistogramRaw::zeros();
let mut values: Vec<Sats> = Vec::new();
let mut start = out_start;
while start < out_end {
let end = (start + RAW_HISTOGRAM_VALUE_CHUNK).min(out_end);
values.clear();
let out_end = if range.end < safe_height {
indexer
.vecs
.outputs
.value
.collect_range_into_at(start, end, &mut values);
add_sats_to_raw_histogram(&mut hist, &values);
start = end;
.first_txout_index
.collect_one_at(range.end)
.unwrap()
} else {
TxOutIndex::from(total_outputs)
}
.to_usize();
let mut hist = HistogramRaw::zeros();
indexer
.vecs
.outputs
.value
.for_each_range_at(out_start, out_end, |sats| {
if let Some(bin) = sats_to_bin(sats) {
hist.increment(bin);
}
});
hist
}
}
fn add_sats_to_raw_histogram(hist: &mut HistogramRaw, values: &[Sats]) {
for &sats in values {
if let Some(bin) = sats_to_bin(sats) {
hist.increment(bin);
}
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn raw_histogram_accumulation_is_additive() {
let values = [
Sats::ZERO,
Sats::new(1),
Sats::new(10),
Sats::new(100_000_000),
Sats::new(1_000_000_000_000),
Sats::new(5_000_000_000),
];
let mut one_shot = HistogramRaw::zeros();
add_sats_to_raw_histogram(&mut one_shot, &values);
let mut chunked = HistogramRaw::zeros();
for chunk in values.chunks(2) {
add_sats_to_raw_histogram(&mut chunked, chunk);
}
assert!(one_shot.iter().eq(chunked.iter()));
}
}