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global: snapshot

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nym21
2026-03-02 19:44:45 +01:00
parent 4e7cd9ab6f
commit ccb2db2309
37 changed files with 337 additions and 1412 deletions
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crates/brk_computer/src/distribution/cohorts/utxo/groups.rs
+21 -166
View File
@@ -1,21 +1,21 @@
use std::{cmp::Reverse, collections::BinaryHeap, fs, path::Path};
use brk_cohort::{
AGE_BOUNDARIES, ByAgeRange, ByAmountRange, ByEpoch, ByGreatEqualAmount, ByLowerThanAmount,
ByAgeRange, ByAmountRange, ByEpoch, ByGreatEqualAmount, ByLowerThanAmount,
ByMaxAge, ByMinAge, BySpendableType, ByYear, CohortContext, Filter, Filtered, TERM_NAMES, Term,
};
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{
Cents, CentsCompact, CostBasisDistribution, Date, Day1, Dollars, Height, ONE_HOUR_IN_SEC, Sats,
StoredF32, Timestamp, Version,
Cents, CentsCompact, CostBasisDistribution, Date, Dollars, Height, Sats,
StoredF32, Version,
};
use rayon::prelude::*;
use vecdb::{AnyStoredVec, Database, Exit, ReadOnlyClone, ReadableVec, Rw, StorageMode, VecIndex, WritableVec};
use crate::{
ComputeIndexes, blocks,
distribution::{DynCohortVecs, compute::PriceRangeMax, state::BlockState},
distribution::DynCohortVecs,
indexes,
internal::{PERCENTILES, PERCENTILES_LEN, compute_spot_percentile_rank},
prices,
@@ -23,7 +23,7 @@ use crate::{
use crate::distribution::metrics::{
AdjustedCohortMetrics, AllCohortMetrics, BasicCohortMetrics, CohortMetricsBase,
ExtendedAdjustedCohortMetrics, ExtendedCohortMetrics, ImportConfig, PeakRegretCohortMetrics,
ExtendedAdjustedCohortMetrics, ExtendedCohortMetrics, ImportConfig,
SupplyMetrics,
};
@@ -39,13 +39,13 @@ const COST_BASIS_PRICE_DIGITS: i32 = 5;
/// All UTXO cohorts organized by filter type.
///
/// Each group uses a concrete metrics type matching its required features:
/// - age_range: extended realized + extended cost basis + peak regret
/// - age_range: extended realized + extended cost basis
/// - epoch/year/amount/type: basic metrics with relative
/// - all: extended + adjusted + peak regret (no rel_to_all)
/// - sth: extended + adjusted + peak regret
/// - lth: extended + peak regret
/// - max_age: adjusted + peak regret
/// - min_age: peak regret
/// - all: extended + adjusted (no rel_to_all)
/// - sth: extended + adjusted
/// - lth: extended
/// - max_age: adjusted
/// - min_age: basic
#[derive(Traversable)]
pub struct UTXOCohorts<M: StorageMode = Rw> {
pub all: UTXOCohortVecs<AllCohortMetrics<M>>,
@@ -53,7 +53,7 @@ pub struct UTXOCohorts<M: StorageMode = Rw> {
pub lth: UTXOCohortVecs<ExtendedCohortMetrics<M>>,
pub age_range: ByAgeRange<UTXOCohortVecs<ExtendedCohortMetrics<M>>>,
pub max_age: ByMaxAge<UTXOCohortVecs<AdjustedCohortMetrics<M>>>,
pub min_age: ByMinAge<UTXOCohortVecs<PeakRegretCohortMetrics<M>>>,
pub min_age: ByMinAge<UTXOCohortVecs<BasicCohortMetrics<M>>>,
pub ge_amount: ByGreatEqualAmount<UTXOCohortVecs<BasicCohortMetrics<M>>>,
pub amount_range: ByAmountRange<UTXOCohortVecs<BasicCohortMetrics<M>>>,
pub lt_amount: ByLowerThanAmount<UTXOCohortVecs<BasicCohortMetrics<M>>>,
@@ -189,7 +189,7 @@ impl UTXOCohorts<Rw> {
})?
};
// min_age: PeakRegretCohortMetrics
// min_age: BasicCohortMetrics
let min_age = {
ByMinAge::try_new(&|f: Filter, name: &'static str| -> Result<_> {
let full_name = CohortContext::Utxo.full_name(&f, name);
@@ -202,7 +202,7 @@ impl UTXOCohorts<Rw> {
};
Ok(UTXOCohortVecs::new(
None,
PeakRegretCohortMetrics::forced_import(&cfg)?,
BasicCohortMetrics::forced_import(&cfg)?,
))
})?
};
@@ -307,7 +307,7 @@ impl UTXOCohorts<Rw> {
let age_range = &self.age_range;
let amount_range = &self.amount_range;
// all: aggregate of all age_range (base + peak_regret)
// all: aggregate of all age_range
// Note: realized.extended rolling sums are computed from base in compute_rest_part2.
// Note: cost_basis.extended percentiles are computed in truncate_push_aggregate_percentiles.
{
@@ -318,19 +318,9 @@ impl UTXOCohorts<Rw> {
self.all
.metrics
.compute_base_from_others(starting_indexes, &sources_dyn, exit)?;
let pr_sources: Vec<_> = age_range
.iter()
.map(|v| &v.metrics.unrealized.peak_regret_ext)
.collect();
self.all
.metrics
.unrealized
.peak_regret_ext
.compute_from_stateful(starting_indexes, &pr_sources, exit)?;
}
// sth: aggregate of matching age_range (base + peak_regret)
// sth: aggregate of matching age_range
{
let sth_filter = self.sth.metrics.filter().clone();
let matching: Vec<_> = age_range
@@ -345,19 +335,9 @@ impl UTXOCohorts<Rw> {
self.sth
.metrics
.compute_base_from_others(starting_indexes, &sources_dyn, exit)?;
let pr_sources: Vec<_> = matching
.iter()
.map(|v| &v.metrics.unrealized.peak_regret_ext)
.collect();
self.sth
.metrics
.unrealized
.peak_regret_ext
.compute_from_stateful(starting_indexes, &pr_sources, exit)?;
}
// lth: aggregate of matching age_range (base + peak_regret)
// lth: aggregate of matching age_range
{
let lth_filter = self.lth.metrics.filter().clone();
let matching: Vec<_> = age_range
@@ -372,19 +352,9 @@ impl UTXOCohorts<Rw> {
self.lth
.metrics
.compute_base_from_others(starting_indexes, &sources_dyn, exit)?;
let pr_sources: Vec<_> = matching
.iter()
.map(|v| &v.metrics.unrealized.peak_regret_ext)
.collect();
self.lth
.metrics
.unrealized
.peak_regret_ext
.compute_from_stateful(starting_indexes, &pr_sources, exit)?;
}
// min_age: base + peak_regret from matching age_range
// min_age: base from matching age_range
self.min_age
.iter_mut()
.collect::<Vec<_>>()
@@ -403,15 +373,6 @@ impl UTXOCohorts<Rw> {
vecs.metrics
.compute_base_from_others(starting_indexes, &sources_dyn, exit)?;
let pr_sources: Vec<_> = matching
.iter()
.map(|v| &v.metrics.unrealized.peak_regret_ext)
.collect();
vecs.metrics
.unrealized
.peak_regret_ext
.compute_from_stateful(starting_indexes, &pr_sources, exit)?;
Ok(())
})?;
@@ -434,15 +395,6 @@ impl UTXOCohorts<Rw> {
vecs.metrics
.compute_base_from_others(starting_indexes, &sources_dyn, exit)?;
let pr_sources: Vec<_> = matching
.iter()
.map(|v| &v.metrics.unrealized.peak_regret_ext)
.collect();
vecs.metrics
.unrealized
.peak_regret_ext
.compute_from_stateful(starting_indexes, &pr_sources, exit)?;
Ok(())
})?;
@@ -829,7 +781,7 @@ impl UTXOCohorts<Rw> {
&mut self,
height: Height,
spot: Cents,
day1_opt: Option<Day1>,
date_opt: Option<Date>,
states_path: &Path,
) -> Result<()> {
// Collect (filter, entries, total_sats, total_usd) from age_range cohorts.
@@ -940,7 +892,7 @@ impl UTXOCohorts<Rw> {
let mut sats_at_price: u64 = 0;
let mut usd_at_price: u128 = 0;
let collect_merged = day1_opt.is_some();
let collect_merged = date_opt.is_some();
let max_unique_prices = if collect_merged {
relevant.iter().map(|e| e.len()).max().unwrap_or(0)
} else {
@@ -1027,10 +979,9 @@ impl UTXOCohorts<Rw> {
.truncate_push(height, rank)?;
// Write daily cost basis snapshot
if let Some(day1) = day1_opt
if let Some(date) = date_opt
&& let Some(cohort_name) = target.cohort_name
{
let date = Date::from(day1);
let dir = states_path.join(format!("utxo_{cohort_name}_cost_basis/by_date"));
fs::create_dir_all(&dir)?;
let path = dir.join(date.to_string());
@@ -1070,100 +1021,4 @@ impl UTXOCohorts<Rw> {
Ok(())
}
/// Compute and push peak regret for all age_range cohorts.
pub(crate) fn compute_and_push_peak_regret(
&mut self,
chain_state: &[BlockState],
current_height: Height,
current_timestamp: Timestamp,
spot: Cents,
price_range_max: &PriceRangeMax,
) -> Result<()> {
const FIRST_PRICE_HEIGHT: usize = 68_195;
let start_height = FIRST_PRICE_HEIGHT;
let end_height = current_height.to_usize() + 1;
if end_height <= start_height {
for cohort in self.age_range.iter_mut() {
cohort
.metrics
.unrealized
.peak_regret_ext
.peak_regret
.cents
.height
.truncate_push(current_height, Cents::ZERO)?;
}
return Ok(());
}
let spot_u128 = spot.as_u128();
let current_ts = *current_timestamp;
let splits: [usize; 20] = std::array::from_fn(|k| {
let boundary_seconds = (AGE_BOUNDARIES[k] as u32) * ONE_HOUR_IN_SEC;
let threshold_ts = current_ts.saturating_sub(boundary_seconds);
chain_state[..end_height].partition_point(|b| *b.timestamp <= threshold_ts)
});
let ranges: [(usize, usize); 21] = std::array::from_fn(|i| {
if i == 0 {
(splits[0], end_height)
} else if i < 20 {
(splits[i], splits[i - 1])
} else {
(start_height, splits[19])
}
});
let regrets: [Cents; 21] = ranges
.into_par_iter()
.map(|(range_start, range_end)| {
let effective_start = range_start.max(start_height);
if effective_start >= range_end {
return Cents::ZERO;
}
let mut regret: u128 = 0;
for (i, block) in chain_state[effective_start..range_end].iter().enumerate() {
let supply = block.supply.value;
if supply.is_zero() {
continue;
}
let cost_basis = block.price;
let receive_height = Height::from(effective_start + i);
let peak = price_range_max.max_between(receive_height, current_height);
let peak_u128 = peak.as_u128();
let cost_u128 = cost_basis.as_u128();
let supply_u128 = supply.as_u128();
regret += if spot_u128 >= cost_u128 {
(peak_u128 - spot_u128) * supply_u128
} else {
(peak_u128 - cost_u128) * supply_u128
};
}
Cents::new((regret / Sats::ONE_BTC_U128) as u64)
})
.collect::<Vec<_>>()
.try_into()
.unwrap();
for (cohort, regret) in self.age_range.iter_mut().zip(regrets) {
cohort
.metrics
.unrealized
.peak_regret_ext
.peak_regret
.cents
.height
.truncate_push(current_height, regret)?;
}
Ok(())
}
}
crates/brk_computer/src/distribution/cohorts/utxo/send.rs
+9 -2
View File
@@ -17,14 +17,15 @@ impl UTXOCohorts<Rw> {
///
/// `price_range_max` is used to compute the peak price during each UTXO's holding period
/// for accurate peak regret calculation.
/// Returns the minimum receive_height that was modified, if any.
pub(crate) fn send(
&mut self,
height_to_sent: FxHashMap<Height, Transacted>,
chain_state: &mut [BlockState],
price_range_max: &PriceRangeMax,
) {
) -> Option<Height> {
if chain_state.is_empty() {
return;
return None;
}
let last_block = chain_state.last().unwrap();
@@ -32,8 +33,12 @@ impl UTXOCohorts<Rw> {
let current_price = last_block.price;
let chain_len = chain_state.len();
let send_height = Height::from(chain_len - 1);
let mut min_receive_height: Option<Height> = None;
for (receive_height, sent) in height_to_sent {
min_receive_height = Some(
min_receive_height.map_or(receive_height, |cur| cur.min(receive_height)),
);
// Update chain_state to reflect spent supply
chain_state[receive_height.to_usize()].supply -= &sent.spendable_supply;
@@ -108,5 +113,7 @@ impl UTXOCohorts<Rw> {
);
});
}
min_receive_height
}
}