mirror of
https://github.com/bitcoinresearchkit/brk.git
synced 2026-07-20 15:38:11 -07:00
computer: store part 6
This commit is contained in:
@@ -0,0 +1,32 @@
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use std::ops::{Add, AddAssign, SubAssign};
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use brk_core::{Dollars, Timestamp};
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use super::SupplyState;
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#[derive(Debug, Clone)]
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pub struct BlockState {
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pub supply: SupplyState,
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pub price: Option<Dollars>,
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pub timestamp: Timestamp,
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}
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impl Add<BlockState> for BlockState {
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type Output = Self;
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fn add(mut self, rhs: BlockState) -> Self::Output {
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self.supply += &rhs.supply;
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self
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}
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}
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impl AddAssign<&BlockState> for BlockState {
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fn add_assign(&mut self, rhs: &Self) {
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self.supply += &rhs.supply;
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}
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}
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impl SubAssign<&BlockState> for BlockState {
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fn sub_assign(&mut self, rhs: &Self) {
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self.supply -= &rhs.supply;
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}
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}
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@@ -0,0 +1,101 @@
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use std::path::Path;
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use brk_core::{AddressData, Dollars, Height, Result, Sats};
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use crate::SupplyState;
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use super::CohortState;
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#[derive(Clone)]
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pub struct AddressCohortState {
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pub address_count: usize,
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pub inner: CohortState,
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}
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impl AddressCohortState {
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pub fn default_and_import(path: &Path, name: &str, compute_dollars: bool) -> Result<Self> {
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Ok(Self {
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address_count: 0,
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inner: CohortState::default_and_import(path, name, compute_dollars)?,
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})
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}
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pub fn reset_single_iteration_values(&mut self) {
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self.inner.reset_single_iteration_values();
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}
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pub fn send(
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&mut self,
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value: Sats,
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current_price: Option<Dollars>,
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prev_price: Option<Dollars>,
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blocks_old: usize,
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days_old: f64,
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older_than_hour: bool,
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) {
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self.inner.send(
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&SupplyState { utxos: 1, value },
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current_price,
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prev_price,
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blocks_old,
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days_old,
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older_than_hour,
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);
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}
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pub fn receive(&mut self, value: Sats, price: Option<Dollars>) {
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self.inner.receive(&SupplyState { utxos: 1, value }, price);
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}
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pub fn add(&mut self, addressdata: &AddressData) {
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self.address_count += 1;
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self.inner
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.increment_(&addressdata.into(), addressdata.realized_cap);
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}
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pub fn subtract(&mut self, addressdata: &AddressData) {
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self.address_count.checked_sub(1).unwrap();
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self.inner
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.decrement_(&addressdata.into(), addressdata.realized_cap);
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}
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pub fn commit(&mut self, height: Height) -> Result<()> {
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self.inner.commit(height)
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}
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}
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// fn decrement(&mut self, supply_state: &SupplyState, price: Option<Dollars>) {
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// self.inner.decrement(supply_state, price);
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// }
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// fn decrement_price_to_amount(&mut self, supply_state: &SupplyState, price: Dollars) {
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// self.inner.decrement_price_to_amount(supply_state, price);
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// }
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// fn receive(&mut self, supply_state: &SupplyState, price: Option<Dollars>) {
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// self.inner.receive(supply_state, price);
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// }
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// fn compute_unrealized_states(
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// &self,
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// height_price: Dollars,
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// date_price: Option<Dollars>,
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// ) -> (UnrealizedState, Option<UnrealizedState>) {
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// self.inner
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// .compute_unrealized_states(height_price, date_price)
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// }
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// }
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// impl Deref for AddressCohortState {
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// type Target = CohortState;
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// fn deref(&self) -> &Self::Target {
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// &self.inner
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// }
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// }
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// impl DerefMut for AddressCohortState {
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// fn deref_mut(&mut self) -> &mut Self::Target {
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// &mut self.inner
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// }
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// }
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@@ -0,0 +1,202 @@
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use std::{cmp::Ordering, path::Path};
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use brk_core::{Bitcoin, CheckedSub, Dollars, Height, Result, Sats};
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use crate::{PriceToAmount, RealizedState, SupplyState, UnrealizedState};
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#[derive(Clone)]
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pub struct CohortState {
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pub supply: SupplyState,
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pub realized: Option<RealizedState>,
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pub satblocks_destroyed: Sats,
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pub satdays_destroyed: Sats,
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pub price_to_amount: PriceToAmount,
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}
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impl CohortState {
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pub fn default_and_import(path: &Path, name: &str, compute_dollars: bool) -> Result<Self> {
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Ok(Self {
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supply: SupplyState::default(),
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realized: compute_dollars.then_some(RealizedState::NAN),
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satblocks_destroyed: Sats::ZERO,
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satdays_destroyed: Sats::ZERO,
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price_to_amount: PriceToAmount::forced_import(path, name),
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})
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}
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pub fn reset_single_iteration_values(&mut self) {
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self.satdays_destroyed = Sats::ZERO;
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self.satblocks_destroyed = Sats::ZERO;
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if let Some(realized) = self.realized.as_mut() {
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realized.reset_single_iteration_values();
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}
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}
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pub fn increment(&mut self, supply_state: &SupplyState, price: Option<Dollars>) {
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self.supply += supply_state;
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if supply_state.value > Sats::ZERO {
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if let Some(realized) = self.realized.as_mut() {
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let price = price.unwrap();
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realized.increment(supply_state, price);
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*self.price_to_amount.entry(price).or_default() += supply_state.value;
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}
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}
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}
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pub fn increment_(&mut self, supply_state: &SupplyState, realized_cap: Dollars) {
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self.supply += supply_state;
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if supply_state.value > Sats::ZERO {
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if let Some(realized) = self.realized.as_mut() {
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realized.increment_(realized_cap);
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*self
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.price_to_amount
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.entry(realized_cap / Bitcoin::from(supply_state.value))
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.or_default() += supply_state.value;
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}
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}
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}
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pub fn decrement(&mut self, supply_state: &SupplyState, price: Option<Dollars>) {
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self.supply -= supply_state;
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if supply_state.value > Sats::ZERO {
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if let Some(realized) = self.realized.as_mut() {
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let price = price.unwrap();
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realized.decrement(supply_state, price);
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self.decrement_price_to_amount(supply_state, price);
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}
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}
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}
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pub fn decrement_(&mut self, supply_state: &SupplyState, realized_cap: Dollars) {
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self.supply -= supply_state;
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if supply_state.value > Sats::ZERO {
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if let Some(realized) = self.realized.as_mut() {
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realized.decrement_(realized_cap);
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self.decrement_price_to_amount(
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supply_state,
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realized_cap / Bitcoin::from(supply_state.value),
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);
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}
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}
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}
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fn decrement_price_to_amount(&mut self, supply_state: &SupplyState, price: Dollars) {
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let amount = self.price_to_amount.get_mut(&price).unwrap();
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*amount -= supply_state.value;
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if *amount == Sats::ZERO {
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self.price_to_amount.remove(&price);
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}
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}
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pub fn receive(&mut self, supply_state: &SupplyState, price: Option<Dollars>) {
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self.supply += supply_state;
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if supply_state.value > Sats::ZERO {
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if let Some(realized) = self.realized.as_mut() {
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let price = price.unwrap();
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realized.receive(supply_state, price);
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*self.price_to_amount.entry(price).or_default() += supply_state.value;
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}
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}
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}
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pub fn send(
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&mut self,
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supply_state: &SupplyState,
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current_price: Option<Dollars>,
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prev_price: Option<Dollars>,
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blocks_old: usize,
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days_old: f64,
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older_than_hour: bool,
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) {
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if supply_state.utxos == 0 {
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return;
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}
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self.supply -= supply_state;
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if supply_state.value > Sats::ZERO {
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self.satblocks_destroyed += supply_state.value * blocks_old;
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self.satdays_destroyed +=
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Sats::from((u64::from(supply_state.value) as f64 * days_old).floor() as u64);
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if let Some(realized) = self.realized.as_mut() {
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let current_price = current_price.unwrap();
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let prev_price = prev_price.unwrap();
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realized.send(supply_state, current_price, prev_price, older_than_hour);
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self.decrement_price_to_amount(supply_state, prev_price);
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}
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}
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}
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pub fn compute_unrealized_states(
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&self,
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height_price: Dollars,
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date_price: Option<Dollars>,
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) -> (UnrealizedState, Option<UnrealizedState>) {
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if self.price_to_amount.is_empty() {
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return (
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UnrealizedState::NAN,
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date_price.map(|_| UnrealizedState::NAN),
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);
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}
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let mut height_unrealized_state = UnrealizedState::ZERO;
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let mut date_unrealized_state = date_price.map(|_| UnrealizedState::ZERO);
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let update_state =
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|price: Dollars, current_price: Dollars, sats: Sats, state: &mut UnrealizedState| {
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match price.cmp(¤t_price) {
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Ordering::Equal => {
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state.supply_even += sats;
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}
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Ordering::Less => {
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state.supply_in_profit += sats;
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if price > Dollars::ZERO && current_price > Dollars::ZERO {
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let diff = current_price.checked_sub(price).unwrap();
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if diff <= Dollars::ZERO {
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dbg!(price, current_price, diff, sats);
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panic!();
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}
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state.unrealized_profit += diff * sats;
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}
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}
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Ordering::Greater => {
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state.supply_in_loss += sats;
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if price > Dollars::ZERO && current_price > Dollars::ZERO {
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let diff = price.checked_sub(current_price).unwrap();
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if diff <= Dollars::ZERO {
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dbg!(price, current_price, diff, sats);
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panic!();
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}
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state.unrealized_loss += diff * sats;
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}
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}
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}
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};
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self.price_to_amount.iter().for_each(|(&price, &sats)| {
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update_state(price, height_price, sats, &mut height_unrealized_state);
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if let Some(date_price) = date_price {
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update_state(
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price,
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date_price,
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sats,
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date_unrealized_state.as_mut().unwrap(),
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)
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}
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});
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(height_unrealized_state, date_unrealized_state)
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}
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pub fn commit(&mut self, height: Height) -> Result<()> {
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self.price_to_amount.flush(height)
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}
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}
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@@ -0,0 +1,7 @@
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mod address;
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mod common;
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mod utxo;
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pub use address::*;
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pub use common::*;
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pub use utxo::*;
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@@ -0,0 +1,19 @@
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use std::path::Path;
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use brk_core::Result;
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use derive_deref::{Deref, DerefMut};
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use super::CohortState;
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#[derive(Clone, Deref, DerefMut)]
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pub struct UTXOCohortState(CohortState);
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impl UTXOCohortState {
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pub fn default_and_import(path: &Path, name: &str, compute_dollars: bool) -> Result<Self> {
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Ok(Self(CohortState::default_and_import(
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path,
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name,
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compute_dollars,
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)?))
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}
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}
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@@ -0,0 +1,15 @@
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mod block;
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mod cohorts;
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mod price_to_amount;
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mod realized;
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mod supply;
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mod transacted;
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mod unrealized;
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pub use block::*;
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pub use cohorts::*;
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pub use price_to_amount::*;
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pub use realized::*;
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pub use supply::*;
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pub use transacted::*;
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pub use unrealized::*;
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@@ -0,0 +1,104 @@
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use std::{
|
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collections::BTreeMap,
|
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fs::{self, File},
|
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io::{BufReader, BufWriter},
|
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ops::{Deref, DerefMut},
|
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path::{Path, PathBuf},
|
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};
|
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|
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use bincode::{Decode, Encode, config, decode_from_std_read, encode_into_std_write};
|
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use brk_core::{Dollars, Height, Result, Sats};
|
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use derive_deref::{Deref, DerefMut};
|
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use serde::{Deserialize, Serialize};
|
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|
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#[derive(Clone, Debug)]
|
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pub struct PriceToAmount {
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pathbuf: PathBuf,
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height: Option<Height>,
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state: State,
|
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}
|
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|
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#[derive(Clone, Default, Debug, Deref, DerefMut, Serialize, Deserialize, Encode, Decode)]
|
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struct State(BTreeMap<Dollars, Sats>);
|
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|
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impl PriceToAmount {
|
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pub fn forced_import(path: &Path, name: &str) -> Self {
|
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Self::import(path, name).unwrap_or_else(|_| Self {
|
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pathbuf: Self::path_(path, name),
|
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height: None,
|
||||
state: State::default(),
|
||||
})
|
||||
}
|
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|
||||
pub fn import(path: &Path, name: &str) -> Result<Self> {
|
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let path = Self::path_(path, name);
|
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fs::create_dir_all(&path)?;
|
||||
|
||||
let config = config::standard();
|
||||
let file = File::open(Self::path_state_(&path))?;
|
||||
let mut reader = BufReader::new(file);
|
||||
let state = decode_from_std_read(&mut reader, config)?;
|
||||
|
||||
Ok(Self {
|
||||
height: Height::try_from(Self::path_height_(&path).as_path()).ok(),
|
||||
pathbuf: path,
|
||||
state,
|
||||
})
|
||||
}
|
||||
|
||||
pub fn reset(&mut self) -> Result<()> {
|
||||
self.clear();
|
||||
self.height = None;
|
||||
fs::remove_dir_all(&self.pathbuf)?;
|
||||
fs::create_dir_all(&self.pathbuf)?;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
pub fn flush(&mut self, height: Height) -> Result<()> {
|
||||
self.height = Some(height);
|
||||
height.write(&self.path_height())?;
|
||||
|
||||
let config = config::standard();
|
||||
let file = File::create(self.path_state()).inspect_err(|_| {
|
||||
dbg!(self.path_state());
|
||||
})?;
|
||||
let mut writer = BufWriter::new(file);
|
||||
encode_into_std_write(&self.state, &mut writer, config)?;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
pub fn height(&self) -> Option<Height> {
|
||||
self.height
|
||||
}
|
||||
|
||||
fn path_(path: &Path, name: &str) -> PathBuf {
|
||||
path.join(format!("{name}_price_to_amount"))
|
||||
}
|
||||
|
||||
fn path_state(&self) -> PathBuf {
|
||||
Self::path_state_(&self.pathbuf)
|
||||
}
|
||||
fn path_state_(path: &Path) -> PathBuf {
|
||||
path.join("state")
|
||||
}
|
||||
|
||||
fn path_height(&self) -> PathBuf {
|
||||
Self::path_height_(&self.pathbuf)
|
||||
}
|
||||
fn path_height_(path: &Path) -> PathBuf {
|
||||
path.join("height")
|
||||
}
|
||||
}
|
||||
|
||||
impl Deref for PriceToAmount {
|
||||
type Target = BTreeMap<Dollars, Sats>;
|
||||
fn deref(&self) -> &Self::Target {
|
||||
&self.state
|
||||
}
|
||||
}
|
||||
|
||||
impl DerefMut for PriceToAmount {
|
||||
fn deref_mut(&mut self) -> &mut Self::Target {
|
||||
&mut self.state
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,104 @@
|
||||
use std::cmp::Ordering;
|
||||
|
||||
use brk_core::{CheckedSub, Dollars};
|
||||
|
||||
use super::SupplyState;
|
||||
|
||||
#[derive(Debug, Default, Clone)]
|
||||
pub struct RealizedState {
|
||||
pub cap: Dollars,
|
||||
pub profit: Dollars,
|
||||
pub loss: Dollars,
|
||||
pub value_created: Dollars,
|
||||
pub adj_value_created: Dollars,
|
||||
pub value_destroyed: Dollars,
|
||||
pub adj_value_destroyed: Dollars,
|
||||
}
|
||||
|
||||
impl RealizedState {
|
||||
pub const NAN: Self = Self {
|
||||
cap: Dollars::NAN,
|
||||
profit: Dollars::NAN,
|
||||
loss: Dollars::NAN,
|
||||
value_created: Dollars::NAN,
|
||||
adj_value_created: Dollars::NAN,
|
||||
value_destroyed: Dollars::NAN,
|
||||
adj_value_destroyed: Dollars::NAN,
|
||||
};
|
||||
|
||||
pub fn reset_single_iteration_values(&mut self) {
|
||||
if self.cap != Dollars::NAN {
|
||||
self.profit = Dollars::ZERO;
|
||||
self.loss = Dollars::ZERO;
|
||||
self.value_created = Dollars::ZERO;
|
||||
self.adj_value_created = Dollars::ZERO;
|
||||
self.value_destroyed = Dollars::ZERO;
|
||||
self.adj_value_destroyed = Dollars::ZERO;
|
||||
}
|
||||
}
|
||||
|
||||
pub fn increment(&mut self, supply_state: &SupplyState, price: Dollars) {
|
||||
if supply_state.value.is_zero() {
|
||||
return;
|
||||
}
|
||||
|
||||
self.increment_(price * supply_state.value)
|
||||
}
|
||||
|
||||
pub fn increment_(&mut self, realized_cap: Dollars) {
|
||||
if self.cap == Dollars::NAN {
|
||||
self.cap = Dollars::ZERO;
|
||||
self.profit = Dollars::ZERO;
|
||||
self.loss = Dollars::ZERO;
|
||||
self.value_created = Dollars::ZERO;
|
||||
self.adj_value_created = Dollars::ZERO;
|
||||
self.value_destroyed = Dollars::ZERO;
|
||||
self.adj_value_destroyed = Dollars::ZERO;
|
||||
}
|
||||
|
||||
self.cap += realized_cap;
|
||||
}
|
||||
|
||||
pub fn decrement(&mut self, supply_state: &SupplyState, price: Dollars) {
|
||||
self.decrement_(price * supply_state.value);
|
||||
}
|
||||
|
||||
pub fn decrement_(&mut self, realized_cap: Dollars) {
|
||||
self.cap = self.cap.checked_sub(realized_cap).unwrap();
|
||||
}
|
||||
|
||||
pub fn receive(&mut self, supply_state: &SupplyState, current_price: Dollars) {
|
||||
self.increment(supply_state, current_price);
|
||||
}
|
||||
|
||||
pub fn send(
|
||||
&mut self,
|
||||
supply_state: &SupplyState,
|
||||
current_price: Dollars,
|
||||
prev_price: Dollars,
|
||||
older_than_hour: bool,
|
||||
) {
|
||||
let current_value = current_price * supply_state.value;
|
||||
let prev_value = prev_price * supply_state.value;
|
||||
|
||||
self.value_created += current_value;
|
||||
self.value_destroyed += prev_value;
|
||||
|
||||
if older_than_hour {
|
||||
self.adj_value_created += current_value;
|
||||
self.adj_value_destroyed += prev_value;
|
||||
}
|
||||
|
||||
match current_price.cmp(&prev_price) {
|
||||
Ordering::Greater => {
|
||||
self.profit += current_value.checked_sub(prev_value).unwrap();
|
||||
}
|
||||
Ordering::Less => {
|
||||
self.loss += prev_value.checked_sub(current_value).unwrap();
|
||||
}
|
||||
Ordering::Equal => {}
|
||||
}
|
||||
|
||||
self.decrement(supply_state, prev_price);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,50 @@
|
||||
use std::ops::{Add, AddAssign, SubAssign};
|
||||
|
||||
use brk_core::{AddressData, CheckedSub, Sats};
|
||||
use serde::Serialize;
|
||||
use zerocopy_derive::{FromBytes, Immutable, IntoBytes, KnownLayout};
|
||||
|
||||
#[derive(Debug, Default, Clone, FromBytes, Immutable, IntoBytes, KnownLayout, Serialize)]
|
||||
pub struct SupplyState {
|
||||
pub utxos: usize,
|
||||
pub value: Sats,
|
||||
}
|
||||
|
||||
impl Add<SupplyState> for SupplyState {
|
||||
type Output = Self;
|
||||
fn add(self, rhs: SupplyState) -> Self::Output {
|
||||
Self {
|
||||
utxos: self.utxos + rhs.utxos,
|
||||
value: self.value + rhs.value,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl AddAssign<SupplyState> for SupplyState {
|
||||
fn add_assign(&mut self, rhs: Self) {
|
||||
*self += &rhs;
|
||||
}
|
||||
}
|
||||
|
||||
impl AddAssign<&SupplyState> for SupplyState {
|
||||
fn add_assign(&mut self, rhs: &Self) {
|
||||
self.utxos += rhs.utxos;
|
||||
self.value += rhs.value;
|
||||
}
|
||||
}
|
||||
|
||||
impl SubAssign<&SupplyState> for SupplyState {
|
||||
fn sub_assign(&mut self, rhs: &Self) {
|
||||
self.utxos = self.utxos.checked_sub(rhs.utxos).unwrap();
|
||||
self.value = self.value.checked_sub(rhs.value).unwrap();
|
||||
}
|
||||
}
|
||||
|
||||
impl From<&AddressData> for SupplyState {
|
||||
fn from(value: &AddressData) -> Self {
|
||||
Self {
|
||||
utxos: value.outputs_len as usize,
|
||||
value: value.amount(),
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,50 @@
|
||||
use std::ops::{Add, AddAssign};
|
||||
|
||||
use brk_core::{OutputType, Sats};
|
||||
|
||||
use crate::{GroupedBySizeRange, GroupedByType};
|
||||
|
||||
use super::SupplyState;
|
||||
|
||||
#[derive(Default, Debug)]
|
||||
pub struct Transacted {
|
||||
pub spendable_supply: SupplyState,
|
||||
pub by_type: GroupedByType<SupplyState>,
|
||||
pub by_size_group: GroupedBySizeRange<SupplyState>,
|
||||
}
|
||||
|
||||
impl Transacted {
|
||||
#[allow(clippy::inconsistent_digit_grouping)]
|
||||
pub fn iterate(&mut self, value: Sats, _type: OutputType) {
|
||||
let supply = SupplyState { utxos: 1, value };
|
||||
|
||||
*self.by_type.get_mut(_type) += &supply;
|
||||
|
||||
if _type.is_unspendable() {
|
||||
return;
|
||||
}
|
||||
|
||||
self.spendable_supply += &supply;
|
||||
|
||||
*self.by_size_group.get_mut(value) += &supply;
|
||||
}
|
||||
}
|
||||
|
||||
impl Add for Transacted {
|
||||
type Output = Self;
|
||||
fn add(self, rhs: Self) -> Self::Output {
|
||||
Self {
|
||||
spendable_supply: self.spendable_supply + rhs.spendable_supply,
|
||||
by_type: self.by_type + rhs.by_type,
|
||||
by_size_group: self.by_size_group + rhs.by_size_group,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl AddAssign for Transacted {
|
||||
fn add_assign(&mut self, rhs: Self) {
|
||||
self.by_size_group += rhs.by_size_group;
|
||||
self.spendable_supply += &rhs.spendable_supply;
|
||||
self.by_type += rhs.by_type;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,28 @@
|
||||
use brk_core::{Dollars, Sats};
|
||||
|
||||
#[derive(Debug, Default, Clone)]
|
||||
pub struct UnrealizedState {
|
||||
pub supply_in_profit: Sats,
|
||||
pub supply_even: Sats,
|
||||
pub supply_in_loss: Sats,
|
||||
pub unrealized_profit: Dollars,
|
||||
pub unrealized_loss: Dollars,
|
||||
}
|
||||
|
||||
impl UnrealizedState {
|
||||
pub const NAN: Self = Self {
|
||||
supply_in_profit: Sats::ZERO,
|
||||
supply_even: Sats::ZERO,
|
||||
supply_in_loss: Sats::ZERO,
|
||||
unrealized_profit: Dollars::NAN,
|
||||
unrealized_loss: Dollars::NAN,
|
||||
};
|
||||
|
||||
pub const ZERO: Self = Self {
|
||||
supply_in_profit: Sats::ZERO,
|
||||
supply_even: Sats::ZERO,
|
||||
supply_in_loss: Sats::ZERO,
|
||||
unrealized_profit: Dollars::ZERO,
|
||||
unrealized_loss: Dollars::ZERO,
|
||||
};
|
||||
}
|
||||
Reference in New Issue
Block a user