global: v0.2 incoming

This commit is contained in:
nym21
2026-03-21 23:05:27 +01:00
parent 926721c482
commit ef491a3a66
26 changed files with 1718 additions and 16196 deletions

View File

@@ -66,7 +66,7 @@ function volumeTree(tv, color, title) {
})),
{
name: "Cumulative",
title: title("Cumulative Transfer Volume"),
title: title("Cumulative Transfer Volume Profitability"),
bottom: [
...satsBtcUsd({
pattern: tv.inProfit.cumulative,
@@ -231,7 +231,7 @@ function singleSellSideRiskTree(sellSideRisk, title) {
title: title(`${w.title} Sell Side Risk`),
bottom: percentRatio({
pattern: sellSideRisk[w.key],
name: "Risk",
name: "Sell Side Risk",
color: w.color,
}),
})),
@@ -381,7 +381,7 @@ export function createGroupedActivitySectionMinimal({ list, all, title }) {
return {
name: "Activity",
tree: groupedWindowsCumulativeSatsBtcUsd({
list, all, title, metricTitle: "Volume",
list, all, title, metricTitle: "Transfer Volume",
getMetric: (c) => c.tree.activity.transferVolume,
}),
};

View File

@@ -28,7 +28,7 @@ function percentileSeries(p, n = (x) => x) {
.map(([key, s], i, arr) =>
price({
series: s,
name: n(key.replace("pct", "p")),
name: n(key.replace("pct", "P")),
color: colors.at(i, arr.length),
...(ACTIVE_PCTS.has(key) ? {} : { defaultActive: false }),
}),
@@ -70,9 +70,9 @@ function singleWeightFolder({ avgPrice, avgName, inProfit, inLoss, percentiles,
title: title(`Cost Basis Distribution (${weightLabel})`),
top: [
price({ series: avgPrice, name: avgName, color }),
...(max ? [price({ series: max, name: "p100", color: colors.stat.max, defaultActive: false })] : []),
...(max ? [price({ series: max, name: "P100", color: colors.stat.max, defaultActive: false })] : []),
...percentileSeries(percentiles),
...(min ? [price({ series: min, name: "p0", color: colors.stat.min, defaultActive: false })] : []),
...(min ? [price({ series: min, name: "P0", color: colors.stat.min, defaultActive: false })] : []),
],
},
];

View File

@@ -18,12 +18,14 @@ import {
rollingPercentRatioTree,
percentRatio,
percentRatioBaseline,
chartsFromCount,
} from "../series.js";
import {
satsBtcUsd,
flatMapCohorts,
mapCohortsWithAll,
flatMapCohortsWithAll,
groupedWindowsCumulative,
} from "../shared.js";
import { colors } from "../../utils/colors.js";
import { priceLines } from "../constants.js";
@@ -46,18 +48,39 @@ function simpleSupplySeries(supply) {
* @param {CohortAll} all
* @param {(name: string) => string} title
*/
function groupedUtxoCountFolder(list, all, title) {
function groupedOutputsFolder(list, all, title) {
return {
name: "UTXOs",
name: "Outputs",
tree: [
{
name: "Count",
title: title("UTXO Count"),
name: "Unspent",
tree: [
{
name: "Count",
title: title("UTXO Count"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ series: tree.outputs.unspentCount.base, name, color, unit: Unit.count }),
),
},
...groupedDeltaItems(list, all, (c) => c.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
],
},
{
name: "Spent",
tree: groupedWindowsCumulative({
list, all, title, metricTitle: "Spent UTXO Count",
getWindowSeries: (c, key) => c.tree.outputs.spentCount.sum[key],
getCumulativeSeries: (c) => c.tree.outputs.spentCount.cumulative,
seriesFn: line, unit: Unit.count,
}),
},
{
name: "Spending Rate",
title: title("Spending Rate"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
line({ series: tree.outputs.unspentCount.base, name, color, unit: Unit.count }),
line({ series: tree.outputs.spendingRate, name, color, unit: Unit.ratio }),
),
},
...groupedDeltaItems(list, all, (c) => c.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
],
};
}
@@ -211,7 +234,32 @@ function ownSupplyChart(supply, title) {
}
/**
* Count folder (UTXO or Address) with value + change
* @param {OutputsPattern} outputs
* @param {Color} color
* @param {(name: string) => string} title
* @returns {PartialOptionsGroup}
*/
function outputsFolder(outputs, color, title) {
return {
name: "Outputs",
tree: [
countFolder(outputs.unspentCount, "Unspent", "UTXO Count", color, title),
{
name: "Spent",
tree: chartsFromCount({ pattern: outputs.spentCount, title, metric: "Spent UTXO Count", unit: Unit.count, color }),
},
{
name: "Spending Rate",
title: title("Spending Rate"),
bottom: [
line({ series: outputs.spendingRate, name: "Rate", color, unit: Unit.ratio }),
],
},
],
};
}
/**
* @param {{ base: AnySeriesPattern, delta: DeltaPattern }} pattern
* @param {string} name
* @param {string} chartTitle
@@ -262,7 +310,7 @@ export function createHoldingsSection({ cohort, title }) {
...singleDeltaItems(supply.delta, Unit.sats, title, "Supply"),
],
},
countFolder(cohort.tree.outputs.unspentCount, "UTXOs", "UTXO Count", cohort.color, title),
outputsFolder(cohort.tree.outputs, cohort.color, title),
];
}
@@ -286,7 +334,7 @@ export function createHoldingsSectionAll({ cohort, title }) {
...singleDeltaItems(supply.delta, Unit.sats, title, "Supply"),
],
},
countFolder(cohort.tree.outputs.unspentCount, "UTXOs", "UTXO Count", cohort.color, title),
outputsFolder(cohort.tree.outputs, cohort.color, title),
countFolder(cohort.addressCount, "Addresses", "Address Count", cohort.color, title),
];
}
@@ -312,7 +360,7 @@ export function createHoldingsSectionWithRelative({ cohort, title }) {
...singleDeltaItems(supply.delta, Unit.sats, title, "Supply"),
],
},
countFolder(cohort.tree.outputs.unspentCount, "UTXOs", "UTXO Count", cohort.color, title),
outputsFolder(cohort.tree.outputs, cohort.color, title),
];
}
@@ -336,7 +384,7 @@ export function createHoldingsSectionWithOwnSupply({ cohort, title }) {
...singleDeltaItems(supply.delta, Unit.sats, title, "Supply"),
],
},
countFolder(cohort.tree.outputs.unspentCount, "UTXOs", "UTXO Count", cohort.color, title),
outputsFolder(cohort.tree.outputs, cohort.color, title),
];
}
@@ -359,7 +407,7 @@ export function createHoldingsSectionWithProfitLoss({ cohort, title }) {
...singleDeltaItems(supply.delta, Unit.sats, title, "Supply"),
],
},
countFolder(cohort.tree.outputs.unspentCount, "UTXOs", "UTXO Count", cohort.color, title),
outputsFolder(cohort.tree.outputs, cohort.color, title),
];
}
@@ -382,7 +430,7 @@ export function createHoldingsSectionAddress({ cohort, title }) {
...singleDeltaItems(supply.delta, Unit.sats, title, "Supply"),
],
},
countFolder(cohort.tree.outputs.unspentCount, "UTXOs", "UTXO Count", cohort.color, title),
outputsFolder(cohort.tree.outputs, cohort.color, title),
countFolder(cohort.addressCount, "Addresses", "Address Count", cohort.color, title),
];
}
@@ -405,7 +453,7 @@ export function createHoldingsSectionAddressAmount({ cohort, title }) {
...singleDeltaItems(supply.delta, Unit.sats, title, "Supply"),
],
},
countFolder(cohort.tree.outputs.unspentCount, "UTXOs", "UTXO Count", cohort.color, title),
outputsFolder(cohort.tree.outputs, cohort.color, title),
countFolder(cohort.addressCount, "Addresses", "Address Count", cohort.color, title),
];
}
@@ -457,7 +505,7 @@ export function createGroupedHoldingsSectionAddress({ list, all, title }) {
...groupedDeltaItems(list, all, (c) => c.tree.supply.delta, Unit.sats, title, "Supply"),
],
},
groupedUtxoCountFolder(list, all, title),
groupedOutputsFolder(list, all, title),
{
name: "Addresses",
tree: [
@@ -488,7 +536,7 @@ export function createGroupedHoldingsSectionAddressAmount({ list, all, title })
...groupedDeltaItems(list, all, (c) => c.tree.supply.delta, Unit.sats, title, "Supply"),
],
},
groupedUtxoCountFolder(list, all, title),
groupedOutputsFolder(list, all, title),
{
name: "Addresses",
tree: [
@@ -515,7 +563,7 @@ export function createGroupedHoldingsSection({ list, all, title }) {
...groupedDeltaItems(list, all, (c) => c.tree.supply.delta, Unit.sats, title, "Supply"),
],
},
groupedUtxoCountFolder(list, all, title),
groupedOutputsFolder(list, all, title),
];
}
@@ -530,7 +578,7 @@ export function createGroupedHoldingsSectionWithProfitLoss({ list, all, title })
...groupedDeltaItems(list, all, (c) => c.tree.supply.delta, Unit.sats, title, "Supply"),
],
},
groupedUtxoCountFolder(list, all, title),
groupedOutputsFolder(list, all, title),
];
}
@@ -546,7 +594,7 @@ export function createGroupedHoldingsSectionWithOwnSupply({ list, all, title })
...groupedDeltaItems(list, all, (c) => c.tree.supply.delta, Unit.sats, title, "Supply"),
],
},
groupedUtxoCountFolder(list, all, title),
groupedOutputsFolder(list, all, title),
];
}
@@ -568,6 +616,6 @@ export function createGroupedHoldingsSectionWithRelative({ list, all, title }) {
...groupedDeltaItems(list, all, (c) => c.tree.supply.delta, Unit.sats, title, "Supply"),
],
},
groupedUtxoCountFolder(list, all, title),
groupedOutputsFolder(list, all, title),
];
}

View File

@@ -496,10 +496,11 @@ export function createGroupedAddressCohortFolder({
/**
* @param {{ name: string, color: Color, pattern: RealizedSupplyPattern }} bucket
* @param {string} [parentName]
* @returns {PartialOptionsGroup}
*/
function singleBucketFolder({ name, color, pattern }) {
const title = formatCohortTitle(name);
function singleBucketFolder({ name, color, pattern }, parentName) {
const title = formatCohortTitle(parentName ? `${parentName} ${name}` : name);
return {
name,
tree: [
@@ -507,7 +508,7 @@ function singleBucketFolder({ name, color, pattern }) {
name: "Supply",
tree: [
{
name: "Value",
name: "Total",
title: title("Supply"),
bottom: [
...satsBtcUsd({ pattern: pattern.supply.all, name: "Total" }),
@@ -519,26 +520,21 @@ function singleBucketFolder({ name, color, pattern }) {
],
},
{
...sumsTreeBaseline({
windows: pattern.supply.all.delta.absolute,
title,
metric: "Supply Change",
unit: Unit.sats,
}),
name: "Change",
tree: [
{
...sumsTreeBaseline({
windows: pattern.supply.all.delta.absolute,
title,
metric: "Supply Change",
unit: Unit.sats,
}),
name: "Change",
},
{
...rollingPercentRatioTree({
windows: pattern.supply.all.delta.rate,
title,
metric: "Supply Growth Rate",
}),
name: "Growth Rate",
},
],
},
{
...rollingPercentRatioTree({
windows: pattern.supply.all.delta.rate,
title,
metric: "Supply Growth Rate",
}),
name: "Growth Rate",
},
],
},
@@ -559,6 +555,23 @@ function singleBucketFolder({ name, color, pattern }) {
}),
],
},
{
name: "Unrealized PnL",
title: title("Unrealized PnL"),
bottom: [
line({
series: pattern.unrealizedPnl.all,
name: "Total",
unit: Unit.usd,
}),
line({
series: pattern.unrealizedPnl.sth,
name: "STH",
color: colors.term.short,
unit: Unit.usd,
}),
],
},
{
name: "NUPL",
title: title("NUPL"),
@@ -599,65 +612,60 @@ function groupedBucketCharts(list, groupTitle) {
name: "Change",
tree: [
{
name: "Change",
tree: [
{
name: "Compare",
title: title("Supply Change"),
bottom: ROLLING_WINDOWS.flatMap((w) =>
list.map(({ name, color, pattern }) =>
baseline({
series: pattern.supply.all.delta.absolute[w.key],
name: `${name} ${w.name}`,
color,
unit: Unit.sats,
}),
),
),
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`${w.title} Supply Change`),
bottom: list.map(({ name, color, pattern }) =>
baseline({
series: pattern.supply.all.delta.absolute[w.key],
name,
color,
unit: Unit.sats,
}),
),
})),
],
name: "Compare",
title: title("Supply Change"),
bottom: ROLLING_WINDOWS.flatMap((w) =>
list.map(({ name, color, pattern }) =>
baseline({
series: pattern.supply.all.delta.absolute[w.key],
name: `${name} ${w.name}`,
color,
unit: Unit.sats,
}),
),
),
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`${w.title} Supply Change`),
bottom: list.map(({ name, color, pattern }) =>
baseline({
series: pattern.supply.all.delta.absolute[w.key],
name,
color,
unit: Unit.sats,
}),
),
})),
],
},
{
name: "Growth Rate",
tree: [
{
name: "Growth Rate",
tree: [
{
name: "Compare",
title: title("Supply Growth Rate"),
bottom: ROLLING_WINDOWS.flatMap((w) =>
list.flatMap(({ name, color, pattern }) =>
percentRatio({
pattern: pattern.supply.all.delta.rate[w.key],
name: `${name} ${w.name}`,
color,
}),
),
),
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`${w.title} Supply Growth Rate`),
bottom: list.flatMap(({ name, color, pattern }) =>
percentRatio({
pattern: pattern.supply.all.delta.rate[w.key],
name,
color,
}),
),
})),
],
name: "Compare",
title: title("Supply Growth Rate"),
bottom: ROLLING_WINDOWS.flatMap((w) =>
list.flatMap(({ name, color, pattern }) =>
percentRatio({
pattern: pattern.supply.all.delta.rate[w.key],
name: `${name} ${w.name}`,
color,
}),
),
),
},
...ROLLING_WINDOWS.map((w) => ({
name: w.name,
title: title(`${w.title} Supply Growth Rate`),
bottom: list.flatMap(({ name, color, pattern }) =>
percentRatio({
pattern: pattern.supply.all.delta.rate[w.key],
name,
color,
}),
),
})),
],
},
],
@@ -691,6 +699,35 @@ function groupedBucketCharts(list, groupTitle) {
},
],
},
{
name: "Unrealized PnL",
tree: [
{
name: "All",
title: title("Unrealized PnL"),
bottom: list.map(({ name, color, pattern }) =>
line({
series: pattern.unrealizedPnl.all,
name,
color,
unit: Unit.usd,
}),
),
},
{
name: "STH",
title: title("STH Unrealized PnL"),
bottom: list.map(({ name, color, pattern }) =>
line({
series: pattern.unrealizedPnl.sth,
name,
color,
unit: Unit.usd,
}),
),
},
],
},
{
name: "NUPL",
title: title("NUPL"),
@@ -716,21 +753,21 @@ export function createUtxoProfitabilitySection({ range, profit, loss }) {
name: "Compare",
tree: groupedBucketCharts(range, "Profitability Range"),
},
...range.map(singleBucketFolder),
...range.map((bucket) => singleBucketFolder(bucket)),
],
},
{
name: "In Profit",
tree: [
{ name: "Compare", tree: groupedBucketCharts(profit, "In Profit") },
...profit.map(singleBucketFolder),
...profit.map((bucket) => singleBucketFolder(bucket, "In Profit")),
],
},
{
name: "In Loss",
tree: [
{ name: "Compare", tree: groupedBucketCharts(loss, "In Loss") },
...loss.map(singleBucketFolder),
...loss.map((bucket) => singleBucketFolder(bucket, "In Loss")),
],
},
],

View File

@@ -40,7 +40,7 @@ export function createPricesSectionFull({ cohort, title }) {
{
name: "Realized",
tree: createPriceRatioCharts({
context: cohort.name,
context: cohort.title,
legend: "Realized",
pricePattern: tree.realized.price,
ratio: tree.realized.price,
@@ -54,6 +54,7 @@ export function createPricesSectionFull({ cohort, title }) {
tree: priceRatioPercentilesTree({
pattern: tree.realized.investor.price,
title: title("Investor Price"),
ratioTitle: title("Investor Price Ratio"),
legend: "Investor",
color,
}),
@@ -82,24 +83,12 @@ export function createPricesSectionBasic({ cohort, title }) {
top: [price({ series: tree.realized.price, name: "Realized", color })],
},
{
name: "MVRV",
title: title("MVRV"),
bottom: [
baseline({
series: tree.realized.mvrv,
name: "MVRV",
unit: Unit.ratio,
base: 1,
}),
],
},
{
name: "Price Ratio",
name: "Ratio",
title: title("Realized Price Ratio"),
bottom: [
baseline({
series: tree.realized.price.ratio,
name: "Price Ratio",
name: "Ratio",
unit: Unit.ratio,
base: 1,
}),
@@ -136,7 +125,7 @@ function groupedRealizedPriceItems(list, all, title) {
},
{
name: "Ratio",
title: title("MVRV"),
title: title("Realized Price Ratio"),
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
baseline({ series: tree.realized.mvrv, name, color, unit: Unit.ratio, base: 1 }),
),

View File

@@ -61,7 +61,7 @@ function unrealizedOverview(profit, loss, netPnlUsd, title) {
}),
dotted({
series: loss.negative,
name: "Neg. Loss",
name: "Negated Loss",
color: colors.loss,
unit: Unit.usd,
}),
@@ -233,12 +233,19 @@ function unrealizedTreeLongTerm(u, title) {
ownPnlChart(u, title),
{
name: "% of Market Cap",
title: title("Unrealized Loss (% of Market Cap)"),
bottom: percentRatio({
pattern: u.loss.toMcap,
name: "Loss",
color: colors.loss,
}),
title: title("Unrealized P&L (% of Market Cap)"),
bottom: [
...percentRatio({
pattern: u.profit.toMcap,
name: "Profit",
color: colors.profit,
}),
...percentRatio({
pattern: u.loss.toMcap,
name: "Loss",
color: colors.loss,
}),
],
},
relPnlChartWithNet(u.netPnl.toOwnMcap, u.profit.toOwnMcap, u.loss.toOwnMcap, "% of Own Market Cap", title),
];
@@ -448,7 +455,7 @@ function realizedOverviewFolder({
}),
dotted({
series: loss.negative.sum[w.key],
name: "Neg. Loss",
name: "Negated Loss",
color: colors.loss,
unit: Unit.usd,
}),
@@ -518,7 +525,7 @@ function realizedSubfolderFull(r, title) {
title: title("Net Realized P&L Change (% of Market Cap)"),
bottom: percentRatioBaseline({
pattern: r.netPnl.change1m.toMcap,
name: "30d Change",
name: "1m Change",
}),
},
{
@@ -526,7 +533,7 @@ function realizedSubfolderFull(r, title) {
title: title("Net Realized P&L Change (% of Realized Cap)"),
bottom: percentRatioBaseline({
pattern: r.netPnl.change1m.toRcap,
name: "30d Change",
name: "1m Change",
}),
},
],
@@ -740,7 +747,7 @@ export function createProfitabilitySectionWithProfitLoss({ cohort, title }) {
title: title("Unrealized P&L"),
bottom: [
line({ series: u.profit.usd, name: "Profit", color: colors.profit, unit: Unit.usd }),
line({ series: u.loss.negative, name: "Neg. Loss", color: colors.loss, unit: Unit.usd }),
line({ series: u.loss.negative, name: "Negated Loss", color: colors.loss, unit: Unit.usd }),
line({ series: u.loss.usd, name: "Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
priceLine({ unit: Unit.usd }),
],
@@ -997,7 +1004,7 @@ function groupedRealizedSubfolderFull(list, all, title) {
list,
all,
title,
metricTitle: "Gross Realized P&L",
metricTitle: "Realized Gross P&L",
getMetric: (c) => c.tree.realized.grossPnl,
}),
},

View File

@@ -89,7 +89,7 @@ export function createValuationSectionFull({ cohort, title }) {
},
{ name: "MVRV", title: title("MVRV"), bottom: ratioBottomSeries(tree.realized.price) },
...singleDeltaItems(tree, title),
{ name: "% of Own Market Cap", title: title("Realized Cap (% of Own Market Cap)"), bottom: percentRatioBaseline({ pattern: tree.realized.cap.toOwnMcap, name: "Rel. to Own Market Cap", color }) },
{ name: "% of Own Market Cap", title: title("Realized Cap (% of Own Market Cap)"), bottom: percentRatioBaseline({ pattern: tree.realized.cap.toOwnMcap, name: "% of Own Market Cap", color }) },
],
};
}