mirror of
https://github.com/bitcoinresearchkit/brk.git
synced 2026-07-21 07:58:11 -07:00
Compare commits
64 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| 227a31f64e | |||
| 00984112d8 | |||
| 3af673132a | |||
| 0fc61d7932 | |||
| 5161ae2012 | |||
| 10c16335ed | |||
| 29ad37803e | |||
| 8d43f340a0 | |||
| e279116bff | |||
| 5c376acb9f | |||
| a43b00c12c | |||
| 15fbdc168f | |||
| 046c624abf | |||
| 4d7212fb63 | |||
| 2207ec1b7e | |||
| 3f2a48f248 | |||
| 3f9edb211e | |||
| eee1a10d2a | |||
| 0bf2cd77dc | |||
| a99c06013b | |||
| 10ef95497f | |||
| e0a618837e | |||
| 5bd1f0b625 | |||
| 4d3e8bbcaf | |||
| 153fcdf4e0 | |||
| 5d83ee4d70 | |||
| 10d29aa2ea | |||
| 528880bd04 | |||
| 5937fbe724 | |||
| 7a718293c0 | |||
| 75f37b6695 | |||
| f9688629ca | |||
| c9e704bdf4 | |||
| 1e0a7d6d0f | |||
| 565251f12f | |||
| 9879a986aa | |||
| 8d7ef8da61 | |||
| 17478a4ac4 | |||
| b3031b3375 | |||
| 2e401379a0 | |||
| 45ab6ebf71 | |||
| 00f7d69ea6 | |||
| 408d83c350 | |||
| 43df9e098c | |||
| 0c7861071d | |||
| 6f430bdb8c | |||
| 4b415b215d | |||
| 8614e9eded | |||
| c85da92cbc | |||
| 297fc3b855 | |||
| c9d5a62fcb | |||
| 90b3b51c48 | |||
| 5966ab05e4 | |||
| c3506339cd | |||
| e54843291e | |||
| b0b261fe9f | |||
| 6786be296d | |||
| e5068bbbf3 | |||
| 36cfe49b20 | |||
| 33cc13708a | |||
| 2389632812 | |||
| e0bcdb8105 | |||
| 45e83c98b9 | |||
| 753bbf3e7e |
@@ -26,6 +26,7 @@ _*
|
||||
/playground
|
||||
/*.txt
|
||||
/*.csv
|
||||
/tmp
|
||||
|
||||
# Logs
|
||||
*.log*
|
||||
|
||||
Generated
+339
-461
File diff suppressed because it is too large
Load Diff
+38
-36
@@ -4,7 +4,7 @@ members = ["crates/*"]
|
||||
package.description = "The Bitcoin Research Kit is a suite of tools designed to extract, compute and display data stored on a Bitcoin Core node"
|
||||
package.license = "MIT"
|
||||
package.edition = "2024"
|
||||
package.version = "0.3.3"
|
||||
package.version = "0.3.6"
|
||||
package.homepage = "https://bitcoinresearchkit.org"
|
||||
package.repository = "https://github.com/bitcoinresearchkit/brk"
|
||||
package.readme = "README.md"
|
||||
@@ -35,57 +35,59 @@ debug = true
|
||||
[workspace.dependencies]
|
||||
aide = { version = "0.16.0-alpha.4", features = ["axum-json", "axum-query"] }
|
||||
axum = { version = "0.8.9", default-features = false, features = ["http1", "json", "query", "tokio", "tracing"] }
|
||||
bitcoin = { version = "0.32.100", features = ["serde"] }
|
||||
brk_alloc = { version = "0.3.3", path = "crates/brk_alloc" }
|
||||
brk_bencher = { version = "0.3.3", path = "crates/brk_bencher" }
|
||||
brk_bindgen = { version = "0.3.3", path = "crates/brk_bindgen" }
|
||||
brk_cli = { version = "0.3.3", path = "crates/brk_cli" }
|
||||
brk_client = { version = "0.3.3", path = "crates/brk_client" }
|
||||
brk_cohort = { version = "0.3.3", path = "crates/brk_cohort" }
|
||||
brk_computer = { version = "0.3.3", path = "crates/brk_computer" }
|
||||
brk_error = { version = "0.3.3", path = "crates/brk_error" }
|
||||
brk_fetcher = { version = "0.3.3", path = "crates/brk_fetcher" }
|
||||
brk_indexer = { version = "0.3.3", path = "crates/brk_indexer" }
|
||||
brk_iterator = { version = "0.3.3", path = "crates/brk_iterator" }
|
||||
brk_logger = { version = "0.3.3", path = "crates/brk_logger" }
|
||||
brk_mempool = { version = "0.3.3", path = "crates/brk_mempool" }
|
||||
brk_oracle = { version = "0.3.3", path = "crates/brk_oracle" }
|
||||
brk_query = { version = "0.3.3", path = "crates/brk_query", features = ["tokio"] }
|
||||
brk_reader = { version = "0.3.3", path = "crates/brk_reader" }
|
||||
brk_rpc = { version = "0.3.3", path = "crates/brk_rpc" }
|
||||
brk_server = { version = "0.3.3", path = "crates/brk_server" }
|
||||
brk_store = { version = "0.3.3", path = "crates/brk_store" }
|
||||
brk_traversable = { version = "0.3.3", path = "crates/brk_traversable", features = ["pco", "derive"] }
|
||||
brk_traversable_derive = { version = "0.3.3", path = "crates/brk_traversable_derive" }
|
||||
brk_types = { version = "0.3.3", path = "crates/brk_types" }
|
||||
brk_website = { version = "0.3.3", path = "crates/brk_website" }
|
||||
bitcoin = { version = "0.32.102", features = ["serde"] }
|
||||
brk_alloc = { version = "0.3.6", path = "crates/brk_alloc" }
|
||||
brk_bencher = { version = "0.3.6", path = "crates/brk_bencher" }
|
||||
brk_bindgen = { version = "0.3.6", path = "crates/brk_bindgen" }
|
||||
brk_cli = { version = "0.3.6", path = "crates/brk_cli" }
|
||||
brk_client = { version = "0.3.6", path = "crates/brk_client" }
|
||||
brk_cohort = { version = "0.3.6", path = "crates/brk_cohort" }
|
||||
brk_computer = { version = "0.3.6", path = "crates/brk_computer" }
|
||||
brk_error = { version = "0.3.6", path = "crates/brk_error" }
|
||||
brk_fetcher = { version = "0.3.6", path = "crates/brk_fetcher" }
|
||||
brk_indexer = { version = "0.3.6", path = "crates/brk_indexer" }
|
||||
brk_iterator = { version = "0.3.6", path = "crates/brk_iterator" }
|
||||
brk_logger = { version = "0.3.6", path = "crates/brk_logger" }
|
||||
brk_mempool = { version = "0.3.6", path = "crates/brk_mempool" }
|
||||
brk_oracle = { version = "0.3.6", path = "crates/brk_oracle" }
|
||||
brk_query = { version = "0.3.6", path = "crates/brk_query", features = ["tokio"] }
|
||||
brk_reader = { version = "0.3.6", path = "crates/brk_reader" }
|
||||
brk_rpc = { version = "0.3.6", path = "crates/brk_rpc" }
|
||||
brk_server = { version = "0.3.6", path = "crates/brk_server" }
|
||||
brk_store = { version = "0.3.6", path = "crates/brk_store" }
|
||||
brk_traversable = { version = "0.3.6", path = "crates/brk_traversable", features = ["pco", "derive"] }
|
||||
brk_traversable_derive = { version = "0.3.6", path = "crates/brk_traversable_derive" }
|
||||
brk_types = { version = "0.3.6", path = "crates/brk_types" }
|
||||
brk_website = { version = "0.3.6", path = "crates/brk_website" }
|
||||
byteview = "0.10.1"
|
||||
color-eyre = "0.6.5"
|
||||
corepc-jsonrpc = { package = "jsonrpc", version = "0.19.0", features = ["simple_http"], default-features = false }
|
||||
corepc-types = { version = "0.14.0", features = ["std"], default-features = false }
|
||||
corepc-types = { version = "0.15.0", features = ["std"], default-features = false }
|
||||
derive_more = { version = "2.1.1", features = ["deref", "deref_mut"] }
|
||||
fjall = "3.1.4"
|
||||
fjall = "3.1.8"
|
||||
indexmap = { version = "2.14.0", features = ["serde"] }
|
||||
jiff = { version = "0.2.28", features = ["perf-inline", "tz-system"], default-features = false }
|
||||
jiff = { version = "0.2.34", features = ["perf-inline", "tz-system"], default-features = false }
|
||||
owo-colors = "4.3.0"
|
||||
parking_lot = "0.12.5"
|
||||
pco = "1.0.2"
|
||||
rayon = "1.12.0"
|
||||
rustc-hash = "2.1.2"
|
||||
rapidhash = "4.5.1"
|
||||
rustc-hash = "2.1.3"
|
||||
schemars = { version = "1.2.1", features = ["indexmap2"] }
|
||||
serde = "1.0.228"
|
||||
serde = "1.0.229"
|
||||
serde_bytes = "0.11.19"
|
||||
serde_derive = "1.0.228"
|
||||
serde_json = { version = "1.0.150", features = ["float_roundtrip", "preserve_order"] }
|
||||
smallvec = "1.15.1"
|
||||
tokio = { version = "1.52.3", features = ["rt-multi-thread"] }
|
||||
tower-http = { version = "0.6.11", features = ["catch-panic", "compression-br", "compression-gzip", "compression-zstd", "cors", "normalize-path", "timeout", "trace"] }
|
||||
serde_derive = "1.0.229"
|
||||
serde_json = { version = "1.0.151", features = ["float_roundtrip", "preserve_order"] }
|
||||
smallvec = "1.15.2"
|
||||
tokio = { version = "1.53.0", features = ["rt-multi-thread"] }
|
||||
tower-http = { version = "0.7.0", features = ["catch-panic", "compression-br", "compression-gzip", "compression-zstd", "cors", "normalize-path", "timeout", "trace"] }
|
||||
tower-layer = "0.3"
|
||||
tracing = { version = "0.1", default-features = false, features = ["std"] }
|
||||
ureq = { version = "3.3.0", features = ["json"] }
|
||||
vecdb = { version = "0.10.3", features = ["derive", "serde_json", "pco", "schemars"] }
|
||||
vecdb = { version = "0.10.4", features = ["derive", "serde_json", "pco", "schemars"] }
|
||||
# vecdb = { path = "../anydb/crates/vecdb", features = ["derive", "serde_json", "pco", "schemars"] }
|
||||
|
||||
|
||||
[workspace.metadata.release]
|
||||
shared-version = true
|
||||
tag-name = "v{{version}}"
|
||||
|
||||
@@ -291,7 +291,7 @@ fn collect_instance_analyses(
|
||||
///
|
||||
/// Supports two cases:
|
||||
/// 1. **Embedded discriminator**: a substring varies per instance within field_parts.
|
||||
/// E.g., `ratio_pct99_bps` vs `ratio_pct1_bps` → template `ratio_{disc}_bps`
|
||||
/// E.g., `ratio_pct99_ppm` vs `ratio_pct1_ppm` → template `ratio_{disc}_ppm`
|
||||
/// 2. **Suffix discriminator**: a common suffix is appended to all field_parts.
|
||||
/// E.g., `ratio_sd` vs `ratio_sd_4y` → template `ratio_sd{disc}`
|
||||
fn try_detect_template(
|
||||
@@ -307,11 +307,11 @@ fn try_detect_template(
|
||||
return Some(mode);
|
||||
}
|
||||
|
||||
// Strategy 2: embedded discriminator (e.g., ratio_pct99_bps vs ratio_pct1_bps)
|
||||
// Strategy 2: embedded discriminator (e.g., ratio_pct99_ppm vs ratio_pct1_ppm)
|
||||
try_embedded_disc(majority, fields)
|
||||
}
|
||||
|
||||
/// Strategy 1: embedded discriminator (e.g., pct99 inside ratio_pct99_bps)
|
||||
/// Strategy 1: embedded discriminator (e.g., pct99 inside ratio_pct99_ppm)
|
||||
fn try_embedded_disc(
|
||||
majority: &[&InstanceAnalysis],
|
||||
fields: &[PatternField],
|
||||
@@ -772,7 +772,7 @@ mod tests {
|
||||
use std::collections::BTreeSet;
|
||||
let fields = vec![
|
||||
PatternField {
|
||||
name: "bps".into(),
|
||||
name: "ppm".into(),
|
||||
rust_type: "T".into(),
|
||||
json_type: "n".into(),
|
||||
indexes: BTreeSet::new(),
|
||||
@@ -796,7 +796,7 @@ mod tests {
|
||||
let pct99 = InstanceAnalysis {
|
||||
base: "realized_price".into(),
|
||||
field_parts: [
|
||||
("bps".into(), "ratio_pct99_bps".into()),
|
||||
("ppm".into(), "ratio_pct99_ppm".into()),
|
||||
("price".into(), "pct99".into()),
|
||||
("ratio".into(), "ratio_pct99".into()),
|
||||
]
|
||||
@@ -808,7 +808,7 @@ mod tests {
|
||||
let pct1 = InstanceAnalysis {
|
||||
base: "realized_price".into(),
|
||||
field_parts: [
|
||||
("bps".into(), "ratio_pct1_bps".into()),
|
||||
("ppm".into(), "ratio_pct1_ppm".into()),
|
||||
("price".into(), "pct1".into()),
|
||||
("ratio".into(), "ratio_pct1".into()),
|
||||
]
|
||||
@@ -821,7 +821,7 @@ mod tests {
|
||||
assert!(mode.is_some());
|
||||
match mode.unwrap() {
|
||||
PatternMode::Templated { templates } => {
|
||||
assert_eq!(templates.get("bps").unwrap(), "ratio_{disc}_bps");
|
||||
assert_eq!(templates.get("ppm").unwrap(), "ratio_{disc}_ppm");
|
||||
assert_eq!(templates.get("price").unwrap(), "{disc}");
|
||||
assert_eq!(templates.get("ratio").unwrap(), "ratio_{disc}");
|
||||
}
|
||||
|
||||
@@ -89,7 +89,7 @@ impl LanguageSyntax for JavaScriptSyntax {
|
||||
format!("_m({}, '{}')", var_name, template)
|
||||
} else {
|
||||
// Template with {disc}: use nested _m for proper separator handling
|
||||
// "ratio_{disc}_bps" → split on {disc} → _m(_m(acc, 'ratio'), disc) then _bps
|
||||
// "ratio_{disc}_ppm" → split on {disc} → _m(_m(acc, 'ratio'), disc) then _ppm
|
||||
// But this is complex. For embedded disc, use string interpolation.
|
||||
// For suffix disc (ends with {disc}), use _m composition.
|
||||
if let Some(static_part) = template.strip_suffix("{disc}") {
|
||||
|
||||
@@ -6,9 +6,9 @@
|
||||
use std::collections::BTreeMap;
|
||||
|
||||
use brk_cohort::{
|
||||
AGE_RANGE_NAMES, AMOUNT_RANGE_NAMES, CLASS_NAMES, EPOCH_NAMES, LOSS_NAMES, OVER_AGE_NAMES,
|
||||
OVER_AMOUNT_NAMES, PROFIT_NAMES, PROFITABILITY_RANGE_NAMES, SPENDABLE_TYPE_NAMES, TERM_NAMES,
|
||||
UNDER_AGE_NAMES, UNDER_AMOUNT_NAMES,
|
||||
AGE_RANGE_NAMES, AMOUNT_RANGE_NAMES, CLASS_NAMES, ENTRY_NAMES, EPOCH_NAMES, LOSS_NAMES,
|
||||
OVER_AGE_NAMES, OVER_AMOUNT_NAMES, PROFIT_NAMES, PROFITABILITY_RANGE_NAMES,
|
||||
SPENDABLE_TYPE_NAMES, TERM_NAMES, UNDER_AGE_NAMES, UNDER_AMOUNT_NAMES,
|
||||
};
|
||||
use brk_types::{Index, pools};
|
||||
use serde::Serialize;
|
||||
@@ -59,6 +59,7 @@ impl CohortConstants {
|
||||
("TERM_NAMES", to_value(&TERM_NAMES)),
|
||||
("EPOCH_NAMES", to_value(&EPOCH_NAMES)),
|
||||
("CLASS_NAMES", to_value(&CLASS_NAMES)),
|
||||
("ENTRY_NAMES", to_value(&ENTRY_NAMES)),
|
||||
("SPENDABLE_TYPE_NAMES", to_value(&SPENDABLE_TYPE_NAMES)),
|
||||
("AGE_RANGE_NAMES", to_value(&AGE_RANGE_NAMES)),
|
||||
("UNDER_AGE_NAMES", to_value(&UNDER_AGE_NAMES)),
|
||||
|
||||
@@ -51,7 +51,7 @@ fn generate_get_method(output: &mut String, endpoint: &Endpoint) {
|
||||
}
|
||||
writeln!(
|
||||
output,
|
||||
" * @param {{{{ signal?: AbortSignal, onValue?: (value: {}) => void, cache?: boolean }}}} [options]",
|
||||
" * @param {{{{ signal?: AbortSignal, onValue?: (value: {}) => void, cache?: boolean, memCache?: boolean }}}} [options]",
|
||||
return_type
|
||||
)
|
||||
.unwrap();
|
||||
@@ -60,22 +60,22 @@ fn generate_get_method(output: &mut String, endpoint: &Endpoint) {
|
||||
|
||||
let params = build_method_params(endpoint);
|
||||
let params_with_opts = if params.is_empty() {
|
||||
"{ signal, onValue, cache } = {}".to_string()
|
||||
"{ signal, onValue, cache, memCache } = {}".to_string()
|
||||
} else {
|
||||
format!("{}, {{ signal, onValue, cache }} = {{}}", params)
|
||||
format!("{}, {{ signal, onValue, cache, memCache }} = {{}}", params)
|
||||
};
|
||||
writeln!(output, " async {}({}) {{", method_name, params_with_opts).unwrap();
|
||||
|
||||
let path = build_path_template(&endpoint.path, &endpoint.path_params);
|
||||
|
||||
let fetch_call: String = if endpoint.returns_binary() {
|
||||
"this.getBytes(path, { signal, onValue, cache })".to_string()
|
||||
"this.getBytes(path, { signal, onValue, cache, memCache })".to_string()
|
||||
} else if endpoint.returns_json() {
|
||||
"this.getJson(path, { signal, onValue, cache })".to_string()
|
||||
"this.getJson(path, { signal, onValue, cache, memCache })".to_string()
|
||||
} else if endpoint.response_kind.text_is_numeric() {
|
||||
"Number(await this.getText(path, { signal, cache, onValue: onValue ? (v) => onValue(Number(v)) : undefined }))".to_string()
|
||||
"Number(await this.getText(path, { signal, cache, memCache, onValue: onValue ? (v) => onValue(Number(v)) : undefined }))".to_string()
|
||||
} else {
|
||||
"this.getText(path, { signal, onValue, cache })".to_string()
|
||||
"this.getText(path, { signal, onValue, cache, memCache })".to_string()
|
||||
};
|
||||
|
||||
write_path_assignment(output, endpoint, &path);
|
||||
@@ -83,7 +83,7 @@ fn generate_get_method(output: &mut String, endpoint: &Endpoint) {
|
||||
if endpoint.supports_csv {
|
||||
writeln!(
|
||||
output,
|
||||
" if (format === 'csv') return this.getText(path, {{ signal, onValue, cache }});"
|
||||
" if (format === 'csv') return this.getText(path, {{ signal, onValue, cache, memCache }});"
|
||||
)
|
||||
.unwrap();
|
||||
}
|
||||
|
||||
@@ -51,6 +51,12 @@ const _openBrowserCache = (option) => {{
|
||||
return caches.open(name).catch(() => null);
|
||||
}};
|
||||
|
||||
/**
|
||||
* @param {{string}} url
|
||||
* @returns {{URL}}
|
||||
*/
|
||||
const _parseBaseUrl = (url) => new URL(url, typeof location === 'undefined' ? undefined : location.href);
|
||||
|
||||
/**
|
||||
* Custom error class for BRK client errors
|
||||
*/
|
||||
@@ -237,8 +243,8 @@ function _wrapSeriesData(raw) {{
|
||||
* @property {{(n: number) => RangeBuilder<T>}} first - Get first n items
|
||||
* @property {{(n: number) => RangeBuilder<T>}} last - Get last n items
|
||||
* @property {{(n: number) => SkippedBuilder<T>}} skip - Skip first n items, chain with take()
|
||||
* @property {{(onValue?: (value: SeriesData<T>) => void) => Promise<SeriesData<T>>}} fetch - Fetch all data
|
||||
* @property {{() => Promise<string>}} fetchCsv - Fetch all data as CSV
|
||||
* @property {{(arg?: SeriesFetchArg<T>, options?: ClientFetchOptions<SeriesData<T>>) => Promise<SeriesData<T>>}} fetch - Fetch all data
|
||||
* @property {{(options?: ClientFetchOptions<string>) => Promise<string>}} fetchCsv - Fetch all data as CSV
|
||||
* @property {{() => Promise<number>}} len - Get total number of data points
|
||||
* @property {{() => Promise<Version>}} version - Get the current version of the series
|
||||
* @property {{Thenable<T>}} then - Thenable (await endpoint)
|
||||
@@ -253,8 +259,8 @@ function _wrapSeriesData(raw) {{
|
||||
* @property {{(n: number) => DateRangeBuilder<T>}} first - Get first n items
|
||||
* @property {{(n: number) => DateRangeBuilder<T>}} last - Get last n items
|
||||
* @property {{(n: number) => DateSkippedBuilder<T>}} skip - Skip first n items, chain with take()
|
||||
* @property {{(onValue?: (value: DateSeriesData<T>) => void) => Promise<DateSeriesData<T>>}} fetch - Fetch all data
|
||||
* @property {{() => Promise<string>}} fetchCsv - Fetch all data as CSV
|
||||
* @property {{(arg?: DateSeriesFetchArg<T>, options?: ClientFetchOptions<DateSeriesData<T>>) => Promise<DateSeriesData<T>>}} fetch - Fetch all data
|
||||
* @property {{(options?: ClientFetchOptions<string>) => Promise<string>}} fetchCsv - Fetch all data as CSV
|
||||
* @property {{() => Promise<number>}} len - Get total number of data points
|
||||
* @property {{() => Promise<Version>}} version - Get the current version of the series
|
||||
* @property {{DateThenable<T>}} then - Thenable (await endpoint)
|
||||
@@ -263,41 +269,53 @@ function _wrapSeriesData(raw) {{
|
||||
|
||||
/** @typedef {{SeriesEndpoint<any>}} AnySeriesEndpoint */
|
||||
|
||||
/**
|
||||
* @template T
|
||||
* @typedef {{Object}} ClientFetchOptions
|
||||
* @property {{AbortSignal}} [signal] - Abort this request
|
||||
* @property {{boolean}} [cache] - Use HTTP/browser/client caches. Set false for a no-store network fetch.
|
||||
* @property {{boolean}} [memCache] - Use the parsed in-memory response cache. Set false for large one-shot reads.
|
||||
* @property {{(value: T) => void}} [onValue] - Receive stale/fresh values as they arrive
|
||||
*/
|
||||
|
||||
/** @template T @typedef {{ClientFetchOptions<SeriesData<T>> | ((value: SeriesData<T>) => void)}} SeriesFetchArg */
|
||||
/** @template T @typedef {{ClientFetchOptions<DateSeriesData<T>> | ((value: DateSeriesData<T>) => void)}} DateSeriesFetchArg */
|
||||
|
||||
/** @template T @typedef {{Object}} SingleItemBuilder
|
||||
* @property {{(onValue?: (value: SeriesData<T>) => void) => Promise<SeriesData<T>>}} fetch - Fetch the item
|
||||
* @property {{() => Promise<string>}} fetchCsv - Fetch as CSV
|
||||
* @property {{(arg?: SeriesFetchArg<T>, options?: ClientFetchOptions<SeriesData<T>>) => Promise<SeriesData<T>>}} fetch - Fetch the item
|
||||
* @property {{(options?: ClientFetchOptions<string>) => Promise<string>}} fetchCsv - Fetch as CSV
|
||||
* @property {{Thenable<T>}} then - Thenable
|
||||
*/
|
||||
|
||||
/** @template T @typedef {{Object}} DateSingleItemBuilder
|
||||
* @property {{(onValue?: (value: DateSeriesData<T>) => void) => Promise<DateSeriesData<T>>}} fetch - Fetch the item
|
||||
* @property {{() => Promise<string>}} fetchCsv - Fetch as CSV
|
||||
* @property {{(arg?: DateSeriesFetchArg<T>, options?: ClientFetchOptions<DateSeriesData<T>>) => Promise<DateSeriesData<T>>}} fetch - Fetch the item
|
||||
* @property {{(options?: ClientFetchOptions<string>) => Promise<string>}} fetchCsv - Fetch as CSV
|
||||
* @property {{DateThenable<T>}} then - Thenable
|
||||
*/
|
||||
|
||||
/** @template T @typedef {{Object}} SkippedBuilder
|
||||
* @property {{(n: number) => RangeBuilder<T>}} take - Take n items after skipped position
|
||||
* @property {{(onValue?: (value: SeriesData<T>) => void) => Promise<SeriesData<T>>}} fetch - Fetch from skipped position to end
|
||||
* @property {{() => Promise<string>}} fetchCsv - Fetch as CSV
|
||||
* @property {{(arg?: SeriesFetchArg<T>, options?: ClientFetchOptions<SeriesData<T>>) => Promise<SeriesData<T>>}} fetch - Fetch from skipped position to end
|
||||
* @property {{(options?: ClientFetchOptions<string>) => Promise<string>}} fetchCsv - Fetch as CSV
|
||||
* @property {{Thenable<T>}} then - Thenable
|
||||
*/
|
||||
|
||||
/** @template T @typedef {{Object}} DateSkippedBuilder
|
||||
* @property {{(n: number) => DateRangeBuilder<T>}} take - Take n items after skipped position
|
||||
* @property {{(onValue?: (value: DateSeriesData<T>) => void) => Promise<DateSeriesData<T>>}} fetch - Fetch from skipped position to end
|
||||
* @property {{() => Promise<string>}} fetchCsv - Fetch as CSV
|
||||
* @property {{(arg?: DateSeriesFetchArg<T>, options?: ClientFetchOptions<DateSeriesData<T>>) => Promise<DateSeriesData<T>>}} fetch - Fetch from skipped position to end
|
||||
* @property {{(options?: ClientFetchOptions<string>) => Promise<string>}} fetchCsv - Fetch as CSV
|
||||
* @property {{DateThenable<T>}} then - Thenable
|
||||
*/
|
||||
|
||||
/** @template T @typedef {{Object}} RangeBuilder
|
||||
* @property {{(onValue?: (value: SeriesData<T>) => void) => Promise<SeriesData<T>>}} fetch - Fetch the range
|
||||
* @property {{() => Promise<string>}} fetchCsv - Fetch as CSV
|
||||
* @property {{(arg?: SeriesFetchArg<T>, options?: ClientFetchOptions<SeriesData<T>>) => Promise<SeriesData<T>>}} fetch - Fetch the range
|
||||
* @property {{(options?: ClientFetchOptions<string>) => Promise<string>}} fetchCsv - Fetch as CSV
|
||||
* @property {{Thenable<T>}} then - Thenable
|
||||
*/
|
||||
|
||||
/** @template T @typedef {{Object}} DateRangeBuilder
|
||||
* @property {{(onValue?: (value: DateSeriesData<T>) => void) => Promise<DateSeriesData<T>>}} fetch - Fetch the range
|
||||
* @property {{() => Promise<string>}} fetchCsv - Fetch as CSV
|
||||
* @property {{(arg?: DateSeriesFetchArg<T>, options?: ClientFetchOptions<DateSeriesData<T>>) => Promise<DateSeriesData<T>>}} fetch - Fetch the range
|
||||
* @property {{(options?: ClientFetchOptions<string>) => Promise<string>}} fetchCsv - Fetch as CSV
|
||||
* @property {{DateThenable<T>}} then - Thenable
|
||||
*/
|
||||
|
||||
@@ -344,8 +362,8 @@ function _endpoint(client, name, index) {{
|
||||
* @returns {{DateRangeBuilder<T>}}
|
||||
*/
|
||||
const rangeBuilder = (start, end) => ({{
|
||||
fetch(onValue) {{ return client._fetchSeriesData(buildPath(start, end), onValue); }},
|
||||
fetchCsv() {{ return client.getText(buildPath(start, end, 'csv')); }},
|
||||
fetch(arg, options) {{ return client._fetchSeriesData(buildPath(start, end), arg, options); }},
|
||||
fetchCsv(options) {{ return client.getText(buildPath(start, end, 'csv'), options); }},
|
||||
then(resolve, reject) {{ return this.fetch().then(resolve, reject); }},
|
||||
}});
|
||||
|
||||
@@ -354,8 +372,8 @@ function _endpoint(client, name, index) {{
|
||||
* @returns {{DateSingleItemBuilder<T>}}
|
||||
*/
|
||||
const singleItemBuilder = (idx) => ({{
|
||||
fetch(onValue) {{ return client._fetchSeriesData(buildPath(idx, idx + 1), onValue); }},
|
||||
fetchCsv() {{ return client.getText(buildPath(idx, idx + 1, 'csv')); }},
|
||||
fetch(arg, options) {{ return client._fetchSeriesData(buildPath(idx, idx + 1), arg, options); }},
|
||||
fetchCsv(options) {{ return client.getText(buildPath(idx, idx + 1, 'csv'), options); }},
|
||||
then(resolve, reject) {{ return this.fetch().then(resolve, reject); }},
|
||||
}});
|
||||
|
||||
@@ -365,8 +383,8 @@ function _endpoint(client, name, index) {{
|
||||
*/
|
||||
const skippedBuilder = (start) => ({{
|
||||
take(n) {{ return rangeBuilder(start, start + n); }},
|
||||
fetch(onValue) {{ return client._fetchSeriesData(buildPath(start, undefined), onValue); }},
|
||||
fetchCsv() {{ return client.getText(buildPath(start, undefined, 'csv')); }},
|
||||
fetch(arg, options) {{ return client._fetchSeriesData(buildPath(start, undefined), arg, options); }},
|
||||
fetchCsv(options) {{ return client.getText(buildPath(start, undefined, 'csv'), options); }},
|
||||
then(resolve, reject) {{ return this.fetch().then(resolve, reject); }},
|
||||
}});
|
||||
|
||||
@@ -381,8 +399,8 @@ function _endpoint(client, name, index) {{
|
||||
first(n) {{ return rangeBuilder(undefined, n); }},
|
||||
last(n) {{ return n === 0 ? rangeBuilder(undefined, 0) : rangeBuilder(-n, undefined); }},
|
||||
skip(n) {{ return skippedBuilder(n); }},
|
||||
fetch(onValue) {{ return client._fetchSeriesData(buildPath(), onValue); }},
|
||||
fetchCsv() {{ return client.getText(buildPath(undefined, undefined, 'csv')); }},
|
||||
fetch(arg, options) {{ return client._fetchSeriesData(buildPath(), arg, options); }},
|
||||
fetchCsv(options) {{ return client.getText(buildPath(undefined, undefined, 'csv'), options); }},
|
||||
len() {{ return client.getSeriesLen(name, index); }},
|
||||
version() {{ return client.getSeriesVersion(name, index); }},
|
||||
then(resolve, reject) {{ return this.fetch().then(resolve, reject); }},
|
||||
@@ -403,6 +421,9 @@ class BrkClientBase {{
|
||||
const isString = typeof options === 'string';
|
||||
const rawUrl = isString ? options : options.baseUrl;
|
||||
this.baseUrl = rawUrl.endsWith('/') ? rawUrl.slice(0, -1) : rawUrl;
|
||||
const url = _parseBaseUrl(this.baseUrl);
|
||||
this.url = url.href.endsWith('/') ? url.href.slice(0, -1) : url.href;
|
||||
this.domain = url.hostname;
|
||||
this.timeout = isString ? 5000 : (options.timeout ?? 5000);
|
||||
/** @type {{Promise<Cache | null>}} */
|
||||
this._browserCachePromise = _openBrowserCache(isString ? undefined : options.browserCache);
|
||||
@@ -478,10 +499,10 @@ class BrkClientBase {{
|
||||
* @template T
|
||||
* @param {{string}} path
|
||||
* @param {{(res: Response) => Promise<T>}} parse - Response body reader
|
||||
* @param {{{{ onValue?: (value: T) => void, signal?: AbortSignal, cache?: boolean }}}} [options]
|
||||
* @param {{ClientFetchOptions<T>}} [options]
|
||||
* @returns {{Promise<T>}}
|
||||
*/
|
||||
async _getCached(path, parse, {{ onValue, signal, cache = true }} = {{}}) {{
|
||||
async _getCached(path, parse, {{ onValue, signal, cache = true, memCache = true }} = {{}}) {{
|
||||
if (!cache) {{
|
||||
const res = await this.get(path, {{ signal, cache }});
|
||||
const value = await parse(res);
|
||||
@@ -490,8 +511,9 @@ class BrkClientBase {{
|
||||
}}
|
||||
|
||||
const url = `${{this.baseUrl}}${{path}}`;
|
||||
const useMemCache = memCache !== false;
|
||||
/** @type {{_MemEntry<T> | undefined}} */
|
||||
const memHit = this._memGet(url);
|
||||
const memHit = useMemCache ? this._memGet(url) : undefined;
|
||||
const browserCache = this._browserCache;
|
||||
|
||||
// L1 fast path: deliver from memCache, revalidate via network.
|
||||
@@ -504,7 +526,7 @@ class BrkClientBase {{
|
||||
if (netEtag && netEtag === memHit.etag) return memHit.value;
|
||||
const cloned = browserCache ? res.clone() : null;
|
||||
const value = await parse(res);
|
||||
this._memSet(url, netEtag, value);
|
||||
if (useMemCache) this._memSet(url, netEtag, value);
|
||||
if (onValue) onValue(value);
|
||||
if (cloned && browserCache) {{
|
||||
const cacheStore = browserCache;
|
||||
@@ -523,7 +545,7 @@ class BrkClientBase {{
|
||||
if (!res || networkSettled) return null;
|
||||
const value = await parse(res);
|
||||
if (networkSettled) return value;
|
||||
this._memSet(url, res.headers.get('ETag'), value);
|
||||
if (useMemCache) this._memSet(url, res.headers.get('ETag'), value);
|
||||
onValue(value);
|
||||
return value;
|
||||
}}).catch(() => null)
|
||||
@@ -534,11 +556,11 @@ class BrkClientBase {{
|
||||
networkSettled = true;
|
||||
const netEtag = res.headers.get('ETag');
|
||||
// Stale won and populated memCache with matching ETag → reuse, skip parse + second onValue.
|
||||
const populated = /** @type {{_MemEntry<T> | undefined}} */ (this._memGet(url));
|
||||
const populated = useMemCache ? /** @type {{_MemEntry<T> | undefined}} */ (this._memGet(url)) : undefined;
|
||||
if (populated && netEtag && netEtag === populated.etag) return populated.value;
|
||||
const cloned = browserCache ? res.clone() : null;
|
||||
const value = await parse(res);
|
||||
this._memSet(url, netEtag, value);
|
||||
if (useMemCache) this._memSet(url, netEtag, value);
|
||||
if (onValue) onValue(value);
|
||||
if (cloned && browserCache) {{
|
||||
const cacheStore = browserCache;
|
||||
@@ -556,7 +578,7 @@ class BrkClientBase {{
|
||||
* Make a GET request expecting a JSON response. Cached and supports `onValue`.
|
||||
* @template T
|
||||
* @param {{string}} path
|
||||
* @param {{{{ onValue?: (value: T) => void, signal?: AbortSignal, cache?: boolean }}}} [options]
|
||||
* @param {{ClientFetchOptions<T>}} [options]
|
||||
* @returns {{Promise<T>}}
|
||||
*/
|
||||
getJson(path, options) {{
|
||||
@@ -567,7 +589,7 @@ class BrkClientBase {{
|
||||
* Make a GET request expecting a text response (text/plain, text/csv, ...).
|
||||
* Cached and supports `onValue`, same as `getJson`.
|
||||
* @param {{string}} path
|
||||
* @param {{{{ onValue?: (value: string) => void, signal?: AbortSignal, cache?: boolean }}}} [options]
|
||||
* @param {{ClientFetchOptions<string>}} [options]
|
||||
* @returns {{Promise<string>}}
|
||||
*/
|
||||
getText(path, options) {{
|
||||
@@ -578,7 +600,7 @@ class BrkClientBase {{
|
||||
* Make a GET request expecting binary data (application/octet-stream).
|
||||
* Cached and supports `onValue`, same as `getJson`.
|
||||
* @param {{string}} path
|
||||
* @param {{{{ onValue?: (value: Uint8Array) => void, signal?: AbortSignal, cache?: boolean }}}} [options]
|
||||
* @param {{ClientFetchOptions<Uint8Array>}} [options]
|
||||
* @returns {{Promise<Uint8Array>}}
|
||||
*/
|
||||
getBytes(path, options) {{
|
||||
@@ -650,12 +672,17 @@ class BrkClientBase {{
|
||||
* Fetch series data and wrap with helper methods (internal)
|
||||
* @template T
|
||||
* @param {{string}} path
|
||||
* @param {{(value: DateSeriesData<T>) => void}} [onValue]
|
||||
* @param {{DateSeriesFetchArg<T>}} [arg]
|
||||
* @param {{ClientFetchOptions<DateSeriesData<T>>}} [options]
|
||||
* @returns {{Promise<DateSeriesData<T>>}}
|
||||
*/
|
||||
async _fetchSeriesData(path, onValue) {{
|
||||
async _fetchSeriesData(path, arg, options) {{
|
||||
const requestOptions = typeof arg === 'function'
|
||||
? {{ ...(options ?? {{}}), onValue: arg }}
|
||||
: {{ ...(arg ?? {{}}), ...(options ?? {{}}) }};
|
||||
const onValue = requestOptions.onValue;
|
||||
const wrappedOnValue = onValue ? (/** @type {{SeriesData<T>}} */ raw) => onValue(_wrapSeriesData(raw)) : undefined;
|
||||
const raw = await this.getJson(path, {{ onValue: wrappedOnValue }});
|
||||
const raw = await this.getJson(path, {{ ...requestOptions, onValue: wrappedOnValue }});
|
||||
return _wrapSeriesData(raw);
|
||||
}}
|
||||
}}
|
||||
@@ -679,6 +706,160 @@ const _p = (prefix, acc) => acc ? `${{prefix}}_${{acc}}` : prefix;
|
||||
"#
|
||||
)
|
||||
.unwrap();
|
||||
output.push_str(r##"
|
||||
const _MASK_64 = 0xffffffffffffffffn;
|
||||
const _RAPIDHASH_SECRETS = /** @type {const} */ ([
|
||||
0x2d358dccaa6c78a5n,
|
||||
0x8bb84b93962eacc9n,
|
||||
0x4b33a62ed433d4a3n,
|
||||
0x4d5a2da51de1aa47n,
|
||||
0xa0761d6478bd642fn,
|
||||
0xe7037ed1a0b428dbn,
|
||||
0x90ed1765281c388cn,
|
||||
]);
|
||||
const _RAPIDHASH_SEED = _rapidHashSeed(0n);
|
||||
|
||||
/** @param {bigint} value */
|
||||
function _u64(value) {
|
||||
return value & _MASK_64;
|
||||
}
|
||||
|
||||
/** @param {bigint} left @param {bigint} right */
|
||||
function _rapidMix(left, right) {
|
||||
const result = _u64(left) * _u64(right);
|
||||
return _u64(result) ^ _u64(result >> 64n);
|
||||
}
|
||||
|
||||
/** @param {bigint} left @param {bigint} right @returns {[bigint, bigint]} */
|
||||
function _rapidMum(left, right) {
|
||||
const result = _u64(left) * _u64(right);
|
||||
return [_u64(result), _u64(result >> 64n)];
|
||||
}
|
||||
|
||||
/** @param {bigint} seed */
|
||||
function _rapidHashSeed(seed) {
|
||||
return _u64(seed ^ _rapidMix(seed ^ _RAPIDHASH_SECRETS[2], _RAPIDHASH_SECRETS[1]));
|
||||
}
|
||||
|
||||
/** @param {Uint8Array} bytes @param {number} offset */
|
||||
function _readU32(bytes, offset) {
|
||||
return (
|
||||
BigInt(bytes[offset]) |
|
||||
(BigInt(bytes[offset + 1]) << 8n) |
|
||||
(BigInt(bytes[offset + 2]) << 16n) |
|
||||
(BigInt(bytes[offset + 3]) << 24n)
|
||||
);
|
||||
}
|
||||
|
||||
/** @param {Uint8Array} bytes @param {number} offset */
|
||||
function _readU64(bytes, offset) {
|
||||
return _readU32(bytes, offset) | (_readU32(bytes, offset + 4) << 32n);
|
||||
}
|
||||
|
||||
/** @param {Uint8Array | ArrayBuffer | ArrayBufferView | number[]} payload */
|
||||
function _asUint8Array(payload) {
|
||||
if (payload instanceof Uint8Array) return payload;
|
||||
if (payload instanceof ArrayBuffer) return new Uint8Array(payload);
|
||||
if (ArrayBuffer.isView(payload)) return new Uint8Array(payload.buffer, payload.byteOffset, payload.byteLength);
|
||||
if (Array.isArray(payload)) return new Uint8Array(payload);
|
||||
throw new Error("Expected address payload bytes");
|
||||
}
|
||||
|
||||
/** @param {Uint8Array | ArrayBuffer | ArrayBufferView | number[]} payload */
|
||||
function _rapidHashV3(payload) {
|
||||
const bytes = _asUint8Array(payload);
|
||||
const length = bytes.length;
|
||||
if (length === 0) throw new Error("Expected a non-empty address payload");
|
||||
if (length > 65) throw new Error("Expected at most 65 address payload bytes");
|
||||
|
||||
let seed = _RAPIDHASH_SEED;
|
||||
let a = 0n;
|
||||
let b = 0n;
|
||||
let remainder;
|
||||
|
||||
if (length <= 16) {
|
||||
if (length >= 4) {
|
||||
seed ^= BigInt(length);
|
||||
if (length >= 8) {
|
||||
a ^= _readU64(bytes, 0);
|
||||
b ^= _readU64(bytes, length - 8);
|
||||
} else {
|
||||
a ^= _readU32(bytes, 0);
|
||||
b ^= _readU32(bytes, length - 4);
|
||||
}
|
||||
} else if (length > 0) {
|
||||
a ^= (BigInt(bytes[0]) << 45n) | BigInt(bytes[length - 1]);
|
||||
b ^= BigInt(bytes[length >> 1]);
|
||||
}
|
||||
remainder = BigInt(length);
|
||||
} else {
|
||||
seed = _rapidMix(_readU64(bytes, 0) ^ _RAPIDHASH_SECRETS[2], _readU64(bytes, 8) ^ seed);
|
||||
if (length > 32) {
|
||||
seed = _rapidMix(_readU64(bytes, 16) ^ _RAPIDHASH_SECRETS[2], _readU64(bytes, 24) ^ seed);
|
||||
if (length > 48) {
|
||||
seed = _rapidMix(_readU64(bytes, 32) ^ _RAPIDHASH_SECRETS[1], _readU64(bytes, 40) ^ seed);
|
||||
if (length > 64) {
|
||||
seed = _rapidMix(_readU64(bytes, 48) ^ _RAPIDHASH_SECRETS[1], _readU64(bytes, 56) ^ seed);
|
||||
}
|
||||
}
|
||||
}
|
||||
remainder = BigInt(length);
|
||||
a ^= _readU64(bytes, length - 16) ^ remainder;
|
||||
b ^= _readU64(bytes, length - 8);
|
||||
}
|
||||
|
||||
a ^= _RAPIDHASH_SECRETS[1];
|
||||
b ^= seed;
|
||||
[a, b] = _rapidMum(a, b);
|
||||
return _rapidMix(a ^ 0xaaaaaaaaaaaaaaaan, b ^ _RAPIDHASH_SECRETS[1] ^ remainder);
|
||||
}
|
||||
|
||||
/** @param {number} nibbles */
|
||||
function _validateHashPrefixNibbles(nibbles) {
|
||||
if (!Number.isInteger(nibbles) || nibbles < 1 || nibbles > 16) {
|
||||
throw new Error("Expected hash-prefix length from 1 to 16 hex nibbles");
|
||||
}
|
||||
}
|
||||
|
||||
/** @param {OutputType} addrType @returns {number[]} */
|
||||
function _addressPayloadLengths(addrType) {
|
||||
switch (addrType) {
|
||||
case "p2a": return [2];
|
||||
case "p2pk": return [33, 65];
|
||||
case "p2pkh":
|
||||
case "p2sh":
|
||||
case "v0_p2wpkh": return [20];
|
||||
case "v0_p2wsh":
|
||||
case "v1_p2tr": return [32];
|
||||
default:
|
||||
throw new Error(`Unsupported address type for address payload hash-prefix: ${addrType}`);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* @param {OutputType} addrType
|
||||
* @param {Uint8Array | ArrayBuffer | ArrayBufferView | number[]} payload
|
||||
*/
|
||||
function _validateAddressPayloadForType(addrType, payload) {
|
||||
const length = _asUint8Array(payload).length;
|
||||
const expected = _addressPayloadLengths(addrType);
|
||||
if (!expected.includes(length)) {
|
||||
throw new Error(`Expected ${addrType} address payload length ${expected.join(" or ")} bytes`);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Compute the RapidHash v3 hash-prefix used by `/api/address/hash-prefix/{addr_type}/{prefix}`.
|
||||
* @param {Uint8Array | ArrayBuffer | ArrayBufferView | number[]} payload - Raw address payload bytes
|
||||
* @param {number} nibbles - Prefix length from 1 to 16 hex nibbles
|
||||
* @returns {string}
|
||||
*/
|
||||
function addressPayloadHashPrefix(payload, nibbles) {
|
||||
_validateHashPrefixNibbles(nibbles);
|
||||
return _rapidHashV3(payload).toString(16).padStart(16, "0").slice(0, nibbles);
|
||||
}
|
||||
|
||||
"##);
|
||||
}
|
||||
|
||||
/// Generate static constants for the BrkClient class.
|
||||
|
||||
@@ -111,6 +111,32 @@ pub fn generate_main_client(
|
||||
writeln!(output, " this.series = this._buildTree();").unwrap();
|
||||
writeln!(output, " }}\n").unwrap();
|
||||
|
||||
output.push_str(r##" /**
|
||||
* Compute the RapidHash v3 hash-prefix for raw address payload bytes.
|
||||
* @param {Uint8Array | ArrayBuffer | ArrayBufferView | number[]} payload
|
||||
* @param {number} nibbles
|
||||
* @returns {string}
|
||||
*/
|
||||
static addressPayloadHashPrefix(payload, nibbles) {
|
||||
return addressPayloadHashPrefix(payload, nibbles);
|
||||
}
|
||||
|
||||
/**
|
||||
* Fetch address hash-prefix matches from raw address payload bytes.
|
||||
* @param {OutputType} addrType
|
||||
* @param {Uint8Array | ArrayBuffer | ArrayBufferView | number[]} payload - Raw payload bytes matching addrType length
|
||||
* @param {number} nibbles
|
||||
* @param {{ signal?: AbortSignal, onValue?: (value: AddrHashPrefixMatches) => void, cache?: boolean, memCache?: boolean }} [options]
|
||||
* @returns {Promise<AddrHashPrefixMatches>}
|
||||
*/
|
||||
getAddressPayloadHashPrefixMatches(addrType, payload, nibbles, options = {}) {
|
||||
_validateAddressPayloadForType(addrType, payload);
|
||||
const prefix = addressPayloadHashPrefix(payload, nibbles);
|
||||
return this.getAddressHashPrefixMatches(addrType, prefix, options);
|
||||
}
|
||||
|
||||
"##);
|
||||
|
||||
writeln!(output, " /**").unwrap();
|
||||
writeln!(output, " * @private").unwrap();
|
||||
writeln!(output, " * @returns {{SeriesTree}}").unwrap();
|
||||
@@ -161,7 +187,11 @@ pub fn generate_main_client(
|
||||
|
||||
writeln!(output, "}}\n").unwrap();
|
||||
|
||||
writeln!(output, "export {{ BrkClient, BrkError }};").unwrap();
|
||||
writeln!(
|
||||
output,
|
||||
"export {{ BrkClient, BrkError, addressPayloadHashPrefix }};"
|
||||
)
|
||||
.unwrap();
|
||||
}
|
||||
|
||||
#[allow(clippy::too_many_arguments)]
|
||||
|
||||
@@ -84,6 +84,23 @@ pub fn generate_main_client(output: &mut String, endpoints: &[Endpoint]) {
|
||||
.unwrap();
|
||||
writeln!(output, " return _date_to_index(index, d)").unwrap();
|
||||
writeln!(output).unwrap();
|
||||
|
||||
output.push_str(r#" @staticmethod
|
||||
def address_payload_hash_prefix(payload: Union[bytes, bytearray, memoryview], nibbles: int) -> str:
|
||||
"""Compute the RapidHash v3 hash-prefix for raw address payload bytes."""
|
||||
return address_payload_hash_prefix(payload, nibbles)
|
||||
|
||||
def get_address_payload_hash_prefix_matches(
|
||||
self,
|
||||
addr_type: OutputType,
|
||||
payload: Union[bytes, bytearray, memoryview],
|
||||
nibbles: int,
|
||||
) -> AddrHashPrefixMatches:
|
||||
"""Fetch address hash-prefix matches from raw payload bytes matching addr_type length."""
|
||||
_validate_address_payload_for_type(addr_type, payload)
|
||||
return self.get_address_hash_prefix_matches(addr_type, address_payload_hash_prefix(payload, nibbles))
|
||||
|
||||
"#);
|
||||
// Generate API methods
|
||||
generate_api_methods(output, endpoints);
|
||||
}
|
||||
|
||||
@@ -147,6 +147,125 @@ def _p(prefix: str, acc: str) -> str:
|
||||
"#
|
||||
)
|
||||
.unwrap();
|
||||
output.push_str(r#"
|
||||
_MASK_64 = (1 << 64) - 1
|
||||
_RAPIDHASH_SECRETS = (
|
||||
0x2d358dccaa6c78a5,
|
||||
0x8bb84b93962eacc9,
|
||||
0x4b33a62ed433d4a3,
|
||||
0x4d5a2da51de1aa47,
|
||||
0xa0761d6478bd642f,
|
||||
0xe7037ed1a0b428db,
|
||||
0x90ed1765281c388c,
|
||||
)
|
||||
_RAPIDHASH_SEED = 0
|
||||
|
||||
|
||||
def _u64(value: int) -> int:
|
||||
return value & _MASK_64
|
||||
|
||||
|
||||
def _rapid_mix(left: int, right: int) -> int:
|
||||
result = _u64(left) * _u64(right)
|
||||
return _u64(result) ^ _u64(result >> 64)
|
||||
|
||||
|
||||
def _rapid_mum(left: int, right: int) -> Tuple[int, int]:
|
||||
result = _u64(left) * _u64(right)
|
||||
return _u64(result), _u64(result >> 64)
|
||||
|
||||
|
||||
def _rapid_hash_seed(seed: int) -> int:
|
||||
return _u64(seed ^ _rapid_mix(seed ^ _RAPIDHASH_SECRETS[2], _RAPIDHASH_SECRETS[1]))
|
||||
|
||||
|
||||
_RAPIDHASH_SEED = _rapid_hash_seed(0)
|
||||
|
||||
|
||||
def _read_u32(data: bytes, offset: int) -> int:
|
||||
return int.from_bytes(data[offset:offset + 4], "little")
|
||||
|
||||
|
||||
def _read_u64(data: bytes, offset: int) -> int:
|
||||
return int.from_bytes(data[offset:offset + 8], "little")
|
||||
|
||||
|
||||
def _rapid_hash_v3(payload: Union[bytes, bytearray, memoryview]) -> int:
|
||||
data = bytes(payload)
|
||||
length = len(data)
|
||||
if length == 0:
|
||||
raise ValueError("Expected a non-empty address payload")
|
||||
if length > 65:
|
||||
raise ValueError("Expected at most 65 address payload bytes")
|
||||
|
||||
seed = _RAPIDHASH_SEED
|
||||
a = 0
|
||||
b = 0
|
||||
|
||||
if length <= 16:
|
||||
if length >= 4:
|
||||
seed ^= length
|
||||
if length >= 8:
|
||||
a ^= _read_u64(data, 0)
|
||||
b ^= _read_u64(data, length - 8)
|
||||
else:
|
||||
a ^= _read_u32(data, 0)
|
||||
b ^= _read_u32(data, length - 4)
|
||||
elif length > 0:
|
||||
a ^= (data[0] << 45) | data[length - 1]
|
||||
b ^= data[length >> 1]
|
||||
remainder = length
|
||||
else:
|
||||
if length > 16:
|
||||
seed = _rapid_mix(_read_u64(data, 0) ^ _RAPIDHASH_SECRETS[2], _read_u64(data, 8) ^ seed)
|
||||
if length > 32:
|
||||
seed = _rapid_mix(_read_u64(data, 16) ^ _RAPIDHASH_SECRETS[2], _read_u64(data, 24) ^ seed)
|
||||
if length > 48:
|
||||
seed = _rapid_mix(_read_u64(data, 32) ^ _RAPIDHASH_SECRETS[1], _read_u64(data, 40) ^ seed)
|
||||
if length > 64:
|
||||
seed = _rapid_mix(_read_u64(data, 48) ^ _RAPIDHASH_SECRETS[1], _read_u64(data, 56) ^ seed)
|
||||
remainder = length
|
||||
a ^= _read_u64(data, length - 16) ^ remainder
|
||||
b ^= _read_u64(data, length - 8)
|
||||
|
||||
a ^= _RAPIDHASH_SECRETS[1]
|
||||
b ^= seed
|
||||
a, b = _rapid_mum(a, b)
|
||||
return _rapid_mix(a ^ 0xaaaaaaaaaaaaaaaa, b ^ _RAPIDHASH_SECRETS[1] ^ remainder)
|
||||
|
||||
|
||||
def _validate_hash_prefix_nibbles(nibbles: int) -> None:
|
||||
if isinstance(nibbles, bool) or not isinstance(nibbles, int) or nibbles < 1 or nibbles > 16:
|
||||
raise ValueError("Expected hash-prefix length from 1 to 16 hex nibbles")
|
||||
|
||||
|
||||
def _address_payload_lengths(addr_type: OutputType) -> Tuple[int, ...]:
|
||||
if addr_type == "p2a":
|
||||
return (2,)
|
||||
if addr_type == "p2pk":
|
||||
return (33, 65)
|
||||
if addr_type in ("p2pkh", "p2sh", "v0_p2wpkh"):
|
||||
return (20,)
|
||||
if addr_type in ("v0_p2wsh", "v1_p2tr"):
|
||||
return (32,)
|
||||
raise ValueError(f"Unsupported address type for address payload hash-prefix: {addr_type}")
|
||||
|
||||
|
||||
def _validate_address_payload_for_type(addr_type: OutputType, payload: Union[bytes, bytearray, memoryview]) -> None:
|
||||
length = len(bytes(payload))
|
||||
expected = _address_payload_lengths(addr_type)
|
||||
if length not in expected:
|
||||
joined = " or ".join(str(value) for value in expected)
|
||||
raise ValueError(f"Expected {addr_type} address payload length {joined} bytes")
|
||||
|
||||
|
||||
def address_payload_hash_prefix(payload: Union[bytes, bytearray, memoryview], nibbles: int) -> str:
|
||||
"""Compute the RapidHash v3 hash-prefix used by `/api/address/hash-prefix/{addr_type}/{prefix}`."""
|
||||
_validate_hash_prefix_nibbles(nibbles)
|
||||
return f"{_rapid_hash_v3(payload):016x}"[:nibbles]
|
||||
|
||||
|
||||
"#);
|
||||
}
|
||||
|
||||
/// Generate the SeriesData and SeriesEndpoint classes
|
||||
|
||||
@@ -76,6 +76,36 @@ impl BrkClient {{
|
||||
)
|
||||
.unwrap();
|
||||
|
||||
output.push_str(r#" /// Decode a mainnet Bitcoin address into the BRK address type and raw payload bytes.
|
||||
pub fn decode_address_payload(address: &str) -> Result<AddressPayload> {
|
||||
decode_address_payload(address)
|
||||
}
|
||||
|
||||
/// Compute the RapidHash v3 hash-prefix for raw address payload bytes.
|
||||
pub fn address_payload_hash_prefix(payload: &[u8], nibbles: usize) -> Result<String> {
|
||||
address_payload_hash_prefix(payload, nibbles)
|
||||
}
|
||||
|
||||
/// Decode a mainnet Bitcoin address and compute its hash prefix.
|
||||
pub fn address_hash_prefix(address: &str, nibbles: usize) -> Result<AddressHashPrefix> {
|
||||
address_hash_prefix(address, nibbles)
|
||||
}
|
||||
|
||||
/// Fetch address hash-prefix matches from raw payload bytes matching `addr_type` length.
|
||||
pub fn get_address_payload_hash_prefix_matches(&self, addr_type: OutputType, payload: &[u8], nibbles: usize) -> Result<AddrHashPrefixMatches> {
|
||||
validate_address_payload_for_type(addr_type, payload)?;
|
||||
let prefix = address_payload_hash_prefix(payload, nibbles)?;
|
||||
self.get_address_hash_prefix_matches(addr_type, &prefix)
|
||||
}
|
||||
|
||||
/// Fetch address hash-prefix matches for a mainnet Bitcoin address.
|
||||
pub fn get_address_hash_prefix_matches_for_address(&self, address: &str, nibbles: usize) -> Result<AddrHashPrefixMatches> {
|
||||
let hashed = address_hash_prefix(address, nibbles)?;
|
||||
self.get_address_hash_prefix_matches(hashed.addr_type, &hashed.prefix)
|
||||
}
|
||||
|
||||
"#);
|
||||
|
||||
generate_api_methods(output, endpoints);
|
||||
|
||||
writeln!(output, "}}").unwrap();
|
||||
@@ -118,6 +148,23 @@ fn generate_get_method(output: &mut String, endpoint: &Endpoint) {
|
||||
"get_text"
|
||||
};
|
||||
|
||||
if endpoint.path == "/api/address/hash-prefix/{addr_type}/{prefix}" {
|
||||
writeln!(
|
||||
output,
|
||||
" let addr_type = address_payload_type_path(addr_type)?;"
|
||||
)
|
||||
.unwrap();
|
||||
writeln!(
|
||||
output,
|
||||
" self.base.{}(&format!(\"{}\"{}))",
|
||||
fetch_method, path, index_arg
|
||||
)
|
||||
.unwrap();
|
||||
writeln!(output, " }}").unwrap();
|
||||
writeln!(output).unwrap();
|
||||
return;
|
||||
}
|
||||
|
||||
if endpoint.query_params.is_empty() {
|
||||
writeln!(
|
||||
output,
|
||||
|
||||
@@ -11,7 +11,8 @@ use crate::{
|
||||
pub fn generate_imports(output: &mut String) {
|
||||
writeln!(
|
||||
output,
|
||||
r#"use std::sync::Arc;
|
||||
r#"use std::str::FromStr;
|
||||
use std::sync::Arc;
|
||||
use std::ops::{{Bound, RangeBounds}};
|
||||
use serde::de::DeserializeOwned;
|
||||
pub use brk_cohort::*;
|
||||
@@ -43,6 +44,97 @@ impl std::error::Error for BrkError {{}}
|
||||
/// Result type for BRK client operations.
|
||||
pub type Result<T> = std::result::Result<T, BrkError>;
|
||||
|
||||
/// BRK address type and raw payload bytes used by the hash-prefix index.
|
||||
#[derive(Debug, Clone, PartialEq, Eq)]
|
||||
pub struct AddressPayload {{
|
||||
pub addr_type: OutputType,
|
||||
pub payload: Vec<u8>,
|
||||
}}
|
||||
|
||||
/// BRK address type and leading hex nibbles of the address-payload hash.
|
||||
#[derive(Debug, Clone, PartialEq, Eq)]
|
||||
pub struct AddressHashPrefix {{
|
||||
pub addr_type: OutputType,
|
||||
pub prefix: String,
|
||||
}}
|
||||
|
||||
/// Compute the RapidHash v3 hash-prefix used by `/api/address/hash-prefix/{{addr_type}}/{{prefix}}`.
|
||||
pub fn address_payload_hash_prefix(payload: &[u8], nibbles: usize) -> Result<String> {{
|
||||
if payload.is_empty() {{
|
||||
return Err(BrkError {{ message: "Expected a non-empty address payload".to_string() }});
|
||||
}}
|
||||
if payload.len() > 65 {{
|
||||
return Err(BrkError {{ message: "Expected at most 65 address payload bytes".to_string() }});
|
||||
}}
|
||||
if !(1..=16).contains(&nibbles) {{
|
||||
return Err(BrkError {{ message: "Expected hash-prefix length from 1 to 16 hex nibbles".to_string() }});
|
||||
}}
|
||||
Ok(format!("{{:016x}}", rapidhash::v3::rapidhash_v3(payload))[..nibbles].to_string())
|
||||
}}
|
||||
|
||||
fn validate_address_payload_for_type(addr_type: OutputType, payload: &[u8]) -> Result<()> {{
|
||||
let expected: &[usize] = match addr_type {{
|
||||
OutputType::P2A => &[2],
|
||||
OutputType::P2PK33 => &[33],
|
||||
OutputType::P2PK65 => &[65],
|
||||
OutputType::P2PKH | OutputType::P2SH | OutputType::P2WPKH => &[20],
|
||||
OutputType::P2WSH | OutputType::P2TR => &[32],
|
||||
OutputType::P2MS | OutputType::OpReturn | OutputType::Empty | OutputType::Unknown => {{
|
||||
return Err(BrkError {{ message: format!("Unsupported address type for address payload hash-prefix: {{addr_type:?}}") }});
|
||||
}},
|
||||
}};
|
||||
let addr_type = address_payload_type_path(addr_type)?;
|
||||
|
||||
if !expected.contains(&payload.len()) {{
|
||||
let joined = expected
|
||||
.iter()
|
||||
.map(ToString::to_string)
|
||||
.collect::<Vec<_>>()
|
||||
.join(" or ");
|
||||
return Err(BrkError {{ message: format!("Expected {{addr_type}} address payload length {{joined}} bytes") }});
|
||||
}}
|
||||
|
||||
Ok(())
|
||||
}}
|
||||
|
||||
fn address_payload_type_path(addr_type: OutputType) -> Result<&'static str> {{
|
||||
match addr_type {{
|
||||
OutputType::P2A => Ok("p2a"),
|
||||
OutputType::P2PK33 | OutputType::P2PK65 => Ok("p2pk"),
|
||||
OutputType::P2PKH => Ok("p2pkh"),
|
||||
OutputType::P2SH => Ok("p2sh"),
|
||||
OutputType::P2WPKH => Ok("v0_p2wpkh"),
|
||||
OutputType::P2WSH => Ok("v0_p2wsh"),
|
||||
OutputType::P2TR => Ok("v1_p2tr"),
|
||||
OutputType::P2MS | OutputType::OpReturn | OutputType::Empty | OutputType::Unknown => {{
|
||||
Err(BrkError {{ message: format!("Unsupported address type for address payload hash-prefix: {{addr_type:?}}") }})
|
||||
}},
|
||||
}}
|
||||
}}
|
||||
|
||||
/// Decode a mainnet Bitcoin address into the BRK address type and raw payload bytes.
|
||||
pub fn decode_address_payload(address: &str) -> Result<AddressPayload> {{
|
||||
if address.is_empty() {{
|
||||
return Err(BrkError {{ message: "Expected an address string".to_string() }});
|
||||
}}
|
||||
let addr_bytes = AddrBytes::from_str(address).map_err(|e| BrkError {{ message: e.to_string() }})?;
|
||||
let addr_type = OutputType::from(&addr_bytes);
|
||||
|
||||
Ok(AddressPayload {{
|
||||
addr_type,
|
||||
payload: addr_bytes.as_slice().to_vec(),
|
||||
}})
|
||||
}}
|
||||
|
||||
/// Decode a mainnet Bitcoin address and compute its hash prefix.
|
||||
pub fn address_hash_prefix(address: &str, nibbles: usize) -> Result<AddressHashPrefix> {{
|
||||
let decoded = decode_address_payload(address)?;
|
||||
Ok(AddressHashPrefix {{
|
||||
addr_type: decoded.addr_type,
|
||||
prefix: address_payload_hash_prefix(&decoded.payload, nibbles)?,
|
||||
}})
|
||||
}}
|
||||
|
||||
/// Options for configuring the BRK client.
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct BrkClientOptions {{
|
||||
|
||||
@@ -107,7 +107,7 @@ pub trait LanguageSyntax {
|
||||
/// - `"pct99"` (static) → `'pct99'` (JS) / `"pct99".to_string()` (Rust)
|
||||
/// - `""` (empty) → `disc` (pass parent's disc through)
|
||||
/// - `"p1sd{disc}"` (suffix) → `_m('p1sd', disc)` (composed)
|
||||
/// - `"ratio_{disc}_bps"` (embedded) → `` `ratio_${disc}_bps` `` (template literal)
|
||||
/// - `"ratio_{disc}_ppm"` (embedded) → `` `ratio_${disc}_ppm` `` (template literal)
|
||||
fn disc_arg_expr(&self, template: &str) -> String;
|
||||
|
||||
/// Format a templated mode expression: substitute `{disc}` at runtime.
|
||||
@@ -117,6 +117,6 @@ pub trait LanguageSyntax {
|
||||
///
|
||||
/// # Arguments
|
||||
/// * `acc_var` - The accumulator variable (e.g., "acc")
|
||||
/// * `template` - Template like `"ratio_{disc}_bps"` or `"{disc}"`
|
||||
/// * `template` - Template like `"ratio_{disc}_ppm"` or `"{disc}"`
|
||||
fn template_expr(&self, acc_var: &str, template: &str) -> String;
|
||||
}
|
||||
|
||||
@@ -26,7 +26,7 @@ pub enum PatternMode {
|
||||
/// Fields construct series names using a template with a discriminator placeholder.
|
||||
/// Factory takes two params: `acc` (base) and `disc` (discriminator).
|
||||
/// Formula: `_m(acc, template.replace("{disc}", disc))`
|
||||
/// Example: template `"ratio_{disc}_bps"` with disc `"pct99"` → `_m(acc, "ratio_pct99_bps")`
|
||||
/// Example: template `"ratio_{disc}_ppm"` with disc `"pct99"` → `_m(acc, "ratio_pct99_ppm")`
|
||||
Templated {
|
||||
/// Maps field name to its template string containing `{disc}` placeholder
|
||||
templates: BTreeMap<String, String>,
|
||||
|
||||
@@ -128,7 +128,7 @@ impl StructuralPattern {
|
||||
}
|
||||
|
||||
/// Extract the discriminator value by matching a template against a concrete string.
|
||||
/// E.g., template `"ratio_{disc}_bps"` matched against `"ratio_pct99_bps"` yields `"pct99"`.
|
||||
/// E.g., template `"ratio_{disc}_ppm"` matched against `"ratio_pct99_ppm"` yields `"pct99"`.
|
||||
fn extract_disc(template: &str, value: &str) -> Option<String> {
|
||||
let (prefix, suffix) = template.split_once("{disc}")?;
|
||||
if value.starts_with(prefix) && value.ends_with(suffix) {
|
||||
|
||||
@@ -25,7 +25,7 @@ owo-colors = { workspace = true }
|
||||
tracing = { workspace = true }
|
||||
serde = { workspace = true }
|
||||
tokio = { workspace = true }
|
||||
toml = "1.1.2"
|
||||
toml = "1.1.3"
|
||||
vecdb = { workspace = true }
|
||||
|
||||
[[bin]]
|
||||
|
||||
@@ -13,6 +13,7 @@ exclude = ["examples/"]
|
||||
[dependencies]
|
||||
brk_cohort = { workspace = true }
|
||||
brk_types = { workspace = true }
|
||||
rapidhash = { workspace = true }
|
||||
ureq = { workspace = true }
|
||||
serde = { workspace = true }
|
||||
serde_json = { workspace = true }
|
||||
|
||||
+1806
-730
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,44 @@
|
||||
use brk_client::{
|
||||
BrkClient, OutputType, address_hash_prefix, address_payload_hash_prefix, decode_address_payload,
|
||||
};
|
||||
|
||||
#[test]
|
||||
fn address_payload_hash_prefix_vectors() {
|
||||
let vectors = [
|
||||
(vec![0x4e, 0x73], "58101afa51a1ecfd"),
|
||||
((0_u8..20).collect::<Vec<_>>(), "c3327ecb8ae1ff23"),
|
||||
((0_u8..32).collect::<Vec<_>>(), "c0186990f026b180"),
|
||||
((0_u8..65).collect::<Vec<_>>(), "0d4b77027ae7d700"),
|
||||
];
|
||||
|
||||
for (payload, expected) in vectors.iter() {
|
||||
assert_eq!(address_payload_hash_prefix(payload, 16).unwrap(), *expected);
|
||||
assert_eq!(
|
||||
BrkClient::address_payload_hash_prefix(payload, 8).unwrap(),
|
||||
&expected[..8]
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn address_payload_hash_prefix_validation() {
|
||||
assert!(address_payload_hash_prefix(&[], 16).is_err());
|
||||
assert!(address_payload_hash_prefix(&[0; 66], 16).is_err());
|
||||
assert!(address_payload_hash_prefix(&[1, 2], 0).is_err());
|
||||
assert!(address_payload_hash_prefix(&[1, 2], 17).is_err());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn address_hash_prefix_uses_brk_address_parser() {
|
||||
let address = "1BoatSLRHtKNngkdXEeobR76b53LETtpyT";
|
||||
let decoded = decode_address_payload(address).unwrap();
|
||||
assert_eq!(decoded.addr_type, OutputType::P2PKH);
|
||||
assert_eq!(decoded.payload.len(), 20);
|
||||
|
||||
let hashed = address_hash_prefix(address, 8).unwrap();
|
||||
assert_eq!(hashed.addr_type, OutputType::P2PKH);
|
||||
assert_eq!(
|
||||
hashed.prefix,
|
||||
address_payload_hash_prefix(&decoded.payload, 8).unwrap()
|
||||
);
|
||||
}
|
||||
@@ -0,0 +1,104 @@
|
||||
use brk_traversable::Traversable;
|
||||
use rayon::iter::{IntoParallelIterator, ParallelIterator};
|
||||
use serde::Serialize;
|
||||
|
||||
use super::{CohortName, Filter};
|
||||
|
||||
#[derive(Debug, Clone, Copy, PartialEq, Eq)]
|
||||
pub enum EntryPrice {
|
||||
Discount,
|
||||
Premium,
|
||||
}
|
||||
|
||||
impl EntryPrice {
|
||||
#[inline]
|
||||
pub const fn from_is_discount(is_discount: bool) -> Self {
|
||||
if is_discount {
|
||||
Self::Discount
|
||||
} else {
|
||||
Self::Premium
|
||||
}
|
||||
}
|
||||
|
||||
#[inline]
|
||||
pub const fn is_discount(self) -> bool {
|
||||
matches!(self, Self::Discount)
|
||||
}
|
||||
}
|
||||
|
||||
pub const ENTRY_FILTERS: ByEntry<Filter> = ByEntry {
|
||||
discount: Filter::Entry(EntryPrice::Discount),
|
||||
premium: Filter::Entry(EntryPrice::Premium),
|
||||
};
|
||||
|
||||
pub const ENTRY_NAMES: ByEntry<CohortName> = ByEntry {
|
||||
discount: CohortName::new("veteran", "Veteran", "Veteran Coins"),
|
||||
premium: CohortName::new("rookie", "Rookie", "Rookie Coins"),
|
||||
};
|
||||
|
||||
#[derive(Default, Clone, Traversable, Serialize)]
|
||||
pub struct ByEntry<T> {
|
||||
pub discount: T,
|
||||
pub premium: T,
|
||||
}
|
||||
|
||||
impl ByEntry<CohortName> {
|
||||
pub const fn names() -> &'static Self {
|
||||
&ENTRY_NAMES
|
||||
}
|
||||
}
|
||||
|
||||
impl<T> ByEntry<T> {
|
||||
pub fn new<F>(mut create: F) -> Self
|
||||
where
|
||||
F: FnMut(Filter, &'static str) -> T,
|
||||
{
|
||||
let f = ENTRY_FILTERS;
|
||||
let n = ENTRY_NAMES;
|
||||
Self {
|
||||
discount: create(f.discount, n.discount.id),
|
||||
premium: create(f.premium, n.premium.id),
|
||||
}
|
||||
}
|
||||
|
||||
pub fn try_new<F, E>(mut create: F) -> Result<Self, E>
|
||||
where
|
||||
F: FnMut(Filter, &'static str) -> Result<T, E>,
|
||||
{
|
||||
let f = ENTRY_FILTERS;
|
||||
let n = ENTRY_NAMES;
|
||||
Ok(Self {
|
||||
discount: create(f.discount, n.discount.id)?,
|
||||
premium: create(f.premium, n.premium.id)?,
|
||||
})
|
||||
}
|
||||
|
||||
pub fn get(&self, entry: EntryPrice) -> &T {
|
||||
match entry {
|
||||
EntryPrice::Discount => &self.discount,
|
||||
EntryPrice::Premium => &self.premium,
|
||||
}
|
||||
}
|
||||
|
||||
pub fn get_mut(&mut self, entry: EntryPrice) -> &mut T {
|
||||
match entry {
|
||||
EntryPrice::Discount => &mut self.discount,
|
||||
EntryPrice::Premium => &mut self.premium,
|
||||
}
|
||||
}
|
||||
|
||||
pub fn iter(&self) -> impl Iterator<Item = &T> {
|
||||
[&self.discount, &self.premium].into_iter()
|
||||
}
|
||||
|
||||
pub fn iter_mut(&mut self) -> impl Iterator<Item = &mut T> {
|
||||
[&mut self.discount, &mut self.premium].into_iter()
|
||||
}
|
||||
|
||||
pub fn par_iter_mut(&mut self) -> impl ParallelIterator<Item = &mut T>
|
||||
where
|
||||
T: Send + Sync,
|
||||
{
|
||||
[&mut self.discount, &mut self.premium].into_par_iter()
|
||||
}
|
||||
}
|
||||
@@ -24,7 +24,7 @@ impl CohortContext {
|
||||
/// Build full name for a filter, adding prefix only for Time/Amount filters.
|
||||
///
|
||||
/// Prefix rules:
|
||||
/// - No prefix: `All`, `Term`, `Epoch`, `Class`, `Type`
|
||||
/// - No prefix: `All`, `Term`, `Epoch`, `Class`, `Entry`, `Type`
|
||||
/// - Context prefix: `Time`, `Amount`
|
||||
pub fn full_name(&self, filter: &Filter, name: &str) -> String {
|
||||
match filter {
|
||||
@@ -32,6 +32,7 @@ impl CohortContext {
|
||||
| Filter::Term(_)
|
||||
| Filter::Epoch(_)
|
||||
| Filter::Class(_)
|
||||
| Filter::Entry(_)
|
||||
| Filter::Type(_) => name.to_string(),
|
||||
Filter::Time(_) | Filter::Amount(_) => self.prefixed(name),
|
||||
}
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
use brk_types::{Halving, OutputType, Sats, Year};
|
||||
|
||||
use super::{AmountFilter, CohortContext, Term, TimeFilter};
|
||||
use super::{AmountFilter, CohortContext, EntryPrice, Term, TimeFilter};
|
||||
|
||||
#[derive(Debug, Clone, PartialEq, Eq)]
|
||||
pub enum Filter {
|
||||
@@ -10,6 +10,7 @@ pub enum Filter {
|
||||
Amount(AmountFilter),
|
||||
Epoch(Halving),
|
||||
Class(Year),
|
||||
Entry(EntryPrice),
|
||||
Type(OutputType),
|
||||
}
|
||||
|
||||
@@ -68,7 +69,8 @@ impl Filter {
|
||||
}
|
||||
|
||||
/// Whether to compute extended metrics (realized cap ratios, profit/loss ratios, percentiles)
|
||||
/// For UTXO context: true only for age range cohorts (Range) and aggregate cohorts (All, Term)
|
||||
/// For UTXO context: true for age range cohorts (Range), aggregate cohorts (All, Term),
|
||||
/// and immutable entry valuation cohorts.
|
||||
/// For address context: always false
|
||||
pub fn is_extended(&self, context: CohortContext) -> bool {
|
||||
match context {
|
||||
@@ -76,7 +78,10 @@ impl Filter {
|
||||
CohortContext::Utxo => {
|
||||
matches!(
|
||||
self,
|
||||
Filter::All | Filter::Term(_) | Filter::Time(TimeFilter::Range(_))
|
||||
Filter::All
|
||||
| Filter::Term(_)
|
||||
| Filter::Time(TimeFilter::Range(_))
|
||||
| Filter::Entry(_)
|
||||
)
|
||||
}
|
||||
}
|
||||
|
||||
@@ -7,6 +7,7 @@ mod amount_range;
|
||||
mod by_addr_type;
|
||||
mod by_any_addr;
|
||||
mod by_epoch;
|
||||
mod by_entry;
|
||||
mod by_term;
|
||||
mod by_type;
|
||||
mod class;
|
||||
@@ -36,6 +37,7 @@ pub use amount_range::*;
|
||||
pub use by_addr_type::*;
|
||||
pub use by_any_addr::*;
|
||||
pub use by_epoch::*;
|
||||
pub use by_entry::*;
|
||||
pub use by_term::*;
|
||||
pub use by_type::*;
|
||||
pub use class::*;
|
||||
|
||||
@@ -2,8 +2,8 @@ use brk_traversable::Traversable;
|
||||
use rayon::prelude::*;
|
||||
|
||||
use crate::{
|
||||
AgeRange, AmountRange, ByEpoch, ByTerm, Class, Filter, OverAge, OverAmount, SpendableType,
|
||||
UnderAge, UnderAmount,
|
||||
AgeRange, AmountRange, ByEntry, ByEpoch, ByTerm, Class, Filter, OverAge, OverAmount,
|
||||
SpendableType, UnderAge, UnderAmount,
|
||||
};
|
||||
|
||||
#[derive(Default, Clone, Traversable)]
|
||||
@@ -12,6 +12,7 @@ pub struct UTXOGroups<T> {
|
||||
pub age_range: AgeRange<T>,
|
||||
pub epoch: ByEpoch<T>,
|
||||
pub class: Class<T>,
|
||||
pub entry: ByEntry<T>,
|
||||
pub over_age: OverAge<T>,
|
||||
pub over_amount: OverAmount<T>,
|
||||
pub amount_range: AmountRange<T>,
|
||||
@@ -31,6 +32,7 @@ impl<T> UTXOGroups<T> {
|
||||
age_range: AgeRange::new(&mut create),
|
||||
epoch: ByEpoch::new(&mut create),
|
||||
class: Class::new(&mut create),
|
||||
entry: ByEntry::new(&mut create),
|
||||
over_age: OverAge::new(&mut create),
|
||||
over_amount: OverAmount::new(&mut create),
|
||||
amount_range: AmountRange::new(&mut create),
|
||||
@@ -51,6 +53,7 @@ impl<T> UTXOGroups<T> {
|
||||
.chain(self.age_range.iter())
|
||||
.chain(self.epoch.iter())
|
||||
.chain(self.class.iter())
|
||||
.chain(self.entry.iter())
|
||||
.chain(self.amount_range.iter())
|
||||
.chain(self.under_amount.iter())
|
||||
.chain(self.type_.iter())
|
||||
@@ -66,6 +69,7 @@ impl<T> UTXOGroups<T> {
|
||||
.chain(self.age_range.iter_mut())
|
||||
.chain(self.epoch.iter_mut())
|
||||
.chain(self.class.iter_mut())
|
||||
.chain(self.entry.iter_mut())
|
||||
.chain(self.amount_range.iter_mut())
|
||||
.chain(self.under_amount.iter_mut())
|
||||
.chain(self.type_.iter_mut())
|
||||
@@ -84,6 +88,7 @@ impl<T> UTXOGroups<T> {
|
||||
.chain(self.age_range.par_iter_mut())
|
||||
.chain(self.epoch.par_iter_mut())
|
||||
.chain(self.class.par_iter_mut())
|
||||
.chain(self.entry.par_iter_mut())
|
||||
.chain(self.amount_range.par_iter_mut())
|
||||
.chain(self.under_amount.par_iter_mut())
|
||||
.chain(self.type_.par_iter_mut())
|
||||
@@ -94,6 +99,7 @@ impl<T> UTXOGroups<T> {
|
||||
.iter()
|
||||
.chain(self.epoch.iter())
|
||||
.chain(self.class.iter())
|
||||
.chain(self.entry.iter())
|
||||
.chain(self.amount_range.iter())
|
||||
.chain(self.type_.iter())
|
||||
}
|
||||
@@ -103,6 +109,7 @@ impl<T> UTXOGroups<T> {
|
||||
.iter_mut()
|
||||
.chain(self.epoch.iter_mut())
|
||||
.chain(self.class.iter_mut())
|
||||
.chain(self.entry.iter_mut())
|
||||
.chain(self.amount_range.iter_mut())
|
||||
.chain(self.type_.iter_mut())
|
||||
}
|
||||
@@ -115,6 +122,7 @@ impl<T> UTXOGroups<T> {
|
||||
.par_iter_mut()
|
||||
.chain(self.epoch.par_iter_mut())
|
||||
.chain(self.class.par_iter_mut())
|
||||
.chain(self.entry.par_iter_mut())
|
||||
.chain(self.amount_range.par_iter_mut())
|
||||
.chain(self.type_.par_iter_mut())
|
||||
}
|
||||
|
||||
@@ -14,7 +14,7 @@ impl Vecs {
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
let starting_height = indexer.safe_lengths().height;
|
||||
self.adjustment.bps.height.compute_ratio_change(
|
||||
self.adjustment.raw.height.compute_ratio_change(
|
||||
starting_height,
|
||||
&indexer.vecs.blocks.difficulty,
|
||||
2016,
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPointsSigned32, Epoch, StoredF32, StoredF64, StoredU32};
|
||||
use brk_types::{Epoch, PartsPerMillionSigned32, StoredF32, StoredF64, StoredU32};
|
||||
use vecdb::{Rw, StorageMode};
|
||||
|
||||
use crate::internal::{LazyPerBlock, PerBlock, PercentPerBlock, Resolutions};
|
||||
@@ -7,7 +7,7 @@ use crate::internal::{LazyPerBlock, PerBlock, PercentPerBlock, Resolutions};
|
||||
pub struct Vecs<M: StorageMode = Rw> {
|
||||
pub value: Resolutions<StoredF64>,
|
||||
pub hashrate: LazyPerBlock<StoredF64>,
|
||||
pub adjustment: PercentPerBlock<BasisPointsSigned32, M>,
|
||||
pub adjustment: PercentPerBlock<PartsPerMillionSigned32, M>,
|
||||
pub epoch: PerBlock<Epoch, M>,
|
||||
pub blocks_to_retarget: PerBlock<StoredU32, M>,
|
||||
pub days_to_retarget: LazyPerBlock<StoredF32, StoredU32>,
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Indexer;
|
||||
use brk_types::BasisPoints16;
|
||||
use brk_types::PartsPerMillion32;
|
||||
use vecdb::Exit;
|
||||
|
||||
use super::Vecs;
|
||||
@@ -8,10 +8,10 @@ use super::Vecs;
|
||||
impl Vecs {
|
||||
pub(crate) fn compute(&mut self, indexer: &Indexer, exit: &Exit) -> Result<()> {
|
||||
let starting_height = indexer.safe_lengths().height;
|
||||
self.fullness.bps.compute_transform(
|
||||
self.fullness.raw.compute_transform(
|
||||
starting_height,
|
||||
&indexer.vecs.blocks.weight,
|
||||
|(h, weight, ..)| (h, BasisPoints16::from(weight.fullness())),
|
||||
|(h, weight, ..)| (h, PartsPerMillion32::from(weight.fullness())),
|
||||
exit,
|
||||
)?;
|
||||
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints16, StoredU64, Weight};
|
||||
use brk_types::{PartsPerMillion32, StoredU64, Weight};
|
||||
use vecdb::{Rw, StorageMode};
|
||||
|
||||
use crate::internal::{LazyPerBlockRolling, PercentVec};
|
||||
@@ -7,5 +7,5 @@ use crate::internal::{LazyPerBlockRolling, PercentVec};
|
||||
#[derive(Traversable)]
|
||||
pub struct Vecs<M: StorageMode = Rw> {
|
||||
pub weight: LazyPerBlockRolling<Weight, StoredU64>,
|
||||
pub fullness: PercentVec<BasisPoints16, M>,
|
||||
pub fullness: PercentVec<PartsPerMillion32, M>,
|
||||
}
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Indexer;
|
||||
use brk_types::BasisPointsSigned32;
|
||||
use brk_types::PartsPerMillionSigned64;
|
||||
use vecdb::Exit;
|
||||
|
||||
use super::super::activity;
|
||||
@@ -17,14 +17,14 @@ impl Vecs {
|
||||
) -> Result<()> {
|
||||
let starting_height = indexer.safe_lengths().height;
|
||||
|
||||
self.inflation_rate.bps.height.compute_transform2(
|
||||
self.inflation_rate.raw.height.compute_transform2(
|
||||
starting_height,
|
||||
&activity.ratio.height,
|
||||
&supply.inflation_rate.bps.height,
|
||||
&supply.inflation_rate.raw.height,
|
||||
|(h, a2vr, inflation, ..)| {
|
||||
(
|
||||
h,
|
||||
BasisPointsSigned32::from(f64::from(a2vr) * f64::from(inflation)),
|
||||
PartsPerMillionSigned64::from(f64::from(a2vr) * f64::from(inflation)),
|
||||
)
|
||||
},
|
||||
exit,
|
||||
|
||||
@@ -18,7 +18,7 @@ impl Vecs {
|
||||
inflation_rate: PercentPerBlock::forced_import(
|
||||
db,
|
||||
"cointime_adj_inflation_rate",
|
||||
version + Version::ONE,
|
||||
version + Version::TWO,
|
||||
indexes,
|
||||
)?,
|
||||
tx_velocity_native: PerBlock::forced_import(
|
||||
|
||||
@@ -1,12 +1,12 @@
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPointsSigned32, StoredF64};
|
||||
use brk_types::{PartsPerMillionSigned64, StoredF64};
|
||||
use vecdb::{Rw, StorageMode};
|
||||
|
||||
use crate::internal::{PerBlock, PercentPerBlock};
|
||||
|
||||
#[derive(Traversable)]
|
||||
pub struct Vecs<M: StorageMode = Rw> {
|
||||
pub inflation_rate: PercentPerBlock<BasisPointsSigned32, M>,
|
||||
pub inflation_rate: PercentPerBlock<PartsPerMillionSigned64, M>,
|
||||
pub tx_velocity_native: PerBlock<StoredF64, M>,
|
||||
pub tx_velocity_fiat: PerBlock<StoredF64, M>,
|
||||
}
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints32, Cents};
|
||||
use brk_types::{Cents, PartsPerMillion32};
|
||||
use vecdb::{Rw, StorageMode};
|
||||
|
||||
use crate::internal::{FiatPerBlock, RatioPerBlock};
|
||||
@@ -11,5 +11,5 @@ pub struct Vecs<M: StorageMode = Rw> {
|
||||
pub vaulted: FiatPerBlock<Cents, M>,
|
||||
pub active: FiatPerBlock<Cents, M>,
|
||||
pub cointime: FiatPerBlock<Cents, M>,
|
||||
pub aviv: RatioPerBlock<BasisPoints32, M>,
|
||||
pub aviv: RatioPerBlock<PartsPerMillion32, M>,
|
||||
}
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPointsSigned32, StoredI64, StoredU64, Version};
|
||||
use brk_types::{PartsPerMillionSigned64, StoredI64, StoredU64, Version};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
|
||||
use crate::{
|
||||
@@ -9,7 +9,7 @@ use crate::{
|
||||
|
||||
use super::AddrCountsVecs;
|
||||
|
||||
type AddrDelta = LazyRollingDeltasFromHeight<StoredU64, StoredI64, BasisPointsSigned32>;
|
||||
type AddrDelta = LazyRollingDeltasFromHeight<StoredU64, StoredI64, PartsPerMillionSigned64>;
|
||||
|
||||
#[derive(Clone, Deref, DerefMut, Traversable)]
|
||||
pub struct DeltaVecs(#[traversable(flatten)] pub WithAddrTypes<AddrDelta>);
|
||||
@@ -21,7 +21,7 @@ impl DeltaVecs {
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
indexes: &indexes::Vecs,
|
||||
) -> Self {
|
||||
let version = version + Version::TWO;
|
||||
let version = version + Version::new(3);
|
||||
|
||||
let all = LazyRollingDeltasFromHeight::new(
|
||||
"addr_count",
|
||||
|
||||
@@ -2,7 +2,7 @@ use brk_cohort::ByAddrType;
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Lengths;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints16, OutputType, StoredF32, StoredU32, StoredU64, Version};
|
||||
use brk_types::{OutputType, PartsPerMillion32, StoredF32, StoredU32, StoredU64, Version};
|
||||
use rayon::prelude::*;
|
||||
use vecdb::{AnyStoredVec, AnyVec, Database, Exit, Rw, StorageMode, WritableVec};
|
||||
|
||||
@@ -67,11 +67,11 @@ use super::state::AddrTypeToAddrEventCount;
|
||||
pub struct AddrEventsVecs<M: StorageMode = Rw> {
|
||||
pub output_to_reused_addr_count:
|
||||
WithAddrTypes<PerBlockCumulativeRolling<StoredU64, StoredU64, M>>,
|
||||
pub output_to_reused_addr_share: WithAddrTypes<PercentCumulativeRolling<BasisPoints16, M>>,
|
||||
pub spendable_output_to_reused_addr_share: PercentCumulativeRolling<BasisPoints16, M>,
|
||||
pub output_to_reused_addr_share: WithAddrTypes<PercentCumulativeRolling<PartsPerMillion32, M>>,
|
||||
pub spendable_output_to_reused_addr_share: PercentCumulativeRolling<PartsPerMillion32, M>,
|
||||
pub input_from_reused_addr_count:
|
||||
WithAddrTypes<PerBlockCumulativeRolling<StoredU64, StoredU64, M>>,
|
||||
pub input_from_reused_addr_share: WithAddrTypes<PercentCumulativeRolling<BasisPoints16, M>>,
|
||||
pub input_from_reused_addr_share: WithAddrTypes<PercentCumulativeRolling<PartsPerMillion32, M>>,
|
||||
pub active_reused_addr_count: PerBlockRollingAverage<StoredU32, StoredU64, M>,
|
||||
pub active_reused_addr_share: PerBlockRollingAverage<StoredF32, StoredF32, M>,
|
||||
}
|
||||
@@ -94,7 +94,7 @@ impl AddrEventsVecs {
|
||||
)
|
||||
};
|
||||
let import_percent =
|
||||
|name: &str| -> Result<WithAddrTypes<PercentCumulativeRolling<BasisPoints16>>> {
|
||||
|name: &str| -> Result<WithAddrTypes<PercentCumulativeRolling<PartsPerMillion32>>> {
|
||||
Ok(WithAddrTypes {
|
||||
all: PercentCumulativeRolling::forced_import(db, name, version, indexes)?,
|
||||
by_addr_type: ByAddrType::new_with_name(|type_name| {
|
||||
|
||||
@@ -1,13 +1,13 @@
|
||||
use brk_cohort::ByAddrType;
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints16, Height, Sats, Version};
|
||||
use brk_types::{Height, PartsPerMillion32, Sats, Version};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use vecdb::{Database, Exit, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{PercentPerBlock, RatioSatsBp16, WithAddrTypes},
|
||||
internal::{PercentPerBlock, RatioSats, WithAddrTypes},
|
||||
};
|
||||
|
||||
use super::vecs::AddrSupplyVecs;
|
||||
@@ -18,7 +18,7 @@ use super::vecs::AddrSupplyVecs;
|
||||
/// - Per-type: type's category supply / type's total supply
|
||||
#[derive(Deref, DerefMut, Traversable)]
|
||||
pub struct AddrSupplyShareVecs<M: StorageMode = Rw>(
|
||||
#[traversable(flatten)] pub WithAddrTypes<PercentPerBlock<BasisPoints16, M>>,
|
||||
#[traversable(flatten)] pub WithAddrTypes<PercentPerBlock<PartsPerMillion32, M>>,
|
||||
);
|
||||
|
||||
impl AddrSupplyShareVecs {
|
||||
@@ -29,7 +29,7 @@ impl AddrSupplyShareVecs {
|
||||
indexes: &indexes::Vecs,
|
||||
) -> Result<Self> {
|
||||
Ok(Self(
|
||||
WithAddrTypes::<PercentPerBlock<BasisPoints16>>::forced_import(
|
||||
WithAddrTypes::<PercentPerBlock<PartsPerMillion32>>::forced_import(
|
||||
db,
|
||||
&format!("{name}_addr_supply_share"),
|
||||
version,
|
||||
@@ -46,7 +46,8 @@ impl AddrSupplyShareVecs {
|
||||
type_supply_sats: &ByAddrType<&impl ReadableVec<Height, Sats>>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.all.compute_binary::<Sats, Sats, RatioSatsBp16>(
|
||||
self.all
|
||||
.compute_binary::<Sats, Sats, RatioSats<PartsPerMillion32>>(
|
||||
max_from,
|
||||
&supply.all.sats.height,
|
||||
all_supply_sats,
|
||||
@@ -57,7 +58,7 @@ impl AddrSupplyShareVecs {
|
||||
.iter_mut()
|
||||
.zip(supply.by_addr_type.iter().zip(type_supply_sats.iter()))
|
||||
{
|
||||
share.compute_binary::<Sats, Sats, RatioSatsBp16>(
|
||||
share.compute_binary::<Sats, Sats, RatioSats<PartsPerMillion32>>(
|
||||
max_from,
|
||||
&cat.sats.height,
|
||||
*denom,
|
||||
|
||||
@@ -4,7 +4,7 @@ use brk_cohort::{CohortContext, Filter, Filtered};
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Lengths;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPointsSigned32, Cents, Height, Sats, StoredI64, StoredU64, Version};
|
||||
use brk_types::{Cents, Height, PartsPerMillionSigned64, Sats, StoredI64, StoredU64, Version};
|
||||
use rayon::prelude::*;
|
||||
use vecdb::{AnyStoredVec, AnyVec, Database, Exit, ReadableVec, Rw, StorageMode, WritableVec};
|
||||
|
||||
@@ -28,7 +28,7 @@ pub struct AddrCohortVecs<M: StorageMode = Rw> {
|
||||
#[traversable(flatten)]
|
||||
pub metrics: MinimalCohortMetrics<M>,
|
||||
|
||||
pub addr_count: PerBlockWithDeltas<StoredU64, StoredI64, BasisPointsSigned32, M>,
|
||||
pub addr_count: PerBlockWithDeltas<StoredU64, StoredI64, PartsPerMillionSigned64, M>,
|
||||
}
|
||||
|
||||
impl AddrCohortVecs {
|
||||
@@ -56,7 +56,7 @@ impl AddrCohortVecs {
|
||||
db,
|
||||
&cfg.name("addr_count"),
|
||||
version,
|
||||
Version::ONE,
|
||||
Version::TWO,
|
||||
indexes,
|
||||
cached_starts,
|
||||
)?;
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
use brk_cohort::{Filter, PROFITABILITY_RANGE_COUNT, compute_profitability_boundaries};
|
||||
use brk_types::{Cents, CentsCompact, Sats};
|
||||
use brk_types::{Cents, CentsCompact, PartsPerMillion32, Sats};
|
||||
|
||||
use crate::{
|
||||
distribution::state::PendingDelta,
|
||||
@@ -30,18 +30,34 @@ const TREE_SIZE: usize = TIER0_COUNT + TIER1_COUNT + OVERFLOW; // 190,001
|
||||
pub(super) struct CostBasisNode {
|
||||
all_sats: i64,
|
||||
sth_sats: i64,
|
||||
discount_sats: i64,
|
||||
all_usd: i128,
|
||||
sth_usd: i128,
|
||||
discount_usd: i128,
|
||||
}
|
||||
|
||||
impl CostBasisNode {
|
||||
#[inline(always)]
|
||||
fn new(sats: i64, usd: i128, is_sth: bool) -> Self {
|
||||
fn new_supply(sats: i64, usd: i128, is_sth: bool) -> Self {
|
||||
Self {
|
||||
all_sats: sats,
|
||||
sth_sats: if is_sth { sats } else { 0 },
|
||||
discount_sats: 0,
|
||||
all_usd: usd,
|
||||
sth_usd: if is_sth { usd } else { 0 },
|
||||
discount_usd: 0,
|
||||
}
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
fn new_discount(sats: i64, usd: i128) -> Self {
|
||||
Self {
|
||||
all_sats: 0,
|
||||
sth_sats: 0,
|
||||
discount_sats: sats,
|
||||
all_usd: 0,
|
||||
sth_usd: 0,
|
||||
discount_usd: usd,
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -51,8 +67,10 @@ impl FenwickNode for CostBasisNode {
|
||||
fn add_assign(&mut self, other: &Self) {
|
||||
self.all_sats += other.all_sats;
|
||||
self.sth_sats += other.sth_sats;
|
||||
self.discount_sats += other.discount_sats;
|
||||
self.all_usd += other.all_usd;
|
||||
self.sth_usd += other.sth_usd;
|
||||
self.discount_usd += other.discount_usd;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -151,16 +169,34 @@ impl CostBasisFenwick {
|
||||
}
|
||||
let bucket = price_to_bucket(price);
|
||||
let delta =
|
||||
CostBasisNode::new(net_sats, price.as_u128() as i128 * net_sats as i128, is_sth);
|
||||
CostBasisNode::new_supply(net_sats, price.as_u128() as i128 * net_sats as i128, is_sth);
|
||||
self.tree.add(bucket, &delta);
|
||||
self.totals.add_assign(&delta);
|
||||
}
|
||||
|
||||
/// Bulk-initialize from BTreeMaps (one per age-range cohort).
|
||||
/// Call after state import when all pending maps have been drained.
|
||||
pub(super) fn bulk_init<'a>(
|
||||
/// Apply a net delta from the discount-entry cohort.
|
||||
///
|
||||
/// Supply totals are maintained from the age-range cohorts; this updates
|
||||
/// only the discount-entry partition so premium can be derived as all - discount.
|
||||
pub(super) fn apply_discount_delta(&mut self, price: CentsCompact, pending: &PendingDelta) {
|
||||
let net_sats = u64::from(pending.inc) as i64 - u64::from(pending.dec) as i64;
|
||||
if net_sats == 0 {
|
||||
return;
|
||||
}
|
||||
let bucket = price_to_bucket(price);
|
||||
let delta =
|
||||
CostBasisNode::new_discount(net_sats, price.as_u128() as i128 * net_sats as i128);
|
||||
self.tree.add(bucket, &delta);
|
||||
self.totals.add_assign(&delta);
|
||||
}
|
||||
|
||||
/// Bulk-initialize from age-range maps plus the discount-entry map.
|
||||
/// Age-range maps maintain all/STH/LTH totals; the discount-entry map
|
||||
/// maintains only the discount partition used to derive premium.
|
||||
pub(super) fn bulk_init_with_discount<'a>(
|
||||
&mut self,
|
||||
maps: impl Iterator<Item = (&'a std::collections::BTreeMap<CentsCompact, Sats>, bool)>,
|
||||
discount_maps: impl Iterator<Item = &'a std::collections::BTreeMap<CentsCompact, Sats>>,
|
||||
) {
|
||||
self.tree.reset();
|
||||
self.totals = CostBasisNode::default();
|
||||
@@ -169,7 +205,18 @@ impl CostBasisFenwick {
|
||||
for (&price, &sats) in map.iter() {
|
||||
let bucket = price_to_bucket(price);
|
||||
let s = u64::from(sats) as i64;
|
||||
let node = CostBasisNode::new(s, price.as_u128() as i128 * s as i128, is_sth);
|
||||
let node =
|
||||
CostBasisNode::new_supply(s, price.as_u128() as i128 * s as i128, is_sth);
|
||||
self.tree.add_raw(bucket, &node);
|
||||
self.totals.add_assign(&node);
|
||||
}
|
||||
}
|
||||
|
||||
for map in discount_maps {
|
||||
for (&price, &sats) in map.iter() {
|
||||
let bucket = price_to_bucket(price);
|
||||
let s = u64::from(sats) as i64;
|
||||
let node = CostBasisNode::new_discount(s, price.as_u128() as i128 * s as i128);
|
||||
self.tree.add_raw(bucket, &node);
|
||||
self.totals.add_assign(&node);
|
||||
}
|
||||
@@ -212,6 +259,26 @@ impl CostBasisFenwick {
|
||||
)
|
||||
}
|
||||
|
||||
/// Compute percentile prices for discount-entry cohort.
|
||||
pub(super) fn percentiles_discount_entry(&self) -> PercentileResult {
|
||||
self.compute_percentiles(
|
||||
self.totals.discount_sats,
|
||||
self.totals.discount_usd,
|
||||
|n| n.discount_sats,
|
||||
|n| n.discount_usd,
|
||||
)
|
||||
}
|
||||
|
||||
/// Compute percentile prices for premium-entry cohort (all - discount).
|
||||
pub(super) fn percentiles_premium_entry(&self) -> PercentileResult {
|
||||
self.compute_percentiles(
|
||||
self.totals.all_sats - self.totals.discount_sats,
|
||||
self.totals.all_usd - self.totals.discount_usd,
|
||||
|n| n.all_sats - n.discount_sats,
|
||||
|n| n.all_usd - n.discount_usd,
|
||||
)
|
||||
}
|
||||
|
||||
fn compute_percentiles(
|
||||
&self,
|
||||
total_sats: i64,
|
||||
@@ -265,12 +332,52 @@ impl CostBasisFenwick {
|
||||
// -----------------------------------------------------------------------
|
||||
|
||||
/// Compute supply density: % of supply with cost basis within ±5% of spot.
|
||||
/// Returns (all_bps, sth_bps, lth_bps) as basis points (0-10000).
|
||||
pub(super) fn density(&self, spot_price: Cents) -> (u16, u16, u16) {
|
||||
pub(super) fn density(
|
||||
&self,
|
||||
spot_price: Cents,
|
||||
) -> (PartsPerMillion32, PartsPerMillion32, PartsPerMillion32) {
|
||||
if self.totals.all_sats <= 0 {
|
||||
return (0, 0, 0);
|
||||
return (
|
||||
PartsPerMillion32::ZERO,
|
||||
PartsPerMillion32::ZERO,
|
||||
PartsPerMillion32::ZERO,
|
||||
);
|
||||
}
|
||||
|
||||
let range = self.density_range(spot_price);
|
||||
let all_range = range.all_sats.max(0);
|
||||
let sth_range = range.sth_sats.max(0);
|
||||
let lth_range = all_range - sth_range;
|
||||
|
||||
let lth_total = self.totals.all_sats - self.totals.sth_sats;
|
||||
(
|
||||
Self::to_ppm(all_range, self.totals.all_sats),
|
||||
Self::to_ppm(sth_range, self.totals.sth_sats),
|
||||
Self::to_ppm(lth_range, lth_total),
|
||||
)
|
||||
}
|
||||
|
||||
/// Compute supply density for entry cohorts: (discount, premium).
|
||||
pub(super) fn entry_density(
|
||||
&self,
|
||||
spot_price: Cents,
|
||||
) -> (PartsPerMillion32, PartsPerMillion32) {
|
||||
if self.totals.all_sats <= 0 {
|
||||
return (PartsPerMillion32::ZERO, PartsPerMillion32::ZERO);
|
||||
}
|
||||
|
||||
let range = self.density_range(spot_price);
|
||||
let discount_range = range.discount_sats.max(0);
|
||||
let premium_range = range.all_sats.max(0) - discount_range;
|
||||
let premium_total = self.totals.all_sats - self.totals.discount_sats;
|
||||
|
||||
(
|
||||
Self::to_ppm(discount_range, self.totals.discount_sats),
|
||||
Self::to_ppm(premium_range, premium_total),
|
||||
)
|
||||
}
|
||||
|
||||
fn density_range(&self, spot_price: Cents) -> CostBasisNode {
|
||||
let spot_f64 = u64::from(spot_price) as f64;
|
||||
let low = Cents::from((spot_f64 * 0.95) as u64);
|
||||
let high = Cents::from((spot_f64 * 1.05) as u64);
|
||||
@@ -285,24 +392,23 @@ impl CostBasisFenwick {
|
||||
CostBasisNode::default()
|
||||
};
|
||||
|
||||
let all_range = (cum_high.all_sats - cum_low.all_sats).max(0);
|
||||
let sth_range = (cum_high.sth_sats - cum_low.sth_sats).max(0);
|
||||
let lth_range = all_range - sth_range;
|
||||
CostBasisNode {
|
||||
all_sats: cum_high.all_sats - cum_low.all_sats,
|
||||
sth_sats: cum_high.sth_sats - cum_low.sth_sats,
|
||||
discount_sats: cum_high.discount_sats - cum_low.discount_sats,
|
||||
all_usd: cum_high.all_usd - cum_low.all_usd,
|
||||
sth_usd: cum_high.sth_usd - cum_low.sth_usd,
|
||||
discount_usd: cum_high.discount_usd - cum_low.discount_usd,
|
||||
}
|
||||
}
|
||||
|
||||
let to_bps = |range: i64, total: i64| -> u16 {
|
||||
if total <= 0 {
|
||||
0
|
||||
} else {
|
||||
(range as f64 / total as f64 * 10000.0).round() as u16
|
||||
}
|
||||
};
|
||||
|
||||
let lth_total = self.totals.all_sats - self.totals.sth_sats;
|
||||
(
|
||||
to_bps(all_range, self.totals.all_sats),
|
||||
to_bps(sth_range, self.totals.sth_sats),
|
||||
to_bps(lth_range, lth_total),
|
||||
)
|
||||
#[inline(always)]
|
||||
fn to_ppm(range: i64, total: i64) -> PartsPerMillion32 {
|
||||
if total <= 0 {
|
||||
PartsPerMillion32::ZERO
|
||||
} else {
|
||||
PartsPerMillion32::from(range as f64 / total as f64)
|
||||
}
|
||||
}
|
||||
|
||||
// -----------------------------------------------------------------------
|
||||
|
||||
@@ -1,8 +1,8 @@
|
||||
use std::path::Path;
|
||||
|
||||
use brk_cohort::{
|
||||
AgeRange, AmountRange, ByEpoch, Class, CohortContext, Filter, Filtered, OverAge, OverAmount,
|
||||
SpendableType, Term, UnderAge, UnderAmount,
|
||||
AgeRange, AmountRange, ByEntry, ByEpoch, Class, CohortContext, Filter, Filtered, OverAge,
|
||||
OverAmount, SpendableType, Term, UnderAge, UnderAmount,
|
||||
};
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Lengths;
|
||||
@@ -45,6 +45,7 @@ pub struct UTXOCohorts<M: StorageMode = Rw> {
|
||||
pub over_age: OverAge<UTXOCohortVecs<CoreCohortMetrics<M>>>,
|
||||
pub epoch: ByEpoch<UTXOCohortVecs<CoreCohortMetrics<M>>>,
|
||||
pub class: Class<UTXOCohortVecs<CoreCohortMetrics<M>>>,
|
||||
pub entry: ByEntry<UTXOCohortVecs<ExtendedCohortMetrics<M>>>,
|
||||
pub over_amount: OverAmount<UTXOCohortVecs<MinimalCohortMetrics<M>>>,
|
||||
pub amount_range: AmountRange<UTXOCohortVecs<MinimalCohortMetrics<M>>>,
|
||||
pub under_amount: UnderAmount<UTXOCohortVecs<MinimalCohortMetrics<M>>>,
|
||||
@@ -67,8 +68,10 @@ pub(crate) struct UTXOCohortsTransientState {
|
||||
}
|
||||
|
||||
impl UTXOCohorts<Rw> {
|
||||
/// ~71 separate cohorts (21 age + 5 epoch + 18 class + 15 amount + 12 type)
|
||||
const SEPARATE_COHORT_CAPACITY: usize = 80;
|
||||
/// Separate cohorts currently total 72:
|
||||
/// 21 age + 5 epoch + 18 class + 2 entry + 15 amount + 11 spendable type.
|
||||
/// Keep small headroom because this is only Vec allocation capacity.
|
||||
const SEPARATE_COHORT_CAPACITY: usize = 82;
|
||||
|
||||
/// Import all UTXO cohorts from database.
|
||||
pub(crate) fn forced_import(
|
||||
@@ -136,6 +139,26 @@ impl UTXOCohorts<Rw> {
|
||||
let epoch = ByEpoch::try_new(&core_separate)?;
|
||||
let class = Class::try_new(&core_separate)?;
|
||||
|
||||
let extended_separate =
|
||||
|f: Filter, name: &'static str| -> Result<UTXOCohortVecs<ExtendedCohortMetrics>> {
|
||||
let full_name = CohortContext::Utxo.full_name(&f, name);
|
||||
let cfg = ImportConfig {
|
||||
db,
|
||||
filter: &f,
|
||||
full_name: &full_name,
|
||||
version: v,
|
||||
indexes,
|
||||
cached_starts,
|
||||
};
|
||||
let state = Some(Box::new(UTXOCohortState::new(states_path, &full_name)));
|
||||
Ok(UTXOCohortVecs::new(
|
||||
state,
|
||||
ExtendedCohortMetrics::forced_import(&cfg)?,
|
||||
))
|
||||
};
|
||||
|
||||
let entry = ByEntry::try_new(&extended_separate)?;
|
||||
|
||||
// Helper for separate cohorts with MinimalCohortMetrics + MinimalRealizedState
|
||||
let minimal_separate =
|
||||
|f: Filter, name: &'static str| -> Result<UTXOCohortVecs<MinimalCohortMetrics>> {
|
||||
@@ -281,6 +304,7 @@ impl UTXOCohorts<Rw> {
|
||||
lth,
|
||||
epoch,
|
||||
class,
|
||||
entry,
|
||||
type_,
|
||||
under_age,
|
||||
over_age,
|
||||
@@ -309,6 +333,7 @@ impl UTXOCohorts<Rw> {
|
||||
sth,
|
||||
caches,
|
||||
age_range,
|
||||
entry,
|
||||
..
|
||||
} = self;
|
||||
caches
|
||||
@@ -327,7 +352,15 @@ impl UTXOCohorts<Rw> {
|
||||
Some((map, caches.fenwick.is_sth_at(i)))
|
||||
})
|
||||
.collect();
|
||||
caches.fenwick.bulk_init(maps.into_iter());
|
||||
let discount_maps = entry
|
||||
.discount
|
||||
.state
|
||||
.as_ref()
|
||||
.map(|state| state.cost_basis_map())
|
||||
.into_iter();
|
||||
caches
|
||||
.fenwick
|
||||
.bulk_init_with_discount(maps.into_iter(), discount_maps);
|
||||
}
|
||||
|
||||
/// Apply pending deltas from all age-range cohorts to the Fenwick tree.
|
||||
@@ -338,7 +371,10 @@ impl UTXOCohorts<Rw> {
|
||||
}
|
||||
// Destructure to get separate borrows on caches and age_range
|
||||
let Self {
|
||||
caches, age_range, ..
|
||||
caches,
|
||||
age_range,
|
||||
entry,
|
||||
..
|
||||
} = self;
|
||||
for (i, sub) in age_range.iter().enumerate() {
|
||||
if let Some(state) = sub.state.as_ref() {
|
||||
@@ -348,6 +384,11 @@ impl UTXOCohorts<Rw> {
|
||||
});
|
||||
}
|
||||
}
|
||||
if let Some(state) = entry.discount.state.as_ref() {
|
||||
state.for_each_cost_basis_pending(|&price, delta| {
|
||||
caches.fenwick.apply_discount_delta(price, delta);
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
/// Push maturation sats to the matured vecs for the given height.
|
||||
@@ -365,6 +406,7 @@ impl UTXOCohorts<Rw> {
|
||||
age_range,
|
||||
epoch,
|
||||
class,
|
||||
entry,
|
||||
amount_range,
|
||||
type_,
|
||||
..
|
||||
@@ -374,6 +416,7 @@ impl UTXOCohorts<Rw> {
|
||||
.map(|x| x as &mut dyn DynCohortVecs)
|
||||
.chain(epoch.par_iter_mut().map(|x| x as &mut dyn DynCohortVecs))
|
||||
.chain(class.par_iter_mut().map(|x| x as &mut dyn DynCohortVecs))
|
||||
.chain(entry.par_iter_mut().map(|x| x as &mut dyn DynCohortVecs))
|
||||
.chain(
|
||||
amount_range
|
||||
.par_iter_mut()
|
||||
@@ -389,6 +432,7 @@ impl UTXOCohorts<Rw> {
|
||||
age_range,
|
||||
epoch,
|
||||
class,
|
||||
entry,
|
||||
amount_range,
|
||||
type_,
|
||||
..
|
||||
@@ -398,6 +442,7 @@ impl UTXOCohorts<Rw> {
|
||||
.map(|x| x as &mut dyn DynCohortVecs)
|
||||
.chain(epoch.iter_mut().map(|x| x as &mut dyn DynCohortVecs))
|
||||
.chain(class.iter_mut().map(|x| x as &mut dyn DynCohortVecs))
|
||||
.chain(entry.iter_mut().map(|x| x as &mut dyn DynCohortVecs))
|
||||
.chain(amount_range.iter_mut().map(|x| x as &mut dyn DynCohortVecs))
|
||||
.chain(type_.iter_mut().map(|x| x as &mut dyn DynCohortVecs))
|
||||
}
|
||||
@@ -409,6 +454,7 @@ impl UTXOCohorts<Rw> {
|
||||
.map(|x| x as &dyn DynCohortVecs)
|
||||
.chain(self.epoch.iter().map(|x| x as &dyn DynCohortVecs))
|
||||
.chain(self.class.iter().map(|x| x as &dyn DynCohortVecs))
|
||||
.chain(self.entry.iter().map(|x| x as &dyn DynCohortVecs))
|
||||
.chain(self.amount_range.iter().map(|x| x as &dyn DynCohortVecs))
|
||||
.chain(self.type_.iter().map(|x| x as &dyn DynCohortVecs))
|
||||
}
|
||||
@@ -516,6 +562,7 @@ impl UTXOCohorts<Rw> {
|
||||
);
|
||||
all.extend(self.epoch.iter_mut().map(|x| x as &mut dyn DynCohortVecs));
|
||||
all.extend(self.class.iter_mut().map(|x| x as &mut dyn DynCohortVecs));
|
||||
all.extend(self.entry.iter_mut().map(|x| x as &mut dyn DynCohortVecs));
|
||||
all.extend(
|
||||
self.amount_range
|
||||
.iter_mut()
|
||||
@@ -604,6 +651,7 @@ impl UTXOCohorts<Rw> {
|
||||
under_amount,
|
||||
epoch,
|
||||
class,
|
||||
entry,
|
||||
type_,
|
||||
..
|
||||
} = self;
|
||||
@@ -676,6 +724,19 @@ impl UTXOCohorts<Rw> {
|
||||
.compute_rest_part2(prices, starting_lengths, ss, au, exit)
|
||||
})
|
||||
}),
|
||||
Box::new(|| {
|
||||
entry.par_iter_mut().try_for_each(|v| {
|
||||
v.metrics.compute_rest_part2(
|
||||
blocks,
|
||||
prices,
|
||||
starting_lengths,
|
||||
height_to_market_cap,
|
||||
ss,
|
||||
au,
|
||||
exit,
|
||||
)
|
||||
})
|
||||
}),
|
||||
Box::new(|| {
|
||||
amount_range.par_iter_mut().try_for_each(|v| {
|
||||
v.metrics
|
||||
@@ -730,6 +791,9 @@ impl UTXOCohorts<Rw> {
|
||||
for v in self.class.iter_mut() {
|
||||
vecs.extend(v.metrics.collect_all_vecs_mut());
|
||||
}
|
||||
for v in self.entry.iter_mut() {
|
||||
vecs.extend(v.metrics.collect_all_vecs_mut());
|
||||
}
|
||||
for v in self.amount_range.iter_mut() {
|
||||
vecs.extend(v.metrics.collect_all_vecs_mut());
|
||||
}
|
||||
@@ -813,7 +877,7 @@ impl UTXOCohorts<Rw> {
|
||||
|
||||
/// Aggregate RealizedFull fields from age_range states and push to all/sth/lth.
|
||||
/// Called during the block loop after separate cohorts' push_state but before reset.
|
||||
pub(crate) fn push_overlapping(&mut self, height_price: Cents) {
|
||||
pub(crate) fn push_overlapping(&mut self, height_price: Cents) -> Cents {
|
||||
let Self {
|
||||
all,
|
||||
sth,
|
||||
@@ -852,7 +916,7 @@ impl UTXOCohorts<Rw> {
|
||||
}
|
||||
}
|
||||
|
||||
all.metrics.realized.push_accum(&all_acc);
|
||||
let all_capitalized_price = all.metrics.realized.push_accum(&all_acc);
|
||||
sth.metrics.realized.push_accum(&sth_acc);
|
||||
lth.metrics.realized.push_accum(<h_acc);
|
||||
|
||||
@@ -880,6 +944,8 @@ impl UTXOCohorts<Rw> {
|
||||
.unrealized
|
||||
.capitalized_cap_in_loss_raw
|
||||
.push(CentsSquaredSats::new(lth_ccap.1));
|
||||
|
||||
all_capitalized_price
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -2,7 +2,7 @@ use std::{cmp::Reverse, collections::BinaryHeap, fs, path::Path};
|
||||
|
||||
use brk_cohort::{AGE_RANGE_NAMES, CohortContext, Filtered, PROFITABILITY_RANGE_COUNT, TERM_NAMES};
|
||||
use brk_error::Result;
|
||||
use brk_types::{BasisPoints16, Cents, CentsCompact, Date, Dollars, Sats, UrpdRaw};
|
||||
use brk_types::{Cents, CentsCompact, Date, Dollars, PartsPerMillion32, Sats, UrpdRaw};
|
||||
use rayon::prelude::*;
|
||||
|
||||
use crate::distribution::metrics::{CostBasis, ProfitabilityMetrics};
|
||||
@@ -50,6 +50,22 @@ impl UTXOCohorts {
|
||||
let lth = self.caches.fenwick.percentiles_lth();
|
||||
push_cost_basis(<h, lth_d, &mut self.lth.metrics.cost_basis);
|
||||
|
||||
let (discount_d, premium_d) = self.caches.fenwick.entry_density(spot_price);
|
||||
|
||||
let discount = self.caches.fenwick.percentiles_discount_entry();
|
||||
push_cost_basis(
|
||||
&discount,
|
||||
discount_d,
|
||||
&mut self.entry.discount.metrics.cost_basis,
|
||||
);
|
||||
|
||||
let premium = self.caches.fenwick.percentiles_premium_entry();
|
||||
push_cost_basis(
|
||||
&premium,
|
||||
premium_d,
|
||||
&mut self.entry.premium.metrics.cost_basis,
|
||||
);
|
||||
|
||||
let prof = self.caches.fenwick.profitability(spot_price);
|
||||
push_profitability(&prof, &mut self.profitability);
|
||||
}
|
||||
@@ -123,10 +139,14 @@ impl UTXOCohorts {
|
||||
|
||||
/// Push percentiles + density to cost basis vecs.
|
||||
#[inline(always)]
|
||||
fn push_cost_basis(percentiles: &PercentileResult, density_bps: u16, cost_basis: &mut CostBasis) {
|
||||
fn push_cost_basis(
|
||||
percentiles: &PercentileResult,
|
||||
density: PartsPerMillion32,
|
||||
cost_basis: &mut CostBasis,
|
||||
) {
|
||||
cost_basis.push_minmax(percentiles.min_price, percentiles.max_price);
|
||||
cost_basis.push_percentiles(&percentiles.sat_prices, &percentiles.usd_prices);
|
||||
cost_basis.push_density(BasisPoints16::from(density_bps));
|
||||
cost_basis.push_density(density);
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
|
||||
@@ -1,3 +1,4 @@
|
||||
use brk_cohort::EntryPrice;
|
||||
use brk_types::{Cents, CostBasisSnapshot, Height, Timestamp};
|
||||
use vecdb::Rw;
|
||||
|
||||
@@ -12,6 +13,7 @@ impl UTXOCohorts<Rw> {
|
||||
/// - The "under_1h" age cohort (all new UTXOs start at 0 hours old)
|
||||
/// - The appropriate epoch cohort based on block height
|
||||
/// - The appropriate class cohort based on block timestamp
|
||||
/// - The immutable entry valuation cohort based on creation price versus anchor
|
||||
/// - The appropriate output type cohort (P2PKH, P2SH, etc.)
|
||||
/// - The appropriate amount range cohort based on value
|
||||
pub(crate) fn receive(
|
||||
@@ -20,13 +22,14 @@ impl UTXOCohorts<Rw> {
|
||||
height: Height,
|
||||
timestamp: Timestamp,
|
||||
price: Cents,
|
||||
entry: EntryPrice,
|
||||
) {
|
||||
let supply_state = received.spendable_supply;
|
||||
|
||||
// Pre-compute snapshot once for the 3 cohorts sharing the same supply_state
|
||||
// Pre-compute snapshot once for cohorts sharing the block-level supply_state
|
||||
let snapshot = CostBasisSnapshot::from_utxo(price, &supply_state);
|
||||
|
||||
// New UTXOs go into under_1h, current epoch, and current class
|
||||
// New UTXOs go into under_1h plus immutable creation cohorts
|
||||
self.age_range
|
||||
.under_1h
|
||||
.state
|
||||
@@ -45,6 +48,12 @@ impl UTXOCohorts<Rw> {
|
||||
.unwrap()
|
||||
.receive_utxo_snapshot(&supply_state, &snapshot);
|
||||
}
|
||||
self.entry
|
||||
.get_mut(entry)
|
||||
.state
|
||||
.as_mut()
|
||||
.unwrap()
|
||||
.receive_utxo_snapshot(&supply_state, &snapshot);
|
||||
|
||||
// Update output type cohorts (skip types with no outputs this block)
|
||||
self.type_.iter_typed_mut().for_each(|(output_type, vecs)| {
|
||||
|
||||
@@ -49,7 +49,7 @@ impl UTXOCohorts<Rw> {
|
||||
// This is the max price between receive and send heights
|
||||
let peak_price = price_range_max.max_between(receive_height, send_height);
|
||||
|
||||
// Pre-compute once for age_range, epoch, year (all share sent.spendable_supply)
|
||||
// Pre-compute once for cohorts sharing the sent supply.
|
||||
if let Some(pre) = SendPrecomputed::new(
|
||||
&sent.spendable_supply,
|
||||
current_price,
|
||||
@@ -75,6 +75,12 @@ impl UTXOCohorts<Rw> {
|
||||
.unwrap()
|
||||
.send_utxo_precomputed(&sent.spendable_supply, &pre);
|
||||
}
|
||||
self.entry
|
||||
.get_mut(block_state.entry)
|
||||
.state
|
||||
.as_mut()
|
||||
.unwrap()
|
||||
.send_utxo_precomputed(&sent.spendable_supply, &pre);
|
||||
} else if sent.spendable_supply.utxo_count > 0 {
|
||||
// Zero-value UTXOs: just subtract supply
|
||||
self.age_range.get_mut(age).state.as_mut().unwrap().supply -=
|
||||
@@ -85,6 +91,12 @@ impl UTXOCohorts<Rw> {
|
||||
if let Some(v) = self.class.mut_vec_from_timestamp(block_state.timestamp) {
|
||||
v.state.as_mut().unwrap().supply -= &sent.spendable_supply;
|
||||
}
|
||||
self.entry
|
||||
.get_mut(block_state.entry)
|
||||
.state
|
||||
.as_mut()
|
||||
.unwrap()
|
||||
.supply -= &sent.spendable_supply;
|
||||
}
|
||||
|
||||
// Update output type cohorts (skip zero-supply entries)
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
use brk_cohort::ByAddrType;
|
||||
use brk_cohort::{ByAddrType, EntryPrice};
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Indexer;
|
||||
use brk_types::{
|
||||
@@ -46,6 +46,7 @@ pub(crate) fn process_blocks(
|
||||
last_height: Height,
|
||||
chain_state: &mut Vec<BlockState>,
|
||||
tx_index_to_height: &mut RangeMap<TxIndex, Height>,
|
||||
mut entry_anchor: Cents,
|
||||
cached_prices: &[Cents],
|
||||
cached_timestamps: &[Timestamp],
|
||||
cached_price_range_max: &PriceRangeMax,
|
||||
@@ -370,9 +371,14 @@ pub(crate) fn process_blocks(
|
||||
.iterate(Sats::FIFTY_BTC, OutputType::P2PK65);
|
||||
}
|
||||
|
||||
let entry = EntryPrice::from_is_discount(
|
||||
entry_anchor == Cents::ZERO || block_price <= entry_anchor,
|
||||
);
|
||||
|
||||
// Push current block state before processing cohort updates
|
||||
chain_state.push(BlockState {
|
||||
supply: transacted.spendable_supply,
|
||||
entry,
|
||||
price: block_price,
|
||||
timestamp,
|
||||
});
|
||||
@@ -411,7 +417,7 @@ pub(crate) fn process_blocks(
|
||||
|| {
|
||||
// UTXO cohorts receive/send
|
||||
vecs.utxo_cohorts
|
||||
.receive(transacted, height, timestamp, block_price);
|
||||
.receive(transacted, height, timestamp, block_price, entry);
|
||||
if let Some(min_h) =
|
||||
vecs.utxo_cohorts
|
||||
.send(height_to_sent, chain_state, ctx.price_range_max)
|
||||
@@ -460,7 +466,7 @@ pub(crate) fn process_blocks(
|
||||
let is_last_of_day = is_last_of_day[offset];
|
||||
let date_opt = is_last_of_day.then(|| Date::from(timestamp));
|
||||
|
||||
push_cohort_states(
|
||||
entry_anchor = push_cohort_states(
|
||||
&mut vecs.utxo_cohorts,
|
||||
&mut vecs.addr_cohorts,
|
||||
height,
|
||||
@@ -527,7 +533,7 @@ fn push_cohort_states(
|
||||
addr_cohorts: &mut AddrCohorts,
|
||||
height: Height,
|
||||
height_price: Cents,
|
||||
) {
|
||||
) -> Cents {
|
||||
// Phase 1: push + unrealized (no reset yet, states still needed for aggregation)
|
||||
rayon::join(
|
||||
|| {
|
||||
@@ -545,7 +551,7 @@ fn push_cohort_states(
|
||||
);
|
||||
|
||||
// Phase 2: aggregate age_range states → push to overlapping cohorts
|
||||
utxo_cohorts.push_overlapping(height_price);
|
||||
let all_capitalized_price = utxo_cohorts.push_overlapping(height_price);
|
||||
|
||||
// Phase 3: reset per-block values
|
||||
utxo_cohorts
|
||||
@@ -554,4 +560,6 @@ fn push_cohort_states(
|
||||
addr_cohorts
|
||||
.iter_separate_mut()
|
||||
.for_each(|v| v.reset_single_iteration_values());
|
||||
|
||||
all_capitalized_price
|
||||
}
|
||||
|
||||
@@ -1,6 +1,8 @@
|
||||
use brk_cohort::Filter;
|
||||
use brk_error::Result;
|
||||
use brk_types::{BasisPoints16, BasisPoints32, BasisPointsSigned32, Cents, Height, Version};
|
||||
use brk_types::{
|
||||
Cents, Height, PartsPerMillion32, PartsPerMillionSigned32, PartsPerMillionSigned64, Version,
|
||||
};
|
||||
use schemars::JsonSchema;
|
||||
use vecdb::{BytesVec, BytesVecValue, Database, ImportableVec};
|
||||
|
||||
@@ -39,12 +41,11 @@ impl_config_import!(
|
||||
ValuePerBlockCumulative,
|
||||
PriceWithRatioPerBlock,
|
||||
PriceWithRatioExtendedPerBlock,
|
||||
RatioPerBlock<BasisPoints32>,
|
||||
RatioPerBlock<BasisPointsSigned32>,
|
||||
PercentPerBlock<BasisPoints16>,
|
||||
PercentPerBlock<BasisPoints32>,
|
||||
PercentPerBlock<BasisPointsSigned32>,
|
||||
PercentRollingWindows<BasisPoints32>,
|
||||
RatioPerBlock<PartsPerMillionSigned32>,
|
||||
PercentPerBlock<PartsPerMillion32>,
|
||||
PercentPerBlock<PartsPerMillionSigned32>,
|
||||
PercentPerBlock<PartsPerMillionSigned64>,
|
||||
PercentRollingWindows<PartsPerMillion32>,
|
||||
Price<PerBlock<Cents>>,
|
||||
);
|
||||
|
||||
|
||||
@@ -2,7 +2,7 @@ use brk_error::Result;
|
||||
use brk_indexer::Lengths;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::CentsSquaredSats;
|
||||
use brk_types::{BasisPoints16, Cents, Height, Sats, Version};
|
||||
use brk_types::{Cents, Height, PartsPerMillion32, Sats, Version};
|
||||
use vecdb::{AnyStoredVec, AnyVec, Exit, ReadableVec, Rw, StorageMode, WritableVec};
|
||||
|
||||
use crate::internal::{PERCENTILES_LEN, PerBlock, PercentPerBlock, PercentilesVecs, Price};
|
||||
@@ -25,7 +25,7 @@ pub struct CostBasis<M: StorageMode = Rw> {
|
||||
pub max: Price<PerBlock<Cents, M>>,
|
||||
pub per_coin: PercentilesVecs<M>,
|
||||
pub per_dollar: PercentilesVecs<M>,
|
||||
pub supply_density: PercentPerBlock<BasisPoints16, M>,
|
||||
pub supply_density: PercentPerBlock<PartsPerMillion32, M>,
|
||||
}
|
||||
|
||||
impl CostBasis {
|
||||
@@ -88,7 +88,7 @@ impl CostBasis {
|
||||
.height
|
||||
.len()
|
||||
.min(self.max.cents.height.len())
|
||||
.min(self.supply_density.bps.height.len())
|
||||
.min(self.supply_density.raw.height.len())
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
@@ -108,8 +108,8 @@ impl CostBasis {
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub(crate) fn push_density(&mut self, density_bps: BasisPoints16) {
|
||||
self.supply_density.bps.height.push(density_bps);
|
||||
pub(crate) fn push_density(&mut self, density: PartsPerMillion32) {
|
||||
self.supply_density.raw.height.push(density);
|
||||
}
|
||||
|
||||
pub(crate) fn validate_computed_versions(&mut self, base_version: Version) -> Result<()> {
|
||||
@@ -128,7 +128,7 @@ impl CostBasis {
|
||||
&mut self.in_loss.per_dollar.cents.height,
|
||||
&mut self.min.cents.height,
|
||||
&mut self.max.cents.height,
|
||||
&mut self.supply_density.bps.height,
|
||||
&mut self.supply_density.raw.height,
|
||||
];
|
||||
vecs.extend(
|
||||
self.per_coin
|
||||
|
||||
@@ -1,7 +1,9 @@
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Lengths;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPointsSigned32, Height, StoredF32, StoredI64, StoredU32, StoredU64, Version};
|
||||
use brk_types::{
|
||||
Height, PartsPerMillionSigned64, StoredF32, StoredI64, StoredU32, StoredU64, Version,
|
||||
};
|
||||
use vecdb::{AnyStoredVec, AnyVec, Exit, ReadableVec, Rw, StorageMode, WritableVec};
|
||||
|
||||
use crate::{
|
||||
@@ -15,7 +17,7 @@ use crate::{
|
||||
/// Base output metrics: utxo_count + delta.
|
||||
#[derive(Traversable)]
|
||||
pub struct OutputsBase<M: StorageMode = Rw> {
|
||||
pub unspent_count: PerBlockWithDeltas<StoredU64, StoredI64, BasisPointsSigned32, M>,
|
||||
pub unspent_count: PerBlockWithDeltas<StoredU64, StoredI64, PartsPerMillionSigned64, M>,
|
||||
pub spent_count: PerBlockCumulativeRolling<StoredU32, StoredU64, M>,
|
||||
pub spending_rate: PerBlock<StoredF32, M>,
|
||||
}
|
||||
@@ -28,7 +30,7 @@ impl OutputsBase {
|
||||
cfg.db,
|
||||
&cfg.name("utxo_count"),
|
||||
cfg.version,
|
||||
v1,
|
||||
Version::TWO,
|
||||
cfg.indexes,
|
||||
cfg.cached_starts,
|
||||
)?,
|
||||
|
||||
@@ -2,7 +2,7 @@ use brk_cohort::{Loss, Profit, ProfitabilityRange};
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Lengths;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPointsSigned32, Bitcoin, Cents, Dollars, Sats, Version};
|
||||
use brk_types::{Bitcoin, Cents, Dollars, PartsPerMillionSigned32, Sats, Version};
|
||||
use vecdb::{AnyStoredVec, AnyVec, Database, Exit, Rw, StorageMode, WritableVec};
|
||||
|
||||
use crate::{
|
||||
@@ -24,7 +24,7 @@ pub struct ProfitabilityBucket<M: StorageMode = Rw> {
|
||||
pub supply: WithSth<ValuePerBlockWithDeltas<M>, ValuePerBlock<M>>,
|
||||
pub realized_cap: WithSth<PerBlock<Dollars, M>>,
|
||||
pub unrealized_pnl: WithSth<PerBlock<Dollars, M>>,
|
||||
pub nupl: RatioPerBlock<BasisPointsSigned32, M>,
|
||||
pub nupl: RatioPerBlock<PartsPerMillionSigned32, M>,
|
||||
}
|
||||
|
||||
impl<M: StorageMode> ProfitabilityBucket<M> {
|
||||
@@ -152,7 +152,7 @@ impl ProfitabilityBucket {
|
||||
exit,
|
||||
)?;
|
||||
|
||||
self.nupl.bps.height.compute_transform3(
|
||||
self.nupl.raw.height.compute_transform3(
|
||||
max_from,
|
||||
&prices.spot.cents.height,
|
||||
&self.realized_cap.all.height,
|
||||
@@ -161,11 +161,11 @@ impl ProfitabilityBucket {
|
||||
let p = spot.as_u128();
|
||||
let supply = supply_sats.as_u128();
|
||||
if p == 0 || supply == 0 {
|
||||
(i, BasisPointsSigned32::ZERO)
|
||||
(i, PartsPerMillionSigned32::ZERO)
|
||||
} else {
|
||||
let rp = Cents::from(cap_dollars).as_u128() * Sats::ONE_BTC_U128 / supply;
|
||||
let bps = ((p as i128 - rp as i128) * 10000) / p as i128;
|
||||
(i, BasisPointsSigned32::from(bps as i32))
|
||||
let ratio = (p as f64 - rp as f64) / p as f64;
|
||||
(i, PartsPerMillionSigned32::from(ratio))
|
||||
}
|
||||
},
|
||||
exit,
|
||||
@@ -230,7 +230,7 @@ impl ProfitabilityBucket {
|
||||
&mut self.realized_cap.sth.height,
|
||||
&mut self.unrealized_pnl.all.height,
|
||||
&mut self.unrealized_pnl.sth.height,
|
||||
&mut self.nupl.bps.height,
|
||||
&mut self.nupl.raw.height,
|
||||
]
|
||||
}
|
||||
}
|
||||
|
||||
@@ -2,7 +2,7 @@ use brk_error::Result;
|
||||
use brk_indexer::Lengths;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{
|
||||
BasisPointsSigned32, Bitcoin, Cents, CentsSigned, Dollars, Height, StoredF64, Version,
|
||||
Bitcoin, Cents, CentsSigned, Dollars, Height, PartsPerMillionSigned64, StoredF64, Version,
|
||||
};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use vecdb::{
|
||||
@@ -45,8 +45,12 @@ pub struct RealizedCore<M: StorageMode = Rw> {
|
||||
|
||||
#[traversable(wrap = "loss", rename = "negative")]
|
||||
pub neg_loss: NegRealizedLoss,
|
||||
pub net_pnl:
|
||||
FiatPerBlockCumulativeWithSumsAndDeltas<CentsSigned, CentsSigned, BasisPointsSigned32, M>,
|
||||
pub net_pnl: FiatPerBlockCumulativeWithSumsAndDeltas<
|
||||
CentsSigned,
|
||||
CentsSigned,
|
||||
PartsPerMillionSigned64,
|
||||
M,
|
||||
>,
|
||||
pub sopr: RealizedSoprCore<M>,
|
||||
}
|
||||
|
||||
@@ -80,7 +84,7 @@ impl RealizedCore {
|
||||
cfg.db,
|
||||
&cfg.name("net_realized_pnl"),
|
||||
cfg.version + v1,
|
||||
Version::new(4),
|
||||
Version::new(5),
|
||||
cfg.indexes,
|
||||
cfg.cached_starts,
|
||||
)?;
|
||||
|
||||
@@ -2,8 +2,8 @@ use brk_error::Result;
|
||||
use brk_indexer::Lengths;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{
|
||||
BasisPoints32, BasisPointsSigned32, Bitcoin, Cents, CentsSats, CentsSigned, CentsSquaredSats,
|
||||
Dollars, Height, StoredF64, Version,
|
||||
Bitcoin, Cents, CentsSats, CentsSigned, CentsSquaredSats, Dollars, Height, PartsPerMillion32,
|
||||
PartsPerMillionSigned64, StoredF64, Version,
|
||||
};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use vecdb::{AnyStoredVec, AnyVec, BytesVec, Exit, ReadableVec, Rw, StorageMode, WritableVec};
|
||||
@@ -13,10 +13,9 @@ use crate::{
|
||||
distribution::state::{CohortState, CostBasisData, RealizedState, WithCapital},
|
||||
internal::{
|
||||
FiatPerBlockCumulativeWithSums, PercentPerBlock, PercentRollingWindows,
|
||||
PriceWithRatioExtendedPerBlock, RatioCents64, RatioCentsBp32, RatioCentsSignedCentsBps32,
|
||||
RatioCentsSignedDollarsBps32, RatioDollarsBp32, RatioPerBlockPercentiles,
|
||||
RatioPerBlockStdDevBands, RatioSma, RollingWindows, RollingWindowsFrom1w,
|
||||
ValuePerBlockCumulativeRolling,
|
||||
PriceWithRatioExtendedPerBlock, RatioCents, RatioCents64, RatioCentsSignedCents,
|
||||
RatioCentsSignedDollars, RatioDollars, RatioPerBlockPercentiles, RatioPerBlockStdDevBands,
|
||||
RatioSma, RollingWindows, RollingWindowsFrom1w, ValuePerBlockCumulativeRolling,
|
||||
},
|
||||
price,
|
||||
};
|
||||
@@ -28,9 +27,9 @@ use super::RealizedCore;
|
||||
#[derive(Traversable)]
|
||||
pub struct RealizedNetPnl<M: StorageMode = Rw> {
|
||||
#[traversable(wrap = "change_1m", rename = "to_rcap")]
|
||||
pub change_1m_to_rcap: PercentPerBlock<BasisPointsSigned32, M>,
|
||||
pub change_1m_to_rcap: PercentPerBlock<PartsPerMillionSigned64, M>,
|
||||
#[traversable(wrap = "change_1m", rename = "to_mcap")]
|
||||
pub change_1m_to_mcap: PercentPerBlock<BasisPointsSigned32, M>,
|
||||
pub change_1m_to_mcap: PercentPerBlock<PartsPerMillionSigned64, M>,
|
||||
}
|
||||
|
||||
#[derive(Traversable)]
|
||||
@@ -60,7 +59,7 @@ pub struct RealizedFull<M: StorageMode = Rw> {
|
||||
pub core: RealizedCore<M>,
|
||||
|
||||
pub gross_pnl: FiatPerBlockCumulativeWithSums<Cents, M>,
|
||||
pub sell_side_risk_ratio: PercentRollingWindows<BasisPoints32, M>,
|
||||
pub sell_side_risk_ratio: PercentRollingWindows<PartsPerMillion32, M>,
|
||||
pub net_pnl: RealizedNetPnl<M>,
|
||||
pub sopr: RealizedSopr<M>,
|
||||
pub peak_regret: RealizedPeakRegret<M>,
|
||||
@@ -71,7 +70,7 @@ pub struct RealizedFull<M: StorageMode = Rw> {
|
||||
#[traversable(hidden)]
|
||||
pub cap_raw: M::Stored<BytesVec<Height, CentsSats>>,
|
||||
#[traversable(wrap = "cap", rename = "to_own_mcap")]
|
||||
pub cap_to_own_mcap: PercentPerBlock<BasisPoints32, M>,
|
||||
pub cap_to_own_mcap: PercentPerBlock<PartsPerMillion32, M>,
|
||||
|
||||
#[traversable(wrap = "price", rename = "percentiles")]
|
||||
pub price_ratio_percentiles: RatioPerBlockPercentiles<M>,
|
||||
@@ -95,8 +94,8 @@ impl RealizedFull {
|
||||
|
||||
// Net PnL
|
||||
let net_pnl = RealizedNetPnl {
|
||||
change_1m_to_rcap: cfg.import("net_pnl_change_1m_to_rcap", Version::new(4))?,
|
||||
change_1m_to_mcap: cfg.import("net_pnl_change_1m_to_mcap", Version::new(4))?,
|
||||
change_1m_to_rcap: cfg.import("net_pnl_change_1m_to_rcap", Version::new(5))?,
|
||||
change_1m_to_mcap: cfg.import("net_pnl_change_1m_to_mcap", Version::new(5))?,
|
||||
};
|
||||
|
||||
// SOPR
|
||||
@@ -206,7 +205,7 @@ impl RealizedFull {
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub(crate) fn push_accum(&mut self, accum: &RealizedFullAccum) {
|
||||
pub(crate) fn push_accum(&mut self, accum: &RealizedFullAccum) -> Cents {
|
||||
self.cap_raw.push(accum.cap_raw);
|
||||
self.capitalized.cap_raw.push(accum.capitalized_cap_raw);
|
||||
|
||||
@@ -221,6 +220,8 @@ impl RealizedFull {
|
||||
self.capitalized.price.cents.height.push(capitalized_price);
|
||||
|
||||
self.peak_regret.value.block.cents.push(accum.peak_regret());
|
||||
|
||||
capitalized_price
|
||||
}
|
||||
|
||||
pub(crate) fn compute_rest_part1(
|
||||
@@ -284,7 +285,7 @@ impl RealizedFull {
|
||||
// Net PnL 1m change relative to rcap and mcap
|
||||
self.net_pnl
|
||||
.change_1m_to_rcap
|
||||
.compute_binary::<CentsSigned, Cents, RatioCentsSignedCentsBps32>(
|
||||
.compute_binary::<CentsSigned, Cents, RatioCentsSignedCents<PartsPerMillionSigned64>>(
|
||||
starting_lengths.height,
|
||||
&self.core.net_pnl.delta.absolute._1m.cents.height,
|
||||
&self.core.minimal.cap.cents.height,
|
||||
@@ -292,7 +293,11 @@ impl RealizedFull {
|
||||
)?;
|
||||
self.net_pnl
|
||||
.change_1m_to_mcap
|
||||
.compute_binary::<CentsSigned, Dollars, RatioCentsSignedDollarsBps32>(
|
||||
.compute_binary::<
|
||||
CentsSigned,
|
||||
Dollars,
|
||||
RatioCentsSignedDollars<PartsPerMillionSigned64>,
|
||||
>(
|
||||
starting_lengths.height,
|
||||
&self.core.net_pnl.delta.absolute._1m.cents.height,
|
||||
height_to_market_cap,
|
||||
@@ -311,7 +316,7 @@ impl RealizedFull {
|
||||
.into_iter()
|
||||
.zip(self.gross_pnl.sum.as_array())
|
||||
{
|
||||
ssrr.compute_binary::<Cents, Cents, RatioCentsBp32>(
|
||||
ssrr.compute_binary::<Cents, Cents, RatioCents<PartsPerMillion32>>(
|
||||
starting_lengths.height,
|
||||
&rv.cents.height,
|
||||
&self.core.minimal.cap.cents.height,
|
||||
@@ -321,7 +326,7 @@ impl RealizedFull {
|
||||
|
||||
// Realized cap relative to own market cap
|
||||
self.cap_to_own_mcap
|
||||
.compute_binary::<Dollars, Dollars, RatioDollarsBp32>(
|
||||
.compute_binary::<Dollars, Dollars, RatioDollars<PartsPerMillion32>>(
|
||||
starting_lengths.height,
|
||||
&self.core.minimal.cap.usd.height,
|
||||
height_to_market_cap,
|
||||
|
||||
@@ -2,8 +2,8 @@ use brk_error::Result;
|
||||
use brk_indexer::Lengths;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{
|
||||
BasisPoints32, BasisPointsSigned32, Bitcoin, Cents, CentsSigned, Height, Sats, StoredF32,
|
||||
Version,
|
||||
Bitcoin, Cents, CentsSigned, Height, PartsPerMillion64, PartsPerMillionSigned64, Sats,
|
||||
StoredF32, Version,
|
||||
};
|
||||
use vecdb::{AnyStoredVec, AnyVec, Exit, ReadableVec, Rw, StorageMode, WritableVec};
|
||||
|
||||
@@ -20,7 +20,7 @@ use crate::distribution::metrics::ImportConfig;
|
||||
|
||||
#[derive(Traversable)]
|
||||
pub struct RealizedMinimal<M: StorageMode = Rw> {
|
||||
pub cap: FiatPerBlockWithDeltas<Cents, CentsSigned, BasisPointsSigned32, M>,
|
||||
pub cap: FiatPerBlockWithDeltas<Cents, CentsSigned, PartsPerMillionSigned64, M>,
|
||||
pub profit: FiatPerBlockCumulativeWithSums<Cents, M>,
|
||||
pub loss: FiatPerBlockCumulativeWithSums<Cents, M>,
|
||||
pub price: PriceWithRatioPerBlock<M>,
|
||||
@@ -35,13 +35,13 @@ impl RealizedMinimal {
|
||||
cfg.db,
|
||||
&cfg.name("realized_cap"),
|
||||
cfg.version,
|
||||
v1,
|
||||
Version::TWO,
|
||||
cfg.indexes,
|
||||
cfg.cached_starts,
|
||||
)?;
|
||||
|
||||
let price: PriceWithRatioPerBlock = cfg.import("realized_price", v1)?;
|
||||
let mvrv = LazyPerBlock::from_lazy::<Identity<StoredF32>, BasisPoints32>(
|
||||
let mvrv = LazyPerBlock::from_lazy::<Identity<StoredF32>, PartsPerMillion64>(
|
||||
&cfg.name("mvrv"),
|
||||
cfg.version,
|
||||
&price.ratio,
|
||||
|
||||
@@ -1,9 +1,9 @@
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints16, BasisPoints32, BasisPointsSigned32, Dollars, Height, Version};
|
||||
use brk_types::{Dollars, Height, PartsPerMillion32, PartsPerMillionSigned32, Version};
|
||||
use vecdb::{Exit, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use crate::internal::{PercentPerBlock, RatioDollarsBp16, RatioDollarsBp32, RatioDollarsBps32};
|
||||
use crate::internal::{PercentPerBlock, RatioDollars};
|
||||
|
||||
use crate::distribution::metrics::{ImportConfig, UnrealizedCore};
|
||||
|
||||
@@ -11,11 +11,11 @@ use crate::distribution::metrics::{ImportConfig, UnrealizedCore};
|
||||
#[derive(Traversable)]
|
||||
pub struct RelativeExtendedOwnMarketCap<M: StorageMode = Rw> {
|
||||
#[traversable(wrap = "unrealized/profit", rename = "to_own_mcap")]
|
||||
pub unrealized_profit_to_own_mcap: PercentPerBlock<BasisPoints16, M>,
|
||||
pub unrealized_profit_to_own_mcap: PercentPerBlock<PartsPerMillion32, M>,
|
||||
#[traversable(wrap = "unrealized/loss", rename = "to_own_mcap")]
|
||||
pub unrealized_loss_to_own_mcap: PercentPerBlock<BasisPoints32, M>,
|
||||
pub unrealized_loss_to_own_mcap: PercentPerBlock<PartsPerMillion32, M>,
|
||||
#[traversable(wrap = "unrealized/net_pnl", rename = "to_own_mcap")]
|
||||
pub net_unrealized_pnl_to_own_mcap: PercentPerBlock<BasisPointsSigned32, M>,
|
||||
pub net_unrealized_pnl_to_own_mcap: PercentPerBlock<PartsPerMillionSigned32, M>,
|
||||
}
|
||||
|
||||
impl RelativeExtendedOwnMarketCap {
|
||||
@@ -39,21 +39,21 @@ impl RelativeExtendedOwnMarketCap {
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.unrealized_profit_to_own_mcap
|
||||
.compute_binary::<Dollars, Dollars, RatioDollarsBp16>(
|
||||
.compute_binary::<Dollars, Dollars, RatioDollars<PartsPerMillion32>>(
|
||||
max_from,
|
||||
&unrealized.profit.usd.height,
|
||||
own_market_cap,
|
||||
exit,
|
||||
)?;
|
||||
self.unrealized_loss_to_own_mcap
|
||||
.compute_binary::<Dollars, Dollars, RatioDollarsBp32>(
|
||||
.compute_binary::<Dollars, Dollars, RatioDollars<PartsPerMillion32>>(
|
||||
max_from,
|
||||
&unrealized.loss.usd.height,
|
||||
own_market_cap,
|
||||
exit,
|
||||
)?;
|
||||
self.net_unrealized_pnl_to_own_mcap
|
||||
.compute_binary::<Dollars, Dollars, RatioDollarsBps32>(
|
||||
.compute_binary::<Dollars, Dollars, RatioDollars<PartsPerMillionSigned32>>(
|
||||
max_from,
|
||||
&unrealized.net_pnl.usd.height,
|
||||
own_market_cap,
|
||||
|
||||
@@ -1,9 +1,9 @@
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints16, BasisPointsSigned32, Dollars, Height, Version};
|
||||
use brk_types::{Dollars, Height, PartsPerMillion32, PartsPerMillionSigned32, Version};
|
||||
use vecdb::{Exit, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use crate::internal::{PercentPerBlock, RatioDollarsBp16, RatioDollarsBps32};
|
||||
use crate::internal::{PercentPerBlock, RatioDollars};
|
||||
|
||||
use crate::distribution::metrics::{ImportConfig, UnrealizedCore};
|
||||
|
||||
@@ -11,11 +11,11 @@ use crate::distribution::metrics::{ImportConfig, UnrealizedCore};
|
||||
#[derive(Traversable)]
|
||||
pub struct RelativeExtendedOwnPnl<M: StorageMode = Rw> {
|
||||
#[traversable(wrap = "unrealized/profit", rename = "to_own_gross_pnl")]
|
||||
pub unrealized_profit_to_own_gross_pnl: PercentPerBlock<BasisPoints16, M>,
|
||||
pub unrealized_profit_to_own_gross_pnl: PercentPerBlock<PartsPerMillion32, M>,
|
||||
#[traversable(wrap = "unrealized/loss", rename = "to_own_gross_pnl")]
|
||||
pub unrealized_loss_to_own_gross_pnl: PercentPerBlock<BasisPoints16, M>,
|
||||
pub unrealized_loss_to_own_gross_pnl: PercentPerBlock<PartsPerMillion32, M>,
|
||||
#[traversable(wrap = "unrealized/net_pnl", rename = "to_own_gross_pnl")]
|
||||
pub net_unrealized_pnl_to_own_gross_pnl: PercentPerBlock<BasisPointsSigned32, M>,
|
||||
pub net_unrealized_pnl_to_own_gross_pnl: PercentPerBlock<PartsPerMillionSigned32, M>,
|
||||
}
|
||||
|
||||
impl RelativeExtendedOwnPnl {
|
||||
@@ -39,21 +39,21 @@ impl RelativeExtendedOwnPnl {
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.unrealized_profit_to_own_gross_pnl
|
||||
.compute_binary::<Dollars, Dollars, RatioDollarsBp16>(
|
||||
.compute_binary::<Dollars, Dollars, RatioDollars<PartsPerMillion32>>(
|
||||
max_from,
|
||||
&unrealized.profit.usd.height,
|
||||
gross_pnl_usd,
|
||||
exit,
|
||||
)?;
|
||||
self.unrealized_loss_to_own_gross_pnl
|
||||
.compute_binary::<Dollars, Dollars, RatioDollarsBp16>(
|
||||
.compute_binary::<Dollars, Dollars, RatioDollars<PartsPerMillion32>>(
|
||||
max_from,
|
||||
&unrealized.loss.usd.height,
|
||||
gross_pnl_usd,
|
||||
exit,
|
||||
)?;
|
||||
self.net_unrealized_pnl_to_own_gross_pnl
|
||||
.compute_binary::<Dollars, Dollars, RatioDollarsBps32>(
|
||||
.compute_binary::<Dollars, Dollars, RatioDollars<PartsPerMillionSigned32>>(
|
||||
max_from,
|
||||
&unrealized.net_pnl.usd.height,
|
||||
gross_pnl_usd,
|
||||
|
||||
@@ -1,25 +1,25 @@
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints16, Dollars, Height, Sats, Version};
|
||||
use brk_types::{Dollars, Height, PartsPerMillion32, Sats, Version};
|
||||
use vecdb::{Exit, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use crate::{
|
||||
distribution::metrics::{ImportConfig, SupplyCore, UnrealizedBasic},
|
||||
internal::{PercentPerBlock, RatioDollarsBp16, RatioSatsBp16},
|
||||
internal::{PercentPerBlock, RatioDollars, RatioSats},
|
||||
};
|
||||
|
||||
/// Full relative metrics (sth/lth/all tier).
|
||||
#[derive(Traversable)]
|
||||
pub struct RelativeFull<M: StorageMode = Rw> {
|
||||
#[traversable(wrap = "supply/in_profit", rename = "share")]
|
||||
pub supply_in_profit_share: PercentPerBlock<BasisPoints16, M>,
|
||||
pub supply_in_profit_share: PercentPerBlock<PartsPerMillion32, M>,
|
||||
#[traversable(wrap = "supply/in_loss", rename = "share")]
|
||||
pub supply_in_loss_share: PercentPerBlock<BasisPoints16, M>,
|
||||
pub supply_in_loss_share: PercentPerBlock<PartsPerMillion32, M>,
|
||||
|
||||
#[traversable(wrap = "unrealized/profit", rename = "to_mcap")]
|
||||
pub unrealized_profit_to_mcap: PercentPerBlock<BasisPoints16, M>,
|
||||
pub unrealized_profit_to_mcap: PercentPerBlock<PartsPerMillion32, M>,
|
||||
#[traversable(wrap = "unrealized/loss", rename = "to_mcap")]
|
||||
pub unrealized_loss_to_mcap: PercentPerBlock<BasisPoints16, M>,
|
||||
pub unrealized_loss_to_mcap: PercentPerBlock<PartsPerMillion32, M>,
|
||||
}
|
||||
|
||||
impl RelativeFull {
|
||||
@@ -44,14 +44,14 @@ impl RelativeFull {
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.supply_in_profit_share
|
||||
.compute_binary::<Sats, Sats, RatioSatsBp16>(
|
||||
.compute_binary::<Sats, Sats, RatioSats<PartsPerMillion32>>(
|
||||
max_from,
|
||||
&supply.in_profit.sats.height,
|
||||
&supply.total.sats.height,
|
||||
exit,
|
||||
)?;
|
||||
self.supply_in_loss_share
|
||||
.compute_binary::<Sats, Sats, RatioSatsBp16>(
|
||||
.compute_binary::<Sats, Sats, RatioSats<PartsPerMillion32>>(
|
||||
max_from,
|
||||
&supply.in_loss.sats.height,
|
||||
&supply.total.sats.height,
|
||||
@@ -59,14 +59,14 @@ impl RelativeFull {
|
||||
)?;
|
||||
|
||||
self.unrealized_profit_to_mcap
|
||||
.compute_binary::<Dollars, Dollars, RatioDollarsBp16>(
|
||||
.compute_binary::<Dollars, Dollars, RatioDollars<PartsPerMillion32>>(
|
||||
max_from,
|
||||
&unrealized.profit.usd.height,
|
||||
market_cap,
|
||||
exit,
|
||||
)?;
|
||||
self.unrealized_loss_to_mcap
|
||||
.compute_binary::<Dollars, Dollars, RatioDollarsBp16>(
|
||||
.compute_binary::<Dollars, Dollars, RatioDollars<PartsPerMillion32>>(
|
||||
max_from,
|
||||
&unrealized.loss.usd.height,
|
||||
market_cap,
|
||||
|
||||
@@ -1,9 +1,9 @@
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints16, Cents, Height, Version};
|
||||
use brk_types::{Cents, Height, PartsPerMillion32, Version};
|
||||
use vecdb::{Exit, Rw, StorageMode};
|
||||
|
||||
use crate::internal::{PercentPerBlock, RatioCentsBp16};
|
||||
use crate::internal::{PercentPerBlock, RatioCents};
|
||||
|
||||
use crate::distribution::metrics::{ImportConfig, RealizedFull, UnrealizedFull};
|
||||
|
||||
@@ -12,9 +12,9 @@ use crate::distribution::metrics::{ImportConfig, RealizedFull, UnrealizedFull};
|
||||
#[derive(Traversable)]
|
||||
pub struct RelativeInvestedCapital<M: StorageMode = Rw> {
|
||||
#[traversable(wrap = "invested_capital/in_profit", rename = "share")]
|
||||
pub in_profit_share: PercentPerBlock<BasisPoints16, M>,
|
||||
pub in_profit_share: PercentPerBlock<PartsPerMillion32, M>,
|
||||
#[traversable(wrap = "invested_capital/in_loss", rename = "share")]
|
||||
pub in_loss_share: PercentPerBlock<BasisPoints16, M>,
|
||||
pub in_loss_share: PercentPerBlock<PartsPerMillion32, M>,
|
||||
}
|
||||
|
||||
impl RelativeInvestedCapital {
|
||||
@@ -35,14 +35,14 @@ impl RelativeInvestedCapital {
|
||||
) -> Result<()> {
|
||||
let realized_cap = &realized.core.minimal.cap.cents.height;
|
||||
self.in_profit_share
|
||||
.compute_binary::<Cents, Cents, RatioCentsBp16>(
|
||||
.compute_binary::<Cents, Cents, RatioCents<PartsPerMillion32>>(
|
||||
max_from,
|
||||
&unrealized.invested_capital.in_profit.cents.height,
|
||||
realized_cap,
|
||||
exit,
|
||||
)?;
|
||||
self.in_loss_share
|
||||
.compute_binary::<Cents, Cents, RatioCentsBp16>(
|
||||
.compute_binary::<Cents, Cents, RatioCents<PartsPerMillion32>>(
|
||||
max_from,
|
||||
&unrealized.invested_capital.in_loss.cents.height,
|
||||
realized_cap,
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Lengths;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints16, BasisPointsSigned32, Height, Sats, SatsSigned, Version};
|
||||
use brk_types::{Height, PartsPerMillion32, PartsPerMillionSigned64, Sats, SatsSigned, Version};
|
||||
use vecdb::{AnyStoredVec, AnyVec, Exit, ReadableVec, Rw, StorageMode, WritableVec};
|
||||
|
||||
use crate::{
|
||||
@@ -10,7 +10,7 @@ use crate::{
|
||||
};
|
||||
|
||||
use crate::internal::{
|
||||
LazyRollingDeltasAmountFromHeight, PercentPerBlock, RatioSatsBp16, ValuePerBlock,
|
||||
LazyRollingDeltasAmountFromHeight, PercentPerBlock, RatioSats, ValuePerBlock,
|
||||
};
|
||||
|
||||
use crate::distribution::metrics::ImportConfig;
|
||||
@@ -19,9 +19,9 @@ use crate::distribution::metrics::ImportConfig;
|
||||
#[derive(Traversable)]
|
||||
pub struct SupplyBase<M: StorageMode = Rw> {
|
||||
pub total: ValuePerBlock<M>,
|
||||
pub delta: LazyRollingDeltasAmountFromHeight<Sats, SatsSigned, BasisPointsSigned32>,
|
||||
pub delta: LazyRollingDeltasAmountFromHeight<Sats, SatsSigned, PartsPerMillionSigned64>,
|
||||
#[traversable(rename = "dominance")]
|
||||
pub dominance: PercentPerBlock<BasisPoints16, M>,
|
||||
pub dominance: PercentPerBlock<PartsPerMillion32, M>,
|
||||
}
|
||||
|
||||
impl SupplyBase {
|
||||
@@ -30,7 +30,7 @@ impl SupplyBase {
|
||||
|
||||
let delta = LazyRollingDeltasAmountFromHeight::new(
|
||||
&cfg.name("supply_delta"),
|
||||
cfg.version + Version::ONE,
|
||||
cfg.version + Version::TWO,
|
||||
&supply.sats.height,
|
||||
cfg.cached_starts,
|
||||
cfg.indexes,
|
||||
@@ -58,7 +58,7 @@ impl SupplyBase {
|
||||
vec![
|
||||
&mut self.total.sats.height as &mut dyn AnyStoredVec,
|
||||
&mut self.total.cents.height,
|
||||
&mut self.dominance.bps.height,
|
||||
&mut self.dominance.raw.height,
|
||||
]
|
||||
}
|
||||
|
||||
@@ -77,12 +77,13 @@ impl SupplyBase {
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.dominance.compute_binary::<Sats, Sats, RatioSatsBp16>(
|
||||
max_from,
|
||||
&self.total.sats.height,
|
||||
all_supply_sats,
|
||||
exit,
|
||||
)
|
||||
self.dominance
|
||||
.compute_binary::<Sats, Sats, RatioSats<PartsPerMillion32>>(
|
||||
max_from,
|
||||
&self.total.sats.height,
|
||||
all_supply_sats,
|
||||
exit,
|
||||
)
|
||||
}
|
||||
|
||||
pub(crate) fn compute_from_stateful(
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPointsSigned32, Cents, Height, Version};
|
||||
use brk_types::{Cents, Height, PartsPerMillionSigned32, Version};
|
||||
use vecdb::{Exit, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use crate::internal::RatioPerBlock;
|
||||
@@ -9,7 +9,7 @@ use crate::distribution::metrics::ImportConfig;
|
||||
|
||||
#[derive(Traversable)]
|
||||
pub struct UnrealizedMinimal<M: StorageMode = Rw> {
|
||||
pub nupl: RatioPerBlock<BasisPointsSigned32, M>,
|
||||
pub nupl: RatioPerBlock<PartsPerMillionSigned32, M>,
|
||||
}
|
||||
|
||||
impl UnrealizedMinimal {
|
||||
@@ -31,18 +31,18 @@ impl UnrealizedMinimal {
|
||||
realized_price: &impl ReadableVec<Height, Cents>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.nupl.bps.height.compute_transform2(
|
||||
self.nupl.raw.height.compute_transform2(
|
||||
max_from,
|
||||
spot_price,
|
||||
realized_price,
|
||||
|(i, price, realized_price, ..)| {
|
||||
let p = price.as_u128();
|
||||
if p == 0 {
|
||||
(i, BasisPointsSigned32::ZERO)
|
||||
(i, PartsPerMillionSigned32::ZERO)
|
||||
} else {
|
||||
let rp = realized_price.as_u128();
|
||||
let nupl_bps = ((p as i128 - rp as i128) * 10000) / p as i128;
|
||||
(i, BasisPointsSigned32::from(nupl_bps as i32))
|
||||
let ratio = (p as f64 - rp as f64) / p as f64;
|
||||
(i, PartsPerMillionSigned32::from(ratio))
|
||||
}
|
||||
},
|
||||
exit,
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
use std::ops::{Add, AddAssign, SubAssign};
|
||||
|
||||
use brk_cohort::EntryPrice;
|
||||
use brk_types::{Cents, SupplyState, Timestamp};
|
||||
use serde::Serialize;
|
||||
|
||||
@@ -8,6 +9,8 @@ pub struct BlockState {
|
||||
#[serde(flatten)]
|
||||
pub supply: SupplyState,
|
||||
#[serde(skip)]
|
||||
pub entry: EntryPrice,
|
||||
#[serde(skip)]
|
||||
pub price: Cents,
|
||||
#[serde(skip)]
|
||||
pub timestamp: Timestamp,
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
use std::path::{Path, PathBuf};
|
||||
|
||||
use brk_cohort::{ByAddrType, Filter};
|
||||
use brk_cohort::{ByAddrType, EntryPrice, Filter};
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Indexer;
|
||||
use brk_traversable::Traversable;
|
||||
@@ -436,13 +436,34 @@ impl Vecs {
|
||||
let end = usize::from(recovered_height);
|
||||
debug!("building supply_state vec for {} heights", recovered_height);
|
||||
let supply_state_data: Vec<_> = self.supply_state.collect_range_at(0, end);
|
||||
let capitalized_price_data: Vec<_> = self
|
||||
.utxo_cohorts
|
||||
.all
|
||||
.metrics
|
||||
.realized
|
||||
.capitalized
|
||||
.price
|
||||
.cents
|
||||
.height
|
||||
.collect_range_at(0, end);
|
||||
|
||||
let mut entry_anchor = Cents::ZERO;
|
||||
chain_state = supply_state_data
|
||||
.into_iter()
|
||||
.enumerate()
|
||||
.map(|(h, supply)| BlockState {
|
||||
supply,
|
||||
price: self.caches.prices[h],
|
||||
timestamp: self.caches.timestamps[h],
|
||||
.map(|(h, supply)| {
|
||||
let price = self.caches.prices[h];
|
||||
let entry = EntryPrice::from_is_discount(
|
||||
entry_anchor == Cents::ZERO || price <= entry_anchor,
|
||||
);
|
||||
entry_anchor = capitalized_price_data[h];
|
||||
|
||||
BlockState {
|
||||
supply,
|
||||
entry,
|
||||
price,
|
||||
timestamp: self.caches.timestamps[h],
|
||||
}
|
||||
})
|
||||
.collect();
|
||||
debug!("chain_state rebuilt");
|
||||
@@ -474,6 +495,20 @@ impl Vecs {
|
||||
let prices = std::mem::take(&mut self.caches.prices);
|
||||
let timestamps = std::mem::take(&mut self.caches.timestamps);
|
||||
let price_range_max = std::mem::take(&mut self.caches.price_range_max);
|
||||
let entry_anchor = starting_height
|
||||
.decremented()
|
||||
.and_then(|height| {
|
||||
self.utxo_cohorts
|
||||
.all
|
||||
.metrics
|
||||
.realized
|
||||
.capitalized
|
||||
.price
|
||||
.cents
|
||||
.height
|
||||
.collect_one(height)
|
||||
})
|
||||
.unwrap_or(Cents::ZERO);
|
||||
|
||||
process_blocks(
|
||||
self,
|
||||
@@ -486,6 +521,7 @@ impl Vecs {
|
||||
last_height,
|
||||
&mut chain_state,
|
||||
&mut tx_index_to_height,
|
||||
entry_anchor,
|
||||
&prices,
|
||||
×tamps,
|
||||
&price_range_max,
|
||||
|
||||
@@ -250,12 +250,7 @@ impl Vecs {
|
||||
identity: LazyVecFrom1::init(
|
||||
"op_return_index",
|
||||
version,
|
||||
indexer
|
||||
.vecs
|
||||
.scripts
|
||||
.op_return
|
||||
.to_tx_index
|
||||
.read_only_boxed_clone(),
|
||||
indexer.vecs.op_return.to_tx_index.read_only_boxed_clone(),
|
||||
|index, _| index,
|
||||
),
|
||||
},
|
||||
|
||||
@@ -1,10 +1,10 @@
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Indexer;
|
||||
use brk_types::{Bitcoin, Dollars, StoredF32};
|
||||
use brk_types::{Bitcoin, Dollars, PartsPerMillion64, StoredF32};
|
||||
use vecdb::Exit;
|
||||
|
||||
use super::{Vecs, gini};
|
||||
use crate::{distribution, internal::RatioDollarsBp32, market, mining, transactions};
|
||||
use crate::{distribution, internal::RatioDollars, market, mining, transactions};
|
||||
|
||||
impl Vecs {
|
||||
#[allow(clippy::too_many_arguments)]
|
||||
@@ -23,8 +23,8 @@ impl Vecs {
|
||||
|
||||
// Puell Multiple: daily_subsidy_usd / sma_365d_subsidy_usd
|
||||
self.puell_multiple
|
||||
.bps
|
||||
.compute_binary::<Dollars, Dollars, RatioDollarsBp32>(
|
||||
.raw
|
||||
.compute_binary::<Dollars, Dollars, RatioDollars<PartsPerMillion64>>(
|
||||
starting_lengths.height,
|
||||
&mining.rewards.subsidy.block.usd,
|
||||
&mining.rewards.subsidy.average._1y.usd.height,
|
||||
@@ -36,8 +36,8 @@ impl Vecs {
|
||||
|
||||
// RHODL Ratio: 1d-1w realized cap / 1y-2y realized cap
|
||||
self.rhodl_ratio
|
||||
.bps
|
||||
.compute_binary::<Dollars, Dollars, RatioDollarsBp32>(
|
||||
.raw
|
||||
.compute_binary::<Dollars, Dollars, RatioDollars<PartsPerMillion64>>(
|
||||
starting_lengths.height,
|
||||
&distribution
|
||||
.utxo_cohorts
|
||||
@@ -70,8 +70,8 @@ impl Vecs {
|
||||
.usd
|
||||
.height;
|
||||
self.nvt
|
||||
.bps
|
||||
.compute_binary::<Dollars, Dollars, RatioDollarsBp32>(
|
||||
.raw
|
||||
.compute_binary::<Dollars, Dollars, RatioDollars<PartsPerMillion64>>(
|
||||
starting_lengths.height,
|
||||
market_cap,
|
||||
&transactions.volume.transfer_volume.sum._24h.usd.height,
|
||||
@@ -80,8 +80,8 @@ impl Vecs {
|
||||
|
||||
// Thermocap Multiple: market_cap / thermo_cap
|
||||
self.thermo_cap_multiple
|
||||
.bps
|
||||
.compute_binary::<Dollars, Dollars, RatioDollarsBp32>(
|
||||
.raw
|
||||
.compute_binary::<Dollars, Dollars, RatioDollars<PartsPerMillion64>>(
|
||||
starting_lengths.height,
|
||||
market_cap,
|
||||
&mining.rewards.subsidy.cumulative.usd.height,
|
||||
|
||||
@@ -1,12 +1,12 @@
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Indexer;
|
||||
use brk_types::{BasisPoints16, Sats, StoredU64, Version};
|
||||
use brk_types::{PartsPerMillion32, Sats, StoredU64, Version};
|
||||
use vecdb::{AnyStoredVec, AnyVec, Exit, ReadableVec, VecIndex, WritableVec};
|
||||
|
||||
use crate::{distribution, internal::PercentPerBlock};
|
||||
|
||||
pub(super) fn compute(
|
||||
gini: &mut PercentPerBlock<BasisPoints16>,
|
||||
gini: &mut PercentPerBlock<PartsPerMillion32>,
|
||||
distribution: &distribution::Vecs,
|
||||
indexer: &Indexer,
|
||||
exit: &Exit,
|
||||
@@ -34,13 +34,13 @@ pub(super) fn compute(
|
||||
.iter()
|
||||
.fold(Version::ZERO, |acc, v| acc + v.version());
|
||||
|
||||
gini.bps
|
||||
gini.raw
|
||||
.height
|
||||
.validate_computed_version_or_reset(source_version)?;
|
||||
|
||||
let min_len = gini.bps.height.len().min(starting_height.to_usize());
|
||||
let min_len = gini.raw.height.len().min(starting_height.to_usize());
|
||||
|
||||
gini.bps.height.truncate_if_needed_at(min_len)?;
|
||||
gini.raw.height.truncate_if_needed_at(min_len)?;
|
||||
|
||||
let total_heights = supply_vecs
|
||||
.iter()
|
||||
@@ -49,7 +49,7 @@ pub(super) fn compute(
|
||||
.unwrap_or(0)
|
||||
.min(count_vecs.iter().map(|v| v.len()).min().unwrap_or(0));
|
||||
|
||||
let start_height = gini.bps.height.len();
|
||||
let start_height = gini.raw.height.len();
|
||||
if start_height >= total_heights {
|
||||
return Ok(());
|
||||
}
|
||||
@@ -73,23 +73,23 @@ pub(super) fn compute(
|
||||
let count: u64 = count_data[c][offset].into();
|
||||
buckets.push((count, supply));
|
||||
}
|
||||
gini.bps.height.push(gini_from_lorenz(&buckets));
|
||||
gini.raw.height.push(gini_from_lorenz(&buckets));
|
||||
}
|
||||
|
||||
{
|
||||
let _lock = exit.lock();
|
||||
gini.bps.height.write()?;
|
||||
gini.raw.height.write()?;
|
||||
}
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
fn gini_from_lorenz(buckets: &[(u64, u64)]) -> BasisPoints16 {
|
||||
fn gini_from_lorenz(buckets: &[(u64, u64)]) -> PartsPerMillion32 {
|
||||
let total_count: u64 = buckets.iter().map(|(c, _)| c).sum();
|
||||
let total_supply: u64 = buckets.iter().map(|(_, s)| s).sum();
|
||||
|
||||
if total_count == 0 || total_supply == 0 {
|
||||
return BasisPoints16::ZERO;
|
||||
return PartsPerMillion32::ZERO;
|
||||
}
|
||||
|
||||
let (mut cumulative_count, mut cumulative_supply, mut area) = (0u64, 0u64, 0.0f64);
|
||||
@@ -103,5 +103,5 @@ fn gini_from_lorenz(buckets: &[(u64, u64)]) -> BasisPoints16 {
|
||||
area += (p1 - p0) * (w0 + w1) / 2.0;
|
||||
}
|
||||
|
||||
BasisPoints16::from(1.0 - 2.0 * area)
|
||||
PartsPerMillion32::from(1.0 - 2.0 * area)
|
||||
}
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints16, BasisPoints32, StoredF32};
|
||||
use brk_types::{PartsPerMillion32, PartsPerMillion64, StoredF32};
|
||||
use vecdb::{Database, Rw, StorageMode};
|
||||
|
||||
use super::rarity_meter::RarityMeter;
|
||||
@@ -15,11 +15,11 @@ pub struct DormancyVecs<M: StorageMode = Rw> {
|
||||
pub struct Vecs<M: StorageMode = Rw> {
|
||||
#[traversable(skip)]
|
||||
pub(crate) db: Database,
|
||||
pub puell_multiple: RatioPerBlock<BasisPoints32, M>,
|
||||
pub nvt: RatioPerBlock<BasisPoints32, M>,
|
||||
pub gini: PercentPerBlock<BasisPoints16, M>,
|
||||
pub rhodl_ratio: RatioPerBlock<BasisPoints32, M>,
|
||||
pub thermo_cap_multiple: RatioPerBlock<BasisPoints32, M>,
|
||||
pub puell_multiple: RatioPerBlock<PartsPerMillion64, M>,
|
||||
pub nvt: RatioPerBlock<PartsPerMillion64, M>,
|
||||
pub gini: PercentPerBlock<PartsPerMillion32, M>,
|
||||
pub rhodl_ratio: RatioPerBlock<PartsPerMillion64, M>,
|
||||
pub thermo_cap_multiple: RatioPerBlock<PartsPerMillion64, M>,
|
||||
pub coindays_destroyed_supply_adj: PerBlock<StoredF32, M>,
|
||||
pub coinyears_destroyed_supply_adj: PerBlock<StoredF32, M>,
|
||||
pub dormancy: DormancyVecs<M>,
|
||||
|
||||
@@ -6,6 +6,8 @@ use vecdb::{AnyVec, Exit, ReadableVec, VecIndex, WritableVec};
|
||||
use super::{Vecs, WithInputTypes};
|
||||
use crate::internal::{CoinbasePolicy, PerBlockCumulativeRolling, walk_blocks};
|
||||
|
||||
const WRITE_INTERVAL: usize = 10_000;
|
||||
|
||||
impl Vecs {
|
||||
pub(crate) fn compute(&mut self, indexer: &Indexer, exit: &Exit) -> Result<()> {
|
||||
let starting_lengths = indexer.safe_lengths();
|
||||
@@ -37,6 +39,7 @@ impl Vecs {
|
||||
|
||||
let mut itype_cursor = indexer.vecs.inputs.output_type.cursor();
|
||||
let mut fi_in_cursor = indexer.vecs.transactions.first_txin_index.cursor();
|
||||
let mut height = skip;
|
||||
|
||||
walk_blocks(
|
||||
&fi_batch,
|
||||
@@ -65,7 +68,8 @@ impl Vecs {
|
||||
);
|
||||
push_block(&mut self.tx_count, agg.txs_all, &agg.txs_per_type);
|
||||
|
||||
if self.input_count.all.block.batch_limit_reached() {
|
||||
height += 1;
|
||||
if height.is_multiple_of(WRITE_INTERVAL) {
|
||||
let _lock = exit.lock();
|
||||
self.input_count.write()?;
|
||||
self.tx_count.write()?;
|
||||
@@ -79,12 +83,12 @@ impl Vecs {
|
||||
self.input_count.write()?;
|
||||
self.tx_count.write()?;
|
||||
}
|
||||
|
||||
self.input_count
|
||||
.compute_rest(starting_lengths.height, exit)?;
|
||||
self.tx_count.compute_rest(starting_lengths.height, exit)?;
|
||||
}
|
||||
|
||||
self.input_count
|
||||
.compute_rest(starting_lengths.height, exit)?;
|
||||
self.tx_count.compute_rest(starting_lengths.height, exit)?;
|
||||
|
||||
for (otype, source) in self.input_count.by_type.iter_typed() {
|
||||
self.input_share.get_mut(otype).compute_count_ratio(
|
||||
source,
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
use brk_cohort::SpendableType;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints16, StoredU64};
|
||||
use brk_types::{PartsPerMillion32, StoredU64};
|
||||
use vecdb::{Rw, StorageMode};
|
||||
|
||||
use super::WithInputTypes;
|
||||
@@ -9,7 +9,7 @@ use crate::internal::{PerBlockCumulativeRolling, PercentCumulativeRolling};
|
||||
#[derive(Traversable)]
|
||||
pub struct Vecs<M: StorageMode = Rw> {
|
||||
pub input_count: WithInputTypes<PerBlockCumulativeRolling<StoredU64, StoredU64, M>>,
|
||||
pub input_share: SpendableType<PercentCumulativeRolling<BasisPoints16, M>>,
|
||||
pub input_share: SpendableType<PercentCumulativeRolling<PartsPerMillion32, M>>,
|
||||
pub tx_count: WithInputTypes<PerBlockCumulativeRolling<StoredU64, StoredU64, M>>,
|
||||
pub tx_share: SpendableType<PercentCumulativeRolling<BasisPoints16, M>>,
|
||||
pub tx_share: SpendableType<PercentCumulativeRolling<PartsPerMillion32, M>>,
|
||||
}
|
||||
|
||||
@@ -3,13 +3,12 @@ use brk_indexer::Indexer;
|
||||
use vecdb::Exit;
|
||||
|
||||
use super::Vecs;
|
||||
use crate::{blocks, indexes};
|
||||
use crate::blocks;
|
||||
|
||||
impl Vecs {
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
indexes: &indexes::Vecs,
|
||||
blocks: &blocks::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
@@ -18,7 +17,7 @@ impl Vecs {
|
||||
let starting_lengths = indexer.safe_lengths();
|
||||
|
||||
self.spent.compute(indexer, exit)?;
|
||||
self.count.compute(indexer, indexes, blocks, exit)?;
|
||||
self.count.compute(indexer, blocks, exit)?;
|
||||
self.per_sec.compute(&self.count, &starting_lengths, exit)?;
|
||||
self.by_type.compute(indexer, exit)?;
|
||||
|
||||
|
||||
@@ -3,27 +3,25 @@ use brk_indexer::Indexer;
|
||||
use vecdb::Exit;
|
||||
|
||||
use super::Vecs;
|
||||
use crate::{blocks, indexes};
|
||||
use crate::blocks;
|
||||
|
||||
impl Vecs {
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
indexes: &indexes::Vecs,
|
||||
blocks: &blocks::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
let starting_height = indexer.safe_lengths().height;
|
||||
let window_starts = blocks.lookback.window_starts();
|
||||
self.0.compute(
|
||||
|
||||
self.sum.compute_count_from_indexes(
|
||||
starting_height,
|
||||
&indexes.tx_index.input_count,
|
||||
&indexer.vecs.transactions.first_tx_index,
|
||||
&indexes.height.tx_index_count,
|
||||
&window_starts,
|
||||
&indexer.vecs.inputs.first_txin_index,
|
||||
&indexer.vecs.inputs.outpoint,
|
||||
exit,
|
||||
0,
|
||||
)?;
|
||||
self.compute_rest(starting_height, &window_starts, exit)?;
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
use brk_error::Result;
|
||||
use brk_types::BasisPointsSigned16;
|
||||
use brk_types::PartsPerMillionSigned32;
|
||||
use vecdb::{EagerVec, Exit, PcoVec, ReadableVec, VecIndex, VecValue};
|
||||
|
||||
pub trait ComputeDrawdown<I: VecIndex> {
|
||||
@@ -16,7 +16,7 @@ pub trait ComputeDrawdown<I: VecIndex> {
|
||||
f64: From<C> + From<A>;
|
||||
}
|
||||
|
||||
impl<I> ComputeDrawdown<I> for EagerVec<PcoVec<I, BasisPointsSigned16>>
|
||||
impl<I> ComputeDrawdown<I> for EagerVec<PcoVec<I, PartsPerMillionSigned32>>
|
||||
where
|
||||
I: VecIndex,
|
||||
{
|
||||
@@ -39,9 +39,9 @@ where
|
||||
|(i, current, ath, _)| {
|
||||
let ath_f64 = f64::from(ath);
|
||||
let drawdown = if ath_f64 == 0.0 {
|
||||
BasisPointsSigned16::default()
|
||||
PartsPerMillionSigned32::default()
|
||||
} else {
|
||||
BasisPointsSigned16::from((f64::from(current) - ath_f64) / ath_f64)
|
||||
PartsPerMillionSigned32::from((f64::from(current) - ath_f64) / ath_f64)
|
||||
};
|
||||
(i, drawdown)
|
||||
},
|
||||
|
||||
@@ -4,7 +4,7 @@ use super::fenwick::FenwickTree;
|
||||
|
||||
/// Fast expanding percentile tracker using a Fenwick tree (Binary Indexed Tree).
|
||||
///
|
||||
/// Values are discretized to 10 BPS (0.1%) resolution and tracked in
|
||||
/// Values are discretized to 0.001 ratio resolution and tracked in
|
||||
/// a fixed-size frequency array with Fenwick prefix sums. This gives:
|
||||
/// - O(log N) insert (N = tree size, ~16 ops for 43k buckets)
|
||||
/// - O(log N) percentile query via prefix-sum walk
|
||||
@@ -15,11 +15,9 @@ pub(crate) struct ExpandingPercentiles {
|
||||
count: u32,
|
||||
}
|
||||
|
||||
/// Bucket granularity in BPS. 10 BPS = 0.1% = 0.001 ratio.
|
||||
const BUCKET_BPS: i32 = 10;
|
||||
/// Max ratio supported: 43.0 = 430,000 BPS.
|
||||
const MAX_BPS: i32 = 430_000;
|
||||
const TREE_SIZE: usize = (MAX_BPS / BUCKET_BPS) as usize + 1;
|
||||
const BUCKET_WIDTH: f64 = 0.001;
|
||||
const MAX_RATIO: f64 = 43.0;
|
||||
const TREE_SIZE: usize = (MAX_RATIO / BUCKET_WIDTH) as usize + 1;
|
||||
|
||||
impl Default for ExpandingPercentiles {
|
||||
fn default() -> Self {
|
||||
@@ -43,8 +41,9 @@ impl ExpandingPercentiles {
|
||||
/// Convert f32 ratio to 0-indexed bucket.
|
||||
#[inline]
|
||||
fn to_bucket(value: f32) -> usize {
|
||||
let bps = (value as f64 * 10000.0).round() as i32;
|
||||
(bps / BUCKET_BPS).clamp(0, TREE_SIZE as i32 - 1) as usize
|
||||
(value as f64 / BUCKET_WIDTH)
|
||||
.round()
|
||||
.clamp(0.0, (TREE_SIZE - 1) as f64) as usize
|
||||
}
|
||||
|
||||
/// Bulk-load values in O(n + N) instead of O(n log N).
|
||||
@@ -73,10 +72,10 @@ impl ExpandingPercentiles {
|
||||
|
||||
/// Compute 8 percentiles in one call via kth. O(8 × log N) but with
|
||||
/// shared tree traversal across all 8 targets for better cache locality.
|
||||
/// Quantiles q must be sorted ascending in (0, 1). Output is in BPS.
|
||||
pub fn quantiles(&self, qs: &[f64; 8], out: &mut [u32; 8]) {
|
||||
/// Quantiles q must be sorted ascending in (0, 1). Output values are ratios.
|
||||
pub fn quantiles(&self, qs: &[f64; 8], out: &mut [f64; 8]) {
|
||||
if self.count == 0 {
|
||||
out.iter_mut().for_each(|o| *o = 0);
|
||||
out.fill(0.0);
|
||||
return;
|
||||
}
|
||||
let mut targets = [0u32; 8];
|
||||
@@ -87,7 +86,7 @@ impl ExpandingPercentiles {
|
||||
let mut buckets = [0usize; 8];
|
||||
self.tree.kth(&targets, &|n: &u32| *n, &mut buckets);
|
||||
for (i, bucket) in buckets.iter().enumerate() {
|
||||
out[i] = *bucket as u32 * BUCKET_BPS as u32;
|
||||
out[i] = *bucket as f64 * BUCKET_WIDTH;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -96,8 +95,8 @@ impl ExpandingPercentiles {
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
fn quantile(ep: &ExpandingPercentiles, q: f64) -> u32 {
|
||||
let mut out = [0u32; 8];
|
||||
fn quantile(ep: &ExpandingPercentiles, q: f64) -> f64 {
|
||||
let mut out = [0.0; 8];
|
||||
ep.quantiles(&[q, q, q, q, q, q, q, q], &mut out);
|
||||
out[0]
|
||||
}
|
||||
@@ -111,20 +110,20 @@ mod tests {
|
||||
assert_eq!(ep.count(), 1000);
|
||||
|
||||
let median = quantile(&ep, 0.5);
|
||||
assert!((median as i32 - 5000).abs() < 100, "median was {median}");
|
||||
assert!((median - 0.5).abs() < 0.01, "median was {median}");
|
||||
|
||||
let p99 = quantile(&ep, 0.99);
|
||||
assert!((p99 as i32 - 9900).abs() < 100, "p99 was {p99}");
|
||||
assert!((p99 - 0.99).abs() < 0.01, "p99 was {p99}");
|
||||
|
||||
let p01 = quantile(&ep, 0.01);
|
||||
assert!((p01 as i32 - 100).abs() < 100, "p01 was {p01}");
|
||||
assert!((p01 - 0.01).abs() < 0.01, "p01 was {p01}");
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn empty() {
|
||||
let ep = ExpandingPercentiles::default();
|
||||
assert_eq!(ep.count(), 0);
|
||||
assert_eq!(quantile(&ep, 0.5), 0);
|
||||
assert_eq!(quantile(&ep, 0.5), 0.0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
@@ -132,7 +131,7 @@ mod tests {
|
||||
let mut ep = ExpandingPercentiles::default();
|
||||
ep.add(0.42);
|
||||
let v = quantile(&ep, 0.5);
|
||||
assert!((v as i32 - 4200).abs() <= BUCKET_BPS, "got {v}");
|
||||
assert!((v - 0.42).abs() <= BUCKET_WIDTH, "got {v}");
|
||||
}
|
||||
|
||||
#[test]
|
||||
@@ -144,6 +143,6 @@ mod tests {
|
||||
assert_eq!(ep.count(), 100);
|
||||
ep.reset();
|
||||
assert_eq!(ep.count(), 0);
|
||||
assert_eq!(quantile(&ep, 0.5), 0);
|
||||
assert_eq!(quantile(&ep, 0.5), 0.0);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -2,7 +2,7 @@ use brk_traversable::Traversable;
|
||||
|
||||
#[derive(Clone, Traversable)]
|
||||
pub struct Percent<A, B = A, C = B> {
|
||||
pub bps: A,
|
||||
pub raw: A,
|
||||
pub ratio: B,
|
||||
pub percent: C,
|
||||
}
|
||||
|
||||
@@ -2,10 +2,7 @@ use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::Height;
|
||||
use schemars::JsonSchema;
|
||||
use vecdb::{
|
||||
AnyStoredVec, AnyVec, Database, EagerVec, Exit, ImportableVec, PcoVec, ReadableVec, Rw,
|
||||
StorageMode, VecIndex, VecValue, Version, WritableVec,
|
||||
};
|
||||
use vecdb::{Database, EagerVec, Exit, ImportableVec, PcoVec, Rw, StorageMode, Version};
|
||||
|
||||
use crate::{
|
||||
indexes,
|
||||
@@ -52,82 +49,19 @@ where
|
||||
})
|
||||
}
|
||||
|
||||
#[allow(clippy::too_many_arguments)]
|
||||
pub(crate) fn compute<A>(
|
||||
pub(crate) fn compute_rest(
|
||||
&mut self,
|
||||
max_from: Height,
|
||||
source: &impl ReadableVec<A, T>,
|
||||
first_indexes: &impl ReadableVec<Height, A>,
|
||||
count_indexes: &impl ReadableVec<Height, brk_types::StoredU64>,
|
||||
windows: &WindowStarts<'_>,
|
||||
exit: &Exit,
|
||||
skip_count: usize,
|
||||
) -> Result<()>
|
||||
where
|
||||
T: From<f64> + Default + Copy + Ord,
|
||||
f64: From<T>,
|
||||
A: VecIndex + VecValue + brk_types::CheckedSub<A>,
|
||||
{
|
||||
let combined_version = source.version() + first_indexes.version() + count_indexes.version();
|
||||
|
||||
let mut index = max_from;
|
||||
index = {
|
||||
self.sum
|
||||
.validate_computed_version_or_reset(combined_version)?;
|
||||
index.min(Height::from(self.sum.len()))
|
||||
};
|
||||
index = {
|
||||
self.cumulative
|
||||
.height
|
||||
.validate_computed_version_or_reset(combined_version)?;
|
||||
index.min(Height::from(self.cumulative.height.len()))
|
||||
};
|
||||
|
||||
let start = index.to_usize();
|
||||
|
||||
self.sum.truncate_if_needed_at(start)?;
|
||||
self.cumulative.height.truncate_if_needed_at(start)?;
|
||||
|
||||
let mut cumulative_val = index.decremented().map_or(T::from(0_usize), |idx| {
|
||||
self.cumulative
|
||||
.height
|
||||
.collect_one_at(idx.to_usize())
|
||||
.unwrap_or(T::from(0_usize))
|
||||
});
|
||||
|
||||
let fi_len = first_indexes.len();
|
||||
let first_indexes_batch: Vec<A> = first_indexes.collect_range_at(start, fi_len);
|
||||
let count_indexes_batch: Vec<brk_types::StoredU64> =
|
||||
count_indexes.collect_range_at(start, fi_len);
|
||||
|
||||
first_indexes_batch
|
||||
.into_iter()
|
||||
.zip(count_indexes_batch)
|
||||
.try_for_each(|(first_index, count_index)| -> Result<()> {
|
||||
let count = u64::from(count_index) as usize;
|
||||
let effective_count = count.saturating_sub(skip_count);
|
||||
let effective_first_index = first_index + skip_count.min(count);
|
||||
|
||||
let efi = effective_first_index.to_usize();
|
||||
let sum_val = source.fold_range_at(
|
||||
efi,
|
||||
efi + effective_count,
|
||||
T::from(0_usize),
|
||||
|acc, val| acc + val,
|
||||
);
|
||||
|
||||
self.sum.push(sum_val);
|
||||
cumulative_val += sum_val;
|
||||
self.cumulative.height.push(cumulative_val);
|
||||
|
||||
Ok(())
|
||||
})?;
|
||||
|
||||
let _lock = exit.lock();
|
||||
self.sum.write()?;
|
||||
self.cumulative.height.write()?;
|
||||
drop(_lock);
|
||||
|
||||
self.cumulative
|
||||
.height
|
||||
.compute_cumulative(max_from, &self.sum, exit)?;
|
||||
self.rolling.compute(max_from, windows, &self.sum, exit)?;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
@@ -8,7 +8,7 @@ use vecdb::{Rw, StorageMode};
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{
|
||||
BpsType, LazyRollingDeltasFromHeight, NumericValue, PerBlock, WindowStartVec, Windows,
|
||||
FixedRatio, LazyRollingDeltasFromHeight, NumericValue, PerBlock, WindowStartVec, Windows,
|
||||
},
|
||||
};
|
||||
|
||||
@@ -17,7 +17,7 @@ pub struct PerBlockWithDeltas<S, C, B, M: StorageMode = Rw>
|
||||
where
|
||||
S: NumericValue + JsonSchema + Into<f64>,
|
||||
C: NumericValue + JsonSchema + From<f64>,
|
||||
B: BpsType + From<f64>,
|
||||
B: FixedRatio + From<f64>,
|
||||
{
|
||||
#[deref]
|
||||
#[deref_mut]
|
||||
@@ -29,7 +29,7 @@ impl<S, C, B> PerBlockWithDeltas<S, C, B>
|
||||
where
|
||||
S: NumericValue + JsonSchema + Into<f64>,
|
||||
C: NumericValue + JsonSchema + From<f64>,
|
||||
B: BpsType + From<f64>,
|
||||
B: FixedRatio + From<f64>,
|
||||
{
|
||||
pub(crate) fn forced_import(
|
||||
db: &vecdb::Database,
|
||||
|
||||
@@ -6,7 +6,7 @@ use vecdb::{Database, Rw, StorageMode};
|
||||
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{BpsType, LazyRollingDeltasFiatFromHeight, WindowStartVec, Windows},
|
||||
internal::{FixedRatio, LazyRollingDeltasFiatFromHeight, WindowStartVec, Windows},
|
||||
};
|
||||
|
||||
use super::{FiatPerBlockCumulativeWithSums, FiatType};
|
||||
@@ -16,7 +16,7 @@ pub struct FiatPerBlockCumulativeWithSumsAndDeltas<C, CS, B, M: StorageMode = Rw
|
||||
where
|
||||
C: FiatType + Into<f64>,
|
||||
CS: FiatType + From<f64>,
|
||||
B: BpsType + From<f64>,
|
||||
B: FixedRatio + From<f64>,
|
||||
{
|
||||
#[deref]
|
||||
#[deref_mut]
|
||||
@@ -29,7 +29,7 @@ impl<C, CS, B> FiatPerBlockCumulativeWithSumsAndDeltas<C, CS, B>
|
||||
where
|
||||
C: FiatType + Into<f64>,
|
||||
CS: FiatType + From<f64>,
|
||||
B: BpsType + From<f64>,
|
||||
B: FixedRatio + From<f64>,
|
||||
{
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
|
||||
@@ -7,7 +7,7 @@ use vecdb::{Database, Rw, StorageMode};
|
||||
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{BpsType, LazyRollingDeltasFiatFromHeight, WindowStartVec, Windows},
|
||||
internal::{FixedRatio, LazyRollingDeltasFiatFromHeight, WindowStartVec, Windows},
|
||||
};
|
||||
|
||||
use super::{FiatPerBlock, FiatType};
|
||||
@@ -17,7 +17,7 @@ pub struct FiatPerBlockWithDeltas<C, CS, B, M: StorageMode = Rw>
|
||||
where
|
||||
C: FiatType + Into<f64>,
|
||||
CS: FiatType + From<f64>,
|
||||
B: BpsType + From<f64>,
|
||||
B: FixedRatio + From<f64>,
|
||||
{
|
||||
#[deref]
|
||||
#[deref_mut]
|
||||
@@ -30,7 +30,7 @@ impl<C, CS, B> FiatPerBlockWithDeltas<C, CS, B>
|
||||
where
|
||||
C: FiatType + JsonSchema + Into<f64>,
|
||||
CS: FiatType + From<f64>,
|
||||
B: BpsType + From<f64>,
|
||||
B: FixedRatio + From<f64>,
|
||||
{
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
|
||||
@@ -8,44 +8,39 @@ use vecdb::{
|
||||
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{BpsType, Percent, algo::ComputeDrawdown},
|
||||
internal::{FixedRatio, Percent, algo::ComputeDrawdown},
|
||||
};
|
||||
|
||||
use crate::internal::{LazyPerBlock, PerBlock};
|
||||
|
||||
/// Basis-point storage with both ratio and percentage float views.
|
||||
///
|
||||
/// Stores integer basis points on disk (Pco-compressed),
|
||||
/// exposes two lazy StoredF32 views:
|
||||
/// - `ratio`: bps / 10000 (e.g., 4523 bps -> 0.4523)
|
||||
/// - `percent`: bps / 100 (e.g., 4523 bps -> 45.23%)
|
||||
/// Fixed-point storage with lazy ratio and percentage float views.
|
||||
#[derive(Deref, DerefMut, Traversable)]
|
||||
#[traversable(transparent)]
|
||||
pub struct PercentPerBlock<B: BpsType, M: StorageMode = Rw>(
|
||||
pub struct PercentPerBlock<B: FixedRatio, M: StorageMode = Rw>(
|
||||
pub Percent<PerBlock<B, M>, LazyPerBlock<StoredF32, B>>,
|
||||
);
|
||||
|
||||
impl<B: BpsType> PercentPerBlock<B> {
|
||||
impl<B: FixedRatio> PercentPerBlock<B> {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
) -> Result<Self> {
|
||||
let bps = PerBlock::forced_import(db, &format!("{name}_bps"), version, indexes)?;
|
||||
let bps_clone = bps.height.read_only_boxed_clone();
|
||||
let raw = PerBlock::forced_import(db, &format!("{name}_{}", B::SUFFIX), version, indexes)?;
|
||||
let raw_clone = raw.height.read_only_boxed_clone();
|
||||
|
||||
let ratio = LazyPerBlock::from_computed::<B::ToRatio>(
|
||||
&format!("{name}_ratio"),
|
||||
version,
|
||||
bps_clone.clone(),
|
||||
&bps,
|
||||
raw_clone.clone(),
|
||||
&raw,
|
||||
);
|
||||
|
||||
let percent = LazyPerBlock::from_computed::<B::ToPercent>(name, version, bps_clone, &bps);
|
||||
let percent = LazyPerBlock::from_computed::<B::ToPercent>(name, version, raw_clone, &raw);
|
||||
|
||||
Ok(Self(Percent {
|
||||
bps,
|
||||
raw,
|
||||
ratio,
|
||||
percent,
|
||||
}))
|
||||
@@ -63,7 +58,7 @@ impl<B: BpsType> PercentPerBlock<B> {
|
||||
S2T: VecValue,
|
||||
F: BinaryTransform<S1T, S2T, B>,
|
||||
{
|
||||
self.bps
|
||||
self.raw
|
||||
.compute_binary::<S1T, S2T, F>(max_from, source1, source2, exit)
|
||||
}
|
||||
|
||||
@@ -80,7 +75,7 @@ impl<B: BpsType> PercentPerBlock<B> {
|
||||
f64: From<C> + From<A>,
|
||||
vecdb::EagerVec<vecdb::PcoVec<Height, B>>: ComputeDrawdown<Height>,
|
||||
{
|
||||
self.bps
|
||||
self.raw
|
||||
.height
|
||||
.compute_drawdown(max_from, current, ath, exit)
|
||||
}
|
||||
|
||||
@@ -5,25 +5,25 @@
|
||||
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints16, Height, StoredU64, Version};
|
||||
use brk_types::{Height, PartsPerMillion32, StoredU64, Version};
|
||||
use vecdb::{BinaryTransform, Database, Exit, ReadableVec, Rw, StorageMode, VecValue};
|
||||
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{
|
||||
BpsType, PerBlockCumulativeRolling, PercentPerBlock, PercentRollingWindows, RatioU64Bp16,
|
||||
FixedRatio, PerBlockCumulativeRolling, PercentPerBlock, PercentRollingWindows, RatioU64,
|
||||
},
|
||||
};
|
||||
|
||||
#[derive(Traversable)]
|
||||
pub struct PercentCumulativeRolling<B: BpsType, M: StorageMode = Rw> {
|
||||
pub struct PercentCumulativeRolling<B: FixedRatio, M: StorageMode = Rw> {
|
||||
#[traversable(flatten)]
|
||||
pub cumulative: PercentPerBlock<B, M>,
|
||||
#[traversable(flatten)]
|
||||
pub rolling: PercentRollingWindows<B, M>,
|
||||
}
|
||||
|
||||
impl<B: BpsType> PercentCumulativeRolling<B> {
|
||||
impl<B: FixedRatio> PercentCumulativeRolling<B> {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
@@ -73,7 +73,7 @@ impl<B: BpsType> PercentCumulativeRolling<B> {
|
||||
}
|
||||
}
|
||||
|
||||
impl PercentCumulativeRolling<BasisPoints16> {
|
||||
impl PercentCumulativeRolling<PartsPerMillion32> {
|
||||
/// Derive a percent from two `PerBlockCumulativeRolling<StoredU64>`
|
||||
/// sources (numerator and denominator). Both sources must already have
|
||||
/// their cumulative and rolling sums computed.
|
||||
@@ -85,7 +85,15 @@ impl PercentCumulativeRolling<BasisPoints16> {
|
||||
starting_height: Height,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.compute_binary::<StoredU64, StoredU64, RatioU64Bp16, _, _, _, _>(
|
||||
self.compute_binary::<
|
||||
StoredU64,
|
||||
StoredU64,
|
||||
RatioU64<PartsPerMillion32>,
|
||||
_,
|
||||
_,
|
||||
_,
|
||||
_,
|
||||
>(
|
||||
starting_height,
|
||||
&numerator.cumulative.height,
|
||||
&denominator.cumulative.height,
|
||||
|
||||
@@ -3,39 +3,39 @@ use brk_types::{StoredF32, Version};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use vecdb::{ReadableCloneableVec, UnaryTransform};
|
||||
|
||||
use crate::internal::{BpsType, LazyPerBlock, Percent, PercentPerBlock};
|
||||
use crate::internal::{FixedRatio, LazyPerBlock, Percent, PercentPerBlock};
|
||||
|
||||
/// Fully lazy variant of `PercentPerBlock` — no stored vecs.
|
||||
///
|
||||
/// BPS values are lazily derived from a source `PercentPerBlock` via a unary transform,
|
||||
/// and ratio/percent float views are chained from the lazy BPS.
|
||||
/// Raw values are lazily derived from a source `PercentPerBlock` via a unary transform,
|
||||
/// and ratio/percent float views are chained from them.
|
||||
#[derive(Clone, Deref, DerefMut, Traversable)]
|
||||
#[traversable(transparent)]
|
||||
pub struct LazyPercentPerBlock<B: BpsType>(
|
||||
pub struct LazyPercentPerBlock<B: FixedRatio>(
|
||||
pub Percent<LazyPerBlock<B, B>, LazyPerBlock<StoredF32, B>>,
|
||||
);
|
||||
|
||||
impl<B: BpsType> LazyPercentPerBlock<B> {
|
||||
/// Create from a stored `PercentPerBlock` source via a BPS-to-BPS unary transform.
|
||||
impl<B: FixedRatio> LazyPercentPerBlock<B> {
|
||||
/// Create from a stored `PercentPerBlock` source via a same-unit unary transform.
|
||||
pub(crate) fn from_percent<F: UnaryTransform<B, B>>(
|
||||
name: &str,
|
||||
version: Version,
|
||||
source: &PercentPerBlock<B>,
|
||||
) -> Self {
|
||||
let bps = LazyPerBlock::from_computed::<F>(
|
||||
&format!("{name}_bps"),
|
||||
let raw = LazyPerBlock::from_computed::<F>(
|
||||
&format!("{name}_{}", B::SUFFIX),
|
||||
version,
|
||||
source.bps.height.read_only_boxed_clone(),
|
||||
&source.bps,
|
||||
source.raw.height.read_only_boxed_clone(),
|
||||
&source.raw,
|
||||
);
|
||||
|
||||
let ratio =
|
||||
LazyPerBlock::from_lazy::<B::ToRatio, B>(&format!("{name}_ratio"), version, &bps);
|
||||
LazyPerBlock::from_lazy::<B::ToRatio, B>(&format!("{name}_ratio"), version, &raw);
|
||||
|
||||
let percent = LazyPerBlock::from_lazy::<B::ToPercent, B>(name, version, &bps);
|
||||
let percent = LazyPerBlock::from_lazy::<B::ToPercent, B>(name, version, &raw);
|
||||
|
||||
Self(Percent {
|
||||
bps,
|
||||
raw,
|
||||
ratio,
|
||||
percent,
|
||||
})
|
||||
|
||||
@@ -3,25 +3,25 @@ use brk_types::Version;
|
||||
use vecdb::UnaryTransform;
|
||||
|
||||
use crate::internal::{
|
||||
BpsType, LazyPercentPerBlock, LazyPercentRollingWindows, PercentCumulativeRolling,
|
||||
FixedRatio, LazyPercentPerBlock, LazyPercentRollingWindows, PercentCumulativeRolling,
|
||||
};
|
||||
|
||||
/// Fully lazy variant of `PercentCumulativeRolling` — no stored vecs.
|
||||
///
|
||||
/// Mirrors the flat shape of `PercentCumulativeRolling`: cumulative and
|
||||
/// rolling window fields are both flattened to the same tree level, so
|
||||
/// consumers see `{ bps, percent, ratio, _24h, _1w, _1m, _1y }`.
|
||||
/// consumers see `{ raw, percent, ratio, _24h, _1w, _1m, _1y }`.
|
||||
#[derive(Clone, Traversable)]
|
||||
pub struct LazyPercentCumulativeRolling<B: BpsType> {
|
||||
pub struct LazyPercentCumulativeRolling<B: FixedRatio> {
|
||||
#[traversable(flatten)]
|
||||
pub cumulative: LazyPercentPerBlock<B>,
|
||||
#[traversable(flatten)]
|
||||
pub rolling: LazyPercentRollingWindows<B>,
|
||||
}
|
||||
|
||||
impl<B: BpsType> LazyPercentCumulativeRolling<B> {
|
||||
impl<B: FixedRatio> LazyPercentCumulativeRolling<B> {
|
||||
/// Derive from a stored `PercentCumulativeRolling` source via a
|
||||
/// BPS-to-BPS unary transform applied to both cumulative and rolling.
|
||||
/// same-unit unary transform applied to both cumulative and rolling.
|
||||
pub(crate) fn from_source<F: UnaryTransform<B, B>>(
|
||||
name: &str,
|
||||
version: Version,
|
||||
|
||||
@@ -3,20 +3,20 @@ use brk_types::Version;
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use vecdb::UnaryTransform;
|
||||
|
||||
use crate::internal::{BpsType, PercentRollingWindows, Windows};
|
||||
use crate::internal::{FixedRatio, PercentRollingWindows, Windows};
|
||||
|
||||
use super::LazyPercentPerBlock;
|
||||
|
||||
/// Fully lazy rolling percent windows — 4 windows (24h, 1w, 1m, 1y),
|
||||
/// each with lazy BPS + lazy ratio/percent float views.
|
||||
/// each with lazy raw + lazy ratio/percent float views.
|
||||
///
|
||||
/// No stored vecs. All values derived from a source `PercentRollingWindows`.
|
||||
#[derive(Clone, Deref, DerefMut, Traversable)]
|
||||
#[traversable(transparent)]
|
||||
pub struct LazyPercentRollingWindows<B: BpsType>(pub Windows<LazyPercentPerBlock<B>>);
|
||||
pub struct LazyPercentRollingWindows<B: FixedRatio>(pub Windows<LazyPercentPerBlock<B>>);
|
||||
|
||||
impl<B: BpsType> LazyPercentRollingWindows<B> {
|
||||
/// Create from a stored `PercentRollingWindows` source via a BPS-to-BPS unary transform.
|
||||
impl<B: FixedRatio> LazyPercentRollingWindows<B> {
|
||||
/// Create from a stored source via a same-unit unary transform.
|
||||
pub(crate) fn from_rolling<F: UnaryTransform<B, B>>(
|
||||
name: &str,
|
||||
version: Version,
|
||||
|
||||
@@ -5,37 +5,37 @@ use vecdb::{
|
||||
Database, EagerVec, ImportableVec, LazyVecFrom1, PcoVec, ReadableCloneableVec, Rw, StorageMode,
|
||||
};
|
||||
|
||||
use crate::internal::{BpsType, Percent};
|
||||
use crate::internal::{FixedRatio, Percent};
|
||||
|
||||
/// Lightweight percent container: BPS height vec + lazy ratio + lazy percent.
|
||||
/// Lightweight percent container: fixed-point height vec + lazy ratio + lazy percent.
|
||||
/// No resolutions, no rolling stats.
|
||||
#[derive(Clone, Deref, DerefMut, Traversable)]
|
||||
#[traversable(transparent)]
|
||||
#[allow(clippy::type_complexity)]
|
||||
pub struct PercentVec<B: BpsType, M: StorageMode = Rw>(
|
||||
pub struct PercentVec<B: FixedRatio, M: StorageMode = Rw>(
|
||||
pub Percent<M::Stored<EagerVec<PcoVec<Height, B>>>, LazyVecFrom1<Height, StoredF32, Height, B>>,
|
||||
);
|
||||
|
||||
impl<B: BpsType> PercentVec<B> {
|
||||
impl<B: FixedRatio> PercentVec<B> {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
version: Version,
|
||||
) -> brk_error::Result<Self> {
|
||||
let bps: EagerVec<PcoVec<Height, B>> =
|
||||
EagerVec::forced_import(db, &format!("{name}_bps"), version)?;
|
||||
let bps_clone = bps.read_only_boxed_clone();
|
||||
let raw: EagerVec<PcoVec<Height, B>> =
|
||||
EagerVec::forced_import(db, &format!("{name}_{}", B::SUFFIX), version)?;
|
||||
let raw_clone = raw.read_only_boxed_clone();
|
||||
|
||||
let ratio = LazyVecFrom1::transformed::<B::ToRatio>(
|
||||
&format!("{name}_ratio"),
|
||||
version,
|
||||
bps_clone.clone(),
|
||||
raw_clone.clone(),
|
||||
);
|
||||
|
||||
let percent = LazyVecFrom1::transformed::<B::ToPercent>(name, version, bps_clone);
|
||||
let percent = LazyVecFrom1::transformed::<B::ToPercent>(name, version, raw_clone);
|
||||
|
||||
Ok(Self(Percent {
|
||||
bps,
|
||||
raw,
|
||||
ratio,
|
||||
percent,
|
||||
}))
|
||||
|
||||
@@ -6,18 +6,18 @@ use vecdb::{BinaryTransform, Database, Exit, ReadableVec, Rw, StorageMode, VecVa
|
||||
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{BpsType, PercentPerBlock, Windows},
|
||||
internal::{FixedRatio, PercentPerBlock, Windows},
|
||||
};
|
||||
|
||||
/// 4 rolling window vecs (24h, 1w, 1m, 1y), each storing basis points
|
||||
/// 4 rolling window vecs (24h, 1w, 1m, 1y), each storing fixed-point values
|
||||
/// with lazy ratio and percent float views.
|
||||
#[derive(Deref, DerefMut, Traversable)]
|
||||
#[traversable(transparent)]
|
||||
pub struct PercentRollingWindows<B: BpsType, M: StorageMode = Rw>(
|
||||
pub struct PercentRollingWindows<B: FixedRatio, M: StorageMode = Rw>(
|
||||
pub Windows<PercentPerBlock<B, M>>,
|
||||
);
|
||||
|
||||
impl<B: BpsType> PercentRollingWindows<B> {
|
||||
impl<B: FixedRatio> PercentRollingWindows<B> {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
|
||||
@@ -1,23 +1,23 @@
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Lengths;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints32, Cents, Height, StoredF32, Version};
|
||||
use brk_types::{Cents, Height, StoredF32, Version};
|
||||
use vecdb::{Database, Exit, ReadableCloneableVec, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{BpsType, LazyPerBlock, PerBlock},
|
||||
internal::{FixedRatio, LazyPerBlock, PerBlock},
|
||||
};
|
||||
|
||||
#[derive(Traversable)]
|
||||
pub struct RatioPerBlock<B: BpsType = BasisPoints32, M: StorageMode = Rw> {
|
||||
pub bps: PerBlock<B, M>,
|
||||
pub ratio: LazyPerBlock<StoredF32, B>,
|
||||
pub struct RatioPerBlock<R: FixedRatio, M: StorageMode = Rw> {
|
||||
pub raw: PerBlock<R, M>,
|
||||
pub ratio: LazyPerBlock<StoredF32, R>,
|
||||
}
|
||||
|
||||
const VERSION: Version = Version::TWO;
|
||||
const VERSION: Version = Version::new(3);
|
||||
|
||||
impl<B: BpsType> RatioPerBlock<B> {
|
||||
impl<R: FixedRatio> RatioPerBlock<R> {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
@@ -35,20 +35,18 @@ impl<B: BpsType> RatioPerBlock<B> {
|
||||
) -> Result<Self> {
|
||||
let v = version + VERSION;
|
||||
|
||||
let bps = PerBlock::forced_import(db, &format!("{name}_bps"), v, indexes)?;
|
||||
let raw = PerBlock::forced_import(db, &format!("{name}_{}", R::SUFFIX), v, indexes)?;
|
||||
|
||||
let ratio = LazyPerBlock::from_computed::<B::ToRatio>(
|
||||
let ratio = LazyPerBlock::from_computed::<R::ToRatio>(
|
||||
name,
|
||||
v,
|
||||
bps.height.read_only_boxed_clone(),
|
||||
&bps,
|
||||
raw.height.read_only_boxed_clone(),
|
||||
&raw,
|
||||
);
|
||||
|
||||
Ok(Self { bps, ratio })
|
||||
Ok(Self { raw, ratio })
|
||||
}
|
||||
}
|
||||
|
||||
impl RatioPerBlock<BasisPoints32> {
|
||||
pub(crate) fn compute_ratio(
|
||||
&mut self,
|
||||
starting_lengths: &Lengths,
|
||||
@@ -56,15 +54,15 @@ impl RatioPerBlock<BasisPoints32> {
|
||||
series_price: &impl ReadableVec<Height, Cents>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.bps.height.compute_transform2(
|
||||
self.raw.height.compute_transform2(
|
||||
starting_lengths.height,
|
||||
close_price,
|
||||
series_price,
|
||||
|(i, close, price, ..)| {
|
||||
if price == Cents::ZERO {
|
||||
(i, BasisPoints32::from(1.0))
|
||||
(i, R::from(1.0))
|
||||
} else {
|
||||
(i, BasisPoints32::from(f64::from(close) / f64::from(price)))
|
||||
(i, R::from(f64::from(close) / f64::from(price)))
|
||||
}
|
||||
},
|
||||
exit,
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Lengths;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints32, Cents, Height, StoredF32, Version};
|
||||
use brk_types::{Cents, Height, PartsPerMillion32, StoredF32, Version};
|
||||
use vecdb::{
|
||||
AnyStoredVec, AnyVec, Database, EagerVec, Exit, PcoVec, ReadableVec, Rw, StorageMode, VecIndex,
|
||||
WritableVec,
|
||||
@@ -9,7 +9,7 @@ use vecdb::{
|
||||
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{Price, PriceTimesRatioBp32Cents, algo::ExpandingPercentiles},
|
||||
internal::{Price, PriceTimesRatio, algo::ExpandingPercentiles},
|
||||
};
|
||||
|
||||
use super::{super::PerBlock, RatioPerBlock};
|
||||
@@ -17,7 +17,7 @@ use super::{super::PerBlock, RatioPerBlock};
|
||||
#[derive(Traversable)]
|
||||
pub struct RatioBand<M: StorageMode = Rw> {
|
||||
#[traversable(flatten)]
|
||||
pub ratio: RatioPerBlock<BasisPoints32, M>,
|
||||
pub ratio: RatioPerBlock<PartsPerMillion32, M>,
|
||||
pub price: Price<PerBlock<Cents, M>>,
|
||||
}
|
||||
|
||||
@@ -119,18 +119,18 @@ impl RatioPerBlockPercentiles {
|
||||
}
|
||||
|
||||
let new_ratios = ratio_source.collect_range_at(start, ratio_len);
|
||||
let mut pct_vecs: [&mut EagerVec<PcoVec<Height, BasisPoints32>>; 8] = [
|
||||
&mut self.pct0_5.ratio.bps.height,
|
||||
&mut self.pct1.ratio.bps.height,
|
||||
&mut self.pct2.ratio.bps.height,
|
||||
&mut self.pct5.ratio.bps.height,
|
||||
&mut self.pct95.ratio.bps.height,
|
||||
&mut self.pct98.ratio.bps.height,
|
||||
&mut self.pct99.ratio.bps.height,
|
||||
&mut self.pct99_5.ratio.bps.height,
|
||||
let mut pct_vecs: [&mut EagerVec<PcoVec<Height, PartsPerMillion32>>; 8] = [
|
||||
&mut self.pct0_5.ratio.raw.height,
|
||||
&mut self.pct1.ratio.raw.height,
|
||||
&mut self.pct2.ratio.raw.height,
|
||||
&mut self.pct5.ratio.raw.height,
|
||||
&mut self.pct95.ratio.raw.height,
|
||||
&mut self.pct98.ratio.raw.height,
|
||||
&mut self.pct99.ratio.raw.height,
|
||||
&mut self.pct99_5.ratio.raw.height,
|
||||
];
|
||||
const PCTS: [f64; 8] = [0.005, 0.01, 0.02, 0.05, 0.95, 0.98, 0.99, 0.995];
|
||||
let mut out = [0u32; 8];
|
||||
let mut out = [0.0; 8];
|
||||
|
||||
for vec in pct_vecs.iter_mut() {
|
||||
vec.truncate_if_needed_at(start)?;
|
||||
@@ -142,7 +142,7 @@ impl RatioPerBlockPercentiles {
|
||||
}
|
||||
self.expanding_pct.quantiles(&PCTS, &mut out);
|
||||
for (vec, &val) in pct_vecs.iter_mut().zip(out.iter()) {
|
||||
vec.push(BasisPoints32::from(val));
|
||||
vec.push(PartsPerMillion32::from(val));
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -159,10 +159,14 @@ impl RatioPerBlockPercentiles {
|
||||
self.$band
|
||||
.price
|
||||
.cents
|
||||
.compute_binary::<Cents, BasisPoints32, PriceTimesRatioBp32Cents>(
|
||||
.compute_binary::<
|
||||
Cents,
|
||||
PartsPerMillion32,
|
||||
PriceTimesRatio<PartsPerMillion32>,
|
||||
>(
|
||||
starting_lengths.height,
|
||||
series_price,
|
||||
&self.$band.ratio.bps.height,
|
||||
&self.$band.ratio.raw.height,
|
||||
exit,
|
||||
)?;
|
||||
};
|
||||
@@ -182,16 +186,16 @@ impl RatioPerBlockPercentiles {
|
||||
|
||||
fn mut_pct_vecs(
|
||||
&mut self,
|
||||
) -> impl Iterator<Item = &mut EagerVec<PcoVec<Height, BasisPoints32>>> {
|
||||
) -> impl Iterator<Item = &mut EagerVec<PcoVec<Height, PartsPerMillion32>>> {
|
||||
[
|
||||
&mut self.pct0_5.ratio.bps.height,
|
||||
&mut self.pct1.ratio.bps.height,
|
||||
&mut self.pct2.ratio.bps.height,
|
||||
&mut self.pct5.ratio.bps.height,
|
||||
&mut self.pct95.ratio.bps.height,
|
||||
&mut self.pct98.ratio.bps.height,
|
||||
&mut self.pct99.ratio.bps.height,
|
||||
&mut self.pct99_5.ratio.bps.height,
|
||||
&mut self.pct0_5.ratio.raw.height,
|
||||
&mut self.pct1.ratio.raw.height,
|
||||
&mut self.pct2.ratio.raw.height,
|
||||
&mut self.pct5.ratio.raw.height,
|
||||
&mut self.pct95.ratio.raw.height,
|
||||
&mut self.pct98.ratio.raw.height,
|
||||
&mut self.pct99.ratio.raw.height,
|
||||
&mut self.pct99_5.ratio.raw.height,
|
||||
]
|
||||
.into_iter()
|
||||
}
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Lengths;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints32, Cents, Dollars, Height, SatsFract, StoredF32, Version};
|
||||
use brk_types::{Cents, Dollars, Height, PartsPerMillion64, SatsFract, StoredF32, Version};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use vecdb::{Database, EagerVec, Exit, PcoVec, ReadableVec, Rw, StorageMode};
|
||||
|
||||
@@ -15,8 +15,8 @@ pub struct PriceWithRatioPerBlock<M: StorageMode = Rw> {
|
||||
pub usd: LazyPerBlock<Dollars, Cents>,
|
||||
pub cents: PerBlock<Cents, M>,
|
||||
pub sats: LazyPerBlock<SatsFract, Dollars>,
|
||||
pub bps: PerBlock<BasisPoints32, M>,
|
||||
pub ratio: LazyPerBlock<StoredF32, BasisPoints32>,
|
||||
pub raw: PerBlock<PartsPerMillion64, M>,
|
||||
pub ratio: LazyPerBlock<StoredF32, PartsPerMillion64>,
|
||||
}
|
||||
|
||||
impl PriceWithRatioPerBlock {
|
||||
@@ -32,7 +32,7 @@ impl PriceWithRatioPerBlock {
|
||||
usd: price.usd,
|
||||
cents: price.cents,
|
||||
sats: price.sats,
|
||||
bps: ratio.bps,
|
||||
raw: ratio.raw,
|
||||
ratio: ratio.ratio,
|
||||
})
|
||||
}
|
||||
@@ -44,15 +44,18 @@ impl PriceWithRatioPerBlock {
|
||||
close_price: &impl ReadableVec<Height, Cents>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.bps.height.compute_transform2(
|
||||
self.raw.height.compute_transform2(
|
||||
starting_lengths.height,
|
||||
close_price,
|
||||
&self.cents.height,
|
||||
|(i, close, price, ..)| {
|
||||
if price == Cents::ZERO {
|
||||
(i, BasisPoints32::from(1.0))
|
||||
(i, PartsPerMillion64::from(1.0))
|
||||
} else {
|
||||
(i, BasisPoints32::from(f64::from(close) / f64::from(price)))
|
||||
(
|
||||
i,
|
||||
PartsPerMillion64::from(f64::from(close) / f64::from(price)),
|
||||
)
|
||||
}
|
||||
},
|
||||
exit,
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Lengths;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints32, Height, StoredF32, Version};
|
||||
use brk_types::{Height, PartsPerMillion32, StoredF32, Version};
|
||||
use vecdb::{Database, Exit, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use crate::{blocks, indexes};
|
||||
@@ -10,12 +10,12 @@ use super::RatioPerBlock;
|
||||
|
||||
#[derive(Traversable)]
|
||||
pub struct RatioSma<M: StorageMode = Rw> {
|
||||
pub all: RatioPerBlock<BasisPoints32, M>,
|
||||
pub _1w: RatioPerBlock<BasisPoints32, M>,
|
||||
pub _1m: RatioPerBlock<BasisPoints32, M>,
|
||||
pub _1y: RatioPerBlock<BasisPoints32, M>,
|
||||
pub _2y: RatioPerBlock<BasisPoints32, M>,
|
||||
pub _4y: RatioPerBlock<BasisPoints32, M>,
|
||||
pub all: RatioPerBlock<PartsPerMillion32, M>,
|
||||
pub _1w: RatioPerBlock<PartsPerMillion32, M>,
|
||||
pub _1m: RatioPerBlock<PartsPerMillion32, M>,
|
||||
pub _1y: RatioPerBlock<PartsPerMillion32, M>,
|
||||
pub _2y: RatioPerBlock<PartsPerMillion32, M>,
|
||||
pub _4y: RatioPerBlock<PartsPerMillion32, M>,
|
||||
}
|
||||
|
||||
const VERSION: Version = Version::new(4);
|
||||
@@ -58,7 +58,7 @@ impl RatioSma {
|
||||
ratio_source: &impl ReadableVec<Height, StoredF32>,
|
||||
) -> Result<()> {
|
||||
// Expanding SMA (all history)
|
||||
self.all.bps.height.compute_sma_(
|
||||
self.all.raw.height.compute_sma_(
|
||||
starting_lengths.height,
|
||||
ratio_source,
|
||||
usize::MAX,
|
||||
@@ -74,7 +74,7 @@ impl RatioSma {
|
||||
(&mut self._2y, &blocks.lookback._2y),
|
||||
(&mut self._4y, &blocks.lookback._4y),
|
||||
] {
|
||||
sma.bps.height.compute_rolling_average(
|
||||
sma.raw.height.compute_rolling_average(
|
||||
starting_lengths.height,
|
||||
lookback,
|
||||
ratio_source,
|
||||
|
||||
@@ -6,16 +6,17 @@ use vecdb::{BinaryTransform, Database, Exit, ReadableVec, Rw, StorageMode, VecVa
|
||||
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{BpsType, RatioPerBlock, Windows},
|
||||
internal::{FixedRatio, RatioPerBlock, Windows},
|
||||
};
|
||||
|
||||
/// 4 rolling window vecs (24h, 1w, 1m, 1y), each storing basis points
|
||||
/// with a lazy ratio float view.
|
||||
/// Four rolling-window ratios with fixed-point storage and lazy float views.
|
||||
#[derive(Deref, DerefMut, Traversable)]
|
||||
#[traversable(transparent)]
|
||||
pub struct RatioRollingWindows<B: BpsType, M: StorageMode = Rw>(pub Windows<RatioPerBlock<B, M>>);
|
||||
pub struct RatioRollingWindows<B: FixedRatio, M: StorageMode = Rw>(
|
||||
pub Windows<RatioPerBlock<B, M>>,
|
||||
);
|
||||
|
||||
impl<B: BpsType> RatioRollingWindows<B> {
|
||||
impl<B: FixedRatio> RatioRollingWindows<B> {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
@@ -49,7 +50,7 @@ impl<B: BpsType> RatioRollingWindows<B> {
|
||||
.zip(sources2)
|
||||
{
|
||||
target
|
||||
.bps
|
||||
.raw
|
||||
.compute_binary::<S1T, S2T, F>(max_from, s1, s2, exit)?;
|
||||
}
|
||||
Ok(())
|
||||
|
||||
@@ -10,7 +10,7 @@ use vecdb::{
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{
|
||||
AmountType, BpsType, DerivedResolutions, FiatType, LazyPerBlock, NumericValue, Percent,
|
||||
AmountType, DerivedResolutions, FiatType, FixedRatio, LazyPerBlock, NumericValue, Percent,
|
||||
Resolutions, WindowStartVec, Windows,
|
||||
},
|
||||
};
|
||||
@@ -19,7 +19,7 @@ use crate::{
|
||||
///
|
||||
/// Used as building block for both change and rate deltas.
|
||||
/// - Change: `LazyDeltaFromHeight<S, C, DeltaChange>`
|
||||
/// - Rate BPS: `LazyDeltaFromHeight<S, B, DeltaRate>`
|
||||
/// - Rate: `LazyDeltaFromHeight<S, B, DeltaRate>`
|
||||
#[derive(Clone, Traversable)]
|
||||
#[traversable(merge)]
|
||||
pub struct LazyDeltaFromHeight<S, T, Op: 'static>
|
||||
@@ -32,9 +32,9 @@ where
|
||||
pub resolutions: Box<Resolutions<T>>,
|
||||
}
|
||||
|
||||
/// Single-slot lazy delta percent: BPS delta + lazy ratio + lazy percent views.
|
||||
/// Single-slot lazy delta percent: fixed-point delta + lazy ratio + lazy percent views.
|
||||
///
|
||||
/// Mirrors `PercentPerBlock<B>` but with lazy delta for the BPS source.
|
||||
/// Mirrors `PercentPerBlock<B>` but with a lazy delta source.
|
||||
#[derive(Clone, Deref, DerefMut, Traversable)]
|
||||
#[traversable(transparent)]
|
||||
pub struct LazyDeltaPercentFromHeight<S, B>(
|
||||
@@ -42,7 +42,7 @@ pub struct LazyDeltaPercentFromHeight<S, B>(
|
||||
)
|
||||
where
|
||||
S: VecValue,
|
||||
B: BpsType;
|
||||
B: FixedRatio;
|
||||
|
||||
/// Lazy rolling deltas for all 4 window durations (24h, 1w, 1m, 1y).
|
||||
///
|
||||
@@ -55,7 +55,7 @@ pub struct LazyRollingDeltasFromHeight<S, C, B>
|
||||
where
|
||||
S: VecValue,
|
||||
C: NumericValue + JsonSchema,
|
||||
B: BpsType,
|
||||
B: FixedRatio,
|
||||
{
|
||||
pub absolute: Windows<LazyDeltaFromHeight<S, C, DeltaChange>>,
|
||||
pub rate: Windows<LazyDeltaPercentFromHeight<S, B>>,
|
||||
@@ -65,7 +65,7 @@ impl<S, C, B> LazyRollingDeltasFromHeight<S, C, B>
|
||||
where
|
||||
S: VecValue + Into<f64>,
|
||||
C: NumericValue + JsonSchema + From<f64>,
|
||||
B: BpsType + From<f64>,
|
||||
B: FixedRatio + From<f64>,
|
||||
{
|
||||
pub fn new(
|
||||
name: &str,
|
||||
@@ -99,54 +99,52 @@ where
|
||||
resolutions: Box::new(change_resolutions),
|
||||
};
|
||||
|
||||
// Rate BPS: (source[h] - source[ago]) / source[ago] as B (via f64)
|
||||
let rate_bps_name = format!("{full_name}_rate_bps");
|
||||
// Rate: (source[h] - source[ago]) / source[ago] as B (via f64)
|
||||
let rate_raw_name = format!("{full_name}_rate_{}", B::SUFFIX);
|
||||
let rate_vec = LazyDeltaVec::<Height, S, B, DeltaRate>::new(
|
||||
&rate_bps_name,
|
||||
&rate_raw_name,
|
||||
version,
|
||||
src.clone(),
|
||||
starts_version,
|
||||
move || cached.cached(),
|
||||
);
|
||||
let rate_resolutions =
|
||||
Resolutions::forced_import(&rate_bps_name, rate_vec.clone(), version, indexes);
|
||||
let bps = LazyDeltaFromHeight {
|
||||
Resolutions::forced_import(&rate_raw_name, rate_vec.clone(), version, indexes);
|
||||
let raw = LazyDeltaFromHeight {
|
||||
height: rate_vec,
|
||||
resolutions: Box::new(rate_resolutions),
|
||||
};
|
||||
|
||||
// Ratio: bps / 10000
|
||||
let rate_ratio_name = format!("{full_name}_rate_ratio");
|
||||
let ratio = LazyPerBlock {
|
||||
height: LazyVecFrom1::transformed::<B::ToRatio>(
|
||||
&rate_ratio_name,
|
||||
version,
|
||||
bps.height.read_only_boxed_clone(),
|
||||
raw.height.read_only_boxed_clone(),
|
||||
),
|
||||
resolutions: Box::new(DerivedResolutions::from_derived_computed::<B::ToRatio>(
|
||||
&rate_ratio_name,
|
||||
version,
|
||||
&bps.resolutions,
|
||||
&raw.resolutions,
|
||||
)),
|
||||
};
|
||||
|
||||
// Percent: bps / 100
|
||||
let rate_name = format!("{full_name}_rate");
|
||||
let percent = LazyPerBlock {
|
||||
height: LazyVecFrom1::transformed::<B::ToPercent>(
|
||||
&rate_name,
|
||||
version,
|
||||
bps.height.read_only_boxed_clone(),
|
||||
raw.height.read_only_boxed_clone(),
|
||||
),
|
||||
resolutions: Box::new(DerivedResolutions::from_derived_computed::<B::ToPercent>(
|
||||
&rate_name,
|
||||
version,
|
||||
&bps.resolutions,
|
||||
&raw.resolutions,
|
||||
)),
|
||||
};
|
||||
|
||||
let rate = LazyDeltaPercentFromHeight(Percent {
|
||||
bps,
|
||||
raw,
|
||||
ratio,
|
||||
percent,
|
||||
});
|
||||
@@ -186,7 +184,7 @@ pub struct LazyRollingDeltasAmountFromHeight<S, C, B>
|
||||
where
|
||||
S: VecValue,
|
||||
C: AmountType,
|
||||
B: BpsType,
|
||||
B: FixedRatio,
|
||||
{
|
||||
pub absolute: Windows<LazyDeltaAmountFromHeight<S, C>>,
|
||||
pub rate: Windows<LazyDeltaPercentFromHeight<S, B>>,
|
||||
@@ -196,7 +194,7 @@ impl<S, C, B> LazyRollingDeltasAmountFromHeight<S, C, B>
|
||||
where
|
||||
S: VecValue + Into<f64>,
|
||||
C: AmountType + From<f64>,
|
||||
B: BpsType + From<f64>,
|
||||
B: FixedRatio + From<f64>,
|
||||
{
|
||||
pub fn new(
|
||||
name: &str,
|
||||
@@ -247,18 +245,18 @@ where
|
||||
|
||||
let absolute = LazyDeltaAmountFromHeight { btc, sats };
|
||||
|
||||
// Rate BPS: (source[h] - source[ago]) / source[ago] as B (via f64)
|
||||
let rate_bps_name = format!("{full_name}_rate_bps");
|
||||
// Rate: (source[h] - source[ago]) / source[ago] as B (via f64)
|
||||
let rate_raw_name = format!("{full_name}_rate_{}", B::SUFFIX);
|
||||
let rate_vec = LazyDeltaVec::<Height, S, B, DeltaRate>::new(
|
||||
&rate_bps_name,
|
||||
&rate_raw_name,
|
||||
version,
|
||||
src.clone(),
|
||||
starts_version,
|
||||
move || cached.cached(),
|
||||
);
|
||||
let rate_resolutions =
|
||||
Resolutions::forced_import(&rate_bps_name, rate_vec.clone(), version, indexes);
|
||||
let bps = LazyDeltaFromHeight {
|
||||
Resolutions::forced_import(&rate_raw_name, rate_vec.clone(), version, indexes);
|
||||
let raw = LazyDeltaFromHeight {
|
||||
height: rate_vec,
|
||||
resolutions: Box::new(rate_resolutions),
|
||||
};
|
||||
@@ -268,12 +266,12 @@ where
|
||||
height: LazyVecFrom1::transformed::<B::ToRatio>(
|
||||
&rate_ratio_name,
|
||||
version,
|
||||
bps.height.read_only_boxed_clone(),
|
||||
raw.height.read_only_boxed_clone(),
|
||||
),
|
||||
resolutions: Box::new(DerivedResolutions::from_derived_computed::<B::ToRatio>(
|
||||
&rate_ratio_name,
|
||||
version,
|
||||
&bps.resolutions,
|
||||
&raw.resolutions,
|
||||
)),
|
||||
};
|
||||
|
||||
@@ -282,17 +280,17 @@ where
|
||||
height: LazyVecFrom1::transformed::<B::ToPercent>(
|
||||
&rate_name,
|
||||
version,
|
||||
bps.height.read_only_boxed_clone(),
|
||||
raw.height.read_only_boxed_clone(),
|
||||
),
|
||||
resolutions: Box::new(DerivedResolutions::from_derived_computed::<B::ToPercent>(
|
||||
&rate_name,
|
||||
version,
|
||||
&bps.resolutions,
|
||||
&raw.resolutions,
|
||||
)),
|
||||
};
|
||||
|
||||
let rate = LazyDeltaPercentFromHeight(Percent {
|
||||
bps,
|
||||
raw,
|
||||
ratio,
|
||||
percent,
|
||||
});
|
||||
@@ -331,7 +329,7 @@ pub struct LazyRollingDeltasFiatFromHeight<S, C, B>
|
||||
where
|
||||
S: VecValue,
|
||||
C: FiatType,
|
||||
B: BpsType,
|
||||
B: FixedRatio,
|
||||
{
|
||||
pub absolute: Windows<LazyDeltaFiatFromHeight<S, C>>,
|
||||
pub rate: Windows<LazyDeltaPercentFromHeight<S, B>>,
|
||||
@@ -341,7 +339,7 @@ impl<S, C, B> LazyRollingDeltasFiatFromHeight<S, C, B>
|
||||
where
|
||||
S: VecValue + Into<f64>,
|
||||
C: FiatType + From<f64>,
|
||||
B: BpsType + From<f64>,
|
||||
B: FixedRatio + From<f64>,
|
||||
{
|
||||
pub fn new(
|
||||
name: &str,
|
||||
@@ -392,18 +390,18 @@ where
|
||||
|
||||
let absolute = LazyDeltaFiatFromHeight { usd, cents };
|
||||
|
||||
// Rate BPS: (source[h] - source[ago]) / source[ago] as B (via f64)
|
||||
let rate_bps_name = format!("{full_name}_rate_bps");
|
||||
// Rate: (source[h] - source[ago]) / source[ago] as B (via f64)
|
||||
let rate_raw_name = format!("{full_name}_rate_{}", B::SUFFIX);
|
||||
let rate_vec = LazyDeltaVec::<Height, S, B, DeltaRate>::new(
|
||||
&rate_bps_name,
|
||||
&rate_raw_name,
|
||||
version,
|
||||
src.clone(),
|
||||
starts_version,
|
||||
move || cached.cached(),
|
||||
);
|
||||
let rate_resolutions =
|
||||
Resolutions::forced_import(&rate_bps_name, rate_vec.clone(), version, indexes);
|
||||
let bps = LazyDeltaFromHeight {
|
||||
Resolutions::forced_import(&rate_raw_name, rate_vec.clone(), version, indexes);
|
||||
let raw = LazyDeltaFromHeight {
|
||||
height: rate_vec,
|
||||
resolutions: Box::new(rate_resolutions),
|
||||
};
|
||||
@@ -413,12 +411,12 @@ where
|
||||
height: LazyVecFrom1::transformed::<B::ToRatio>(
|
||||
&rate_ratio_name,
|
||||
version,
|
||||
bps.height.read_only_boxed_clone(),
|
||||
raw.height.read_only_boxed_clone(),
|
||||
),
|
||||
resolutions: Box::new(DerivedResolutions::from_derived_computed::<B::ToRatio>(
|
||||
&rate_ratio_name,
|
||||
version,
|
||||
&bps.resolutions,
|
||||
&raw.resolutions,
|
||||
)),
|
||||
};
|
||||
|
||||
@@ -427,17 +425,17 @@ where
|
||||
height: LazyVecFrom1::transformed::<B::ToPercent>(
|
||||
&rate_name,
|
||||
version,
|
||||
bps.height.read_only_boxed_clone(),
|
||||
raw.height.read_only_boxed_clone(),
|
||||
),
|
||||
resolutions: Box::new(DerivedResolutions::from_derived_computed::<B::ToPercent>(
|
||||
&rate_name,
|
||||
version,
|
||||
&bps.resolutions,
|
||||
&raw.resolutions,
|
||||
)),
|
||||
};
|
||||
|
||||
let rate = LazyDeltaPercentFromHeight(Percent {
|
||||
bps,
|
||||
raw,
|
||||
ratio,
|
||||
percent,
|
||||
});
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPointsSigned32, Sats, SatsSigned, Version};
|
||||
use brk_types::{PartsPerMillionSigned64, Sats, SatsSigned, Version};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use vecdb::{Database, Rw, StorageMode};
|
||||
|
||||
@@ -15,7 +15,7 @@ pub struct ValuePerBlockWithDeltas<M: StorageMode = Rw> {
|
||||
#[deref_mut]
|
||||
#[traversable(flatten)]
|
||||
pub inner: ValuePerBlock<M>,
|
||||
pub delta: LazyRollingDeltasAmountFromHeight<Sats, SatsSigned, BasisPointsSigned32>,
|
||||
pub delta: LazyRollingDeltasAmountFromHeight<Sats, SatsSigned, PartsPerMillionSigned64>,
|
||||
}
|
||||
|
||||
impl ValuePerBlockWithDeltas {
|
||||
@@ -30,7 +30,7 @@ impl ValuePerBlockWithDeltas {
|
||||
|
||||
let delta = LazyRollingDeltasAmountFromHeight::new(
|
||||
&format!("{name}_delta"),
|
||||
version + Version::ONE,
|
||||
version + Version::TWO,
|
||||
&inner.sats.height,
|
||||
cached_starts,
|
||||
indexes,
|
||||
|
||||
@@ -1,60 +0,0 @@
|
||||
use brk_error::Result;
|
||||
use brk_indexer::{Indexer, Lengths};
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::TxIndex;
|
||||
use schemars::JsonSchema;
|
||||
use vecdb::{Database, Exit, LazyVecFrom2, ReadableVec, Rw, StorageMode, Version};
|
||||
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{ComputedVecValue, NumericValue, TxDerivedDistribution},
|
||||
};
|
||||
|
||||
#[derive(Traversable)]
|
||||
pub struct LazyPerTxDistribution<T, S1, S2, M: StorageMode = Rw>
|
||||
where
|
||||
T: ComputedVecValue + PartialOrd + JsonSchema,
|
||||
S1: ComputedVecValue,
|
||||
S2: ComputedVecValue,
|
||||
{
|
||||
pub tx_index: LazyVecFrom2<TxIndex, T, TxIndex, S1, TxIndex, S2>,
|
||||
#[traversable(flatten)]
|
||||
pub distribution: TxDerivedDistribution<T, M>,
|
||||
}
|
||||
|
||||
impl<T, S1, S2> LazyPerTxDistribution<T, S1, S2>
|
||||
where
|
||||
T: NumericValue + JsonSchema,
|
||||
S1: ComputedVecValue + JsonSchema,
|
||||
S2: ComputedVecValue + JsonSchema,
|
||||
{
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
tx_index: LazyVecFrom2<TxIndex, T, TxIndex, S1, TxIndex, S2>,
|
||||
) -> Result<Self> {
|
||||
let distribution = TxDerivedDistribution::forced_import(db, name, version, indexes)?;
|
||||
Ok(Self {
|
||||
tx_index,
|
||||
distribution,
|
||||
})
|
||||
}
|
||||
|
||||
pub(crate) fn derive_from(
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
indexes: &indexes::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()>
|
||||
where
|
||||
T: Copy + Ord + From<f64> + Default,
|
||||
f64: From<T>,
|
||||
LazyVecFrom2<TxIndex, T, TxIndex, S1, TxIndex, S2>: ReadableVec<TxIndex, T>,
|
||||
{
|
||||
self.distribution
|
||||
.derive_from(indexer, indexes, starting_lengths, &self.tx_index, exit)
|
||||
}
|
||||
}
|
||||
@@ -1,36 +1,33 @@
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{TxIndex, Version};
|
||||
use schemars::JsonSchema;
|
||||
use vecdb::{LazyVecFrom2, UnaryTransform};
|
||||
use vecdb::{LazyVecFrom1, UnaryTransform};
|
||||
|
||||
use crate::internal::{ComputedVecValue, LazyTxDerivedDistribution, TxDerivedDistribution};
|
||||
|
||||
/// Like `LazyPerTxDistribution` but with a lazy-derived distribution
|
||||
/// (transformed from another type's distribution rather than eagerly computed).
|
||||
/// Per-transaction lazy values with a distribution transformed from another type's distribution.
|
||||
#[derive(Clone, Traversable)]
|
||||
pub struct LazyPerTxDistributionTransformed<T, S1, S2, DSource>
|
||||
pub struct LazyPerTxDistributionTransformed<T, S, DSource>
|
||||
where
|
||||
T: ComputedVecValue + JsonSchema,
|
||||
S1: ComputedVecValue,
|
||||
S2: ComputedVecValue,
|
||||
S: ComputedVecValue,
|
||||
DSource: ComputedVecValue,
|
||||
{
|
||||
pub tx_index: LazyVecFrom2<TxIndex, T, TxIndex, S1, TxIndex, S2>,
|
||||
pub tx_index: LazyVecFrom1<TxIndex, T, TxIndex, S>,
|
||||
#[traversable(flatten)]
|
||||
pub distribution: LazyTxDerivedDistribution<T, DSource>,
|
||||
}
|
||||
|
||||
impl<T, S1, S2, DSource> LazyPerTxDistributionTransformed<T, S1, S2, DSource>
|
||||
impl<T, S, DSource> LazyPerTxDistributionTransformed<T, S, DSource>
|
||||
where
|
||||
T: ComputedVecValue + JsonSchema + 'static,
|
||||
S1: ComputedVecValue + JsonSchema,
|
||||
S2: ComputedVecValue + JsonSchema,
|
||||
S: ComputedVecValue + JsonSchema,
|
||||
DSource: ComputedVecValue + JsonSchema,
|
||||
{
|
||||
pub(crate) fn new<F: UnaryTransform<DSource, T>>(
|
||||
name: &str,
|
||||
version: Version,
|
||||
tx_index: LazyVecFrom2<TxIndex, T, TxIndex, S1, TxIndex, S2>,
|
||||
tx_index: LazyVecFrom1<TxIndex, T, TxIndex, S>,
|
||||
source_distribution: &TxDerivedDistribution<DSource>,
|
||||
) -> Self {
|
||||
let distribution =
|
||||
|
||||
@@ -1,11 +1,9 @@
|
||||
mod derived;
|
||||
mod distribution;
|
||||
mod lazy_derived;
|
||||
mod lazy_distribution;
|
||||
mod lazy_distribution_transformed;
|
||||
|
||||
pub use derived::*;
|
||||
pub use distribution::*;
|
||||
pub use lazy_derived::*;
|
||||
pub use lazy_distribution::*;
|
||||
pub use lazy_distribution_transformed::*;
|
||||
|
||||
@@ -1,16 +1,14 @@
|
||||
use std::ops::{Add, AddAssign, Div};
|
||||
|
||||
use brk_types::{
|
||||
BasisPoints16, BasisPoints32, BasisPointsSigned16, BasisPointsSigned32, StoredF32,
|
||||
PartsPerMillion32, PartsPerMillion64, PartsPerMillionSigned32, PartsPerMillionSigned64,
|
||||
StoredF32,
|
||||
};
|
||||
use schemars::JsonSchema;
|
||||
use serde::Serialize;
|
||||
use vecdb::{CheckedSub, Formattable, PcoVecValue, UnaryTransform};
|
||||
|
||||
use crate::internal::{
|
||||
Bp16ToFloat, Bp16ToPercent, Bp32ToFloat, Bp32ToPercent, Bps16ToFloat, Bps16ToPercent,
|
||||
Bps32ToFloat, Bps32ToPercent,
|
||||
};
|
||||
use crate::internal::{FixedToPercent, FixedToRatio};
|
||||
|
||||
pub trait ComputedVecValue
|
||||
where
|
||||
@@ -40,28 +38,38 @@ pub trait NumericValue: ComputedVecValue + CheckedSub + Default + From<f64> + In
|
||||
|
||||
impl<T> NumericValue for T where T: ComputedVecValue + CheckedSub + Default + From<f64> + Into<f64> {}
|
||||
|
||||
/// Trait that associates a basis-point type with its transforms to ratio and percent.
|
||||
pub trait BpsType: NumericValue + JsonSchema {
|
||||
/// A stored fixed-point ratio and its public representations.
|
||||
pub trait FixedRatio: NumericValue + JsonSchema {
|
||||
const SUFFIX: &'static str;
|
||||
|
||||
type ToRatio: UnaryTransform<Self, StoredF32>;
|
||||
type ToPercent: UnaryTransform<Self, StoredF32>;
|
||||
}
|
||||
|
||||
impl BpsType for BasisPoints16 {
|
||||
type ToRatio = Bp16ToFloat;
|
||||
type ToPercent = Bp16ToPercent;
|
||||
impl FixedRatio for PartsPerMillion32 {
|
||||
const SUFFIX: &'static str = "ppm";
|
||||
|
||||
type ToRatio = FixedToRatio;
|
||||
type ToPercent = FixedToPercent;
|
||||
}
|
||||
|
||||
impl BpsType for BasisPoints32 {
|
||||
type ToRatio = Bp32ToFloat;
|
||||
type ToPercent = Bp32ToPercent;
|
||||
impl FixedRatio for PartsPerMillionSigned32 {
|
||||
const SUFFIX: &'static str = "ppm";
|
||||
|
||||
type ToRatio = FixedToRatio;
|
||||
type ToPercent = FixedToPercent;
|
||||
}
|
||||
|
||||
impl BpsType for BasisPointsSigned16 {
|
||||
type ToRatio = Bps16ToFloat;
|
||||
type ToPercent = Bps16ToPercent;
|
||||
impl FixedRatio for PartsPerMillion64 {
|
||||
const SUFFIX: &'static str = "ppm";
|
||||
|
||||
type ToRatio = FixedToRatio;
|
||||
type ToPercent = FixedToPercent;
|
||||
}
|
||||
|
||||
impl BpsType for BasisPointsSigned32 {
|
||||
type ToRatio = Bps32ToFloat;
|
||||
type ToPercent = Bps32ToPercent;
|
||||
impl FixedRatio for PartsPerMillionSigned64 {
|
||||
const SUFFIX: &'static str = "ppm";
|
||||
|
||||
type ToRatio = FixedToRatio;
|
||||
type ToPercent = FixedToPercent;
|
||||
}
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
use std::marker::PhantomData;
|
||||
|
||||
use brk_types::{
|
||||
BasisPoints16, Bitcoin, Cents, Dollars, Sats, StoredF32, StoredF64, StoredI8, StoredU16,
|
||||
Bitcoin, Cents, Dollars, PartsPerMillion32, Sats, StoredF32, StoredF64, StoredI8, StoredU16,
|
||||
StoredU32, StoredU64, VSize, Weight,
|
||||
};
|
||||
use vecdb::{BinaryTransform, UnaryTransform, VecValue};
|
||||
@@ -128,12 +128,12 @@ impl UnaryTransform<StoredF64, StoredF64> for DifficultyToHashF64 {
|
||||
}
|
||||
}
|
||||
|
||||
pub struct OneMinusBp16;
|
||||
pub struct OneMinusPpm;
|
||||
|
||||
impl UnaryTransform<BasisPoints16, BasisPoints16> for OneMinusBp16 {
|
||||
impl UnaryTransform<PartsPerMillion32, PartsPerMillion32> for OneMinusPpm {
|
||||
#[inline(always)]
|
||||
fn apply(v: BasisPoints16) -> BasisPoints16 {
|
||||
BasisPoints16::ONE - v
|
||||
fn apply(value: PartsPerMillion32) -> PartsPerMillion32 {
|
||||
PartsPerMillion32::ONE - value
|
||||
}
|
||||
}
|
||||
|
||||
@@ -146,11 +146,11 @@ impl UnaryTransform<StoredU64, Weight> for VBytesToWeight {
|
||||
}
|
||||
}
|
||||
|
||||
pub struct VSizeToWeight;
|
||||
pub struct WeightToVSize;
|
||||
|
||||
impl UnaryTransform<VSize, Weight> for VSizeToWeight {
|
||||
impl UnaryTransform<Weight, VSize> for WeightToVSize {
|
||||
#[inline(always)]
|
||||
fn apply(vsize: VSize) -> Weight {
|
||||
Weight::from(vsize)
|
||||
fn apply(weight: Weight) -> VSize {
|
||||
VSize::from(weight)
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,76 +0,0 @@
|
||||
use brk_types::{
|
||||
BasisPoints16, BasisPoints32, BasisPointsSigned16, BasisPointsSigned32, StoredF32,
|
||||
};
|
||||
use vecdb::UnaryTransform;
|
||||
|
||||
pub struct Bp16ToFloat;
|
||||
|
||||
impl UnaryTransform<BasisPoints16, StoredF32> for Bp16ToFloat {
|
||||
#[inline(always)]
|
||||
fn apply(bp: BasisPoints16) -> StoredF32 {
|
||||
StoredF32::from(bp.to_f32())
|
||||
}
|
||||
}
|
||||
|
||||
pub struct Bp32ToFloat;
|
||||
|
||||
impl UnaryTransform<BasisPoints32, StoredF32> for Bp32ToFloat {
|
||||
#[inline(always)]
|
||||
fn apply(bp: BasisPoints32) -> StoredF32 {
|
||||
StoredF32::from(bp.to_f32())
|
||||
}
|
||||
}
|
||||
|
||||
pub struct Bps16ToFloat;
|
||||
|
||||
impl UnaryTransform<BasisPointsSigned16, StoredF32> for Bps16ToFloat {
|
||||
#[inline(always)]
|
||||
fn apply(bp: BasisPointsSigned16) -> StoredF32 {
|
||||
StoredF32::from(bp.to_f32())
|
||||
}
|
||||
}
|
||||
|
||||
pub struct Bps32ToFloat;
|
||||
|
||||
impl UnaryTransform<BasisPointsSigned32, StoredF32> for Bps32ToFloat {
|
||||
#[inline(always)]
|
||||
fn apply(bp: BasisPointsSigned32) -> StoredF32 {
|
||||
StoredF32::from(bp.to_f32())
|
||||
}
|
||||
}
|
||||
|
||||
pub struct Bp16ToPercent;
|
||||
|
||||
impl UnaryTransform<BasisPoints16, StoredF32> for Bp16ToPercent {
|
||||
#[inline(always)]
|
||||
fn apply(bp: BasisPoints16) -> StoredF32 {
|
||||
StoredF32::from(bp.to_f32() * 100.0)
|
||||
}
|
||||
}
|
||||
|
||||
pub struct Bp32ToPercent;
|
||||
|
||||
impl UnaryTransform<BasisPoints32, StoredF32> for Bp32ToPercent {
|
||||
#[inline(always)]
|
||||
fn apply(bp: BasisPoints32) -> StoredF32 {
|
||||
StoredF32::from(bp.to_f32() * 100.0)
|
||||
}
|
||||
}
|
||||
|
||||
pub struct Bps16ToPercent;
|
||||
|
||||
impl UnaryTransform<BasisPointsSigned16, StoredF32> for Bps16ToPercent {
|
||||
#[inline(always)]
|
||||
fn apply(bp: BasisPointsSigned16) -> StoredF32 {
|
||||
StoredF32::from(bp.to_f32() * 100.0)
|
||||
}
|
||||
}
|
||||
|
||||
pub struct Bps32ToPercent;
|
||||
|
||||
impl UnaryTransform<BasisPointsSigned32, StoredF32> for Bps32ToPercent {
|
||||
#[inline(always)]
|
||||
fn apply(bp: BasisPointsSigned32) -> StoredF32 {
|
||||
StoredF32::from(bp.to_f32() * 100.0)
|
||||
}
|
||||
}
|
||||
@@ -1,8 +1,10 @@
|
||||
use std::marker::PhantomData;
|
||||
|
||||
use brk_types::{BasisPoints32, Cents, StoredF32, StoredF64};
|
||||
use brk_types::{Cents, StoredF32, StoredF64};
|
||||
use vecdb::{BinaryTransform, UnaryTransform};
|
||||
|
||||
use crate::internal::FixedRatio;
|
||||
|
||||
pub struct DaysToYears;
|
||||
|
||||
impl UnaryTransform<StoredF32, StoredF32> for DaysToYears {
|
||||
@@ -54,12 +56,12 @@ impl BinaryTransform<Cents, StoredF32, Cents> for PriceTimesRatioCents {
|
||||
}
|
||||
}
|
||||
|
||||
pub struct PriceTimesRatioBp32Cents;
|
||||
pub struct PriceTimesRatio<R>(PhantomData<R>);
|
||||
|
||||
impl BinaryTransform<Cents, BasisPoints32, Cents> for PriceTimesRatioBp32Cents {
|
||||
impl<R: FixedRatio> BinaryTransform<Cents, R, Cents> for PriceTimesRatio<R> {
|
||||
#[inline(always)]
|
||||
fn apply(price: Cents, ratio: BasisPoints32) -> Cents {
|
||||
Cents::from(f64::from(price) * f64::from(ratio))
|
||||
fn apply(price: Cents, ratio: R) -> Cents {
|
||||
Cents::from(f64::from(price) * ratio.into())
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,35 @@
|
||||
use brk_types::{
|
||||
PartsPerMillion32, PartsPerMillion64, PartsPerMillionSigned32, PartsPerMillionSigned64,
|
||||
StoredF32,
|
||||
};
|
||||
use vecdb::UnaryTransform;
|
||||
|
||||
pub struct FixedToRatio;
|
||||
pub struct FixedToPercent;
|
||||
|
||||
macro_rules! impl_fixed_ratio {
|
||||
($($type:ty),+ $(,)?) => {
|
||||
$(
|
||||
impl UnaryTransform<$type, StoredF32> for FixedToRatio {
|
||||
#[inline(always)]
|
||||
fn apply(value: $type) -> StoredF32 {
|
||||
StoredF32::from(value.to_f32())
|
||||
}
|
||||
}
|
||||
|
||||
impl UnaryTransform<$type, StoredF32> for FixedToPercent {
|
||||
#[inline(always)]
|
||||
fn apply(value: $type) -> StoredF32 {
|
||||
StoredF32::from(value.to_f32() * 100.0)
|
||||
}
|
||||
}
|
||||
)+
|
||||
};
|
||||
}
|
||||
|
||||
impl_fixed_ratio!(
|
||||
PartsPerMillion32,
|
||||
PartsPerMillionSigned32,
|
||||
PartsPerMillion64,
|
||||
PartsPerMillionSigned64,
|
||||
);
|
||||
@@ -1,18 +1,14 @@
|
||||
mod arithmetic;
|
||||
mod bps;
|
||||
mod currency;
|
||||
mod derived;
|
||||
mod fixed_ratio;
|
||||
mod ratio;
|
||||
mod specialized;
|
||||
|
||||
pub use arithmetic::{
|
||||
BlocksToDaysF32, DifficultyToHashF64, HalveCents, HalveDollars, HalveSats, HalveSatsToBitcoin,
|
||||
Identity, MaskSats, OneMinusBp16, OneMinusF64, ReturnF32Tenths, ReturnI8, ReturnU16,
|
||||
ThsToPhsF32, VBytesToWeight, VSizeToWeight,
|
||||
};
|
||||
pub use bps::{
|
||||
Bp16ToFloat, Bp16ToPercent, Bp32ToFloat, Bp32ToPercent, Bps16ToFloat, Bps16ToPercent,
|
||||
Bps32ToFloat, Bps32ToPercent,
|
||||
Identity, MaskSats, OneMinusF64, OneMinusPpm, ReturnF32Tenths, ReturnI8, ReturnU16,
|
||||
ThsToPhsF32, VBytesToWeight, WeightToVSize,
|
||||
};
|
||||
pub use currency::{
|
||||
AvgCentsToUsd, AvgSatsToBtc, CentsSignedToDollars, CentsSubtractToCentsSigned,
|
||||
@@ -20,13 +16,13 @@ pub use currency::{
|
||||
NegCentsUnsignedToDollars, SatsSignedToBitcoin, SatsToBitcoin, SatsToCents,
|
||||
};
|
||||
pub use derived::{
|
||||
Days1, Days7, Days30, Days365, DaysToYears, PriceTimesRatioBp32Cents, PriceTimesRatioCents,
|
||||
RatioCents64, TimesSqrt,
|
||||
Days1, Days7, Days30, Days365, DaysToYears, PriceTimesRatio, PriceTimesRatioCents, RatioCents64,
|
||||
TimesSqrt,
|
||||
};
|
||||
pub use fixed_ratio::{FixedToPercent, FixedToRatio};
|
||||
pub use ratio::{
|
||||
RatioCentsBp16, RatioCentsBp32, RatioCentsSignedCentsBps32, RatioCentsSignedDollarsBps32,
|
||||
RatioDiffCentsBps32, RatioDiffDollarsBps32, RatioDiffF32Bps32, RatioDollarsBp16,
|
||||
RatioDollarsBp32, RatioDollarsBps32, RatioSatsBp16, RatioU64Bp16, RatioU64F32,
|
||||
RatioCents, RatioCentsSignedCents, RatioCentsSignedDollars, RatioDiffCents,
|
||||
RatioDiffDollars, RatioDiffF32, RatioDollars, RatioSats, RatioU64, RatioU64F32,
|
||||
};
|
||||
pub use specialized::{
|
||||
BlockCountTarget1m, BlockCountTarget1w, BlockCountTarget1y, BlockCountTarget24h,
|
||||
|
||||
@@ -1,126 +1,86 @@
|
||||
use brk_types::{
|
||||
BasisPoints16, BasisPoints32, BasisPointsSigned32, Cents, CentsSigned, Dollars, Sats,
|
||||
StoredF32, StoredU64,
|
||||
};
|
||||
use std::marker::PhantomData;
|
||||
|
||||
use brk_types::{Cents, CentsSigned, Dollars, Sats, StoredF32, StoredU64};
|
||||
use vecdb::BinaryTransform;
|
||||
|
||||
pub struct RatioU64Bp16;
|
||||
use crate::internal::FixedRatio;
|
||||
|
||||
impl BinaryTransform<StoredU64, StoredU64, BasisPoints16> for RatioU64Bp16 {
|
||||
pub struct RatioU64<P>(PhantomData<P>);
|
||||
|
||||
impl<P: FixedRatio> BinaryTransform<StoredU64, StoredU64, P> for RatioU64<P> {
|
||||
#[inline(always)]
|
||||
fn apply(numerator: StoredU64, denominator: StoredU64) -> BasisPoints16 {
|
||||
fn apply(numerator: StoredU64, denominator: StoredU64) -> P {
|
||||
if *denominator > 0 {
|
||||
BasisPoints16::from(*numerator as f64 / *denominator as f64)
|
||||
P::from(*numerator as f64 / *denominator as f64)
|
||||
} else {
|
||||
BasisPoints16::ZERO
|
||||
P::default()
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
pub struct RatioSatsBp16;
|
||||
pub struct RatioSats<P>(PhantomData<P>);
|
||||
|
||||
impl BinaryTransform<Sats, Sats, BasisPoints16> for RatioSatsBp16 {
|
||||
impl<P: FixedRatio> BinaryTransform<Sats, Sats, P> for RatioSats<P> {
|
||||
#[inline(always)]
|
||||
fn apply(numerator: Sats, denominator: Sats) -> BasisPoints16 {
|
||||
fn apply(numerator: Sats, denominator: Sats) -> P {
|
||||
if *denominator > 0 {
|
||||
BasisPoints16::from(*numerator as f64 / *denominator as f64)
|
||||
P::from(*numerator as f64 / *denominator as f64)
|
||||
} else {
|
||||
BasisPoints16::ZERO
|
||||
P::default()
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
pub struct RatioCentsBp32;
|
||||
pub struct RatioCents<P>(PhantomData<P>);
|
||||
|
||||
impl BinaryTransform<Cents, Cents, BasisPoints32> for RatioCentsBp32 {
|
||||
impl<P: FixedRatio> BinaryTransform<Cents, Cents, P> for RatioCents<P> {
|
||||
#[inline(always)]
|
||||
fn apply(numerator: Cents, denominator: Cents) -> BasisPoints32 {
|
||||
fn apply(numerator: Cents, denominator: Cents) -> P {
|
||||
if denominator == Cents::ZERO {
|
||||
BasisPoints32::ZERO
|
||||
P::default()
|
||||
} else {
|
||||
BasisPoints32::from(numerator.inner() as f64 / denominator.inner() as f64)
|
||||
P::from(numerator.inner() as f64 / denominator.inner() as f64)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
pub struct RatioCentsBp16;
|
||||
pub struct RatioDollars<P>(PhantomData<P>);
|
||||
|
||||
impl BinaryTransform<Cents, Cents, BasisPoints16> for RatioCentsBp16 {
|
||||
impl<P: FixedRatio> BinaryTransform<Dollars, Dollars, P> for RatioDollars<P> {
|
||||
#[inline(always)]
|
||||
fn apply(numerator: Cents, denominator: Cents) -> BasisPoints16 {
|
||||
if denominator == Cents::ZERO {
|
||||
BasisPoints16::ZERO
|
||||
} else {
|
||||
BasisPoints16::from(numerator.inner() as f64 / denominator.inner() as f64)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
pub struct RatioDollarsBp16;
|
||||
|
||||
impl BinaryTransform<Dollars, Dollars, BasisPoints16> for RatioDollarsBp16 {
|
||||
#[inline(always)]
|
||||
fn apply(numerator: Dollars, denominator: Dollars) -> BasisPoints16 {
|
||||
let ratio = *(numerator / denominator);
|
||||
if ratio.is_finite() {
|
||||
BasisPoints16::from(ratio)
|
||||
} else {
|
||||
BasisPoints16::ZERO
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
pub struct RatioDollarsBps32;
|
||||
|
||||
impl BinaryTransform<Dollars, Dollars, BasisPointsSigned32> for RatioDollarsBps32 {
|
||||
#[inline(always)]
|
||||
fn apply(numerator: Dollars, denominator: Dollars) -> BasisPointsSigned32 {
|
||||
let ratio = *(numerator / denominator);
|
||||
if ratio.is_finite() {
|
||||
BasisPointsSigned32::from(ratio)
|
||||
} else {
|
||||
BasisPointsSigned32::ZERO
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
pub struct RatioCentsSignedCentsBps32;
|
||||
|
||||
impl BinaryTransform<CentsSigned, Cents, BasisPointsSigned32> for RatioCentsSignedCentsBps32 {
|
||||
#[inline(always)]
|
||||
fn apply(numerator: CentsSigned, denominator: Cents) -> BasisPointsSigned32 {
|
||||
if denominator == Cents::ZERO {
|
||||
BasisPointsSigned32::ZERO
|
||||
} else {
|
||||
BasisPointsSigned32::from(numerator.inner() as f64 / denominator.inner() as f64)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
pub struct RatioCentsSignedDollarsBps32;
|
||||
|
||||
impl BinaryTransform<CentsSigned, Dollars, BasisPointsSigned32> for RatioCentsSignedDollarsBps32 {
|
||||
#[inline(always)]
|
||||
fn apply(numerator: CentsSigned, denominator: Dollars) -> BasisPointsSigned32 {
|
||||
let d: f64 = denominator.into();
|
||||
if d > 0.0 {
|
||||
BasisPointsSigned32::from(numerator.inner() as f64 / 100.0 / d)
|
||||
} else {
|
||||
BasisPointsSigned32::ZERO
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
pub struct RatioDollarsBp32;
|
||||
|
||||
impl BinaryTransform<Dollars, Dollars, BasisPoints32> for RatioDollarsBp32 {
|
||||
#[inline(always)]
|
||||
fn apply(numerator: Dollars, denominator: Dollars) -> BasisPoints32 {
|
||||
fn apply(numerator: Dollars, denominator: Dollars) -> P {
|
||||
let ratio = f64::from(numerator) / f64::from(denominator);
|
||||
if ratio.is_finite() {
|
||||
BasisPoints32::from(ratio)
|
||||
P::from(ratio)
|
||||
} else {
|
||||
BasisPoints32::ZERO
|
||||
P::default()
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
pub struct RatioCentsSignedCents<P>(PhantomData<P>);
|
||||
|
||||
impl<P: FixedRatio> BinaryTransform<CentsSigned, Cents, P> for RatioCentsSignedCents<P> {
|
||||
#[inline(always)]
|
||||
fn apply(numerator: CentsSigned, denominator: Cents) -> P {
|
||||
if denominator == Cents::ZERO {
|
||||
P::default()
|
||||
} else {
|
||||
P::from(numerator.inner() as f64 / denominator.inner() as f64)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
pub struct RatioCentsSignedDollars<P>(PhantomData<P>);
|
||||
|
||||
impl<P: FixedRatio> BinaryTransform<CentsSigned, Dollars, P> for RatioCentsSignedDollars<P> {
|
||||
#[inline(always)]
|
||||
fn apply(numerator: CentsSigned, denominator: Dollars) -> P {
|
||||
let denominator = f64::from(denominator);
|
||||
if denominator > 0.0 {
|
||||
P::from(numerator.inner() as f64 / 100.0 / denominator)
|
||||
} else {
|
||||
P::default()
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -138,43 +98,43 @@ impl BinaryTransform<StoredU64, StoredU64, StoredF32> for RatioU64F32 {
|
||||
}
|
||||
}
|
||||
|
||||
pub struct RatioDiffF32Bps32;
|
||||
pub struct RatioDiffF32<P>(PhantomData<P>);
|
||||
|
||||
impl BinaryTransform<StoredF32, StoredF32, BasisPointsSigned32> for RatioDiffF32Bps32 {
|
||||
impl<P: FixedRatio> BinaryTransform<StoredF32, StoredF32, P> for RatioDiffF32<P> {
|
||||
#[inline(always)]
|
||||
fn apply(value: StoredF32, base: StoredF32) -> BasisPointsSigned32 {
|
||||
fn apply(value: StoredF32, base: StoredF32) -> P {
|
||||
if base.is_nan() || *base == 0.0 {
|
||||
BasisPointsSigned32::ZERO
|
||||
P::default()
|
||||
} else {
|
||||
BasisPointsSigned32::from((*value / *base - 1.0) as f64)
|
||||
P::from((*value / *base - 1.0) as f64)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
pub struct RatioDiffDollarsBps32;
|
||||
pub struct RatioDiffDollars<P>(PhantomData<P>);
|
||||
|
||||
impl BinaryTransform<Dollars, Dollars, BasisPointsSigned32> for RatioDiffDollarsBps32 {
|
||||
impl<P: FixedRatio> BinaryTransform<Dollars, Dollars, P> for RatioDiffDollars<P> {
|
||||
#[inline(always)]
|
||||
fn apply(close: Dollars, base: Dollars) -> BasisPointsSigned32 {
|
||||
let base_f64: f64 = base.into();
|
||||
if base_f64 == 0.0 {
|
||||
BasisPointsSigned32::ZERO
|
||||
fn apply(close: Dollars, base: Dollars) -> P {
|
||||
let base = f64::from(base);
|
||||
if base == 0.0 {
|
||||
P::default()
|
||||
} else {
|
||||
BasisPointsSigned32::from(f64::from(close) / base_f64 - 1.0)
|
||||
P::from(f64::from(close) / base - 1.0)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
pub struct RatioDiffCentsBps32;
|
||||
pub struct RatioDiffCents<P>(PhantomData<P>);
|
||||
|
||||
impl BinaryTransform<Cents, Cents, BasisPointsSigned32> for RatioDiffCentsBps32 {
|
||||
impl<P: FixedRatio> BinaryTransform<Cents, Cents, P> for RatioDiffCents<P> {
|
||||
#[inline(always)]
|
||||
fn apply(close: Cents, base: Cents) -> BasisPointsSigned32 {
|
||||
let base_f64 = f64::from(base);
|
||||
if base_f64 == 0.0 {
|
||||
BasisPointsSigned32::ZERO
|
||||
fn apply(close: Cents, base: Cents) -> P {
|
||||
let base = f64::from(base);
|
||||
if base == 0.0 {
|
||||
P::default()
|
||||
} else {
|
||||
BasisPointsSigned32::from(f64::from(close) / base_f64 - 1.0)
|
||||
P::from(f64::from(close) / base - 1.0)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -14,7 +14,7 @@ use vecdb::{AnyStoredVec, AnyVec, Database, EagerVec, Exit, PcoVec, WritableVec}
|
||||
use crate::{indexes, price};
|
||||
|
||||
use super::{
|
||||
BpsType, NumericValue, PerBlock, PerBlockCumulativeRolling, PercentPerBlock, ValuePerBlock,
|
||||
FixedRatio, NumericValue, PerBlock, PerBlockCumulativeRolling, PercentPerBlock, ValuePerBlock,
|
||||
WindowStartVec, Windows,
|
||||
};
|
||||
|
||||
@@ -276,7 +276,7 @@ impl WithAddrTypes<AvgAmountMetrics> {
|
||||
}
|
||||
}
|
||||
|
||||
impl<B: BpsType> WithAddrTypes<PercentPerBlock<B>> {
|
||||
impl<B: FixedRatio> WithAddrTypes<PercentPerBlock<B>> {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
@@ -291,9 +291,9 @@ impl<B: BpsType> WithAddrTypes<PercentPerBlock<B>> {
|
||||
}
|
||||
|
||||
pub(crate) fn reset_height(&mut self) -> Result<()> {
|
||||
self.all.bps.height.reset()?;
|
||||
self.all.raw.height.reset()?;
|
||||
for v in self.by_addr_type.values_mut() {
|
||||
v.bps.height.reset()?;
|
||||
v.raw.height.reset()?;
|
||||
}
|
||||
Ok(())
|
||||
}
|
||||
|
||||
@@ -1,10 +1,10 @@
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Indexer;
|
||||
use brk_types::{BasisPointsSigned32, Bitcoin, Cents, Date, Day1, Dollars, Sats};
|
||||
use brk_types::{Bitcoin, Cents, Date, Day1, Dollars, PartsPerMillionSigned64, Sats};
|
||||
use vecdb::{AnyVec, Exit, ReadableOptionVec, ReadableVec, VecIndex};
|
||||
|
||||
use super::{ByDcaPeriod, Vecs};
|
||||
use crate::{blocks, indexes, internal::RatioDiffCentsBps32, market, price};
|
||||
use crate::{blocks, indexes, internal::RatioDiffCents, market, price};
|
||||
|
||||
const DCA_AMOUNT: Dollars = Dollars::mint(100.0);
|
||||
|
||||
@@ -102,7 +102,7 @@ impl Vecs {
|
||||
.iter_mut()
|
||||
.zip(self.period.dca_cost_basis.iter_with_days())
|
||||
{
|
||||
returns.compute_binary::<Cents, Cents, RatioDiffCentsBps32>(
|
||||
returns.compute_binary::<Cents, Cents, RatioDiffCents<PartsPerMillionSigned64>>(
|
||||
starting_lengths.height,
|
||||
&prices.spot.cents.height,
|
||||
&average_price.cents.height,
|
||||
@@ -117,13 +117,13 @@ impl Vecs {
|
||||
.zip_mut_with_period(&self.period.dca_return)
|
||||
{
|
||||
let years = days as f64 / 365.0;
|
||||
cagr.bps.height.compute_transform(
|
||||
cagr.raw.height.compute_transform(
|
||||
starting_lengths.height,
|
||||
&returns.bps.height,
|
||||
&returns.raw.height,
|
||||
|(h, r, ..)| {
|
||||
let ratio = f64::from(r);
|
||||
let v = (ratio + 1.0).powf(1.0 / years) - 1.0;
|
||||
(h, BasisPointsSigned32::from(v))
|
||||
(h, PartsPerMillionSigned64::from(v))
|
||||
},
|
||||
exit,
|
||||
)?;
|
||||
@@ -163,7 +163,7 @@ impl Vecs {
|
||||
.iter_mut()
|
||||
.zip(lookback_dca.iter_with_days())
|
||||
{
|
||||
returns.compute_binary::<Cents, Cents, RatioDiffCentsBps32>(
|
||||
returns.compute_binary::<Cents, Cents, RatioDiffCents<PartsPerMillionSigned64>>(
|
||||
starting_lengths.height,
|
||||
&prices.spot.cents.height,
|
||||
&lookback_price.cents.height,
|
||||
@@ -266,7 +266,7 @@ impl Vecs {
|
||||
.iter_mut()
|
||||
.zip(self.class.dca_cost_basis.iter())
|
||||
{
|
||||
returns.compute_binary::<Cents, Cents, RatioDiffCentsBps32>(
|
||||
returns.compute_binary::<Cents, Cents, RatioDiffCents<PartsPerMillionSigned64>>(
|
||||
starting_lengths.height,
|
||||
&prices.spot.cents.height,
|
||||
&average_price.cents.height,
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPointsSigned32, Cents, Height, Sats};
|
||||
use brk_types::{Cents, Height, PartsPerMillionSigned64, Sats};
|
||||
use vecdb::{Database, EagerVec, PcoVec, Rw, StorageMode};
|
||||
|
||||
use super::{ByDcaCagr, ByDcaClass, ByDcaPeriod};
|
||||
@@ -9,17 +9,17 @@ use crate::internal::{PerBlock, PercentPerBlock, Price, ValuePerBlock};
|
||||
pub struct PeriodVecs<M: StorageMode = Rw> {
|
||||
pub dca_stack: ByDcaPeriod<ValuePerBlock<M>>,
|
||||
pub dca_cost_basis: ByDcaPeriod<Price<PerBlock<Cents, M>>>,
|
||||
pub dca_return: ByDcaPeriod<PercentPerBlock<BasisPointsSigned32, M>>,
|
||||
pub dca_cagr: ByDcaCagr<PercentPerBlock<BasisPointsSigned32, M>>,
|
||||
pub dca_return: ByDcaPeriod<PercentPerBlock<PartsPerMillionSigned64, M>>,
|
||||
pub dca_cagr: ByDcaCagr<PercentPerBlock<PartsPerMillionSigned64, M>>,
|
||||
pub lump_sum_stack: ByDcaPeriod<ValuePerBlock<M>>,
|
||||
pub lump_sum_return: ByDcaPeriod<PercentPerBlock<BasisPointsSigned32, M>>,
|
||||
pub lump_sum_return: ByDcaPeriod<PercentPerBlock<PartsPerMillionSigned64, M>>,
|
||||
}
|
||||
|
||||
#[derive(Traversable)]
|
||||
pub struct ClassVecs<M: StorageMode = Rw> {
|
||||
pub dca_stack: ByDcaClass<ValuePerBlock<M>>,
|
||||
pub dca_cost_basis: ByDcaClass<Price<PerBlock<Cents, M>>>,
|
||||
pub dca_return: ByDcaClass<PercentPerBlock<BasisPointsSigned32, M>>,
|
||||
pub dca_return: ByDcaClass<PercentPerBlock<PartsPerMillionSigned64, M>>,
|
||||
}
|
||||
|
||||
#[derive(Traversable)]
|
||||
|
||||
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user