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244 Commits

Author SHA1 Message Date
nym21 92758f3e4e Merge pull request #16 from bitcoinresearchkit/bkr-v0.0
Bkr v0.0
2025-02-23 23:47:39 +00:00
nym21 b09767c526 cargo: update descriptions 2025-02-24 00:43:50 +01:00
nym21 2f93fd7c36 global: crates cleanup 2025-02-24 00:25:58 +01:00
nym21 8acbcc548c parser: fixed hanging + global: snapshot 2025-02-23 21:53:39 +01:00
nym21 19cf34f9d4 brk: first commit 2025-02-23 01:25:15 +01:00
nym21 8c3f519016 iterator: add xor support 2025-02-22 14:06:43 +01:00
nym21 e63b42278c iterator: simplified 2025-02-21 20:12:57 +01:00
nym21 66ecd2fcf8 iterator: small changes 2025-02-20 13:11:23 +01:00
nym21 f0d86f2392 indexer: moved height to iterator 2025-02-20 11:40:26 +01:00
nym21 5e39510f21 general: snapshot 2025-02-19 21:43:18 +01:00
nym21 2cb4d65f3d indexer: update readme 2025-02-19 10:56:07 +01:00
nym21 15f2e05192 indexer: improved rollback; global: snapshot 2025-02-18 22:43:12 +01:00
nym21 a122333aaa indexer: rm canopy+sanakirja + init rollback; svec: added truncate 2025-02-15 12:04:20 +01:00
nym21 06b2186bf9 cargo: updated deps 2025-02-14 19:04:14 +01:00
nym21 ed10dccfe2 pricer: snapshot 2025-02-14 19:02:46 +01:00
nym21 a1006dddb5 global: snapshot 2025-02-13 19:00:52 +01:00
nym21 443a32dc81 server: cleanup 2025-02-13 11:10:34 +01:00
nym21 b034b4fe2f python: add read bytes from vec example 2025-02-12 17:22:36 +01:00
nym21 27b270148b server: add tsv support 2025-02-12 16:00:31 +01:00
nym21 269c64e4ed server: smart generic vec routes build 2025-02-12 14:11:04 +01:00
nym21 eaf76e27f5 struct_iterable: removed, seems not needed anymore 2025-02-12 00:06:46 +01:00
nym21 385b881068 server: added csv support to api 2025-02-11 23:38:01 +01:00
nym21 cf26696d12 global: snapshot 2025-02-11 19:01:30 +01:00
nym21 cb7ea40e7c server: started 2025-02-11 18:52:08 +01:00
nym21 5aaa55197e workspace: use folder name for packages 2025-02-05 23:42:48 +01:00
nym21 d86d614520 global: from custom unsafe_slice to zerocopy 2025-02-05 16:42:53 +01:00
nym21 138ca80c10 global: snapshot 2025-02-05 00:23:58 +01:00
nym21 d11a1622f8 storable_vec: add modes 2025-02-04 20:56:48 +01:00
nym21 42c996e16e global: snapshot 2025-02-02 23:55:05 +01:00
nym21 1e37d75e49 global: snapshot 2025-02-02 23:28:03 +01:00
nym21 ad34d9d402 bomputer: init 2025-01-31 11:43:14 +01:00
nym21 8c610f8a83 workspace: reorg 2025-01-28 17:45:36 +01:00
nym21 f7f3e3cc03 bindex: no copy fjall get + small fixes 2025-01-28 11:30:10 +01:00
nym21 d68c6f9f2e bindex: contained fjall code 2025-01-27 23:25:28 +01:00
nym21 90a5c4fbf8 bindex: retrying fjall 2025-01-27 12:49:19 +01:00
nym21 042be6e229 bindex: removed addressindex to in/out puts as they're computable later 2025-01-27 09:55:28 +01:00
nym21 4923c2e204 bindex: converted txindex_to_txoutindex_in to storable vecs 2025-01-26 17:42:47 +01:00
nym21 b94d94e116 bindex: snapshot 2025-01-25 22:46:11 +01:00
nym21 d629ae8fbb bindex: snapshot 2025-01-23 11:11:39 +01:00
nym21 1296a2e9ec general: massive update 2025-01-22 11:38:50 +01:00
nym21 009d02fa68 storable_vec: general update 2025-01-16 13:25:35 +01:00
nym21 4cc57e9c91 bindex: back to sanakirja 2025-01-14 23:35:42 +01:00
nym21 d373c6398e bitbase: renamed to bindex 2025-01-14 12:38:06 +01:00
nym21 82746a0669 bitbase: vecdisk 2025-01-14 12:32:27 +01:00
nym21 1212c3627b cargo: update fjall to v2.5 2025-01-09 20:53:04 +01:00
nym21 813f16ccee bitbase: small optimization 2025-01-09 00:13:52 +01:00
nym21 1c3cb91ecd bitbase: rayon done 2025-01-08 18:01:28 +01:00
nym21 5b1735db2b bitbase: pre-rayon snapshot 2025-01-07 12:15:58 +01:00
nym21 bf31ee5fd6 bitbase: move to transactional 2025-01-06 10:45:04 +01:00
nym21 1380b42c1d bitbase: snapshot 2025-01-03 21:34:10 +01:00
nym21 dea853d840 init: separate parser crate 2025-01-01 10:32:39 +01:00
nym21 d72bf0739a changelog: update 2024-12-27 12:33:09 +01:00
nym21 481f5c0a97 server: add support for dataset by timestamp 2024-12-27 12:28:27 +01:00
nym21 2b017ac6b5 website: lc: update to v4.2.2 2024-12-22 10:22:55 +01:00
nym21 8a733ee337 changelog: update 2024-12-22 09:39:27 +01:00
nym21 9dd87a48a6 server: rework api side 2024-12-22 00:42:11 +01:00
nym21 8fabbde13b global: small fixes 2024-12-17 10:39:28 +01:00
nym21 e0a378cb81 biter: fix ? 2024-12-14 17:39:42 +01:00
nym21 0b3329ca35 git: fix ignore file 2024-12-14 14:56:55 +01:00
nym21 50c77b51db snkrj: move database struct to its own crate 2024-12-14 14:55:44 +01:00
nym21 c883ed19d6 biter: readme: update 2024-12-13 19:57:08 +01:00
nym21 795791219e global: snapshot 2024-12-13 19:55:32 +01:00
nym21 f6f4660cd2 website: fix the previous fix 2024-12-13 16:08:59 +01:00
nym21 9576f6e91e website: fix window resize brave bug 2024-12-13 12:30:56 +01:00
nym21 f5e5bbefb2 changelog: update 2024-12-04 11:22:28 +01:00
nym21 d4323fb5e0 website: dca sim: improve reactivity 2024-12-04 11:15:18 +01:00
nym21 8af1ddd10d website: moved more code to lc wrapper 2024-12-04 10:28:30 +01:00
nym21 62f6d9a413 website: lc: moved markers to container 2024-12-03 19:04:21 +01:00
nym21 783aed5826 website: start containing lc code in wrapper 2024-12-03 17:31:56 +01:00
k 141cd819a1 website: reorg 2024-12-02 10:03:41 +01:00
k 44fa96eb49 website: sim: wording 2024-11-28 21:52:40 +01:00
k 778b514b65 website: simulation: fix sats added 2024-11-28 18:36:22 +01:00
k afd58d69e4 website: simulation: fix 'days ago' 2024-11-28 18:34:01 +01:00
k 4af9849b2b website: simulation: small changes 2024-11-28 18:31:15 +01:00
k 4dac44e720 website: simulation: small fixes 2024-11-28 15:58:11 +01:00
k 71871901ef website: update 2024-11-27 18:36:43 +01:00
k d39e7584c0 website: update 2024-11-27 12:56:04 +01:00
k 4e9c5612ca website: small fixes 2024-11-25 11:28:28 +01:00
k c8510dd45b changelog: update 2024-11-23 16:18:57 +01:00
k c234c17352 general: snapshot 2024-11-23 16:17:06 +01:00
k cfae483d9d parser: fix gnericmap multi_insert_simple_average 2024-11-20 11:42:06 +01:00
k d01ea13de4 global: snapshot 2024-11-20 10:50:14 +01:00
k 9a73ee6952 readme: fix link 2024-11-15 13:44:14 +01:00
k 28eb9e8c17 readme: update 2024-11-15 13:41:16 +01:00
k 749c91f662 readme: removed the fluff 2024-11-15 13:15:30 +01:00
k 97ac17a12a website: delete useless logs 2024-11-11 15:23:07 +01:00
k 32fd4fa8ed website: big update 2024-11-11 15:20:31 +01:00
k 12fe4c6ba5 parser: fix metadata bug 2024-11-08 22:53:39 +01:00
k b1e9fd95ca readme: typos 2024-11-05 09:36:49 +01:00
k d83043d8f2 server: readd content disposition attachement if ext present 2024-11-04 12:44:15 +01:00
k 2abeca6220 readme: update 2024-11-04 12:35:48 +01:00
k 781810ed9c parser: databases: small changes 2024-11-04 11:09:54 +01:00
k 2142847de3 website: moved packages + added ratio charts to compare folders 2024-11-02 12:42:40 +01:00
k ca42c266ef website: update cohorts colors 2024-11-02 00:59:57 +01:00
k f258ef1011 website: readd ratio to individual cohort folders 2024-11-01 20:52:43 +01:00
k 38cb763fd3 website: add compare to liquidity 2024-11-01 20:47:23 +01:00
k 3fa78241ef parser: exit inside global defrag 2024-11-01 20:23:06 +01:00
k 3c7bc13be9 Merge branch 'main' of github.com:kibo-money/kibo 2024-11-01 20:20:54 +01:00
k 2441ca35b3 website: up signals + added compare folder to all groups 2024-11-01 20:19:43 +01:00
k 216a3977be parser: reactivate 'first_defragment' option 2024-10-31 11:39:36 +01:00
k 647a51af15 parser: fix defrag 2024-10-31 09:57:06 +01:00
k 530d4ce717 general: temp rollback 2024-10-30 19:22:42 +01:00
k e5d81b4d5c parser: added databases defragmentation 2024-10-30 19:13:41 +01:00
k 6eaeca1f3d parser: db: improve iter function 2024-10-29 19:38:52 +01:00
k 4220034eab parser: crates upgrade && remove ram from config 2024-10-29 15:22:44 +01:00
k 76a8ddd354 server: tried oxc vs swc, kept swc 2024-10-29 14:40:12 +01:00
k 0bad38a815 iterable: added custom version 2024-10-28 16:51:20 +01:00
k 48a8aad20e parser: AnyDataset DX improvements 2024-10-28 16:48:27 +01:00
k 36ad0b3014 parser: revert save logic 2024-10-27 12:10:22 +01:00
k 95fc103eaf parser: fix metadata versioning 2024-10-27 10:52:42 +01:00
k f5754780a8 global: snapshot 2024-10-26 16:41:38 +02:00
k 7114c3bdf9 general: fixes 2024-10-21 14:36:02 +02:00
k 5b9d599e83 global: snapshot 2024-10-20 18:31:43 +02:00
k ffa4871035 readme: update instances 2024-10-19 11:49:01 +02:00
k 01832ac139 server: add .json option to last value routes 2024-10-19 11:04:32 +02:00
k cb7ff2bb37 changelog: update 2024-10-19 10:46:00 +02:00
k 35dd194b28 general: snapshot 2024-10-19 10:34:12 +02:00
k 7dac857135 docker: snapshot 2024-10-17 19:53:00 +02:00
k 608ccafc70 server: add support for .json .csv and ?all=true 2024-10-16 18:38:43 +02:00
k 4cdc9ef9b3 changelog: update 2024-10-09 00:39:25 +02:00
k db60d4e453 parser: compress empty_address_data 2024-10-09 00:33:14 +02:00
k f5d427a04f parser: cargo cleanup 2024-10-08 22:37:36 +02:00
k e4893e446c cargo: update 2024-10-08 21:53:38 +02:00
k 79ffbf3d1d global: snapshot 2024-10-08 21:47:46 +02:00
k 068bb07d6e global: snapshot 2024-10-04 19:09:09 +02:00
k 1c9d118ba2 changelog: update 2024-10-03 18:37:00 +02:00
k 5308796bac parser: removed liquidity split for everything but all addresses 2024-10-03 17:38:43 +02:00
k 669205aa4d general: snapshot 2024-10-02 10:48:05 +02:00
k 9d2c2f7945 global: snapshot 2024-09-29 20:39:51 +02:00
k e3b44b0adb website: refactor 2024-09-24 17:13:29 +02:00
k 1a303a9c38 docker: init 2024-09-23 18:44:55 +02:00
k 2befa58fce global: add sell side risk ratio 2024-09-21 14:22:27 +02:00
k c8ded4ddb3 general: add /api/last route 2024-09-20 16:56:36 +02:00
k 7d211f74d1 website: fixes 2024-09-19 21:48:54 +02:00
k 0f95d41785 website: rm history log 2024-09-19 21:11:37 +02:00
k 6389b530d9 changelog: hide broken image links 2024-09-19 21:10:11 +02:00
k 412769ff03 general: fixes 2024-09-19 21:03:50 +02:00
k d2349741f7 changelog: update 2024-09-19 11:24:13 +02:00
k 821bf8d63a readme: update 2024-09-19 11:01:08 +02:00
k 7b296e4863 parser: price fetch fixes 2024-09-19 10:49:26 +02:00
k 1acfcf088c readme: update 2024-09-18 20:15:32 +02:00
k e9680afdff readme: update 2024-09-18 19:31:33 +02:00
k 9695f12322 server: create in dir if missing 2024-09-18 18:43:36 +02:00
k 4060b7457b index: update geyser url 2024-09-18 18:35:19 +02:00
k a68344959d website: fix pathname on first load 2024-09-18 18:25:27 +02:00
k 41638d10bf server: add date-modified to datasets 2024-09-18 17:58:33 +02:00
k 9b4e166608 website: fixes 2024-09-18 16:56:55 +02:00
k 52a65fcad1 general: update 2024-09-18 00:14:53 +02:00
k da7c114d41 general: snapshot 2024-09-17 10:57:21 +02:00
k 62edee0860 readme 2024-09-17 00:22:51 +02:00
k 22ba5e7c94 assets: update 2024-09-16 23:45:24 +02:00
k 48e9a9c7dd website: add sw 2024-09-16 19:17:19 +02:00
k 9dbffb0c93 global: snapshot 2024-09-16 13:17:18 +02:00
k f95eb0f1c9 script: snapshot 2024-09-14 13:40:58 +02:00
k f3197c1af7 general: fixes 2024-09-14 11:47:02 +02:00
k 59f04c96c5 readme: update 2024-09-13 23:47:25 +02:00
k bf2034b80c global: snapshot 2024-09-13 22:59:20 +02:00
k deffaef2b5 rename: GUIDELINES to CONTRIBUTING 2024-09-11 22:52:53 +02:00
k 157ec003b7 remove: app 2024-09-11 22:47:26 +02:00
k ba4021ad73 global: snapshot 2024-09-10 23:15:13 +02:00
k 5edb8111a2 app: html version almost done 2024-09-10 09:39:06 +02:00
k e206b40468 general: snapshot 2024-08-26 01:23:48 +02:00
k 6ebd9320db app: folder reorg + tradingview notice 2024-08-08 17:11:58 +02:00
k 597a750fff app: unignore paths.d.ts to allow to run app without needing the server first 2024-08-08 09:48:36 +02:00
k 1273da6e71 changelog: update 2024-08-08 09:25:00 +02:00
k eb9b57eef4 parser: split txid_to_txdata db 2024-08-08 09:21:59 +02:00
k 5aaa05d579 parser: rm heed module 2024-08-06 19:52:59 +02:00
k 07abb0840b global: rm heed 2024-08-06 19:51:40 +02:00
k b8064510e3 parser: address_to_address_index: fix bad copy pasta 2024-08-05 12:07:20 +02:00
k a88d84e6e6 changelog: update 2024-08-05 11:58:17 +02:00
k c3c8f16793 parser: fix rpc call 2024-08-05 11:55:08 +02:00
k ce1fed8c16 parser: rm multisig db 2024-08-05 11:47:52 +02:00
k 9a8f5edd58 parser: fix binance time 2024-08-05 11:23:41 +02:00
k 992d45c8af server: update run.sh 2024-08-05 10:42:28 +02:00
k c646d6dc60 global: datasets compression via zstd 2024-08-05 00:44:46 +02:00
k 9067c28d24 parser: switch to biter 2024-08-03 15:17:57 +02:00
k afacea3fbb parser: reactivate bkp url for price fetching 2024-07-26 17:07:19 +02:00
k b68b016091 release: v0.3.0 2024-07-26 00:59:00 +02:00
k f1f4ad2188 global: fix: bugs 2024-07-26 00:44:17 +02:00
k d3d5e7f8d7 general: snapshot 2024-07-25 14:43:20 +02:00
k 0f8d7d5fe2 readme: add bkp api 2024-07-24 00:18:55 +02:00
k 63855e93a1 changelog: update v0.3.0 screenshot 2024-07-24 00:15:35 +02:00
k 07c1f5ab76 changelog: add v0.3.0 screenshot 2024-07-24 00:13:01 +02:00
k 4cd605fd34 global: update versions 2024-07-24 00:09:09 +02:00
k 8f5f28ede6 app: charts: add unit and price mode switch 2024-07-24 00:05:18 +02:00
k bf169d6954 app: add ivo to donators 2024-07-23 08:44:52 +02:00
k 1934c4bfda price: rm folder 2024-07-22 23:40:15 +02:00
k 5a7050df02 app: add chart scroll buttons 2024-07-22 19:06:58 +02:00
k 9871fdffc9 parser: add auto fetch price from main instance 2024-07-22 15:58:02 +02:00
k 232276d106 app: add height datasets 2024-07-22 11:08:58 +02:00
k 8b08a82f07 parser: add recap dataset 2024-07-21 22:59:54 +02:00
k 180d044f5d app: add SOPR 2024-07-21 00:51:36 +02:00
k 5611459f03 server: fix port 2024-07-20 23:18:49 +02:00
k 6eb4b51168 parser: cleanup 2024-07-20 23:15:36 +02:00
k a145b35ad1 general: snapshot 2024-07-20 23:13:41 +02:00
k d8a5b4a2e6 price: update 2024-07-20 13:32:58 +02:00
k 1f9d1542f1 parser: fix utxo panic after soft reset 2024-07-18 12:27:24 +02:00
k 4d23fdef61 general: snapshot 2024-07-18 09:16:18 +02:00
k fb978211ae price: push new 2024-07-16 11:48:41 +02:00
k 4fd67ebd99 app: add address size in sidebar when needed 2024-07-15 19:59:44 +02:00
k 0c899b2c16 parser: fix config file creation and remove panic 2024-07-15 19:43:37 +02:00
k 1be22713f9 parser: create config.toml if needed 2024-07-15 19:07:00 +02:00
k ad51edbe07 parser: setup clap 2024-07-15 18:52:29 +02:00
k 91f2427b44 app: add random chart button 2024-07-15 08:54:55 +02:00
k fbbb0920c5 parser: cohort ratio name changes 2024-07-13 00:40:47 +02:00
k 66bca200b4 parser: cointime forgot to add compute 2024-07-12 20:46:11 +02:00
k 5f11f15fe1 global: cointime ratios 2024-07-12 20:39:27 +02:00
k 96a50dd09a global: snapshot 2024-07-12 19:31:21 +02:00
k dcf605aa69 parser: percentiles fixed 2024-07-12 19:06:52 +02:00
k 6c7bd2a63a parser: percentiles 2024-07-12 18:08:27 +02:00
k 85835ac1d3 parser: add min date and height for percentile datasets 2024-07-12 17:38:22 +02:00
k 61038b07f9 parser: trying to fix ratio smas 2024-07-12 13:55:44 +02:00
k 68700925b0 parser: add 0 and 1 constant datasets 2024-07-12 12:55:46 +02:00
k 46f8e3bafd app: lazy load lean-qr 2024-07-12 12:47:05 +02:00
k 9077fee4d6 parser: add ratio for price smas 2024-07-12 12:02:57 +02:00
k 35fd5054aa general: snapshot 2024-07-12 08:35:41 +02:00
k 350c835873 parser: improve error message when price cannot be found 2024-07-10 21:34:55 +02:00
k 707ed7ec26 parser: update readme 2024-07-10 20:56:36 +02:00
k e159f18bfc parser: add node.args to git ignore 2024-07-10 20:51:27 +02:00
k 2308fa173a parser: allow node args 2024-07-10 20:51:03 +02:00
k 4a82ee0b05 parser: added ratio and co datasets 2024-07-10 18:34:01 +02:00
k 6976f5af0f general: snapshot 2024-07-10 18:33:24 +02:00
k 59cb524226 server: remove cloudflared restart from run script 2024-07-10 13:20:45 +02:00
k 37e1d2ba5b changelog: add mempool links 2024-07-08 20:47:36 +02:00
k 6c21e970aa changelog: update v0.2.0 date 2024-07-08 20:46:17 +02:00
k d3a4e917fb assets: add v0.2.0 screenshot 2024-07-08 20:43:56 +02:00
k 2481878892 release: v0.2.0 2024-07-08 19:57:30 +02:00
k 04359fbf31 general: snapshot 2024-07-08 17:31:51 +02:00
k 80ea12ed48 app: flatten lightweight-chart scripts 2024-07-06 12:05:11 +02:00
k 9d2d4b7d5f readme: update 2024-07-06 11:10:02 +02:00
k 3de2862655 readme: update 2024-07-06 10:23:54 +02:00
k abb4def848 readme: update 2024-07-06 09:08:11 +02:00
k 04decabc46 parser: fix ulimit only running in Mac OS 2024-07-05 22:23:00 +02:00
k 334ff52084 app: fix start date not being 1970-01-01 2024-07-05 18:28:01 +02:00
k a931ad7a1e general: snapshot 2024-07-05 18:03:53 +02:00
k 069311dcf3 general: snapshot 2024-07-03 20:40:35 +02:00
k b7e8cbea20 general: snapshot 2024-06-30 17:01:15 +02:00
k 9905eff383 readme: update 2024-06-25 22:29:27 +02:00
k 48320197f9 app: add geyser button 2024-06-25 22:06:48 +02:00
k 9c9a835f33 changelog: deleted image by mistake 2024-06-25 16:21:09 +02:00
k ec477b916b update: readme 2024-06-25 16:12:59 +02:00
k dc5a1fcb9a update: readme 2024-06-25 16:11:09 +02:00
k 20a51f980b general: snapshot 2024-06-25 14:46:23 +02:00
k 7604787fbb app: add mini window support 2024-06-24 06:50:23 +02:00
705 changed files with 49541 additions and 34694 deletions
+35 -4
View File
@@ -1,7 +1,38 @@
# Mac OS
.DS_Store
/datasets
/datasets2
/datasets_*
# Builds
target
TODO.md
# Copies
*\ copy*
# Ignored
/_*
# Editors
.vscode
.zed
# Flamegraph
flamegraph/
flamegraph.svg
# Benchmarks
benches
# Snapshots
snapshots*/
# Docker
docker/kibo
# Types
paths.d.ts
vecid-to-indexes.d.ts
# Outputs
_outputs
# Python
.ropeproject
+273 -8
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@@ -1,17 +1,274 @@
# Changelog
<!--
# v0.X.Y | WIP
![Image of the kibō Web App version 0.X.Y](https://github.com/kibo-money/kibo/blob/main/_assets/v0.X.Y.jpg)
-->
## v. 0.1.1 | 849240 - 2024/06/24
# v0.6.0 | WIP | A new beginning
### Parser
## Global
- Completely redesign the back-end
- Merged parser and server crates into a single project (and thus executable), so now both will run at the same time with a single `cargo run -r` [#7392982](https://github.com/kibo-money/kibo/commit/7392982824c2db94bcd57251fd41986117c29a23)
- Added `--no-server` and `--no-parser` to disable each if needed
- Improved executable parameters
- Started using `log` and `env_logger` crates instead of custom code [#7392982](https://github.com/kibo-money/kibo/commit/7392982824c2db94bcd57251fd41986117c29a23)
- Improved logs
- Fixed input being unfocused right after being focused in Brave browser [#9a9ae61](https://github.com/kibo-money/kibo/commit/9a9ae614d07b54c08b7e9c0e2aefe3b52fdb93c5)
- Reworked server's API code [#6ab0f46]( https://github.com/kibo-money/kibo/commit/6ab0f463119a902a1b7ca9691b54f61543bb8f2f)
- New route format: `/api/date-to-realized-price` is now `/api/realized-price?kind=date`
- Added status and timing to logs
- Updated website packages
- Added API support for datasets by timestamp (by merging any dataset by height with the height to timestamp dataset and so it still uses heights as chunk ids) [#ca00f3f](https://github.com/kibo-money/kibo/commit/ca00f3f71526f0c5c16021024fec7e5c6e47221c)
- `/api/realized-price?kind=t`
- `/api/realized-price?kind=timestamp&chunk=860000`
- Created separate crate for indexing called `bindex`
- Created a crate a storage engine specialized in storing datasets that have indexes as keys and thus can be represented by an array/vec called `storable-vec`
- Removed the need for the `-txindex=1` parameter when starting your Bitcoin Core node as kibō has its own indexes now
## Git
Added git tags for each version though Markdown won't display formatted on Github so left the default text
## Deprecated
Moved Sanakirja database wrapper to its own crate (`snkrj`) and added a robust auto defragmentation to improve disk usage without the need for user's intervention.
Since it's not used anymore it will moved out of the repository relatively soon.
# [v0.5.0](https://github.com/kibo-money/kibo/tree/eea56d394bf92c62c81da8b78b8c47ea730683f5) | [873199](https://mempool.space/block/0000000000000000000270925aa6a565be92e13164565a3f7994ca1966e48050) - 2024/12/04
![Image of the kibō Web App version 0.5.0](https://github.com/kibo-money/kibo/blob/main/_assets/v0.5.0.jpg)
## Datasets
- Added `Sell Side Risk Ratio` to all entities
- Added `Open`, `High` and `Low` datasets
- Added `Satoshis Per Dollar`
- Added `All Time High`
- Added `All Time High Date`
- Added `Days Since All Time High`
- Added `Max Days Between All Time Highs`
- Added `Max Years Between All Time Highs`
- Added `Drawdown`
- Added `Adjusted Value Created`, `Adjusted Value Destroyed` and `Adjusted Spent Output Profit Ratio` to all entities
- Added `Realized Profit To Loss Ratio` to all entities
- Added `Hash Price Min`
- Added `Hash Price Rebound`
- Removed all year datasets (25) in favor for epoch datasets (5), the former was too granular to be really useful
- Removed datasets split by liquidity for all datasets **already split by any address kind**, while fun to have, they took time to compute, ram, and space to store and no one was actually checking them
- Fixed a lot of values in split by liquidity datasets
## Website
- Updated the design yet again which made the website for something more minimal and easier on the eyes
- Added a *Save In Bitcoin* (DCA) simulation page
- ~Added a dashboard~ Added the latest values to the tree next to each option instead, while less values are visible at a time, it's much more readable and organised
- Added a library of PDFs
- Fixed service worker not passing 304 (not modified) response and instead serving cached responses
- Fixed history not being properly registered
- Fixed window being moveable on iOS when in standalone mode when it shouldn't be
- Added `Compare` section to all groups, to compare all datasets within a group
- Updated `Solid Signals` library, which had an important breaking change on the `createEffect` function which might bring some bugs
- Fixed some datasets paths
- A lot of code reorg and file splits
- Adopted a framework like approach to load pages while still being pure JS without a build step
- Probably more that was forgotten
## Parser
- Added a `/datasets/last` json file with all the latest values
- Added `--rpcconnect` parameter to the config
- Added handling of SIGINT and SIGTERM terminal signals which menas you can now safely CTRL+C or kill the parser while it's exporting
- Added config print at the start of the program
- Compressed `empty_address_data` struct to save space (should shave of between up to 50% of the `address_index_to_empty_address_data` database)
- Doubled the number of `txid_to_tx_data` databases from 4096 to 8192
- ~Added `--recompute_computed true` argument, to allow recomputation of computed datasets in case of a bug~ Buggy for now
- Fixed not saved arguments, not being processed properly
- Fixed bug in `generic_map.multi_insert_simple_average`
- Added defragmentation option `--first-defragment true` of databases to save space (which can save up to 50%)
- Fixed bug in the computation of averages in `GenericMap`
- Added support and paramer for cookie files with `--rpccookiefile`, and auto find if the path is `--datadir/.cookie`
- Increased number of retries and time between them when fetching price from exchanges APIs
## Server
- Fixed links in several places missing the `/api` part and thus not working
- Fixed broken last values routes
- Added support for the `/datasets/last` file via the `/api/last` route
- Added support for `.json` (won't change anything) and `.csv` (will download a csv file) extension at the end of datasets routes
- Added `all=true` query parameter to dataset routes to get to full history
## Biter
- Moved back to this repo
# [v0.4.0](https://github.com/kibo-money/kibo/tree/a64c544815d9ef785e2fc1323582f774f16b9200) | [861950](https://mempool.space/block/00000000000000000000530d0e30ccf7deeace122dcc99f2668a06c6dad83629) - 2024/09/19
![Image of the kibō Web App version 0.4.0](https://github.com/kibo-money/kibo/blob/main/_assets/v0.4.0.jpg)
## Brand
- **Satonomics** is now **kibō** 🎉
## Website
- Complete redesign of the website
- Rewrote the whole application and removed `node`/`npm`/`pnpm` dependencies in favor for pure `HTML`/`CSS`/`Javascript`
- Website is now served by the server
- Added Trading View attribution link to the settings frame and file in the lightweight charts folder
- Many other changes
## Parser
- Changed the block iterator from a custom version of [bitcoin-explorer](https://crates.io/crates/bitcoin-explorer) to the homemade [biter](https://crates.io/crates/biter) which allows the parser to run alongside `bitcoind`
- Added datasets compression thanks to [zstd](https://crates.io/crates/zstd) to reduce disk usage
- Use the Bitcoin RPC server for various calls instead of running cli commands and then parsing the JSON from the output
- **Important database changes that will need a full rescan**:
- Changed databases page size from 1MB to 4KB for improved disk usage
- Split txid_to_tx_data database in 4096 chunks (from 256) for improved disk usage
- Split address_index_to_X databases to chunks of 25_000 instead of 50_000
- Removed local Multisig database
- Updated the config, run with `-h` to see possible args
- Moved outputs from `/target/outputs` to `/out` to allow to run commands like `cargo clean` without side effects
- Various first run fixes
- Added to `-h` which arguments are saved, which is all of them at the time of writing
## Server
- Updated the code to support compressed binaries
- Added serving of the website
- Improved `Cache-Control` behavior
# [v0.3.0](https://github.com/kibo-money/kibo/tree/b68b016091c45b071218fba01bac5b76e8eaf18c) | [853930](https://mempool.space/block/00000000000000000002eb5e9a7950ca2d5d98bd1ed28fc9098aa630d417985d) - 2024/07/26
![Image of the Satonomics Web App version 0.3.0](https://github.com/kibo-money/kibo/blob/main/_assets/v0.3.0.jpg)
## Parser
- Global
- Improved self-hosting by:
- Fixing an incredibly annoying bug that made the program panic because of a wrong utxo/address durable state after a or many new datasets were added/changed after a first successful parse of the chain
- Fixing a bug that would crash the program if launched for the first time ever
- Auto fetch prices from the main Satonomics instance if missing instead of only trying Kraken's and Binance's API which are limited to the last 16 hours
- Merged the core of `HeightMap` and `DateMap` structs into `GenericMap`
- Added `Height` struct and many others
- Reorganized outputs of both the parser and the server for ease of use and easier sync compatibility
- CLI
- Added an argument parser for improved UX with several options
- Datasets
- Added the following datasets for all entities:
- Value destroyed
- Value created
- Spent Output Profit Ratio (SOPR)
- Added the following ratio datasets and their variations to all prices {realized, moving average, any cointime, etc}:
- Market Price to {X}
- Market Price to {X} Ratio
- Market Price to {X} Ratio 1 Week SMA
- Market Price to {X} Ratio 1 Month SMA
- Market Price to {X} Ratio 1 Year SMA
- Market Price to {X} Ratio 1 Year SMA Momentum Oscillator
- Market Price to {X} Ratio 99th Percentile
- Market Price to {X} Ratio 99.5th Percentile
- Market Price to {X} Ratio 99.9th Percentile
- Market Price to {X} Ratio 1st Percentile
- Market Price to {X} Ratio 0.5th Percentile
- {X} 1% Top Probability
- {X} 0.5% Top Probability
- {X} 0.1% Top Probability
- {X} 1% Bottom Probability
- {X} 0.5% Bottom Probability
- {X} 0.1% Bottom Probability
- Added block metadatasets and their variants (raw/sum/average/min/max/percentiles):
- Block size
- Block weight
- Block VBytes
- Block interval
- Price
- Improved error message when price cannot be found
## App
- General
- Added chart scroll button for nice animations à la Wicked
- Added scale mode switch (Linear/Logarithmic) at the bottom right of all charts
- Added unit at the top left of all charts
- Added a backup API in case the main one fails or is offline
- Complete redesign of the datasets object
- Removed import of routes in JSON in favor for hardcoded typed routes in string format which resulted in:
- \+ A much lighter app
- \+ Better Lighthouse score
- \- Slower Typescript server
- Fixed datasets with null values crashing their fetch function
- Added a 'Go to a random chart' button in several places
- Chart
- Fixed series color being set to default ones after hovering the legend
- Fixed chart starting showing candlesticks and quickly switching to a line when it should've started directly with the line
- Separated the QRCode generator library from the main chunk and made it imported on click
- Fixed timescale changing on small screen after changing charts
- Folders
- Added the size in the "filename" of address cohorts grouped by size
- Favorites
- Added a 'favorite' and 'unfavorite' button at the bottom
- Settings
- Removed the horizontal scroll bar which was unintended
## Server
- Run file
- Only run with a watcher if `cargo watch` is available
- Removed id_to_path file in favor for only `paths.d.ts` in `app/src/types`
# [v0.2.0](https://github.com/kibo-money/kibo/tree/248187889283597c5dbb806292297453c25e97b8) | [851286](https://mempool.space/block/0000000000000000000281ca7f1bf8c50702bfca168c7af1bdc67c977c1ac8ed) - 2024/07/08
![Image of the Satonomics Web App version 0.2.0](https://github.com/kibo-money/kibo/blob/main/_assets/v0.2.0.jpg)
## App
- General
- Added the height version of all datasets and many optimizations to make them usable but only available on desktop and tablets for now
- Added a light theme
- Charts
- Added split panes in order to have the vertical axis visible for all datasets
- Added min and max values on the charts
- Fixed legend hovering on mobile not resetting on touch end
- Added "3 months" and yearly time scale setters (from year 2009 to today)
- Hide scrollbar of timescale setters and instead added scroll buttons to the legend only visible on desktop
- Improved Share/QR Code screen
- Changed all Area series to Line series
- Fixed horizontal scrollable legend not updating on preset change
- Performance
- Improved app's reactivity
- Added some chunk splitting for a faster initial load
- Global improvements that increased the Lighthouse's performance score
- Settings
- Finally made a proper component where you can chose the app's theme, between a moving or static background and its text opacity
- Added donations section with a leaderboard
- Added various links that are visible on the bottom side of the strip on desktop to mobile users
- Added install instructions when not installed for Apple users
- Misc
- Support mini window size, could be useful for embedded views
- Hopefully made scrollbars a little more subtle on WIndows and Linux, can't test
- Generale style updates
## Parser
- Fixed ulimit only being run in Mac OS instead of whenever the program is detected
# [v0.1.1](https://github.com/kibo-money/kibo/tree/e55b5195a9de9aea306903c94ed63cb1720fda5f) | [849240](https://mempool.space/block/000000000000000000002b8653988655071c07bb5f7181c038f9326bc86db741) - 2024/06/24
![Image of the Satonomics Web App version 0.1.1](https://github.com/kibo-money/kibo/blob/main/_assets/v0.1.1.jpg)
## Parser
- Fixed overflow in `Price` struct which caused many Realized Caps and Realized Prices to have completely bogus data
- Fixed Realized Cap computation which was using rounded prices instead normal ones
### Server
## Server
- Added the chunk, date and time in the terminal logs
- Added the chunk, date and time of the request to the terminal logs
### App
## App
- Chart
- Added double click option on a legend to toggle the visibility of all other series
@@ -36,7 +293,7 @@
- Strip
- Temporarily removed the Home button on the strip bar on desktop as there is no landing page yet
- Settings
- Add version
- Added version
- PWA
- Fixed background update
- Changed update check frequency to 1 minute (~1kb to fetch every minute which is very reasonable)
@@ -44,6 +301,14 @@
- Misc
- Removed tracker even though it was a very privacy friendly as it appeared to not be working properly
### Price
## Price
- Deleted old price datasets and their backups
# [v0.1.0](https://github.com/kibo-money/kibo/tree/a1a576d088c8f83ed32d48753a7611f70a964574) | [848642](https://mempool.space/block/000000000000000000020be5761d70751252219a9557f55e91ecdfb86c4e026a) - 2024/06/19
![Image of the Satonomics Web App version 0.1.0](https://github.com/kibo-money/kibo/blob/main/_assets/v0.1.0.jpg)
# v0.0.1 | [835444](https://mempool.space/block/000000000000000000009f93907a0dd83c080d5585cc7ec82c076d45f6d7c872) - 2024/03/20
![Image of the Satonomics Web App version 0.0.X](https://github.com/kibo-money/kibo/blob/main/_assets/v0.0.X.jpg)
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+31
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[workspace]
members = ["crates/*"]
resolver = "2"
package.license = "MIT"
package.edition = "2024"
package.version = "0.0.0"
[workspace.dependencies]
bitcoin = { version = "0.32.5", features = ["serde"] }
brk_computer = { version = "0", path = "crates/brk_computer" }
brk_fetcher = { version = "0", path = "crates/brk_fetcher" }
brk_indexer = { version = "0", path = "crates/brk_indexer" }
brk_parser = { version = "0", path = "crates/brk_parser" }
brk_logger = { version = "0", path = "crates/brk_logger" }
brk_server = { version = "0", path = "crates/brk_server" }
byteview = "0.5.4"
color-eyre = "0.6.3"
derive_deref = "1.1.1"
fjall = "2.6.5"
hodor = { version = "0", path = "crates/hodor" }
jiff = "0.2.1"
log = { version = "0.4.26" }
minreq = { version = "2.13.2", features = ["https", "serde_json"] }
rayon = "1.10.0"
serde = { version = "1.0.218", features = ["derive"] }
serde_bytes = "0.11.15"
serde_json = { version = "1.0.139", features = ["float_roundtrip"] }
storable_vec = { version = "0", path = "crates/storable_vec", features = [
"json",
] }
zerocopy = { version = "0.8.20", features = ["derive"] }
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@@ -1,6 +1,6 @@
MIT License
Copyright (c) 2024 Satonomics
Copyright (c) 2025 kibō.money
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
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# SATONOMICS
<a href="https://kibo.money" target="_blank">
<picture>
<source media="(prefers-color-scheme: dark)" srcset="https://raw.githubusercontent.com/kibo-money/kibo/main/_assets/logo-long-text-dark.svg">
<source media="(prefers-color-scheme: light)" srcset="https://raw.githubusercontent.com/kibo-money/kibo/main/_assets/logo-long-text-light.svg">
<img alt="kibō" src="https://raw.githubusercontent.com/kibo-money/kibo/main/_assets/logo-long-text-light.svg" width="210" height="auto">
</picture>
</a>
## Description
TLDR: Free, open source, verifiable and self-hostable Bitcoin on-chain data generator and visualizer
[**kibō**](https://kibo.money) (_hope_ in japanese) is primarily an open source Bitcoin Core data extractor and visualizer (similar to [Glassnode](https://glassnode.com)) which goal is to empower anybody with data about Bitcoin for free.
Satonomics is an open-source suite of tools that computes, distributes, and displays on-chain data, making it freely available for anyone to use.
The project is split in 3 parts:
The generated datasets are incredibly diverse and can be used for a wide range of purposes. Whether you're looking to conduct a health check on the network, gain insights into its current or past state, or leverage the data for trading purposes, these tools offer various charts, dashboards (Soon TM), and an extensive API to help you achieve your goals.
- First you have the extractor (parser), which parses the block data files from your Bitcoin Core node and computes a very wide range of datasets which are stored in compressed binary files
> For the curious, it takes at the very least 24 hours to parse all the blocks and compute all datasets. After that it will wait for a new block and take between 1 and 3 minutes to be up to date
- Then there is the website on which you can view, among other things, all datasets in various charts
- Finally there is the server which serves the website and the generated data via an [API](https://github.com/kibo-money/kibo/tree/main#endpoints)
To promote transparency and trust in the network, this project is committed to making on-chain data accessible and verifiable to all, without discrimination and is a great complimentary tool to [mempool.space](https://mempool.space).
Whether you're an enthusiast, a researcher, a miner, an analyst, a trader, a skeptic or just curious, there is something for everyone !
This project was created out of frustration by all the alternatives that were either very expensive and thus discriminatory and against bitcoin values or just very limited and none were open-source and verifiable. So while it's not the first tool trying to solve these problems, it's the first that is completely free, open-source and self-hostable.
If you are a user of [mempool.space](https://mempool.space), you'll find this to be very complimentary, as it offers a macro view of the chain over time instead of a detailed one.
## Instances
Web App:
- [app.satonomics.xyz](https://app.satonomics.xyz)
| URL | Type | Version | Status | Last Height | Up Time Ratio |
| ------------------------------------------------ | ------ | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | -------------------------------------------------------------------------------------------------------------------------------------------------------------- | -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------ |
| [kibo.money](https://kibo.money) | Main | ![Version](https://img.shields.io/badge/dynamic/toml?url=https%3A%2F%2Fkibo.money%2FCargo.toml&query=%24.package.version&style=for-the-badge&label=%20&color=%23db9e03) | ![Status](https://img.shields.io/uptimerobot/status/m797259009-043f6b92d4cc2deef7d13f50?style=for-the-badge&label=%20&up_color=%231cb454&down_color=%23e63636) | ![Height](https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Fkibo.money%2Fapi%2Flast-height.json&query=%24.value&style=for-the-badge&label=%20&color=%23f26610) | ![Ratio](https://img.shields.io/uptimerobot/ratio/m797259009-043f6b92d4cc2deef7d13f50?style=for-the-badge&label=%20&color=%232f73f1) |
| [backup.kibo.money](https://backup.kibo.money) | Backup | ![Version](https://img.shields.io/badge/dynamic/toml?url=https%3A%2F%2Fbackup.kibo.money%2FCargo.toml&query=%24.package.version&style=for-the-badge&label=%20&color=%23db9e03) | ![Status](https://img.shields.io/uptimerobot/status/m797259013-bb29a8264fab8786fb80c5ed?style=for-the-badge&label=%20&up_color=%231cb454&down_color=%23e63636) | ![Height](https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Fbackup.kibo.money%2Fapi%2Flast-height.json&query=%24.value&style=for-the-badge&label=%20&color=%23f26610) | ![Ratio](https://img.shields.io/uptimerobot/ratio/m797259013-bb29a8264fab8786fb80c5ed?style=for-the-badge&label=%20&color=%232f73f1) |
| [preview.kibo.money](https://preview.kibo.money) | Dev | ![Version](https://img.shields.io/badge/dynamic/toml?url=https%3A%2F%2Fpreview.kibo.money%2FCargo.toml&query=%24.package.version&style=for-the-badge&label=%20&color=%23db9e03) | ![Status](https://img.shields.io/uptimerobot/status/m797869753-d40fc161bcb34624857a8082?style=for-the-badge&label=%20&up_color=%231cb454&down_color=%23e63636) | ![Height](https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Fpreview.kibo.money%2Fapi%2Flast-height.json&query=%24.value&style=for-the-badge&label=%20&color=%23f26610) | ![Ratio](https://img.shields.io/uptimerobot/ratio/m797869753-d40fc161bcb34624857a8082?style=for-the-badge&label=%20&color=%232f73f1) |
API:
- [api.satonomics.xyz](https://api.satonomics.xyz)
Please open an issue if you want to add another instance
## Structure
## Endpoints
- `parser`: The backbone of the project, it does most of the work by parsing and then computing datasets from the timechain.
- `server`: A small server which automatically creates routes to access through an API all created datasets.
- `app`: A web app which displays the generated datasets in various charts.
> If you running locally, you can replace `https://kibo.money` by `http://localhost:3110`
## Git
- [/](https://kibo.money/): Website
- [/api](https://kibo.money/api): A JSON with all available datasets, with their respective id and endpoint, better viewed in a Firefox based browser
- /api/TIMESCALE-to-ID: `TIMESCALE` can be `date` or `height`, and `ID` is the id with `_` replaced by `-`, let's take `date-to-close` (price at the end of each day) as an example
- [/api/date-to-close](https://kibo.money/api/date-to-close): current year's values in a json format
- [/api/date-to-close?chunk=2009](https://kibo.money/api/date-to-close?chunk=2009): values from the year 2009 in a json format
- [/api/date-to-close?all=true](https://kibo.money/api/date-to-close?all=true): all values in a json format
- You can also specify the extension to download a file, either `.json` or `.csv` to get the dataset in a CSV format; like so:
- [/api/date-to-close.csv](https://kibo.money/api/date-to-close.csv)
- [/api/date-to-close.csv?chunk=2009](https://kibo.money/api/date-to-close.csv?chunk=2009)
- [/api/date-to-close.csv?all=true](https://kibo.money/api/date-to-close.csv?all=true)
- [Repository](https://codeberg.org/satonomics/satonomics)
- [Issues](https://gitworkshop.dev/r/naddr1qq99xct5dahx7mtfvdesz9thwden5te0wp6hyurvv4ex2mrp0yhxxmmdqgsfw5dacngjlahye34krvgz7u0yghhjgk7gxzl5ptm9v6n2y3sn03srqsqqqaueek2h03/issues)
- [Proposals](https://gitworkshop.dev/r/naddr1qq99xct5dahx7mtfvdesz9thwden5te0wp6hyurvv4ex2mrp0yhxxmmdqgsfw5dacngjlahye34krvgz7u0yghhjgk7gxzl5ptm9v6n2y3sn03srqsqqqaueek2h03/proposals)
## Roadmap
## Goals
- **More Datasets/Charts**
- **Simulations**
- **Nostr integration**
- **API Documentation**
- **Descriptions**
- **Docker support**
- **Start9 support**
- Be the absolute best on-chain data source and app
- Have as many datasets and charts as possible
- Be self-hostable on cheap computers
- Be runnable on a machine with 8 GB RAM (16 GB RAM is already possible right now)
- Still being runnable 10 years from now
- By not relying on any third-party dependencies besides price APIs (which are and should be very common and easy to update)
- By **NOT** doing address labelling/tagging (which means **NO** exchange or any other individual address tracking), for that please use [mempool.space](https://mempool.space) or any other tool
## Setup
## Proof of Work
### Requirements
Aka: Previous iterations
- At least 16 GB of RAM
- A disk with 1 TB of free space (will use between 40% to 80% depending on several things)
- Recommended: Rated at 3 GB/s (Thunderbolt 4 speed)
- A running instance of bitcoin-core
- Example: `bitcoind -datadir="$HOME/.bitcoin" -blocksonly`
- Git
- Unix based operating system (Mac OS or Linux)
- Ubuntu users need to install `open-ssl` via `sudo apt install libssl-dev pkg-config`
- Mac OS:
- Disable Spotlight or exclude the `--kibodir` folder from it
- Don't use Time Machine or exclude the `--kibodir` folder (especially needed for local snapshots)
The initial idea was totally different yet morphed over time into what it is today: a fully FOSS self-hostable on-chain data generator
### Build
- https://github.com/drgarlic/satonomics
- https://github.com/drgarlic/satonomics-parser
- https://github.com/drgarlic/satonomics-explorer
- https://github.com/drgarlic/satonomics-server
- https://github.com/drgarlic/satonomics-app
- https://github.com/drgarlic/bitalisys
- https://github.com/drgarlic/bitesque-app
- https://github.com/drgarlic/bitesque-back
- https://github.com/drgarlic/bitesque-front
- https://github.com/drgarlic/bitesque-assets
- https://github.com/drgarlic/syf
First we need to install Rust (https://www.rust-lang.org/tools/install)
```bash
curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh
```
If you already had Rust installed you could update it
```bash
rustup update
```
Then you need to choose a path where the project will reside and then clone it
```bash
cd ???
git clone https://github.com/kibo-money/kibo.git
cd kibo
```
If it's your first time running kibo, it will need several information such as:
- `--bitcoindir PATH`: path to bitcoin core data directory, `???/bitcoin`
- `--kibodir PATH`: path to kibo outputs, if you have enough space on your main disk `~/.kibo` is fine
Everything will be saved at `~/.kibo/config.toml`, which will allow you to simply run `cargo run -r` next time
If you need more options please run `cargo run -r --help` to see what parameters are available.
Here's an example
```bash
cargo run -r -- --bitcoindir=~/Developer/bitcoin --kibodir=~/.kibo
```
Then the easiest to let others access your server is to use `cloudflared` which will also cache requests. For more information go to: https://developers.cloudflare.com/cloudflare-one/connections/connect-networks/
## Donate
<img width="159" alt="image" src="https://github.com/user-attachments/assets/8bbb759f-4874-46cb-b093-b30cb30f5828">
[bc1q950q4ukpxxm6wjjkv6cpq8jzpazaxrrwftctkt](bitcoin:bc1q950q4ukpxxm6wjjkv6cpq8jzpazaxrrwftctkt)
<img width="159" alt="image" src="https://github.com/user-attachments/assets/745e39c7-be26-4f2a-90f2-54786e62ba35">
[lnurl1dp68gurn8ghj7ampd3kx2ar0veekzar0wd5xjtnrdakj7tnhv4kxctttdehhwm30d3h82unvwqhkxmmww3jkuar8d35kgetj8yuq363hv4](lightning:lnurl1dp68gurn8ghj7ampd3kx2ar0veekzar0wd5xjtnrdakj7tnhv4kxctttdehhwm30d3h82unvwqhkxmmww3jkuar8d35kgetj8yuq363hv4)
[Geyser Fund](https://geyser.fund/project/kibo/)
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FROM rust:1.81
ENV rpcconnect=localhost
ENV rpcport=8332
ENV rpcuser=satoshi
ENV rpcpassword=nakamoto
WORKDIR /
COPY . .
CMD exec cargo run -r --manifest-path /kibo/parser/Cargo.toml -- --datadir=/bitcoin --rpcconnect=${rpcconnect} --rpcport=${rpcport} --rpcuser=${rpcuser} --rpcpassword=${rpcpassword}
+6
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# !/usr/bin/env bash
[[ -d "./kibo" ]] && sudo rm -r ./kibo
git clone https://github.com/kibo-money/kibo.git
docker build -t kibo-parser .
Executable
+13
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#!/usr/bin/env bash
cd kibo/parser
./run.sh \
--datadir=/bitcoin \
--rpcconnect=$1 \
--rpcport=$2 \
--rpcuser=$3 \
--rpcpassword=$4
# cd ../server
# ./run.sh &
Executable
+11
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docker run \
--env rpcuser=satoshi \
--env rpcpassword=nakamoto \
--env rpcport=localhost \
--env rpcport=8332 \
--volume /tmp/kibo/datasets:/kibo/datasets \
--volume /tmp/kibo/price:/kibo/price \
--volume /tmp/kibo/outputs:/kibo/parser/out \
--volume $HOME/Developer/bitcoin:/bitcoin \
--net=host \
kibo-parser
+67
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use brk_parser::bitcoincore_rpc::Client;
use log::info;
use rlimit::{Resource, getrlimit, setrlimit};
mod io;
mod parser;
mod server;
mod structs;
mod utils;
use brk_parser::Datasets;
use server::api::structs::Routes;
use structs::{Config, Exit};
use utils::init_log;
fn main() -> color_eyre::Result<()> {
color_eyre::install()?;
init_log();
let (_, nofile_limit) = getrlimit(Resource::NOFILE).unwrap();
setrlimit(Resource::NOFILE, 138_240, nofile_limit)?;
std::thread::Builder::new()
.stack_size(getrlimit(Resource::STACK).unwrap().1 as usize)
.spawn(|| -> color_eyre::Result<()> {
let exit = Exit::new();
let config = Config::import()?;
info!("Starting...");
let rpc = Client::from(&config);
let routes = Routes::build(&Datasets::import(&config)?, &config);
tokio::runtime::Builder::new_multi_thread()
.enable_all()
.build()
.unwrap()
.block_on(async {
let run_parser = config.parser();
let run_server = config.server();
let config_clone = config.clone();
let handle = tokio::spawn(async move {
if run_server {
server::main(routes, config_clone).await.unwrap();
} else {
info!("Skipping server");
}
});
if run_parser {
parser::main(&config, &rpc, &exit)?;
} else {
info!("Skipping parser");
}
handle.await?;
Ok(())
})
})?
.join()
.unwrap()
}
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use log::info;
use crate::{
parser::{databases::Databases, datasets::Datasets, states::States},
structs::{Config, Date, Exit, Height},
utils::time,
};
pub struct ExportedData<'a> {
pub config: &'a Config,
pub databases: Option<&'a mut Databases>,
pub datasets: &'a mut Datasets,
pub date: Date,
pub defragment: bool,
pub exit: Exit,
pub height: Height,
pub states: Option<&'a States>,
}
pub fn export(
ExportedData {
config,
databases,
datasets,
date,
defragment,
exit,
height,
states,
}: ExportedData,
) -> color_eyre::Result<()> {
if exit.active() {
info!("Exit in progress, skipping export");
return Ok(());
}
exit.block();
let text = if defragment {
"Exporting and defragmenting..."
} else {
"Exporting..."
};
info!("{text}");
time("Finished export", || -> color_eyre::Result<()> {
datasets.export(config, height)?;
if let Some(databases) = databases {
databases.export(height, date, defragment)?;
}
if let Some(states) = states {
states.export(config)?;
}
Ok(())
})?;
exit.unblock();
Ok(())
}
+228
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use std::{collections::BTreeSet, time::Instant};
use brk_parser::bitcoincore_rpc::Client;
use chrono::Datelike;
use export::ExportedData;
use itertools::Itertools;
use log::info;
use parse::ParseData;
use crate::{
parser::{
actions::{export, find_first_inserted_unsafe_height, parse},
databases::Databases,
datasets::{ComputeData, Datasets},
states::{AddressCohortsDurableStates, States, UTXOCohortsDurableStates},
},
structs::{Config, DateData, DisplayInstant, Exit, Height, MapKey, Timestamp},
utils::{generate_allocation_files, time},
};
pub fn iter_blocks(
config: &Config,
rpc: &Client,
approx_block_count: usize,
exit: Exit,
databases: &mut Databases,
datasets: &mut Datasets,
) -> color_eyre::Result<()> {
let mut states = States::import(config).unwrap_or_default();
info!("Imported states");
let first_unsafe_heights = find_first_inserted_unsafe_height(&mut states, databases, datasets, config);
let mut height = first_unsafe_heights.min();
info!("Starting parsing at height: {height}");
let mut next_block_opt = None;
let mut blocks_loop_date = None;
let mut next_date_opt;
let block_receiver = biter::new(
&config.path_bitcoindir(),
Some(height.to_usize()),
None,
Client::from(config),
);
let mut block_iter = block_receiver.iter();
'parsing: loop {
let mut processed_heights = BTreeSet::new();
let mut processed_dates = BTreeSet::new();
'days: loop {
let mut blocks_loop_i = 0;
if next_block_opt.is_some() {
blocks_loop_date.take();
}
let instant = Instant::now();
'blocks: loop {
let current_block_opt = next_block_opt.take().or_else(|| block_iter.next());
next_block_opt = block_iter.next();
if let Some((_current_block_height, current_block, _current_block_hash)) = current_block_opt {
let timestamp = Timestamp::from(current_block.header.time);
let current_block_date = timestamp.to_date();
let current_block_height: Height = height + blocks_loop_i;
if current_block_height.to_usize() != _current_block_height {
dbg!(current_block_height, _current_block_height);
panic!()
}
next_date_opt = next_block_opt
.as_ref()
.map(|(_, next_block, _)| Timestamp::from(next_block.header.time).to_date());
// Always run for the first block of the loop
if blocks_loop_date.is_none() {
blocks_loop_date.replace(current_block_date);
if states
.date_data_vec
.last()
.map(|date_data| *date_data.date < *current_block_date)
.unwrap_or(true)
{
states.date_data_vec.push(DateData::new(current_block_date, vec![]));
}
processed_dates.insert(current_block_date);
}
let blocks_loop_date = blocks_loop_date.unwrap();
if current_block_date > blocks_loop_date {
panic!("current block should always have the same date as the current blocks loop");
}
let is_date_last_block = next_date_opt
// Do NOT change `blocks_loop_date` to `current_block_date` !!!
.map_or(true, |next_block_date| blocks_loop_date < next_block_date);
processed_heights.insert(current_block_height);
if first_unsafe_heights.inserted <= current_block_height {
let compute_addresses =
databases.check_if_needs_to_compute_addresses(current_block_height, blocks_loop_date);
if states.address_cohorts_durable_states.is_none()
&& (compute_addresses
|| datasets
.address
.needs_durable_states(current_block_height, current_block_date))
{
states.address_cohorts_durable_states = Some(AddressCohortsDurableStates::init(
&mut databases.address_index_to_address_data,
));
}
if states.utxo_cohorts_durable_states.is_none()
&& datasets
.utxo
.needs_durable_states(current_block_height, current_block_date)
{
states.utxo_cohorts_durable_states =
Some(UTXOCohortsDurableStates::init(&states.date_data_vec));
}
parse(ParseData {
block: current_block,
block_index: blocks_loop_i,
compute_addresses,
config,
databases,
datasets,
date: blocks_loop_date,
first_date_height: height,
height: current_block_height,
is_date_last_block,
rpc,
states: &mut states,
});
}
blocks_loop_i += 1;
if is_date_last_block {
info!(
"Processed {current_block_date} ({height} - {current_block_height}) {}",
instant.display()
);
height += blocks_loop_i;
let is_check_point = next_date_opt.as_ref().map_or(true, |date| date.is_first_of_month());
if (is_check_point && instant.elapsed().as_secs() >= 1)
|| height.is_close_to_end(approx_block_count)
{
break 'days;
}
break 'blocks;
}
} else {
break 'parsing;
}
}
}
// Don't remember why -1
let last_height = height - 1_u32;
if first_unsafe_heights.computed <= last_height {
info!("Computing datasets...");
time("Computed datasets", || {
let dates = processed_dates.into_iter().collect_vec();
let heights = processed_heights.into_iter().collect_vec();
datasets.compute(ComputeData {
dates: &dates,
heights: &heights,
})
});
}
if !config.dry_run() {
let is_safe = height.is_safe(approx_block_count);
let defragment = is_safe
&& next_date_opt.is_some_and(|date| {
(date.year() >= 2020 && date.is_january() || date.year() >= 2022 && date.is_july())
&& date.is_first_of_month()
});
export(ExportedData {
config,
databases: is_safe.then_some(databases),
datasets,
date: blocks_loop_date.unwrap(),
defragment,
height: last_height,
states: is_safe.then_some(&states),
exit: exit.clone(),
})?;
if config.record_ram_usage() {
time("Exporting allocation files", || {
generate_allocation_files(datasets, databases, &states, last_height)
})?;
}
} else {
info!("Skipping export");
}
}
Ok(())
}
@@ -1,18 +1,22 @@
use log::info;
use crate::{
databases::Databases,
datasets::{AllDatasets, AnyDatasets},
states::States,
utils::log,
parser::{
databases::Databases,
datasets::{AnyDatasets, Datasets},
states::States,
},
structs::{Config, Height},
};
#[derive(Default, Debug)]
pub struct Heights {
pub inserted: usize,
pub computed: usize,
pub inserted: Height,
pub computed: Height,
}
impl Heights {
pub fn min(&self) -> usize {
pub fn min(&self) -> Height {
self.inserted.min(self.computed)
}
}
@@ -20,7 +24,8 @@ impl Heights {
pub fn find_first_inserted_unsafe_height(
states: &mut States,
databases: &mut Databases,
datasets: &mut AllDatasets,
datasets: &mut Datasets,
config: &Config,
) -> Heights {
let min_initial_inserted_last_address_height = datasets
.address
@@ -50,7 +55,7 @@ pub fn find_first_inserted_unsafe_height(
.map(|date_data| date_data.date)
.and_then(|last_safe_date| {
if !usable_databases {
log("Unusable databases");
info!("Unusable databases");
return None;
}
@@ -60,13 +65,13 @@ pub fn find_first_inserted_unsafe_height(
let min_datasets_inserted_last_height = datasets_min_initial_states.inserted.last_height;
let min_datasets_inserted_last_date = datasets_min_initial_states.inserted.last_date;
log(&format!("min_datasets_inserted_last_height: {:?}", min_datasets_inserted_last_height));
log(&format!("min_datasets_inserted_last_date: {:?}", min_datasets_inserted_last_date));
info!("min_datasets_inserted_last_height: {:?}", min_datasets_inserted_last_height);
info!("min_datasets_inserted_last_date: {:?}", min_datasets_inserted_last_date);
let inserted_last_date_is_older_than_saved_state = min_datasets_inserted_last_date.map_or(true, |min_datasets_last_date| min_datasets_last_date < last_safe_date);
if inserted_last_date_is_older_than_saved_state {
dbg!(min_datasets_inserted_last_date , *last_safe_date);
// dbg!(min_datasets_inserted_last_date , *last_safe_date);
return None;
}
@@ -79,27 +84,27 @@ pub fn find_first_inserted_unsafe_height(
let inserted_heights_and_dates_are_out_of_sync = min_datasets_inserted_last_height.map_or(true, |min_datasets_inserted_last_height| min_datasets_inserted_last_height < last_safe_height);
if inserted_heights_and_dates_are_out_of_sync {
log(&format!("last_safe_height ({last_safe_height}) > min_datasets_height ({min_datasets_inserted_last_height:?})"));
info!("last_safe_height ({last_safe_height}) > min_datasets_height ({min_datasets_inserted_last_height:?})");
None
} else {
let computed = datasets_min_initial_states.computed.last_date.and_then(
|last_date| datasets.date_metadata
.last_height
.get(&last_date)
.get_or_import(&last_date)
.and_then(|last_date_height| {
if datasets_min_initial_states.computed.last_height.map_or(true, |last_height| {
last_height < last_date_height
}) {
None
} else {
Some(last_date_height + 1)
Some(last_date_height + 1_u32)
}
})
).unwrap_or_default();
Some(Heights {
inserted: last_safe_height + 1,
inserted: last_safe_height + 1_u32,
computed,
})
}
@@ -107,18 +112,13 @@ pub fn find_first_inserted_unsafe_height(
)
})
.unwrap_or_else(|| {
log("Starting over...");
info!("Starting over...");
let include_addresses = !usable_databases
|| min_initial_inserted_last_address_date.is_none()
|| min_initial_inserted_last_address_height.is_none();
// if include_addresses {
// dbg!(include_addresses);
// panic!("");
// }
states.reset(include_addresses);
states.reset(config, include_addresses);
databases.reset(include_addresses);
+945
View File
@@ -0,0 +1,945 @@
use std::{collections::BTreeMap, ops::ControlFlow, thread};
use brk_parser::{
bitcoin::{Block, Txid},
bitcoincore_rpc::RpcApi,
};
use itertools::Itertools;
use rayon::prelude::*;
use crate::{
parser::{
databases::{
AddressIndexToAddressData, AddressIndexToEmptyAddressData, AddressToAddressIndex, Databases, TxidToTxData,
TxoutIndexToAddressIndex, TxoutIndexToAmount,
},
datasets::{Datasets, InsertData},
states::{
AddressCohortsInputStates, AddressCohortsOutputStates, AddressCohortsRealizedStates, States,
UTXOCohortsOneShotStates, UTXOCohortsSentStates,
},
},
structs::{
Address, AddressData, AddressRealizedData, Amount, BlockData, BlockPath, Config, Counter, Date,
EmptyAddressData, Height, PartialTxoutData, Price, SentData, Timestamp, TxData, TxoutIndex,
},
};
pub struct ParseData<'a> {
// pub bitcoin_cli: &'a BitcoinCli,
pub block: Block,
pub block_index: usize,
pub config: &'a Config,
pub compute_addresses: bool,
pub databases: &'a mut Databases,
pub datasets: &'a mut Datasets,
pub date: Date,
pub first_date_height: Height,
pub height: Height,
pub is_date_last_block: bool,
pub rpc: &'a biter::bitcoincore_rpc::Client,
pub states: &'a mut States,
}
pub fn parse(
ParseData {
block,
block_index,
config,
compute_addresses,
databases,
datasets,
date,
first_date_height,
height,
is_date_last_block,
rpc,
states,
}: ParseData,
) {
// log(&format!("{height}"));
let timestamp = Timestamp::from(block.header.time);
// If false, expect that the code is flawless
// or create a 0 value txid database
let enable_check_if_txout_value_is_zero_in_db: bool = true;
let date_index = states.date_data_vec.len() - 1;
let previous_timestamp = height
.checked_sub(1)
.map(Height::new)
.and_then(|height| datasets.block_metadata.timestamp.get_or_import(&height));
let block_price = Price::from_dollar(
datasets
.price
.get_height_ohlc(height, timestamp, previous_timestamp, config)
.unwrap_or_else(|_| panic!("Expect {height} to have a price"))
.close as f64,
);
let date_price = Price::from_dollar(
datasets
.price
.get_date_ohlc(date)
.unwrap_or_else(|_| panic!("Expect {date} to have a price"))
.close as f64,
);
let difficulty = block.header.difficulty_float();
let block_size = block.total_size();
let block_weight = block.weight().to_wu();
let block_vbytes = block.weight().to_vbytes_floor();
let block_interval = previous_timestamp.map_or(Timestamp::ZERO, |previous_timestamp| {
if previous_timestamp >= timestamp {
Timestamp::ZERO
} else {
timestamp - previous_timestamp
}
});
states
.date_data_vec
.last_mut()
.unwrap()
.blocks
.push(BlockData::new(height, block_price, timestamp));
let mut block_path_to_sent_data: BTreeMap<BlockPath, SentData> = BTreeMap::default();
// let mut received_data: ReceivedData = ReceivedData::default();
let mut address_index_to_address_realized_data: BTreeMap<u32, AddressRealizedData> = BTreeMap::default();
let mut coinbase = Amount::ZERO;
let mut satblocks_destroyed = Amount::ZERO;
let mut satdays_destroyed = Amount::ZERO;
let mut amount_sent = Amount::ZERO;
let mut transaction_count = 0;
let mut fees = vec![];
let mut fees_total = Amount::ZERO;
let (
TxoutsParsingResults {
op_returns: _op_returns,
mut partial_txout_data_vec,
provably_unspendable: _provably_unspendable,
},
(mut txid_to_tx_data, mut txout_index_to_amount_and_address_index),
) = thread::scope(|scope| {
let output_handle = scope.spawn(|| {
let mut txouts_parsing_results = prepare_outputs(
&block,
compute_addresses,
&mut states.address_counters.multisig_addresses,
&mut states.address_counters.op_return_addresses,
&mut states.address_counters.push_only_addresses,
&mut states.address_counters.unknown_addresses,
&mut states.address_counters.empty_addresses,
&mut databases.address_to_address_index,
);
// Reverse to get in order via pop later
txouts_parsing_results.partial_txout_data_vec.reverse();
txouts_parsing_results
});
let input_handle = scope.spawn(|| {
prepare_inputs(
&block,
&mut databases.txid_to_tx_data,
&mut databases.txout_index_to_amount,
&mut databases.txout_index_to_address_index,
compute_addresses,
)
});
(output_handle.join().unwrap(), input_handle.join().unwrap())
});
let mut address_index_to_address_data = compute_addresses.then(|| {
compute_address_index_to_address_data(
&mut databases.address_index_to_address_data,
&mut databases.address_index_to_empty_address_data,
&partial_txout_data_vec,
&txout_index_to_amount_and_address_index,
compute_addresses,
)
});
block.txdata.iter().enumerate().try_for_each(|(block_tx_index, tx)| {
let txid = tx.compute_txid();
let tx_index = databases.txid_to_tx_data.metadata.serial as u32;
transaction_count += 1;
// --
// outputs
// ---
let mut utxos = BTreeMap::new();
let mut spendable_amount = Amount::ZERO;
let is_coinbase = tx.is_coinbase();
if is_coinbase != (block_tx_index == 0) {
unreachable!();
}
let mut inputs_sum = Amount::ZERO;
let mut outputs_sum = Amount::ZERO;
let last_block = states.date_data_vec.last_mut_block().unwrap();
// Before `input` to cover outputs being used in the same block as inputs
tx.output
.iter()
.enumerate()
.filter_map(|(vout, tx_out)| {
if vout > (u16::MAX as usize) {
panic!("vout can indeed be bigger than u16::MAX !");
}
let amount = Amount::wrap(tx_out.value);
if is_coinbase {
coinbase += amount;
} else {
outputs_sum += amount;
}
partial_txout_data_vec
.pop()
.unwrap()
// None if not worth parsing (empty/op_return/...)
.map(|partial_txout_data| (vout, partial_txout_data))
})
.for_each(|(vout, partial_txout_data)| {
let vout = vout as u16;
let txout_index = TxoutIndex::new(tx_index, vout);
let PartialTxoutData {
address,
address_index_opt,
amount,
} = partial_txout_data;
spendable_amount += amount;
last_block.receive(amount);
utxos.insert(vout, amount);
databases.txout_index_to_amount.insert_to_ram(txout_index, amount);
if compute_addresses {
let address = address.unwrap();
let address_index_to_address_data = address_index_to_address_data.as_mut().unwrap();
let (address_data, address_index) = {
if let Some(address_index) = address_index_opt
.or_else(|| databases.address_to_address_index.get_from_ram(&address).cloned())
{
let address_data = address_index_to_address_data.get_mut(&address_index).unwrap();
(address_data, address_index)
} else {
let address_index = databases.address_to_address_index.metadata.serial as u32;
let address_type = address.to_type();
if let Some(previous) = databases.address_to_address_index.insert(address, address_index) {
dbg!(previous);
panic!("address #{address_index} shouldn't be present during put");
}
// Checked new
let address_data = address_index_to_address_data
.entry(address_index)
.and_modify(|_| {
panic!("Shouldn't exist");
})
// Will always insert, it's to avoid insert + get
.or_insert(AddressData::new(address_type));
(address_data, address_index)
}
};
// MUST be before received !
let address_realized_data = address_index_to_address_realized_data
.entry(address_index)
.or_insert_with(|| AddressRealizedData::default(address_data));
address_data.receive(amount, block_price);
address_realized_data.receive(amount);
databases
.txout_index_to_address_index
.insert_to_ram(txout_index, address_index);
}
});
if !utxos.is_empty() {
databases.txid_to_tx_data.insert(
&txid,
TxData::new(
tx_index,
BlockPath::new(date_index as u16, block_index as u16),
utxos.len() as u16,
),
);
}
// ---
// inputs
// ---
if !is_coinbase {
tx.input.iter().try_for_each(|txin| {
let outpoint = txin.previous_output;
let input_txid = outpoint.txid;
let input_vout = outpoint.vout;
let remove_tx_data_from_cached_puts = {
let mut is_tx_data_from_cached_puts = false;
let input_tx_data = txid_to_tx_data.get_mut(&input_txid).unwrap().as_mut().or_else(|| {
is_tx_data_from_cached_puts = true;
databases.txid_to_tx_data.get_mut_from_ram(&input_txid)
});
// Can be none because 0 sats inputs happen
// https://mempool.space/tx/f329e55c2de9b821356e6f2c4bba923ea7030cad61120f5ced5d4429f5c86fda#vin=27
if input_tx_data.is_none() {
if !enable_check_if_txout_value_is_zero_in_db
|| rpc
.get_raw_transaction(&input_txid, None)
.unwrap()
.output
.get(input_vout as usize)
.unwrap()
.value
.to_sat()
== 0
{
return ControlFlow::Continue::<()>(());
}
dbg!((input_txid, txid, tx_index, input_vout));
panic!("Txid to be in txid_to_tx_data");
}
let input_tx_data = input_tx_data.unwrap();
let input_tx_index = input_tx_data.index;
let input_vout = input_vout as u16;
let input_txout_index = TxoutIndex::new(input_tx_index, input_vout);
// if input_tx_index == 2516 || input_tx_index == 2490 {
// dbg!(input_tx_index, &input_tx_data.utxos);
// }
// let input_amount = input_tx_data.utxos.remove(&input_vout);
let input_amount_and_address_index = databases
.txout_index_to_amount
.remove(&input_txout_index)
.map(|amount| {
(
amount,
databases.txout_index_to_address_index.remove(&input_txout_index),
)
}) // Remove from cached puts
.or_else(|| txout_index_to_amount_and_address_index.remove(&input_txout_index));
if input_amount_and_address_index.is_none() {
if !enable_check_if_txout_value_is_zero_in_db
|| rpc
.get_raw_transaction(&input_txid, None)
.unwrap()
.output
.get(input_vout as usize)
.unwrap()
.value
.to_sat()
== 0
{
return ControlFlow::Continue::<()>(());
}
dbg!((input_txid, tx_index, input_tx_index, input_vout, input_tx_data, txid,));
panic!("Txout index to be in txout_index_to_txout_value");
}
input_tx_data.utxos -= 1;
let (input_amount, input_address_index) = input_amount_and_address_index.unwrap();
let input_block_path = input_tx_data.block_path;
let BlockPath {
date_index: input_date_index,
block_index: input_block_index,
} = input_block_path;
let input_date_data =
states
.date_data_vec
.get_mut(input_date_index as usize)
.unwrap_or_else(|| {
dbg!(height, &input_txid, input_block_path, input_date_index);
panic!()
});
let input_block_data = input_date_data
.blocks
.get_mut(input_block_index as usize)
.unwrap_or_else(|| {
dbg!(
height,
&input_txid,
input_block_path,
input_date_index,
input_block_index,
);
panic!()
});
input_block_data.send(input_amount);
inputs_sum += input_amount;
block_path_to_sent_data
.entry(input_block_path)
.or_default()
.send(input_amount);
satblocks_destroyed += input_amount * (height - input_block_data.height);
satdays_destroyed +=
input_amount * date.signed_duration_since(*input_date_data.date).num_days() as u64;
if compute_addresses {
let input_address_index = input_address_index.unwrap_or_else(|| {
dbg!(
height,
input_amount,
&input_tx_data,
input_address_index,
input_txout_index,
txid,
input_txid,
input_vout
);
panic!()
});
let address_index_to_address_data = address_index_to_address_data.as_mut().unwrap();
let input_address_data = address_index_to_address_data
.get_mut(&input_address_index)
.unwrap_or_else(|| {
dbg!(input_address_index, input_txout_index, input_txid, input_vout);
panic!();
});
let input_address_realized_data = address_index_to_address_realized_data
.entry(input_address_index)
.or_insert_with(|| AddressRealizedData::default(input_address_data));
let previous_price = input_block_data.price;
// MUST be after `or_insert_with`
input_address_data
.send(input_amount, previous_price)
.unwrap_or_else(|_| {
dbg!(
input_address_index,
txid,
input_txid,
input_amount,
tx_index,
input_tx_index,
input_vout,
&input_address_data
);
panic!()
});
input_address_realized_data.send(
input_amount,
block_price,
previous_price,
timestamp,
input_block_data.timestamp,
);
};
is_tx_data_from_cached_puts && input_tx_data.is_empty()
};
if remove_tx_data_from_cached_puts {
// Pre remove tx_datas that are empty and weren't yet added to the database to avoid having it was in there or not (and thus avoid useless operations)
databases.txid_to_tx_data.remove_from_ram(&input_txid)
}
ControlFlow::Continue(())
})?;
}
amount_sent += inputs_sum;
let fee = inputs_sum - outputs_sum;
fees_total += fee;
fees.push(fee);
ControlFlow::Continue(())
});
if !partial_txout_data_vec.is_empty() {
panic!("partial_txout_data_vec should've been fully consumed");
}
txid_to_tx_data.into_iter().for_each(|(txid, tx_data)| {
if let Some(tx_data) = tx_data {
if tx_data.is_empty() {
databases.txid_to_tx_data.remove_later_from_disk(txid);
} else {
databases.txid_to_tx_data.update(txid, tx_data);
}
}
});
let mut utxo_cohorts_sent_states = UTXOCohortsSentStates::default();
let mut utxo_cohorts_one_shot_states = UTXOCohortsOneShotStates::default();
// let mut utxo_cohorts_received_states = UTXOCohortsReceivedStates::default();
let mut address_cohorts_input_states = None;
let mut address_cohorts_one_shot_states = None;
let mut address_cohorts_output_states = None;
let mut address_cohorts_realized_states = None;
// log("Starting heavy work...");
thread::scope(|scope| {
scope.spawn(|| {
let previous_last_block_data = states.date_data_vec.second_last_block();
if datasets.utxo.needs_durable_states(height, date) {
if let Some(previous_last_block_data) = previous_last_block_data {
block_path_to_sent_data.iter().for_each(|(block_path, sent_data)| {
let block_data = states.date_data_vec.get_block_data(block_path).unwrap();
if block_data.height != height {
states.utxo_cohorts_durable_states.as_mut().unwrap().subtract_moved(
block_data,
sent_data,
previous_last_block_data,
);
}
});
}
let last_block_data = states.date_data_vec.last_block().unwrap();
if last_block_data.height != height {
unreachable!()
}
states
.date_data_vec
.iter()
.flat_map(|date_data| &date_data.blocks)
.for_each(|block_data| {
states
.utxo_cohorts_durable_states
.as_mut()
.unwrap()
.udpate_age_if_needed(block_data, last_block_data, previous_last_block_data);
});
}
if datasets.utxo.needs_one_shot_states(height, date) {
utxo_cohorts_one_shot_states = states
.utxo_cohorts_durable_states
.as_ref()
.unwrap()
.compute_one_shot_states(block_price, if is_date_last_block { Some(date_price) } else { None });
}
});
// scope.spawn(|| {
// utxo_cohorts_received_states
// .compute(&states.date_data_vec, block_path_to_received_data);
// });
if datasets.utxo.needs_sent_states(height, date) {
scope.spawn(|| {
utxo_cohorts_sent_states.compute(
&states.date_data_vec,
&block_path_to_sent_data,
block_price,
timestamp,
);
});
}
if compute_addresses {
scope.spawn(|| {
let address_index_to_address_data = address_index_to_address_data.as_ref().unwrap();
// TODO: Only compute if needed
address_cohorts_realized_states.replace(AddressCohortsRealizedStates::default());
// TODO: Only compute if needed
address_cohorts_input_states.replace(AddressCohortsInputStates::default());
// TODO: Only compute if needed
address_cohorts_output_states.replace(AddressCohortsOutputStates::default());
address_index_to_address_realized_data
.iter()
.for_each(|(address_index, address_realized_data)| {
let current_address_data = address_index_to_address_data.get(address_index).unwrap();
states
.address_cohorts_durable_states
.as_mut()
.unwrap()
.iterate(address_realized_data, current_address_data)
.unwrap_or_else(|report| {
dbg!(report.to_string(), address_index);
panic!();
});
if !address_realized_data.initial_address_data.is_empty() {
// Realized == previous amount
// If a whale sent all its sats to another address at a loss, it's the whale that realized the loss not the now empty adress
let liquidity_classification = address_realized_data
.initial_address_data
.compute_liquidity_classification();
address_cohorts_realized_states
.as_mut()
.unwrap()
.iterate_realized(address_realized_data, &liquidity_classification)
.unwrap();
address_cohorts_input_states
.as_mut()
.unwrap()
.iterate_input(address_realized_data, &liquidity_classification)
.unwrap();
}
address_cohorts_output_states
.as_mut()
.unwrap()
.iterate_output(
address_realized_data,
&current_address_data.compute_liquidity_classification(),
)
.unwrap();
});
address_cohorts_one_shot_states.replace(
states
.address_cohorts_durable_states
.as_ref()
.unwrap()
.compute_one_shot_states(block_price, if is_date_last_block { Some(date_price) } else { None }),
);
});
}
});
if compute_addresses {
address_index_to_address_data
.unwrap()
.into_iter()
.for_each(|(address_index, address_data)| {
if address_data.is_empty() {
databases
.address_index_to_empty_address_data
.insert_to_ram(address_index, EmptyAddressData::from_non_empty(&address_data));
} else {
databases
.address_index_to_address_data
.insert_to_ram(address_index, address_data);
}
})
}
datasets.insert(InsertData {
address_cohorts_input_states: &address_cohorts_input_states,
block_size,
block_vbytes,
block_weight,
address_cohorts_one_shot_states: &address_cohorts_one_shot_states,
address_cohorts_realized_states: &address_cohorts_realized_states,
block_interval,
block_price,
coinbase,
compute_addresses,
databases,
date,
date_blocks_range: &(*first_date_height..=*height),
date_first_height: first_date_height,
difficulty,
fees: &fees,
height,
is_date_last_block,
satblocks_destroyed,
satdays_destroyed,
amount_sent,
states,
timestamp,
transaction_count,
utxo_cohorts_one_shot_states: &utxo_cohorts_one_shot_states,
utxo_cohorts_sent_states: &utxo_cohorts_sent_states,
});
}
pub struct TxoutsParsingResults {
partial_txout_data_vec: Vec<Option<PartialTxoutData>>,
provably_unspendable: Amount,
op_returns: usize,
}
#[allow(clippy::too_many_arguments)]
fn prepare_outputs(
block: &Block,
compute_addresses: bool,
multisig_addresses: &mut Counter,
op_return_addresses: &mut Counter,
push_only_addresses: &mut Counter,
unknown_addresses: &mut Counter,
empty_addresses: &mut Counter,
address_to_address_index: &mut AddressToAddressIndex,
) -> TxoutsParsingResults {
let mut provably_unspendable = Amount::ZERO;
let mut op_returns = 0;
let mut partial_txout_data_vec = block
.txdata
.iter()
.flat_map(|tx| &tx.output)
.map(|txout| {
let script = &txout.script_pubkey;
let amount = Amount::wrap(txout.value);
// 0 sats outputs are possible and allowed !
// https://mempool.space/tx/2f2442f68e38b980a6c4cec21e71851b0d8a5847d85208331a27321a9967bbd6
// https://bitcoin.stackexchange.com/questions/104937/transaction-outputs-with-value-0
if amount == Amount::ZERO {
return None;
}
// Op Return
// https://mempool.space/tx/139c004f477101c468767983536caaeef568613fab9c2ed9237521f5ff530afd
// Provably unspendable https://mempool.space/tx/8a68c461a2473653fe0add786f0ca6ebb99b257286166dfb00707be24716af3a#flow=&vout=0
#[allow(deprecated)]
if script.is_op_return() {
// TODO: Count fee paid to write said OP_RETURN, beware of coinbase transactions
// For coinbase transactions, count miners
op_returns += 1;
provably_unspendable += amount;
// return None;
// https://mempool.space/tx/8a68c461a2473653fe0add786f0ca6ebb99b257286166dfb00707be24716af3a#flow=&vout=0
} else if script.is_provably_unspendable() {
provably_unspendable += amount;
// return None;
}
let address_opt = compute_addresses.then(|| {
let address = Address::from(
txout,
multisig_addresses,
op_return_addresses,
push_only_addresses,
unknown_addresses,
empty_addresses,
);
address_to_address_index.open_db(&address);
address
});
Some(PartialTxoutData::new(address_opt, amount, None))
})
.collect_vec();
if compute_addresses {
partial_txout_data_vec.par_iter_mut().for_each(|partial_tx_out_data| {
if let Some(partial_tx_out_data) = partial_tx_out_data {
let address_index_opt = address_to_address_index
.unsafe_get(partial_tx_out_data.address.as_ref().unwrap())
.cloned();
partial_tx_out_data.address_index_opt = address_index_opt;
}
});
}
TxoutsParsingResults {
partial_txout_data_vec,
provably_unspendable,
op_returns,
}
}
#[allow(clippy::type_complexity)]
fn prepare_inputs<'a>(
block: &'a Block,
txid_to_tx_data_db: &mut TxidToTxData,
txout_index_to_amount_db: &mut TxoutIndexToAmount,
txout_index_to_address_index_db: &mut TxoutIndexToAddressIndex,
compute_addresses: bool,
) -> (
BTreeMap<&'a Txid, Option<TxData>>,
BTreeMap<TxoutIndex, (Amount, Option<u32>)>,
) {
let mut txid_to_tx_data: BTreeMap<&Txid, Option<TxData>> = block
.txdata
.iter()
.skip(1) // Skip coinbase transaction
.flat_map(|transaction| &transaction.input)
.fold(BTreeMap::default(), |mut tree, tx_in| {
let txid = &tx_in.previous_output.txid;
txid_to_tx_data_db.open_db(txid);
tree.entry(txid).or_default();
tree
});
let mut tx_datas = txid_to_tx_data
.par_iter()
.map(|(txid, _)| txid_to_tx_data_db.get(txid))
.collect::<Vec<_>>();
txid_to_tx_data.values_mut().rev().for_each(|tx_data_opt| {
*tx_data_opt = tx_datas.pop().unwrap().cloned();
});
let txout_index_to_amount_and_address_index = block
.txdata
.iter()
.skip(1) // Skip coinbase transaction
.flat_map(|transaction| &transaction.input)
.flat_map(|tx_in| {
let txid = &tx_in.previous_output.txid;
if let Some(Some(tx_data)) = txid_to_tx_data.get(txid) {
let txout_index = TxoutIndex::new(tx_data.index, tx_in.previous_output.vout as u16);
txout_index_to_amount_db.open_db(&txout_index);
if compute_addresses {
txout_index_to_address_index_db.open_db(&txout_index);
}
Some(txout_index)
} else {
None
}
})
.collect_vec()
.into_par_iter()
.flat_map(|txout_index| {
txout_index_to_amount_db
.unsafe_get(&txout_index)
// Will be None if value of utxo is 0
// https://mempool.space/tx/9d8a0d851c9fb2cdf1c6d9406ce97e19e6911ae3503ab2dd5f38640bacdac996
// which is used later as input
.map(|amount| {
let address_index =
compute_addresses.then(|| *txout_index_to_address_index_db.unsafe_get(&txout_index).unwrap());
(txout_index, (*amount, address_index))
})
})
.collect::<BTreeMap<_, _>>();
// No need to call remove, it's being called later in the parse function
// To more easily support removing cached puts
(txid_to_tx_data, txout_index_to_amount_and_address_index)
}
fn compute_address_index_to_address_data(
address_index_to_address_data_db: &mut AddressIndexToAddressData,
address_index_to_empty_address_data_db: &mut AddressIndexToEmptyAddressData,
partial_txout_data_vec: &[Option<PartialTxoutData>],
txout_index_to_amount_and_address_index: &BTreeMap<TxoutIndex, (Amount, Option<u32>)>,
compute_addresses: bool,
) -> BTreeMap<u32, AddressData> {
if !compute_addresses {
return BTreeMap::default();
}
let mut address_index_to_address_data = partial_txout_data_vec
.iter()
.flatten()
.flat_map(|partial_txout_data| partial_txout_data.address_index_opt)
.map(|address_index| (address_index, true))
.chain(
txout_index_to_amount_and_address_index
.values()
.map(|(_, address_index)| (*address_index.as_ref().unwrap(), false)), // False because we assume non zero inputs values
)
.map(|(address_index, open_empty)| {
address_index_to_address_data_db.open_db(&address_index);
if open_empty {
address_index_to_empty_address_data_db.open_db(&address_index);
}
(address_index, AddressData::default())
})
.collect::<BTreeMap<_, _>>();
address_index_to_address_data
.par_iter_mut()
.for_each(|(address_index, address_data)| {
if let Some(_address_data) = address_index_to_address_data_db.get_from_ram(address_index) {
_address_data.clone_into(address_data);
} else if let Some(empty_address_data) = address_index_to_empty_address_data_db.get_from_ram(address_index)
{
*address_data = AddressData::from_empty(empty_address_data);
} else if let Some(_address_data) = address_index_to_address_data_db.get_from_disk(address_index) {
_address_data.clone_into(address_data);
} else {
let empty_address_data = address_index_to_empty_address_data_db
.get_from_disk(address_index)
.unwrap();
*address_data = AddressData::from_empty(empty_address_data);
}
});
// Parallel unsafe_get + Linear remove = Parallel-ish take
address_index_to_address_data
.iter()
.for_each(|(address_index, address_data)| {
if address_data.is_empty() {
address_index_to_empty_address_data_db.remove(address_index);
} else {
address_index_to_address_data_db.remove(address_index);
}
});
address_index_to_address_data
}
+60
View File
@@ -0,0 +1,60 @@
use std::{fs, io, path::Path};
use log::info;
use snkrj::AnyDatabase;
use crate::structs::{Config, Date, Height};
use super::Metadata;
pub trait AnyDatabaseGroup
where
Self: Sized,
{
fn init(config: &Config) -> Self {
let s = Self::import(config);
s.create_dir_all().unwrap();
s
}
fn import(config: &Config) -> Self;
fn drain_to_vec(&mut self) -> Vec<Box<dyn AnyDatabase + Send>>;
fn open_all(&mut self);
fn metadata(&mut self) -> &mut Metadata;
fn export_metadata(&mut self, height: Height, date: Date) -> color_eyre::Result<()> {
self.metadata().export(height, date)
}
fn create_dir_all(&self) -> color_eyre::Result<(), std::io::Error> {
fs::create_dir_all(self.path())
}
fn remove_dir_all(&self) -> color_eyre::Result<(), io::Error> {
fs::remove_dir_all(self.path())
}
fn reset(&mut self) -> color_eyre::Result<(), io::Error> {
info!(
"Reset {}",
self.path()
.components()
.last()
.unwrap()
.as_os_str()
.to_str()
.unwrap()
);
self.reset_metadata();
self.remove_dir_all()?;
self.create_dir_all()?;
Ok(())
}
fn reset_metadata(&mut self);
fn path(&self) -> &Path;
}
@@ -0,0 +1,173 @@
use std::{
collections::BTreeMap,
fs, mem,
ops::{Deref, DerefMut},
path::{Path, PathBuf},
};
use allocative::Allocative;
use itertools::Itertools;
use rayon::prelude::*;
use snkrj::{AnyDatabase, Database as _Database};
use crate::{
parser::states::AddressCohortsDurableStates,
structs::{AddressData, Config},
};
use super::{AnyDatabaseGroup, Metadata};
type Key = u32;
type Value = AddressData;
type Database = _Database<Key, Value>;
#[derive(Allocative)]
pub struct AddressIndexToAddressData {
path: PathBuf,
pub metadata: Metadata,
#[allocative(skip)]
pub map: BTreeMap<usize, Database>,
}
impl Deref for AddressIndexToAddressData {
type Target = BTreeMap<usize, Database>;
fn deref(&self) -> &Self::Target {
&self.map
}
}
impl DerefMut for AddressIndexToAddressData {
fn deref_mut(&mut self) -> &mut Self::Target {
&mut self.map
}
}
pub const ADDRESS_INDEX_DB_MAX_SIZE: usize = 250_000;
impl AddressIndexToAddressData {
pub fn insert_to_ram(&mut self, key: Key, value: Value) -> Option<Value> {
self.metadata.called_insert();
self.open_db(&key).insert_to_ram(key, value)
}
pub fn remove(&mut self, key: &Key) -> Option<Value> {
self.metadata.called_remove();
self.open_db(key).remove(key)
}
/// Doesn't check if the database is open contrary to `safe_get` which does and opens if needed
/// Though it makes it easy to use with rayon.
pub fn get_from_ram(&self, key: &Key) -> Option<&Value> {
let db_index = Self::db_index(key);
self.get(&db_index).unwrap().get_from_ram(key)
}
pub fn get_from_disk(&self, key: &Key) -> Option<&Value> {
let db_index = Self::db_index(key);
self.get(&db_index).unwrap().get_from_disk(key)
}
pub fn open_db(&mut self, key: &Key) -> &mut Database {
let db_index = Self::db_index(key);
let path = self.path().to_owned();
self.entry(db_index).or_insert_with(|| {
let db_name = format!(
"{}..{}",
db_index * ADDRESS_INDEX_DB_MAX_SIZE,
(db_index + 1) * ADDRESS_INDEX_DB_MAX_SIZE
);
let path = path.join(db_name);
Database::open(path).unwrap()
})
}
pub fn compute_addres_cohorts_durable_states(&mut self) -> AddressCohortsDurableStates {
// time("Iter through address_index_to_address_data", || {
self.open_all();
// MUST CLEAR MAP, otherwise some weird things are happening later in the export I think
mem::take(&mut self.map)
.par_iter()
.map(|(_, database)| {
let mut s = AddressCohortsDurableStates::default();
database
.iter_disk()
.map(|r| r.unwrap().1)
.for_each(|address_data| s.increment(address_data).unwrap());
s
})
.sum()
// })
}
fn db_index(key: &Key) -> usize {
*key as usize / ADDRESS_INDEX_DB_MAX_SIZE
}
}
impl AnyDatabaseGroup for AddressIndexToAddressData {
fn import(config: &Config) -> Self {
let path = config
.path_databases()
.join("address_index_to_address_data");
Self {
metadata: Metadata::import(&path, 1),
path,
map: BTreeMap::default(),
}
}
fn reset_metadata(&mut self) {
self.metadata.reset();
}
fn open_all(&mut self) {
let folder = fs::read_dir(&self.path);
if folder.is_err() {
return;
}
folder
.unwrap()
.map(|entry| {
entry
.unwrap()
.path()
.file_name()
.unwrap()
.to_str()
.unwrap()
.to_owned()
})
.filter(|file_name| file_name.contains(".."))
.for_each(|path| {
self.open_db(&path.split("..").next().unwrap().parse::<u32>().unwrap());
});
}
fn drain_to_vec(&mut self) -> Vec<Box<dyn AnyDatabase + Send>> {
mem::take(&mut self.map)
.into_values()
.map(|db| Box::new(db) as Box<dyn AnyDatabase + Send>)
.collect_vec()
}
fn metadata(&mut self) -> &mut Metadata {
&mut self.metadata
}
fn path(&self) -> &Path {
&self.path
}
}
@@ -0,0 +1,151 @@
use std::{
collections::BTreeMap,
fs, mem,
ops::{Deref, DerefMut},
path::{Path, PathBuf},
};
use allocative::Allocative;
use itertools::Itertools;
use snkrj::{AnyDatabase, Database as _Database};
use crate::structs::{Config, EmptyAddressData};
use super::{AnyDatabaseGroup, Metadata, ADDRESS_INDEX_DB_MAX_SIZE};
type Key = u32;
type Value = EmptyAddressData;
type Database = _Database<Key, Value>;
#[derive(Allocative)]
pub struct AddressIndexToEmptyAddressData {
path: PathBuf,
pub metadata: Metadata,
#[allocative(skip)]
map: BTreeMap<usize, Database>,
}
impl Deref for AddressIndexToEmptyAddressData {
type Target = BTreeMap<usize, Database>;
fn deref(&self) -> &Self::Target {
&self.map
}
}
impl DerefMut for AddressIndexToEmptyAddressData {
fn deref_mut(&mut self) -> &mut Self::Target {
&mut self.map
}
}
impl AddressIndexToEmptyAddressData {
pub fn insert_to_ram(&mut self, key: Key, value: Value) -> Option<Value> {
self.metadata.called_insert();
self.open_db(&key).insert_to_ram(key, value)
}
pub fn remove(&mut self, key: &Key) -> Option<Value> {
self.metadata.called_remove();
self.open_db(key).remove(key)
}
/// Doesn't check if the database is open contrary to `safe_get` which does and opens if needed
/// Though it makes it easy to use with rayon.
pub fn get_from_ram(&self, key: &Key) -> Option<&Value> {
let db_index = Self::db_index(key);
self.get(&db_index).and_then(|db| db.get_from_ram(key))
}
pub fn get_from_disk(&self, key: &Key) -> Option<&Value> {
let db_index = Self::db_index(key);
self.get(&db_index)
.unwrap_or_else(|| {
dbg!(&self.map.keys(), &key, &db_index);
panic!()
})
.get_from_disk(key)
}
pub fn open_db(&mut self, key: &Key) -> &mut Database {
let db_index = Self::db_index(key);
let path = self.path.to_owned();
self.entry(db_index).or_insert_with(|| {
let db_name = format!(
"{}..{}",
db_index * ADDRESS_INDEX_DB_MAX_SIZE,
(db_index + 1) * ADDRESS_INDEX_DB_MAX_SIZE
);
let path = path.join(db_name);
Database::open(path).unwrap()
})
}
fn db_index(key: &Key) -> usize {
*key as usize / ADDRESS_INDEX_DB_MAX_SIZE
}
}
impl AnyDatabaseGroup for AddressIndexToEmptyAddressData {
fn import(config: &Config) -> Self {
let path = config
.path_databases()
.join("address_index_to_empty_address_data");
Self {
metadata: Metadata::import(&path, 1),
path,
map: BTreeMap::default(),
}
}
fn reset_metadata(&mut self) {
self.metadata.reset();
}
fn open_all(&mut self) {
let folder = fs::read_dir(&self.path);
if folder.is_err() {
return;
}
folder
.unwrap()
.map(|entry| {
entry
.unwrap()
.path()
.file_name()
.unwrap()
.to_str()
.unwrap()
.to_owned()
})
.filter(|file_name| file_name.contains(".."))
.for_each(|path| {
self.open_db(&path.split("..").next().unwrap().parse::<u32>().unwrap());
});
}
fn drain_to_vec(&mut self) -> Vec<Box<dyn AnyDatabase + Send>> {
mem::take(&mut self.map)
.into_values()
.map(|db| Box::new(db) as Box<dyn AnyDatabase + Send>)
.collect_vec()
}
fn metadata(&mut self) -> &mut Metadata {
&mut self.metadata
}
fn path(&self) -> &Path {
&self.path
}
}
@@ -0,0 +1,445 @@
use std::{
collections::BTreeMap,
fs, mem,
path::{Path, PathBuf},
};
use allocative::Allocative;
use itertools::Itertools;
use snkrj::{AnyDatabase, Database};
use crate::structs::{Address, Config, U8x19, U8x31};
use super::{AnyDatabaseGroup, Metadata};
type Value = u32;
type U8x19Database = Database<U8x19, Value>;
type U8x31Database = Database<U8x31, Value>;
type U32Database = Database<u32, Value>;
type P2PKDatabase = U8x19Database;
type P2PKHDatabase = U8x19Database;
type P2SHDatabase = U8x19Database;
type P2WPKHDatabase = U8x19Database;
type P2WSHDatabase = U8x31Database;
type P2TRDatabase = U8x31Database;
type UnknownDatabase = U32Database;
type OpReturnDatabase = U32Database;
type PushOnlyDatabase = U32Database;
type EmptyDatabase = U32Database;
type MultisigDatabase = U32Database;
#[derive(Allocative)]
pub struct AddressToAddressIndex {
path: PathBuf,
pub metadata: Metadata,
#[allocative(skip)]
p2pk: BTreeMap<u16, P2PKDatabase>,
#[allocative(skip)]
p2pkh: BTreeMap<u16, P2PKHDatabase>,
#[allocative(skip)]
p2sh: BTreeMap<u16, P2SHDatabase>,
#[allocative(skip)]
p2wpkh: BTreeMap<u16, P2WPKHDatabase>,
#[allocative(skip)]
p2wsh: BTreeMap<u16, P2WSHDatabase>,
#[allocative(skip)]
p2tr: BTreeMap<u16, P2TRDatabase>,
#[allocative(skip)]
op_return: Option<OpReturnDatabase>,
#[allocative(skip)]
push_only: Option<PushOnlyDatabase>,
#[allocative(skip)]
unknown: Option<UnknownDatabase>,
#[allocative(skip)]
empty: Option<EmptyDatabase>,
#[allocative(skip)]
multisig: Option<MultisigDatabase>,
}
impl AddressToAddressIndex {
pub fn open_db(&mut self, address: &Address) {
match address {
Address::Empty(_) => {
self.open_empty();
}
Address::Unknown(_) => {
self.open_unknown();
}
Address::OpReturn(_) => {
self.open_op_return();
}
Address::PushOnly(_) => {
self.open_push_only();
}
Address::MultiSig(_) => {
self.open_multisig();
}
Address::P2PK((prefix, _)) => {
self.open_p2pk(*prefix);
}
Address::P2PKH((prefix, _)) => {
self.open_p2pkh(*prefix);
}
Address::P2SH((prefix, _)) => {
self.open_p2sh(*prefix);
}
Address::P2WPKH((prefix, _)) => {
self.open_p2wpkh(*prefix);
}
Address::P2WSH((prefix, _)) => {
self.open_p2wsh(*prefix);
}
Address::P2TR((prefix, _)) => {
self.open_p2tr(*prefix);
}
}
}
/// Doesn't check if the database is open contrary to `safe_get` which does and opens if needed.
/// Though it makes it easy to use with rayon
pub fn unsafe_get(&self, address: &Address) -> Option<&Value> {
match address {
Address::Empty(key) => self.empty.as_ref().unwrap().get(key),
Address::Unknown(key) => self.unknown.as_ref().unwrap().get(key),
Address::OpReturn(key) => self.op_return.as_ref().unwrap().get(key),
Address::PushOnly(key) => self.push_only.as_ref().unwrap().get(key),
Address::MultiSig(key) => self.multisig.as_ref().unwrap().get(key),
Address::P2PK((prefix, key)) => self.p2pk.get(prefix).unwrap().get(key),
Address::P2PKH((prefix, key)) => self.p2pkh.get(prefix).unwrap().get(key),
Address::P2SH((prefix, key)) => self.p2sh.get(prefix).unwrap().get(key),
Address::P2WPKH((prefix, key)) => self.p2wpkh.get(prefix).unwrap().get(key),
Address::P2WSH((prefix, key)) => self.p2wsh.get(prefix).unwrap().get(key),
Address::P2TR((prefix, key)) => self.p2tr.get(prefix).unwrap().get(key),
}
}
pub fn get_from_ram(&self, address: &Address) -> Option<&Value> {
match address {
Address::Empty(key) => self.empty.as_ref().unwrap().get_from_ram(key),
Address::Unknown(key) => self.unknown.as_ref().unwrap().get_from_ram(key),
Address::OpReturn(key) => self.op_return.as_ref().unwrap().get_from_ram(key),
Address::PushOnly(key) => self.push_only.as_ref().unwrap().get_from_ram(key),
Address::MultiSig(key) => self.multisig.as_ref().unwrap().get_from_ram(key),
Address::P2PK((prefix, key)) => self.p2pk.get(prefix).unwrap().get_from_ram(key),
Address::P2PKH((prefix, key)) => self.p2pkh.get(prefix).unwrap().get_from_ram(key),
Address::P2SH((prefix, key)) => self.p2sh.get(prefix).unwrap().get_from_ram(key),
Address::P2WPKH((prefix, key)) => self.p2wpkh.get(prefix).unwrap().get_from_ram(key),
Address::P2WSH((prefix, key)) => self.p2wsh.get(prefix).unwrap().get_from_ram(key),
Address::P2TR((prefix, key)) => self.p2tr.get(prefix).unwrap().get_from_ram(key),
}
}
pub fn insert(&mut self, address: Address, value: Value) -> Option<Value> {
self.metadata.called_insert();
match address {
Address::Empty(key) => self.open_empty().insert(key, value),
Address::Unknown(key) => self.open_unknown().insert(key, value),
Address::OpReturn(key) => self.open_op_return().insert(key, value),
Address::PushOnly(key) => self.open_push_only().insert(key, value),
Address::MultiSig(key) => self.open_multisig().insert(key, value),
Address::P2PK((prefix, rest)) => self.open_p2pk(prefix).insert(rest, value),
Address::P2PKH((prefix, rest)) => self.open_p2pkh(prefix).insert(rest, value),
Address::P2SH((prefix, rest)) => self.open_p2sh(prefix).insert(rest, value),
Address::P2WPKH((prefix, rest)) => self.open_p2wpkh(prefix).insert(rest, value),
Address::P2WSH((prefix, rest)) => self.open_p2wsh(prefix).insert(rest, value),
Address::P2TR((prefix, rest)) => self.open_p2tr(prefix).insert(rest, value),
}
}
fn path_to_group_prefixes(path: &Path) -> Vec<u16> {
let folder = fs::read_dir(path);
if folder.is_err() {
return vec![];
}
folder
.unwrap()
.map(|entry| {
entry
.unwrap()
.path()
.file_name()
.unwrap()
.to_str()
.unwrap()
.to_owned()
.parse::<u16>()
.unwrap()
})
.collect_vec()
}
fn path_p2pk(&self) -> PathBuf {
self.path().join("p2pk")
}
pub fn open_p2pk(&mut self, prefix: u16) -> &mut P2PKDatabase {
let path = self.path_p2pk();
self.p2pk.entry(prefix).or_insert_with(|| {
let path = path.join(prefix.to_string());
Database::open(path).unwrap()
})
}
fn open_all_p2pk(&mut self) {
let path = self.path_p2pk();
Self::path_to_group_prefixes(&path)
.into_iter()
.for_each(|prefix| {
self.p2pk.insert(prefix, {
let path = path.join(prefix.to_string());
Database::open(path).unwrap()
});
});
}
fn path_p2pkh(&self) -> PathBuf {
self.path().join("p2pkh")
}
pub fn open_p2pkh(&mut self, prefix: u16) -> &mut P2PKHDatabase {
let path = self.path_p2pkh();
self.p2pkh.entry(prefix).or_insert_with(|| {
let path = path.join(prefix.to_string());
Database::open(path).unwrap()
})
}
fn open_all_p2pkh(&mut self) {
let path = self.path_p2pkh();
Self::path_to_group_prefixes(&path)
.into_iter()
.for_each(|prefix| {
self.p2pkh.insert(prefix, {
let path = path.join(prefix.to_string());
Database::open(path).unwrap()
});
});
}
fn path_p2sh(&self) -> PathBuf {
self.path().join("p2sh")
}
pub fn open_p2sh(&mut self, prefix: u16) -> &mut P2SHDatabase {
let path = self.path_p2sh();
self.p2sh.entry(prefix).or_insert_with(|| {
let path = path.join(prefix.to_string());
Database::open(path).unwrap()
})
}
fn open_all_p2sh(&mut self) {
let path = self.path_p2sh();
Self::path_to_group_prefixes(&path)
.into_iter()
.for_each(|prefix| {
self.p2sh.insert(prefix, {
let path = path.join(prefix.to_string());
Database::open(path).unwrap()
});
});
}
fn path_p2wpkh(&self) -> PathBuf {
self.path().join("p2wpkh")
}
pub fn open_p2wpkh(&mut self, prefix: u16) -> &mut P2WPKHDatabase {
let path = self.path_p2wpkh();
self.p2wpkh.entry(prefix).or_insert_with(|| {
let path = path.join(prefix.to_string());
Database::open(path).unwrap()
})
}
fn open_all_p2wpkh(&mut self) {
let path = self.path_p2wpkh();
Self::path_to_group_prefixes(&path)
.into_iter()
.for_each(|prefix| {
self.p2wpkh.insert(prefix, {
let path = path.join(prefix.to_string());
Database::open(path).unwrap()
});
});
}
fn path_p2wsh(&self) -> PathBuf {
self.path().join("p2wsh")
}
pub fn open_p2wsh(&mut self, prefix: u16) -> &mut P2WSHDatabase {
let path = self.path_p2wsh();
self.p2wsh.entry(prefix).or_insert_with(|| {
let path = path.join(prefix.to_string());
Database::open(path).unwrap()
})
}
fn open_all_p2wsh(&mut self) {
let path = self.path_p2wsh();
Self::path_to_group_prefixes(&path)
.into_iter()
.for_each(|prefix| {
self.p2wsh.insert(prefix, {
let path = path.join(prefix.to_string());
Database::open(path).unwrap()
});
});
}
fn path_p2tr(&self) -> PathBuf {
self.path().join("p2tr")
}
pub fn open_p2tr(&mut self, prefix: u16) -> &mut P2TRDatabase {
let path = self.path_p2tr();
self.p2tr.entry(prefix).or_insert_with(|| {
let path = path.join(prefix.to_string());
Database::open(path).unwrap()
})
}
fn open_all_p2tr(&mut self) {
let path = self.path_p2tr();
Self::path_to_group_prefixes(&path)
.into_iter()
.for_each(|prefix| {
self.p2tr.insert(prefix, {
let path = path.join(prefix.to_string());
Database::open(path).unwrap()
});
});
}
pub fn open_unknown(&mut self) -> &mut UnknownDatabase {
self.unknown
.get_or_insert_with(|| Database::open(self.path.join("unknown")).unwrap())
}
pub fn open_op_return(&mut self) -> &mut UnknownDatabase {
self.op_return
.get_or_insert_with(|| Database::open(self.path.join("op_return")).unwrap())
}
pub fn open_push_only(&mut self) -> &mut UnknownDatabase {
self.push_only
.get_or_insert_with(|| Database::open(self.path.join("push_only")).unwrap())
}
pub fn open_empty(&mut self) -> &mut UnknownDatabase {
self.empty
.get_or_insert_with(|| Database::open(self.path.join("empty")).unwrap())
}
pub fn open_multisig(&mut self) -> &mut MultisigDatabase {
self.multisig
.get_or_insert_with(|| Database::open(self.path.join("multisig")).unwrap())
}
}
impl AnyDatabaseGroup for AddressToAddressIndex {
fn import(config: &Config) -> Self {
let path = config.path_databases().join("address_to_address_index");
Self {
metadata: Metadata::import(&path, 1),
path,
p2pk: BTreeMap::default(),
p2pkh: BTreeMap::default(),
p2sh: BTreeMap::default(),
p2wpkh: BTreeMap::default(),
p2wsh: BTreeMap::default(),
p2tr: BTreeMap::default(),
op_return: None,
push_only: None,
unknown: None,
empty: None,
multisig: None,
}
}
fn create_dir_all(&self) -> color_eyre::Result<(), std::io::Error> {
fs::create_dir_all(self.path_p2pk()).unwrap();
fs::create_dir_all(self.path_p2pkh()).unwrap();
fs::create_dir_all(self.path_p2sh()).unwrap();
fs::create_dir_all(self.path_p2wpkh()).unwrap();
fs::create_dir_all(self.path_p2wsh()).unwrap();
fs::create_dir_all(self.path_p2tr())
}
fn reset_metadata(&mut self) {
self.metadata.reset()
}
fn drain_to_vec(&mut self) -> Vec<Box<dyn AnyDatabase + Send>> {
mem::take(&mut self.p2pk)
.into_values()
.map(|db| Box::new(db) as Box<dyn AnyDatabase + Send>)
.chain(
mem::take(&mut self.p2pkh)
.into_values()
.map(|db| Box::new(db) as Box<dyn AnyDatabase + Send>),
)
.chain(
mem::take(&mut self.p2sh)
.into_values()
.map(|db| Box::new(db) as Box<dyn AnyDatabase + Send>),
)
.chain(
mem::take(&mut self.p2wpkh)
.into_values()
.map(|db| Box::new(db) as Box<dyn AnyDatabase + Send>),
)
.chain(
mem::take(&mut self.p2wsh)
.into_values()
.map(|db| Box::new(db) as Box<dyn AnyDatabase + Send>),
)
.chain(
mem::take(&mut self.p2tr)
.into_values()
.map(|db| Box::new(db) as Box<dyn AnyDatabase + Send>),
)
.chain(
[
self.unknown.take(),
self.op_return.take(),
self.push_only.take(),
self.empty.take(),
self.multisig.take(),
]
.into_iter()
.flatten()
.map(|db| Box::new(db) as Box<dyn AnyDatabase + Send>),
)
.collect_vec()
}
fn open_all(&mut self) {
self.open_all_p2pk();
self.open_all_p2pkh();
self.open_all_p2wpkh();
self.open_all_p2wsh();
self.open_all_p2sh();
self.open_all_p2tr();
}
fn metadata(&mut self) -> &mut Metadata {
&mut self.metadata
}
fn path(&self) -> &Path {
&self.path
}
}
@@ -1,19 +1,22 @@
use allocative::Allocative;
use bincode::{Decode, Encode};
use color_eyre::eyre::eyre;
use serde::{Deserialize, Serialize};
use std::{
fmt::Debug,
fs, io,
ops::{Deref, DerefMut},
path::{Path, PathBuf},
};
use crate::{
io::Binary,
structs::{Counter, WNaiveDate},
io::Serialization,
structs::{Counter, Date, Height},
};
#[derive(Default, Debug, Encode, Decode, Allocative)]
pub struct Metadata {
path: String,
path: PathBuf,
data: MetadataData,
}
@@ -32,14 +35,14 @@ impl DerefMut for Metadata {
}
impl Metadata {
pub fn import(path: &str) -> Self {
pub fn import(path: &Path, version: u16) -> Self {
Self {
data: MetadataData::import(path, version),
path: path.to_owned(),
data: MetadataData::import(path).unwrap_or_default(),
}
}
pub fn export(&mut self, height: usize, date: WNaiveDate) -> color_eyre::Result<()> {
pub fn export(&mut self, height: Height, date: Date) -> color_eyre::Result<()> {
if self.last_height.unwrap_or_default() < height {
self.last_height.replace(height);
}
@@ -73,35 +76,43 @@ impl Metadata {
}
}
#[derive(Default, Debug, Encode, Decode, Allocative)]
#[derive(Default, Debug, Encode, Decode, Serialize, Deserialize, Allocative)]
pub struct MetadataData {
version: u16,
pub serial: usize,
pub len: Counter,
pub last_height: Option<usize>,
pub last_date: Option<WNaiveDate>,
pub last_height: Option<Height>,
pub last_date: Option<Date>,
}
impl MetadataData {
fn name<'a>() -> &'a str {
"metadata"
fn full_path(folder_path: &Path) -> PathBuf {
folder_path.join("metadata")
}
fn full_path(folder_path: &str) -> String {
let name = Self::name();
format!("{folder_path}/{name}.bin")
pub fn import(path: &Path, version: u16) -> Self {
let mut s = Self::_import(path, version).unwrap_or_default();
s.version = version;
s
}
pub fn import(path: &str) -> color_eyre::Result<Self> {
fn _import(path: &Path, version: u16) -> color_eyre::Result<Self> {
fs::create_dir_all(path)?;
Binary::import(&Self::full_path(path))
let s: MetadataData = Serialization::Binary.import(&Self::full_path(path))?;
if s.version != version {
return Err(eyre!("Bad version"));
}
Ok(s)
}
pub fn export(&self, path: &str) -> color_eyre::Result<()> {
Binary::export(&Self::full_path(path), self)
pub fn export(&self, path: &Path) -> color_eyre::Result<()> {
Serialization::Binary.export(Path::new(&Self::full_path(path)), self)
}
pub fn reset(&mut self, path: &str) -> color_eyre::Result<(), io::Error> {
pub fn reset(&mut self, path: &Path) -> color_eyre::Result<(), io::Error> {
self.clear();
fs::remove_file(Self::full_path(path))
@@ -1,8 +1,5 @@
use std::thread::{self};
use allocative::Allocative;
mod _database;
mod _trait;
mod address_index_to_address_data;
mod address_index_to_empty_address_data;
@@ -12,17 +9,20 @@ mod txid_to_tx_data;
mod txout_index_to_address_index;
mod txout_index_to_amount;
pub use _database::*;
use _trait::*;
pub use address_index_to_address_data::*;
pub use address_index_to_empty_address_data::*;
pub use address_to_address_index::*;
use itertools::Itertools;
use log::info;
use metadata::*;
use rayon::iter::{IntoParallelIterator, ParallelIterator};
use snkrj::AnyDatabase;
pub use txid_to_tx_data::*;
pub use txout_index_to_address_index::*;
pub use txout_index_to_amount::*;
use crate::{structs::WNaiveDate, utils::time};
use crate::structs::{Config, Date, Height};
#[derive(Allocative)]
pub struct Databases {
@@ -35,18 +35,20 @@ pub struct Databases {
}
impl Databases {
pub fn import() -> Self {
let address_index_to_address_data = AddressIndexToAddressData::import();
pub fn import(config: &Config) -> Self {
let address_index_to_address_data = AddressIndexToAddressData::init(config);
let address_index_to_empty_address_data = AddressIndexToEmptyAddressData::import();
let address_index_to_empty_address_data = AddressIndexToEmptyAddressData::init(config);
let address_to_address_index = AddressToAddressIndex::import();
let address_to_address_index = AddressToAddressIndex::init(config);
let txid_to_tx_data = TxidToTxData::import();
let txid_to_tx_data = TxidToTxData::init(config);
let txout_index_to_address_index = TxoutIndexToAddressIndex::import();
let txout_index_to_address_index = TxoutIndexToAddressIndex::init(config);
let txout_index_to_amount = TxoutIndexToAmount::import();
let txout_index_to_amount = TxoutIndexToAmount::init(config);
info!("Imported databases");
Self {
address_index_to_address_data,
@@ -58,47 +60,43 @@ impl Databases {
}
}
pub fn export(&mut self, height: usize, date: WNaiveDate) -> color_eyre::Result<()> {
thread::scope(|s| {
s.spawn(|| {
time("> Database txid_to_tx_data", || {
self.txid_to_tx_data.export(height, date)
})
});
pub fn drain_to_vec(&mut self) -> Vec<Box<dyn AnyDatabase + Send>> {
self.txid_to_tx_data
.drain_to_vec()
.into_iter()
.chain(self.txout_index_to_amount.drain_to_vec())
.chain(self.address_to_address_index.drain_to_vec())
.chain(self.address_index_to_address_data.drain_to_vec())
.chain(self.address_index_to_empty_address_data.drain_to_vec())
.chain(self.txout_index_to_address_index.drain_to_vec())
.collect_vec()
}
s.spawn(|| {
time("> Database txout_index_to_amount", || {
self.txout_index_to_amount.export(height, date)
})
});
});
fn export_metadata(&mut self, height: Height, date: Date) -> color_eyre::Result<()> {
self.txid_to_tx_data.export_metadata(height, date)?;
self.txout_index_to_amount.export_metadata(height, date)?;
self.address_index_to_address_data
.export_metadata(height, date)?;
self.address_index_to_empty_address_data
.export_metadata(height, date)?;
self.address_to_address_index
.export_metadata(height, date)?;
self.txout_index_to_address_index
.export_metadata(height, date)?;
Ok(())
}
thread::scope(|s| {
s.spawn(|| {
time("> Database address_index_to_address_data", || {
self.address_index_to_address_data.export(height, date)
})
});
pub fn export(
&mut self,
height: Height,
date: Date,
defragment: bool,
) -> color_eyre::Result<()> {
self.export_metadata(height, date)?;
s.spawn(|| {
time("> Database address_index_to_empty_address_data", || {
self.address_index_to_empty_address_data
.export(height, date)
})
});
s.spawn(|| {
time("> Database address_to_address_index", || {
self.address_to_address_index.export(height, date)
})
});
s.spawn(|| {
time("> Database txout_index_to_address_index", || {
self.txout_index_to_address_index.export(height, date)
})
});
});
self.drain_to_vec()
.into_par_iter()
.try_for_each(|s| AnyDatabase::boxed_export(s, defragment))?;
Ok(())
}
@@ -115,13 +113,13 @@ impl Databases {
let _ = self.txout_index_to_amount.reset();
}
pub fn check_if_needs_to_compute_addresses(&self, height: usize, date: WNaiveDate) -> bool {
let check_height = |last_height: Option<usize>| {
pub fn check_if_needs_to_compute_addresses(&self, height: Height, date: Date) -> bool {
let check_height = |last_height: Option<Height>| {
last_height.map_or(true, |last_height| last_height < height)
};
let check_date =
|last_date: Option<WNaiveDate>| last_date.map_or(true, |last_date| last_date < date);
|last_date: Option<Date>| last_date.map_or(true, |last_date| last_date < date);
let check_metadata = |metadata: &Metadata| {
check_height(metadata.last_height) || check_date(metadata.last_date)
@@ -133,8 +131,8 @@ impl Databases {
pub fn check_if_usable(
&self,
min_initial_last_address_height: Option<usize>,
min_initial_last_address_date: Option<WNaiveDate>,
last_address_height: Option<Height>,
last_address_date: Option<Date>,
) -> bool {
let are_tx_databases_in_sync = self
.txout_index_to_amount
@@ -171,8 +169,7 @@ impl Databases {
return false;
}
// let are_address_datasets_farer_or_in_sync_with_address_databases =
min_initial_last_address_height >= self.address_to_address_index.metadata.last_height
&& min_initial_last_address_date >= self.address_to_address_index.metadata.last_date
last_address_height >= self.address_to_address_index.metadata.last_height
&& last_address_date >= self.address_to_address_index.metadata.last_date
}
}
+156
View File
@@ -0,0 +1,156 @@
use std::{
collections::BTreeMap,
fs, mem,
path::{Path, PathBuf},
};
use allocative::Allocative;
use brk_parser::bitcoin::Txid;
use itertools::Itertools;
use snkrj::{AnyDatabase, Database as _Database};
use crate::structs::{Config, TxData, U8x31};
use super::{AnyDatabaseGroup, Metadata};
type Key = U8x31;
type Value = TxData;
type Database = _Database<Key, Value>;
#[derive(Allocative)]
pub struct TxidToTxData {
path: PathBuf,
pub metadata: Metadata,
#[allocative(skip)]
map: BTreeMap<u16, Database>,
}
impl TxidToTxData {
pub fn insert(&mut self, txid: &Txid, tx_index: Value) -> Option<Value> {
self.metadata.called_insert();
let txid_key = Self::txid_to_key(txid);
self.open_db(txid).insert(txid_key, tx_index)
}
/// Doesn't check if the database is open contrary to `safe_get` which does and opens if needed.
/// Though it makes it easy to use with rayon
pub fn get(&self, txid: &Txid) -> Option<&Value> {
let txid_key = Self::txid_to_key(txid);
let db_index = Self::db_index(txid);
self.map.get(&db_index).unwrap().get(&txid_key)
}
pub fn get_mut_from_ram(&mut self, txid: &Txid) -> Option<&mut Value> {
let txid_key = Self::txid_to_key(txid);
let db_index = Self::db_index(txid);
self.map.get_mut(&db_index).unwrap().get_mut_from_ram(&txid_key)
}
pub fn remove_later_from_disk(&mut self, txid: &Txid) {
self.metadata.called_remove();
let txid_key = Self::txid_to_key(txid);
self.open_db(txid).remove_later_from_disk(&txid_key);
}
pub fn remove_from_ram(&mut self, txid: &Txid) {
self.metadata.called_remove();
let txid_key = Self::txid_to_key(txid);
self.open_db(txid).remove_from_ram(&txid_key);
}
pub fn update(&mut self, txid: &Txid, tx_data: TxData) {
let txid_key = Self::txid_to_key(txid);
self.open_db(txid).update(txid_key, tx_data);
}
#[inline(always)]
pub fn open_db(&mut self, txid: &Txid) -> &mut Database {
let db_index = Self::db_index(txid);
self._open_db(db_index)
}
#[inline(always)]
fn _open_db(&mut self, db_index: u16) -> &mut Database {
let path = self.path.to_owned();
self.map.entry(db_index).or_insert_with(|| {
let path = path.join(db_index.to_string());
Database::open(path).unwrap()
})
}
fn txid_to_key(txid: &Txid) -> U8x31 {
U8x31::from(&txid[1..])
}
fn db_index(txid: &Txid) -> u16 {
((txid[0] as u16) << 5) + ((txid[1] as u16) >> 3)
}
}
impl AnyDatabaseGroup for TxidToTxData {
fn import(config: &Config) -> Self {
let path = config.path_databases().join("txid_to_tx_data");
let metadata = Metadata::import(&path, 2);
Self {
path,
metadata,
map: BTreeMap::default(),
}
}
fn reset_metadata(&mut self) {
self.metadata.reset();
}
fn open_all(&mut self) {
let folder = fs::read_dir(&self.path);
if folder.is_err() {
return;
}
folder
.unwrap()
.flat_map(|entry| {
entry
.unwrap()
.path()
.file_name()
.unwrap()
.to_str()
.unwrap()
.to_owned()
.parse::<u16>()
})
.for_each(|db_index| {
self._open_db(db_index);
});
}
fn drain_to_vec(&mut self) -> Vec<Box<dyn AnyDatabase + Send>> {
mem::take(&mut self.map)
.into_values()
.map(|db| Box::new(db) as Box<dyn AnyDatabase + Send>)
.collect_vec()
}
fn metadata(&mut self) -> &mut Metadata {
&mut self.metadata
}
fn path(&self) -> &Path {
&self.path
}
}
@@ -0,0 +1,148 @@
use std::{
collections::BTreeMap,
fs, mem,
ops::{Deref, DerefMut},
path::{Path, PathBuf},
};
use allocative::Allocative;
use itertools::Itertools;
use snkrj::{AnyDatabase, Database as _Database};
use crate::structs::{Config, TxoutIndex};
use super::{AnyDatabaseGroup, Metadata};
type Key = TxoutIndex;
type Value = u32;
type Database = _Database<Key, Value>;
#[derive(Allocative)]
pub struct TxoutIndexToAddressIndex {
path: PathBuf,
pub metadata: Metadata,
#[allocative(skip)]
map: BTreeMap<usize, Database>,
}
impl Deref for TxoutIndexToAddressIndex {
type Target = BTreeMap<usize, Database>;
fn deref(&self) -> &Self::Target {
&self.map
}
}
impl DerefMut for TxoutIndexToAddressIndex {
fn deref_mut(&mut self) -> &mut Self::Target {
&mut self.map
}
}
const DB_MAX_SIZE: usize = 10_000_000_000;
impl TxoutIndexToAddressIndex {
pub fn insert_to_ram(&mut self, key: Key, value: Value) -> Option<Value> {
self.metadata.called_insert();
self.open_db(&key).insert_to_ram(key, value)
}
pub fn remove(&mut self, key: &Key) -> Option<Value> {
self.metadata.called_remove();
self.open_db(key).remove(key)
}
/// Doesn't check if the database is open contrary to `safe_get` which does and opens if needed
/// Though it makes it easy to use with rayon.
pub fn unsafe_get(&self, key: &Key) -> Option<&Value> {
let db_index = Self::db_index(key);
self.get(&db_index).unwrap().get(key)
}
pub fn open_db(&mut self, key: &Key) -> &mut Database {
let db_index = Self::db_index(key);
let path = self.path.to_owned();
self.entry(db_index).or_insert_with(|| {
let db_name = format!(
"{}..{}",
db_index * DB_MAX_SIZE,
(db_index + 1) * DB_MAX_SIZE
);
let path = path.join(db_name);
Database::open(path).unwrap()
})
}
fn db_index(key: &Key) -> usize {
key.as_u64() as usize / DB_MAX_SIZE
}
}
impl AnyDatabaseGroup for TxoutIndexToAddressIndex {
fn import(config: &Config) -> Self {
let path = config.path_databases().join("txout_index_to_address_index");
Self {
metadata: Metadata::import(&path, 1),
path,
map: BTreeMap::default(),
}
}
fn reset_metadata(&mut self) {
self.metadata.reset();
}
fn open_all(&mut self) {
let folder = fs::read_dir(&self.path);
if folder.is_err() {
return;
}
folder
.unwrap()
.map(|entry| {
entry
.unwrap()
.path()
.file_name()
.unwrap()
.to_str()
.unwrap()
.to_owned()
})
.filter(|file_name| file_name.contains(".."))
.for_each(|path| {
self.open_db(
&path
.split("..")
.next()
.unwrap()
.parse::<u64>()
.unwrap()
.into(),
);
});
}
fn drain_to_vec(&mut self) -> Vec<Box<dyn AnyDatabase + Send>> {
mem::take(&mut self.map)
.into_values()
.map(|db| Box::new(db) as Box<dyn AnyDatabase + Send>)
.collect_vec()
}
fn metadata(&mut self) -> &mut Metadata {
&mut self.metadata
}
fn path(&self) -> &Path {
&self.path
}
}
@@ -0,0 +1,148 @@
use std::{
collections::BTreeMap,
fs, mem,
ops::{Deref, DerefMut},
path::{Path, PathBuf},
};
use allocative::Allocative;
use itertools::Itertools;
use snkrj::{AnyDatabase, Database as _Database};
use crate::structs::{Amount, Config, TxoutIndex};
use super::{AnyDatabaseGroup, Metadata};
type Key = TxoutIndex;
type Value = Amount;
type Database = _Database<Key, Value>;
#[derive(Allocative)]
pub struct TxoutIndexToAmount {
path: PathBuf,
pub metadata: Metadata,
#[allocative(skip)]
map: BTreeMap<usize, Database>,
}
impl Deref for TxoutIndexToAmount {
type Target = BTreeMap<usize, Database>;
fn deref(&self) -> &Self::Target {
&self.map
}
}
impl DerefMut for TxoutIndexToAmount {
fn deref_mut(&mut self) -> &mut Self::Target {
&mut self.map
}
}
const DB_MAX_SIZE: usize = 10_000_000_000;
impl TxoutIndexToAmount {
pub fn insert_to_ram(&mut self, key: Key, value: Value) -> Option<Value> {
self.metadata.called_insert();
self.open_db(&key).insert_to_ram(key, value)
}
pub fn remove(&mut self, key: &Key) -> Option<Value> {
self.metadata.called_remove();
self.open_db(key).remove(key)
}
/// Doesn't check if the database is open contrary to `safe_get` which does and opens if needed
/// Though it makes it easy to use with rayon.
pub fn unsafe_get(&self, key: &Key) -> Option<&Value> {
let db_index = Self::db_index(key);
self.get(&db_index).unwrap().get(key)
}
pub fn open_db(&mut self, key: &Key) -> &mut Database {
let db_index = Self::db_index(key);
let path = self.path.to_owned();
self.entry(db_index).or_insert_with(|| {
let db_name = format!(
"{}..{}",
db_index * DB_MAX_SIZE,
(db_index + 1) * DB_MAX_SIZE
);
let path = path.join(db_name);
Database::open(path).unwrap()
})
}
fn db_index(key: &Key) -> usize {
key.as_u64() as usize / DB_MAX_SIZE
}
}
impl AnyDatabaseGroup for TxoutIndexToAmount {
fn import(config: &Config) -> Self {
let path = config.path_databases().join("txout_index_to_amount");
Self {
metadata: Metadata::import(&path, 1),
path,
map: BTreeMap::default(),
}
}
fn reset_metadata(&mut self) {
self.metadata.reset();
}
fn open_all(&mut self) {
let folder = fs::read_dir(&self.path);
if folder.is_err() {
return;
}
folder
.unwrap()
.map(|entry| {
entry
.unwrap()
.path()
.file_name()
.unwrap()
.to_str()
.unwrap()
.to_owned()
})
.filter(|file_name| file_name.contains(".."))
.for_each(|path| {
self.open_db(
&path
.split("..")
.next()
.unwrap()
.parse::<u64>()
.unwrap()
.into(),
);
});
}
fn drain_to_vec(&mut self) -> Vec<Box<dyn AnyDatabase + Send>> {
mem::take(&mut self.map)
.into_values()
.map(|db| Box::new(db) as Box<dyn AnyDatabase + Send>)
.collect_vec()
}
fn metadata(&mut self) -> &mut Metadata {
&mut self.metadata
}
fn path(&self) -> &Path {
&self.path
}
}
+887
View File
@@ -0,0 +1,887 @@
use itertools::Itertools;
use rayon::prelude::*;
use struct_iterable::Iterable;
use crate::{
parser::datasets::{
cohort_metadata::AddressCohortMetadataDataset, ComputeData, DateRecapDataset, RatioDataset,
SubDataset,
},
structs::{
AnyBiMap, AnyDateMap, AnyHeightMap, AnyMap, BiMap, Date, DateMap, Height, HeightMap,
MapKind, Timestamp, OHLC,
},
};
use super::{AnyDatasetGroup, MinInitialStates};
pub trait AnyDataset: Iterable {
fn get_min_initial_states(&self) -> &MinInitialStates;
fn needs_insert(&self, height: Height, date: Date) -> bool {
self.needs_insert_height(height) || self.needs_insert_date(date)
}
#[inline(always)]
fn needs_insert_height(&self, height: Height) -> bool {
!self.to_all_inserted_height_map_vec().is_empty()
&& self
.get_min_initial_states()
.inserted
.first_unsafe_height
.unwrap_or(Height::ZERO)
<= height
}
#[inline(always)]
fn needs_insert_date(&self, date: Date) -> bool {
!self.to_all_inserted_date_map_vec().is_empty()
&& self
.get_min_initial_states()
.inserted
.first_unsafe_date
.map_or(true, |min_initial_first_unsafe_date| {
min_initial_first_unsafe_date <= date
})
}
fn to_kind_bi_map_vec(&self, kind: MapKind) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
let mut v = vec![];
self.iter().for_each(|(_, any)| {
if let Some(map) = any.downcast_ref::<BiMap<u8>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyBiMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<BiMap<u16>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyBiMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<BiMap<u32>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyBiMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<BiMap<u64>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyBiMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<BiMap<usize>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyBiMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<BiMap<f32>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyBiMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<BiMap<f64>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyBiMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<BiMap<OHLC>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyBiMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<BiMap<Date>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyBiMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<BiMap<Height>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyBiMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<BiMap<Timestamp>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyBiMap + Send + Sync))
}
} else if let Some(dataset) = any.downcast_ref::<RatioDataset>() {
match kind {
MapKind::Inserted => dataset.to_inserted_bi_map_vec(),
MapKind::Computed => dataset.to_computed_bi_map_vec(),
}
.into_iter()
.for_each(|map| {
v.push(map);
});
} else if let Some(dataset) = any.downcast_ref::<AddressCohortMetadataDataset>() {
match kind {
MapKind::Inserted => dataset.to_inserted_bi_map_vec(),
MapKind::Computed => dataset.to_computed_bi_map_vec(),
}
.into_iter()
.for_each(|map| {
v.push(map);
});
} else if let Some(dataset) = any.downcast_ref::<SubDataset>() {
dataset.as_vec().into_iter().for_each(|dataset| {
v.append(&mut dataset.to_kind_bi_map_vec(kind));
});
}
});
v
}
fn to_kind_mut_bi_map_vec(&mut self, kind: MapKind) -> Vec<&mut dyn AnyBiMap> {
let mut v = vec![];
self.iter_mut().for_each(|(_, any)| match any {
any if any.is::<BiMap<u8>>() => {
if let Some(map) = any.downcast_mut::<BiMap<u8>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyBiMap);
}
}
}
any if any.is::<BiMap<u16>>() => {
if let Some(map) = any.downcast_mut::<BiMap<u16>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyBiMap);
}
}
}
any if any.is::<BiMap<u32>>() => {
if let Some(map) = any.downcast_mut::<BiMap<u32>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyBiMap);
}
}
}
any if any.is::<BiMap<u64>>() => {
if let Some(map) = any.downcast_mut::<BiMap<u64>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyBiMap);
}
}
}
any if any.is::<BiMap<usize>>() => {
if let Some(map) = any.downcast_mut::<BiMap<usize>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyBiMap);
}
}
}
any if any.is::<BiMap<f32>>() => {
if let Some(map) = any.downcast_mut::<BiMap<f32>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyBiMap);
}
}
}
any if any.is::<BiMap<f64>>() => {
if let Some(map) = any.downcast_mut::<BiMap<f64>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyBiMap);
}
}
}
any if any.is::<BiMap<OHLC>>() => {
if let Some(map) = any.downcast_mut::<BiMap<OHLC>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyBiMap);
}
}
}
any if any.is::<BiMap<Date>>() => {
if let Some(map) = any.downcast_mut::<BiMap<Date>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyBiMap);
}
}
}
any if any.is::<BiMap<Height>>() => {
if let Some(map) = any.downcast_mut::<BiMap<Height>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyBiMap);
}
}
}
any if any.is::<BiMap<Timestamp>>() => {
if let Some(map) = any.downcast_mut::<BiMap<Timestamp>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyBiMap);
}
}
}
any if any.is::<RatioDataset>() => {
if let Some(dataset) = any.downcast_mut::<RatioDataset>() {
match kind {
MapKind::Inserted => dataset.to_inserted_mut_bi_map_vec(),
MapKind::Computed => dataset.to_computed_mut_bi_map_vec(),
}
.into_iter()
.for_each(|map| {
v.push(map);
});
}
}
any if any.is::<AddressCohortMetadataDataset>() => {
if let Some(dataset) = any.downcast_mut::<AddressCohortMetadataDataset>() {
match kind {
MapKind::Inserted => dataset.to_inserted_mut_bi_map_vec(),
MapKind::Computed => dataset.to_computed_mut_bi_map_vec(),
}
.into_iter()
.for_each(|map| {
v.push(map);
});
}
}
any if any.is::<SubDataset>() => {
if let Some(dataset) = any.downcast_mut::<SubDataset>() {
dataset.as_mut_vec().into_iter().for_each(|dataset| {
v.append(&mut dataset.to_kind_mut_bi_map_vec(kind));
});
}
}
_ => {}
});
v
}
fn to_kind_date_map_vec(&self, kind: MapKind) -> Vec<&(dyn AnyDateMap + Send + Sync)> {
let mut v = vec![];
self.iter().for_each(|(_, any)| {
if let Some(map) = any.downcast_ref::<DateMap<u8>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyDateMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<DateMap<u16>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyDateMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<DateMap<u32>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyDateMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<DateMap<u64>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyDateMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<DateMap<usize>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyDateMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<DateMap<f32>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyDateMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<DateMap<f64>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyDateMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<DateMap<OHLC>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyDateMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<DateMap<Date>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyDateMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<DateMap<Height>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyDateMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<DateMap<Timestamp>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyDateMap + Send + Sync))
}
} else if let Some(dataset) = any.downcast_ref::<DateRecapDataset<u32>>() {
dataset.as_vec().into_iter().for_each(|map| {
if map.kind() == kind {
v.push(map as &(dyn AnyDateMap + Send + Sync))
}
});
} else if let Some(dataset) = any.downcast_ref::<DateRecapDataset<u64>>() {
dataset.as_vec().into_iter().for_each(|map| {
if map.kind() == kind {
v.push(map as &(dyn AnyDateMap + Send + Sync))
}
});
} else if let Some(dataset) = any.downcast_ref::<DateRecapDataset<f32>>() {
dataset.as_vec().into_iter().for_each(|map| {
if map.kind() == kind {
v.push(map as &(dyn AnyDateMap + Send + Sync))
}
});
} else if let Some(dataset) = any.downcast_ref::<SubDataset>() {
dataset.as_vec().into_iter().for_each(|dataset| {
v.append(&mut dataset.to_kind_date_map_vec(kind));
});
} else if let Some(dataset) = any.downcast_ref::<AddressCohortMetadataDataset>() {
match kind {
MapKind::Inserted => dataset.to_inserted_date_map_vec(),
MapKind::Computed => dataset.to_computed_date_map_vec(),
}
.into_iter()
.for_each(|map| {
v.push(map);
});
}
});
v
}
fn to_kind_mut_date_map_vec(&mut self, kind: MapKind) -> Vec<&mut dyn AnyDateMap> {
let mut v = vec![];
self.iter_mut().for_each(|(_, any)| match any {
any if any.is::<DateMap<u8>>() => {
if let Some(map) = any.downcast_mut::<DateMap<u8>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyDateMap);
}
}
}
any if any.is::<DateMap<u16>>() => {
if let Some(map) = any.downcast_mut::<DateMap<u16>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyDateMap);
}
}
}
any if any.is::<DateMap<u32>>() => {
if let Some(map) = any.downcast_mut::<DateMap<u32>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyDateMap);
}
}
}
any if any.is::<DateMap<u64>>() => {
if let Some(map) = any.downcast_mut::<DateMap<u64>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyDateMap);
}
}
}
any if any.is::<DateMap<usize>>() => {
if let Some(map) = any.downcast_mut::<DateMap<usize>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyDateMap);
}
}
}
any if any.is::<DateMap<f32>>() => {
if let Some(map) = any.downcast_mut::<DateMap<f32>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyDateMap);
}
}
}
any if any.is::<DateMap<f64>>() => {
if let Some(map) = any.downcast_mut::<DateMap<f64>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyDateMap);
}
}
}
any if any.is::<DateMap<OHLC>>() => {
if let Some(map) = any.downcast_mut::<DateMap<OHLC>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyDateMap);
}
}
}
any if any.is::<DateMap<Date>>() => {
if let Some(map) = any.downcast_mut::<DateMap<Date>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyDateMap);
}
}
}
any if any.is::<DateMap<Height>>() => {
if let Some(map) = any.downcast_mut::<DateMap<Height>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyDateMap);
}
}
}
any if any.is::<DateMap<Timestamp>>() => {
if let Some(map) = any.downcast_mut::<DateMap<Timestamp>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyDateMap);
}
}
}
any if any.is::<DateRecapDataset<u32>>() => {
if let Some(dataset) = any.downcast_mut::<DateRecapDataset<u32>>() {
dataset.as_mut_vec().into_iter().for_each(|map| {
if map.kind() == kind {
v.push(map as &mut dyn AnyDateMap);
}
});
}
}
any if any.is::<DateRecapDataset<u64>>() => {
if let Some(dataset) = any.downcast_mut::<DateRecapDataset<u64>>() {
dataset.as_mut_vec().into_iter().for_each(|map| {
if map.kind() == kind {
v.push(map as &mut dyn AnyDateMap);
}
});
}
}
any if any.is::<DateRecapDataset<f32>>() => {
if let Some(dataset) = any.downcast_mut::<DateRecapDataset<f32>>() {
dataset.as_mut_vec().into_iter().for_each(|map| {
if map.kind() == kind {
v.push(map as &mut dyn AnyDateMap);
}
});
}
}
any if any.is::<SubDataset>() => {
if let Some(dataset) = any.downcast_mut::<SubDataset>() {
dataset.as_mut_vec().into_iter().for_each(|dataset| {
v.append(&mut dataset.to_kind_mut_date_map_vec(kind));
});
}
}
any if any.is::<AddressCohortMetadataDataset>() => {
if let Some(dataset) = any.downcast_mut::<AddressCohortMetadataDataset>() {
match kind {
MapKind::Inserted => dataset.to_inserted_mut_date_map_vec(),
MapKind::Computed => dataset.to_computed_mut_date_map_vec(),
}
.into_iter()
.for_each(|map| {
v.push(map);
});
}
}
_ => {}
});
v
}
fn to_kind_height_map_vec(&self, kind: MapKind) -> Vec<&(dyn AnyHeightMap + Send + Sync)> {
let mut v = vec![];
self.iter().for_each(|(_, any)| {
if let Some(map) = any.downcast_ref::<HeightMap<u8>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyHeightMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<HeightMap<u16>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyHeightMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<HeightMap<u32>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyHeightMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<HeightMap<u64>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyHeightMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<HeightMap<usize>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyHeightMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<HeightMap<f32>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyHeightMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<HeightMap<f64>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyHeightMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<HeightMap<OHLC>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyHeightMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<HeightMap<Date>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyHeightMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<HeightMap<Height>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyHeightMap + Send + Sync))
}
} else if let Some(map) = any.downcast_ref::<HeightMap<Timestamp>>() {
if map.kind() == kind {
v.push(map as &(dyn AnyHeightMap + Send + Sync))
}
} else if let Some(dataset) = any.downcast_ref::<SubDataset>() {
dataset.as_vec().into_iter().for_each(|dataset| {
v.append(&mut dataset.to_kind_height_map_vec(kind));
});
} else if let Some(dataset) = any.downcast_ref::<AddressCohortMetadataDataset>() {
match kind {
MapKind::Inserted => dataset.to_inserted_height_map_vec(),
MapKind::Computed => dataset.to_computed_height_map_vec(),
}
.into_iter()
.for_each(|map| {
v.push(map);
});
}
});
v
}
fn to_kind_mut_height_map_vec(&mut self, kind: MapKind) -> Vec<&mut dyn AnyHeightMap> {
let mut v = vec![];
self.iter_mut().for_each(|(_, any)| match any {
any if any.is::<HeightMap<u8>>() => {
if let Some(map) = any.downcast_mut::<HeightMap<u8>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyHeightMap);
}
}
}
any if any.is::<HeightMap<u16>>() => {
if let Some(map) = any.downcast_mut::<HeightMap<u16>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyHeightMap);
}
}
}
any if any.is::<HeightMap<u32>>() => {
if let Some(map) = any.downcast_mut::<HeightMap<u32>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyHeightMap);
}
}
}
any if any.is::<HeightMap<u64>>() => {
if let Some(map) = any.downcast_mut::<HeightMap<u64>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyHeightMap);
}
}
}
any if any.is::<HeightMap<usize>>() => {
if let Some(map) = any.downcast_mut::<HeightMap<usize>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyHeightMap);
}
}
}
any if any.is::<HeightMap<f32>>() => {
if let Some(map) = any.downcast_mut::<HeightMap<f32>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyHeightMap);
}
}
}
any if any.is::<HeightMap<f64>>() => {
if let Some(map) = any.downcast_mut::<HeightMap<f64>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyHeightMap);
}
}
}
any if any.is::<HeightMap<OHLC>>() => {
if let Some(map) = any.downcast_mut::<HeightMap<OHLC>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyHeightMap);
}
}
}
any if any.is::<HeightMap<Date>>() => {
if let Some(map) = any.downcast_mut::<HeightMap<Date>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyHeightMap);
}
}
}
any if any.is::<HeightMap<Height>>() => {
if let Some(map) = any.downcast_mut::<HeightMap<Height>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyHeightMap);
}
}
}
any if any.is::<HeightMap<Timestamp>>() => {
if let Some(map) = any.downcast_mut::<HeightMap<Timestamp>>() {
if map.kind() == kind {
v.push(map as &mut dyn AnyHeightMap);
}
}
}
any if any.is::<SubDataset>() => {
if let Some(dataset) = any.downcast_mut::<SubDataset>() {
dataset.as_mut_vec().into_iter().for_each(|dataset| {
v.append(&mut dataset.to_kind_mut_height_map_vec(kind));
});
}
}
any if any.is::<AddressCohortMetadataDataset>() => {
if let Some(dataset) = any.downcast_mut::<AddressCohortMetadataDataset>() {
match kind {
MapKind::Inserted => dataset.to_inserted_mut_height_map_vec(),
MapKind::Computed => dataset.to_computed_mut_height_map_vec(),
}
.into_iter()
.for_each(|map| {
v.push(map);
});
}
}
_ => {}
});
v
}
fn to_inserted_bi_map_vec(&self) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
self.to_kind_bi_map_vec(MapKind::Inserted)
}
fn to_inserted_height_map_vec(&self) -> Vec<&(dyn AnyHeightMap + Send + Sync)> {
self.to_kind_height_map_vec(MapKind::Inserted)
}
fn to_inserted_date_map_vec(&self) -> Vec<&(dyn AnyDateMap + Send + Sync)> {
self.to_kind_date_map_vec(MapKind::Inserted)
}
fn to_inserted_mut_bi_map_vec(&mut self) -> Vec<&mut dyn AnyBiMap> {
self.to_kind_mut_bi_map_vec(MapKind::Inserted)
}
fn to_inserted_mut_height_map_vec(&mut self) -> Vec<&mut dyn AnyHeightMap> {
self.to_kind_mut_height_map_vec(MapKind::Inserted)
}
fn to_inserted_mut_date_map_vec(&mut self) -> Vec<&mut dyn AnyDateMap> {
self.to_kind_mut_date_map_vec(MapKind::Inserted)
}
fn to_all_inserted_height_map_vec(&self) -> Vec<&(dyn AnyHeightMap + Send + Sync)> {
let mut vec = self.to_inserted_height_map_vec();
vec.append(
&mut self
.to_inserted_bi_map_vec()
.iter()
.map(|bi| bi.get_height())
.collect_vec(),
);
vec
}
fn to_all_inserted_date_map_vec(&self) -> Vec<&(dyn AnyDateMap + Send + Sync)> {
let mut vec = self.to_inserted_date_map_vec();
vec.append(
&mut self
.to_inserted_bi_map_vec()
.iter()
.map(|bi| bi.get_date())
.collect_vec(),
);
vec
}
fn to_all_inserted_map_vec(&self) -> Vec<&(dyn AnyMap + Send + Sync)> {
let heights = self
.to_all_inserted_height_map_vec()
.into_iter()
.map(|d| d.as_any_map());
let dates = self
.to_all_inserted_date_map_vec()
.into_iter()
.map(|d| d.as_any_map());
heights.chain(dates).collect_vec()
}
#[inline(always)]
fn should_compute(&self, compute_data: &ComputeData) -> bool {
compute_data
.heights
.last()
.map_or(false, |height| self.should_compute_height(*height))
|| compute_data
.dates
.last()
.map_or(false, |date| self.should_compute_date(*date))
}
#[inline(always)]
fn should_compute_height(&self, height: Height) -> bool {
!self.to_all_computed_height_map_vec().is_empty()
&& self
.get_min_initial_states()
.computed
.first_unsafe_height
.unwrap_or(Height::ZERO)
<= height
}
#[inline(always)]
fn should_compute_date(&self, date: Date) -> bool {
!self.to_all_computed_date_map_vec().is_empty()
&& self
.get_min_initial_states()
.computed
.first_unsafe_date
.map_or(true, |min_initial_first_unsafe_date| {
min_initial_first_unsafe_date <= date
})
}
fn to_computed_bi_map_vec(&self) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
self.to_kind_bi_map_vec(MapKind::Computed)
}
fn to_computed_height_map_vec(&self) -> Vec<&(dyn AnyHeightMap + Send + Sync)> {
self.to_kind_height_map_vec(MapKind::Computed)
}
fn to_computed_date_map_vec(&self) -> Vec<&(dyn AnyDateMap + Send + Sync)> {
self.to_kind_date_map_vec(MapKind::Computed)
}
fn to_computed_mut_bi_map_vec(&mut self) -> Vec<&mut dyn AnyBiMap> {
self.to_kind_mut_bi_map_vec(MapKind::Computed)
}
fn to_computed_mut_height_map_vec(&mut self) -> Vec<&mut dyn AnyHeightMap> {
self.to_kind_mut_height_map_vec(MapKind::Computed)
}
fn to_computed_mut_date_map_vec(&mut self) -> Vec<&mut dyn AnyDateMap> {
self.to_kind_mut_date_map_vec(MapKind::Computed)
}
fn to_all_computed_height_map_vec(&self) -> Vec<&(dyn AnyHeightMap + Send + Sync)> {
let mut vec = self.to_computed_height_map_vec();
vec.append(
&mut self
.to_computed_bi_map_vec()
.iter()
.map(|bi| bi.get_height())
.collect_vec(),
);
vec
}
fn to_all_computed_date_map_vec(&self) -> Vec<&(dyn AnyDateMap + Send + Sync)> {
let mut vec = self.to_computed_date_map_vec();
vec.append(
&mut self
.to_computed_bi_map_vec()
.iter()
.map(|bi| bi.get_date())
.collect_vec(),
);
vec
}
fn to_all_computed_map_vec(&self) -> Vec<&(dyn AnyMap + Send + Sync)> {
let heights = self
.to_all_computed_height_map_vec()
.into_iter()
.map(|d| d.as_any_map());
let dates = self
.to_all_computed_date_map_vec()
.into_iter()
.map(|d| d.as_any_map());
heights.chain(dates).collect_vec()
}
fn to_all_map_vec(&self) -> Vec<&(dyn AnyMap + Send + Sync)> {
let mut inserted = self.to_all_inserted_map_vec();
inserted.append(&mut self.to_all_computed_map_vec());
inserted
}
// #[inline(always)]
// fn is_empty(&self) -> bool {
// self.to_any_map_vec().is_empty()
// }
fn pre_export(&mut self) {
self.to_inserted_mut_height_map_vec()
.into_iter()
.for_each(|map| map.pre_export());
self.to_inserted_mut_date_map_vec()
.into_iter()
.for_each(|map| map.pre_export());
self.to_inserted_mut_bi_map_vec().into_iter().for_each(|d| {
d.as_any_mut_map()
.into_iter()
.for_each(|map| map.pre_export())
});
self.to_computed_mut_height_map_vec()
.into_iter()
.for_each(|map| map.pre_export());
self.to_computed_mut_date_map_vec()
.into_iter()
.for_each(|map| map.pre_export());
self.to_computed_mut_bi_map_vec().into_iter().for_each(|d| {
d.as_any_mut_map()
.into_iter()
.for_each(|map| map.pre_export())
});
}
fn export(&self) -> color_eyre::Result<()> {
self.to_all_map_vec()
.into_par_iter()
.try_for_each(|map| -> color_eyre::Result<()> { map.export() })
}
fn post_export(&mut self) {
self.to_inserted_mut_height_map_vec()
.into_iter()
.for_each(|map| map.post_export());
self.to_inserted_mut_date_map_vec()
.into_iter()
.for_each(|map| map.post_export());
self.to_inserted_mut_bi_map_vec().into_iter().for_each(|d| {
d.as_any_mut_map()
.into_iter()
.for_each(|map| map.post_export())
});
self.to_computed_mut_height_map_vec()
.into_iter()
.for_each(|map| map.post_export());
self.to_computed_mut_date_map_vec()
.into_iter()
.for_each(|map| map.post_export());
self.to_computed_mut_bi_map_vec().into_iter().for_each(|d| {
d.as_any_mut_map()
.into_iter()
.for_each(|map| map.post_export())
});
}
fn reset_computed(&self) {
self.to_all_computed_date_map_vec()
.iter()
.for_each(|map| map.delete_files());
self.to_all_computed_height_map_vec()
.iter()
.for_each(|map| map.delete_files());
}
}
@@ -1,6 +1,6 @@
use allocative::Allocative;
use crate::structs::{AnyDateMap, AnyHeightMap, WNaiveDate};
use crate::structs::{AnyDateMap, AnyHeightMap, Config, Date, Height};
use super::{AnyDataset, AnyDatasets};
@@ -16,27 +16,31 @@ impl MinInitialStates {
self.computed = other.computed;
}
pub fn compute_from_dataset(dataset: &dyn AnyDataset) -> Self {
pub fn compute_from_dataset(dataset: &dyn AnyDataset, config: &Config) -> Self {
Self {
inserted: MinInitialState::compute_from_dataset(dataset, Mode::Inserted),
computed: MinInitialState::compute_from_dataset(dataset, Mode::Computed),
inserted: MinInitialState::compute_from_dataset(dataset, Mode::Inserted, config),
computed: MinInitialState::compute_from_dataset(dataset, Mode::Computed, config),
}
}
pub fn compute_from_datasets(datasets: &dyn AnyDatasets) -> Self {
pub fn compute_from_datasets(datasets: &dyn AnyDatasets, config: &Config) -> Self {
Self {
inserted: MinInitialState::compute_from_datasets(datasets, Mode::Inserted),
computed: MinInitialState::compute_from_datasets(datasets, Mode::Computed),
inserted: MinInitialState::compute_from_datasets(datasets, Mode::Inserted, config),
computed: MinInitialState::compute_from_datasets(datasets, Mode::Computed, config),
}
}
pub fn min_last_height(&self) -> Option<Height> {
self.computed.last_height.min(self.inserted.last_height)
}
}
#[derive(Default, Debug, Clone, Copy, Allocative)]
pub struct MinInitialState {
pub first_unsafe_date: Option<WNaiveDate>,
pub first_unsafe_height: Option<usize>,
pub last_date: Option<WNaiveDate>,
pub last_height: Option<usize>,
pub first_unsafe_date: Option<Date>,
pub first_unsafe_height: Option<Height>,
pub last_date: Option<Date>,
pub last_height: Option<Height>,
}
enum Mode {
@@ -45,14 +49,7 @@ enum Mode {
}
impl MinInitialState {
// pub fn consume(&mut self, other: Self) {
// self.first_unsafe_date = other.first_unsafe_date;
// self.first_unsafe_height = other.first_unsafe_height;
// self.last_date = other.last_date;
// self.last_height = other.last_height;
// }
fn compute_from_datasets(datasets: &dyn AnyDatasets, mode: Mode) -> Self {
fn compute_from_datasets(datasets: &dyn AnyDatasets, mode: Mode, config: &Config) -> Self {
match mode {
Mode::Inserted => {
let contains_date_maps = |dataset: &&(dyn AnyDataset + Sync + Send)| {
@@ -111,6 +108,11 @@ impl MinInitialState {
}
}
Mode::Computed => {
if config.recompute_computed() {
// datasets.reset_computed();
return Self::default();
}
let contains_date_maps = |dataset: &&(dyn AnyDataset + Sync + Send)| {
!dataset.to_all_computed_date_map_vec().is_empty()
};
@@ -172,8 +174,8 @@ impl MinInitialState {
fn min_datasets_date(
datasets: &dyn AnyDatasets,
is_not_empty: impl Fn(&&(dyn AnyDataset + Sync + Send)) -> bool,
map: impl Fn(&(dyn AnyDataset + Sync + Send)) -> Option<WNaiveDate>,
) -> Option<WNaiveDate> {
map: impl Fn(&(dyn AnyDataset + Sync + Send)) -> Option<Date>,
) -> Option<Date> {
Self::min_date(
datasets
.to_any_dataset_vec()
@@ -186,8 +188,8 @@ impl MinInitialState {
fn min_datasets_height(
datasets: &dyn AnyDatasets,
is_not_empty: impl Fn(&&(dyn AnyDataset + Sync + Send)) -> bool,
map: impl Fn(&(dyn AnyDataset + Sync + Send)) -> Option<usize>,
) -> Option<usize> {
map: impl Fn(&(dyn AnyDataset + Sync + Send)) -> Option<Height>,
) -> Option<Height> {
Self::min_height(
datasets
.to_any_dataset_vec()
@@ -197,7 +199,7 @@ impl MinInitialState {
)
}
fn compute_from_dataset(dataset: &dyn AnyDataset, mode: Mode) -> Self {
fn compute_from_dataset(dataset: &dyn AnyDataset, mode: Mode, config: &Config) -> Self {
match mode {
Mode::Inserted => {
let date_vec = dataset.to_all_inserted_date_map_vec();
@@ -215,6 +217,11 @@ impl MinInitialState {
}
}
Mode::Computed => {
if config.recompute_computed() {
dataset.reset_computed();
return Self::default();
}
let date_vec = dataset.to_all_computed_date_map_vec();
let height_vec = dataset.to_all_computed_height_map_vec();
@@ -235,38 +242,38 @@ impl MinInitialState {
#[inline(always)]
fn compute_min_initial_last_date_from_dataset(
arr: &[&(dyn AnyDateMap + Sync + Send)],
) -> Option<WNaiveDate> {
) -> Option<Date> {
Self::min_date(arr.iter().map(|map| map.get_initial_last_date()))
}
#[inline(always)]
fn compute_min_initial_last_height_from_dataset(
arr: &[&(dyn AnyHeightMap + Sync + Send)],
) -> Option<usize> {
) -> Option<Height> {
Self::min_height(arr.iter().map(|map| map.get_initial_last_height()))
}
#[inline(always)]
fn compute_min_initial_first_unsafe_date_from_dataset(
arr: &[&(dyn AnyDateMap + Sync + Send)],
) -> Option<WNaiveDate> {
) -> Option<Date> {
Self::min_date(arr.iter().map(|map| map.get_initial_first_unsafe_date()))
}
#[inline(always)]
fn compute_min_initial_first_unsafe_height_from_dataset(
arr: &[&(dyn AnyHeightMap + Sync + Send)],
) -> Option<usize> {
) -> Option<Height> {
Self::min_height(arr.iter().map(|map| map.get_initial_first_unsafe_height()))
}
#[inline(always)]
fn min_date(iter: impl Iterator<Item = Option<WNaiveDate>>) -> Option<WNaiveDate> {
fn min_date(iter: impl Iterator<Item = Option<Date>>) -> Option<Date> {
iter.min().and_then(|opt| opt)
}
#[inline(always)]
fn min_height(iter: impl Iterator<Item = Option<usize>>) -> Option<usize> {
fn min_height(iter: impl Iterator<Item = Option<Height>>) -> Option<Height> {
iter.min().and_then(|opt| opt)
}
}
@@ -1,37 +1,36 @@
use allocative::Allocative;
use struct_iterable::Iterable;
use crate::{
datasets::{AnyDataset, ComputeData, InsertData, MinInitialStates},
structs::{AnyBiMap, BiMap},
parser::datasets::{AnyDataset, ComputeData, InsertData, MinInitialStates},
structs::{BiMap, Config, MapKind, MapPath},
};
#[derive(Allocative)]
#[derive(Allocative, Iterable)]
pub struct AllAddressesMetadataDataset {
min_initial_states: MinInitialStates,
// Inserted
created_addreses: BiMap<u32>,
empty_addresses: BiMap<u32>,
// Computed
new_addresses: BiMap<u32>,
}
impl AllAddressesMetadataDataset {
pub fn import(parent_path: &str) -> color_eyre::Result<Self> {
let f = |s: &str| format!("{parent_path}/{s}");
pub fn import(path: &MapPath, config: &Config) -> color_eyre::Result<Self> {
let f = |s: &str| path.join(s);
let mut s = Self {
min_initial_states: MinInitialStates::default(),
// TODO: Shouldn't be (like many others)
created_addreses: BiMap::new_bin(1, &f("created_addresses")),
empty_addresses: BiMap::new_bin(1, &f("empty_addresses")),
new_addresses: BiMap::new_bin(1, &f("new_addresses")),
// Inserted
created_addreses: BiMap::new_bin(1, MapKind::Inserted, &f("created_addresses")),
empty_addresses: BiMap::new_bin(1, MapKind::Inserted, &f("empty_addresses")),
// Computed
new_addresses: BiMap::new_bin(1, MapKind::Computed, &f("new_addresses")),
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s));
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
@@ -62,7 +61,7 @@ impl AllAddressesMetadataDataset {
}
}
pub fn compute(&mut self, &ComputeData { heights, dates }: &ComputeData) {
pub fn compute(&mut self, &ComputeData { heights, dates, .. }: &ComputeData) {
self.new_addresses
.multi_insert_net_change(heights, dates, &mut self.created_addreses, 1)
}
@@ -72,20 +71,4 @@ impl AnyDataset for AllAddressesMetadataDataset {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
fn to_inserted_bi_map_vec(&self) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
vec![&self.created_addreses, &self.empty_addresses]
}
fn to_inserted_mut_bi_map_vec(&mut self) -> Vec<&mut dyn AnyBiMap> {
vec![&mut self.created_addreses, &mut self.empty_addresses]
}
fn to_computed_bi_map_vec(&self) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
vec![&self.new_addresses]
}
fn to_computed_mut_bi_map_vec(&mut self) -> Vec<&mut dyn AnyBiMap> {
vec![&mut self.new_addresses]
}
}
+381
View File
@@ -0,0 +1,381 @@
use allocative::Allocative;
use struct_iterable::Iterable;
use crate::{
parser::{
datasets::{AnyDataset, ComputeData, InsertData, MinInitialStates, SubDataset},
states::{AddressCohortId, DurableStates},
},
structs::{AddressSplit, BiMap, Config, Date, Height, MapPath},
};
use super::cohort_metadata::AddressCohortMetadataDataset;
#[derive(Allocative, Iterable)]
pub struct CohortDataset {
min_initial_states: MinInitialStates,
split: AddressSplit,
metadata: AddressCohortMetadataDataset,
pub subs: SubDataset,
}
impl CohortDataset {
pub fn import(
path: &MapPath,
id: AddressCohortId,
config: &Config,
) -> color_eyre::Result<Self> {
let name = id.as_name().map(|s| s.to_owned());
let split = id.as_split();
let mut s = Self {
min_initial_states: MinInitialStates::default(),
split,
metadata: AddressCohortMetadataDataset::import(path, &name, config)?,
subs: SubDataset::import(path, &name, config)?,
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
pub fn sub_datasets_vec(&self) -> Vec<&SubDataset> {
vec![&self.subs]
}
pub fn needs_insert_metadata(&self, height: Height, date: Date) -> bool {
self.metadata.needs_insert(height, date)
}
pub fn needs_insert_utxo(&self, height: Height, date: Date) -> bool {
self.sub_datasets_vec()
.iter()
.any(|sub| sub.utxo.needs_insert(height, date))
}
pub fn needs_insert_capitalization(&self, height: Height, date: Date) -> bool {
self.sub_datasets_vec()
.iter()
.any(|sub| sub.capitalization.needs_insert(height, date))
}
pub fn needs_insert_supply(&self, height: Height, date: Date) -> bool {
self.sub_datasets_vec()
.iter()
.any(|sub| sub.supply.needs_insert(height, date))
}
pub fn needs_insert_price_paid(&self, height: Height, date: Date) -> bool {
self.sub_datasets_vec()
.iter()
.any(|sub| sub.price_paid.needs_insert(height, date))
}
pub fn needs_insert_realized(&self, height: Height, date: Date) -> bool {
self.sub_datasets_vec()
.iter()
.any(|sub| sub.realized.needs_insert(height, date))
}
pub fn needs_insert_unrealized(&self, height: Height, date: Date) -> bool {
self.sub_datasets_vec()
.iter()
.any(|sub| sub.unrealized.needs_insert(height, date))
}
pub fn needs_insert_input(&self, height: Height, date: Date) -> bool {
self.sub_datasets_vec()
.iter()
.any(|sub| sub.input.needs_insert(height, date))
}
// fn needs_insert_output(&self, insert_data: &InsertData) -> bool {
// self.sub_datasets_vec()
// .iter()
// .any(|sub| sub.output.needs_insert(height, date))
// }
pub fn insert_realized_data(&mut self, insert_data: &InsertData) {
let realized_state = insert_data
.address_cohorts_realized_states
.as_ref()
.unwrap()
.get(&self.split)
.unwrap();
self.subs.realized.insert(insert_data, realized_state);
}
fn insert_metadata(&mut self, insert_data: &InsertData) {
let address_count = insert_data
.states
.address_cohorts_durable_states
.as_ref()
.unwrap()
.get(&self.split)
.unwrap()
.address_count;
self.metadata.insert(insert_data, address_count);
}
fn insert_supply_data(&mut self, insert_data: &InsertData, durable_states: &DurableStates) {
self.subs
.supply
.insert(insert_data, &durable_states.supply_state);
}
fn insert_utxo_data(&mut self, insert_data: &InsertData, durable_states: &DurableStates) {
self.subs
.utxo
.insert(insert_data, &durable_states.utxo_state);
}
fn insert_capitalization_data(
&mut self,
insert_data: &InsertData,
durable_states: &DurableStates,
) {
self.subs
.capitalization
.insert(insert_data, &durable_states.capitalization_state);
}
fn insert_unrealized_data(&mut self, insert_data: &InsertData) {
let states = insert_data
.address_cohorts_one_shot_states
.as_ref()
.unwrap()
.get(&self.split)
.unwrap();
self.subs.unrealized.insert(
insert_data,
&states.unrealized_block_state,
&states.unrealized_date_state,
);
}
fn insert_price_paid_data(&mut self, insert_data: &InsertData) {
let states = insert_data
.address_cohorts_one_shot_states
.as_ref()
.unwrap()
.get(&self.split)
.unwrap();
self.subs
.price_paid
.insert(insert_data, &states.price_paid_state);
}
fn insert_input_data(&mut self, insert_data: &InsertData) {
let state = insert_data
.address_cohorts_input_states
.as_ref()
.unwrap()
.get(&self.split)
.unwrap();
self.subs.input.insert(insert_data, state);
}
// fn insert_output_data(&mut self, insert_data: &InsertData) {
// let state = insert_data
// .address_cohorts_output_states
// .as_ref()
// .unwrap()
// .get(&self.split)
// .unwrap();
// self.output.insert(insert_data, &state.all);
// self.illiquid.output.insert(insert_data, &state.illiquid);
// self.liquid.output.insert(insert_data, &state.liquid);
// self.highly_liquid
// .output
// .insert(insert_data, &state.highly_liquid);
// }
pub fn insert(&mut self, insert_data: &InsertData) {
if !insert_data.compute_addresses {
return;
}
let address_cohort_durable_states = insert_data
.states
.address_cohorts_durable_states
.as_ref()
.unwrap()
.get(&self.split);
if address_cohort_durable_states.is_none() {
return; // TODO: Check if should panic instead
}
let address_cohort_durable_states = address_cohort_durable_states.unwrap();
if self.needs_insert_metadata(insert_data.height, insert_data.date) {
self.insert_metadata(insert_data);
}
if self.needs_insert_utxo(insert_data.height, insert_data.date) {
self.insert_utxo_data(insert_data, &address_cohort_durable_states.durable_states);
}
if self.needs_insert_capitalization(insert_data.height, insert_data.date) {
self.insert_capitalization_data(
insert_data,
&address_cohort_durable_states.durable_states,
);
}
if self.needs_insert_supply(insert_data.height, insert_data.date) {
self.insert_supply_data(insert_data, &address_cohort_durable_states.durable_states);
}
if self.needs_insert_realized(insert_data.height, insert_data.date) {
self.insert_realized_data(insert_data);
}
if self.needs_insert_unrealized(insert_data.height, insert_data.date) {
self.insert_unrealized_data(insert_data);
}
if self.needs_insert_price_paid(insert_data.height, insert_data.date) {
self.insert_price_paid_data(insert_data);
}
if self.needs_insert_input(insert_data.height, insert_data.date) {
self.insert_input_data(insert_data);
}
// if self.needs_insert_output(insert_data) {
// self.insert_output_data(insert_data);
// }
}
// pub fn should_compute_metadata(&self, compute_data: &ComputeData) -> bool {
// self.metadata.should_compute(compute_data)
// }
// pub fn should_compute_utxo(&self, compute_data: &ComputeData) -> bool {
// self.sub_datasets_vec()
// .iter()
// .any(|sub| sub.utxo.should_compute(compute_data))
// }
pub fn should_compute_supply(&self, compute_data: &ComputeData) -> bool {
self.sub_datasets_vec()
.iter()
.any(|sub| sub.supply.should_compute(compute_data))
}
pub fn should_compute_capitalization(&self, compute_data: &ComputeData) -> bool {
self.sub_datasets_vec()
.iter()
.any(|sub| sub.capitalization.should_compute(compute_data))
}
fn should_compute_realized(&self, compute_data: &ComputeData) -> bool {
self.sub_datasets_vec()
.iter()
.any(|sub| sub.realized.should_compute(compute_data))
}
fn should_compute_unrealized(&self, compute_data: &ComputeData) -> bool {
self.sub_datasets_vec()
.iter()
.any(|sub| sub.unrealized.should_compute(compute_data))
}
// fn should_compute_input(&self, compute_data: &ComputeData) -> bool {
// self.sub_datasets_vec()
// .iter()
// .any(|sub| sub.input.should_compute(compute_data))
// }
// fn should_compute_output(&self, compute_data: &ComputeData) -> bool {
// self.sub_datasets_vec()
// .iter()
// .any(|sub| sub.output.should_compute(compute_data))
// }
fn compute_supply_data(
&mut self,
compute_data: &ComputeData,
circulating_supply: &mut BiMap<f64>,
) {
self.subs.supply.compute(compute_data, circulating_supply);
}
fn compute_unrealized_data(
&mut self,
compute_data: &ComputeData,
circulating_supply: &mut BiMap<f64>,
market_cap: &mut BiMap<f32>,
) {
self.subs.unrealized.compute(
compute_data,
&mut self.subs.supply.supply,
circulating_supply,
market_cap,
);
}
fn compute_realized_data(&mut self, compute_data: &ComputeData, market_cap: &mut BiMap<f32>) {
self.subs.realized.compute(compute_data, market_cap);
}
fn compute_capitalization_data(&mut self, compute_data: &ComputeData, closes: &mut BiMap<f32>) {
self.subs
.capitalization
.compute(compute_data, closes, &mut self.subs.supply.supply);
}
// fn compute_output_data(&mut self, compute_data: &ComputeData) {
// self.all
// .output
// .compute(compute_data, &mut self.supply.total);
// }
pub fn compute(
&mut self,
compute_data: &ComputeData,
closes: &mut BiMap<f32>,
circulating_supply: &mut BiMap<f64>,
market_cap: &mut BiMap<f32>,
) {
if self.should_compute_supply(compute_data) {
self.compute_supply_data(compute_data, circulating_supply);
}
if self.should_compute_unrealized(compute_data) {
self.compute_unrealized_data(compute_data, circulating_supply, market_cap);
}
if self.should_compute_realized(compute_data) {
self.compute_realized_data(compute_data, market_cap);
}
// MUST BE after compute_supply
if self.should_compute_capitalization(compute_data) {
self.compute_capitalization_data(compute_data, closes);
}
// if self.should_compute_output(compute_data) {
// self.compute_output_data(compute_data);
// }
}
}
impl AnyDataset for CohortDataset {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
}
@@ -1,35 +1,46 @@
use allocative::Allocative;
use struct_iterable::Iterable;
use crate::{
datasets::{AnyDataset, InsertData, MinInitialStates},
structs::{AnyBiMap, BiMap},
parser::datasets::{AnyDataset, InsertData, MinInitialStates},
structs::{BiMap, Config, MapKind, MapPath},
};
#[derive(Default, Allocative)]
pub struct MetadataDataset {
#[derive(Allocative, Iterable)]
pub struct AddressCohortMetadataDataset {
min_initial_states: MinInitialStates,
// Inserted
address_count: BiMap<usize>,
address_count: BiMap<f64>,
// pub output: OutputSubDataset,
// Sending addresses
// Receiving addresses
// Active addresses (Unique(Sending + Receiving))
}
impl MetadataDataset {
pub fn import(parent_path: &str) -> color_eyre::Result<Self> {
let f = |s: &str| format!("{parent_path}/{s}");
impl AddressCohortMetadataDataset {
pub fn import(
path: &MapPath,
name: &Option<String>,
config: &Config,
) -> color_eyre::Result<Self> {
let f = |s: &str| {
if let Some(name) = name {
path.join(&format!("{name}/{s}"))
} else {
path.join(s)
}
};
let mut s = Self {
min_initial_states: MinInitialStates::default(),
address_count: BiMap::new_bin(1, &f("address_count")),
// Inserted
address_count: BiMap::new_bin(1, MapKind::Inserted, &f("address_count")),
// output: OutputSubDataset::import(parent_path)?,
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s));
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
@@ -42,7 +53,7 @@ impl MetadataDataset {
is_date_last_block,
..
}: &InsertData,
address_count: usize,
address_count: f64,
) {
self.address_count.height.insert(height, address_count);
@@ -52,16 +63,8 @@ impl MetadataDataset {
}
}
impl AnyDataset for MetadataDataset {
impl AnyDataset for AddressCohortMetadataDataset {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
fn to_inserted_bi_map_vec(&self) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
vec![&self.address_count]
}
fn to_inserted_mut_bi_map_vec(&mut self) -> Vec<&mut dyn AnyBiMap> {
vec![&mut self.address_count]
}
}
+176
View File
@@ -0,0 +1,176 @@
mod all_metadata;
mod cohort;
pub mod cohort_metadata;
use allocative::Allocative;
use itertools::Itertools;
use rayon::prelude::*;
use crate::{
parser::states::SplitByAddressCohort,
structs::{BiMap, Config, Date, Height},
};
use self::{all_metadata::AllAddressesMetadataDataset, cohort::CohortDataset};
use super::{AnyDataset, AnyDatasets, ComputeData, InsertData, MinInitialStates};
#[derive(Allocative)]
pub struct AddressDatasets {
min_initial_states: MinInitialStates,
metadata: AllAddressesMetadataDataset,
pub cohorts: SplitByAddressCohort<CohortDataset>,
}
impl AddressDatasets {
pub fn import(config: &Config) -> color_eyre::Result<Self> {
let mut cohorts = SplitByAddressCohort::<Option<CohortDataset>>::default();
let path_dataset = config.path_datasets();
cohorts
.as_vec()
.into_par_iter()
.map(|(_, id)| (id, CohortDataset::import(&path_dataset, id, config)))
.collect::<Vec<_>>()
.into_iter()
.try_for_each(|(id, dataset)| -> color_eyre::Result<()> {
cohorts.get_mut_from_id(&id).replace(dataset?);
Ok(())
})?;
let mut s = Self {
min_initial_states: MinInitialStates::default(),
metadata: AllAddressesMetadataDataset::import(&path_dataset, config)?,
cohorts: cohorts.unwrap(),
};
s.min_initial_states
.consume(MinInitialStates::compute_from_datasets(&s, config));
Ok(s)
}
pub fn insert(&mut self, insert_data: &InsertData) {
self.metadata.insert(insert_data);
self.cohorts
.as_mut_vec()
.into_iter()
.for_each(|(cohort, _)| cohort.insert(insert_data))
}
pub fn needs_durable_states(&self, height: Height, date: Date) -> bool {
let needs_insert_utxo = self.needs_insert_utxo(height, date);
let needs_insert_capitalization = self.needs_insert_capitalization(height, date);
let needs_insert_supply = self.needs_insert_supply(height, date);
let needs_one_shot_states = self.needs_one_shot_states(height, date);
needs_insert_utxo
|| needs_insert_capitalization
|| needs_insert_supply
|| needs_one_shot_states
}
pub fn needs_one_shot_states(&self, height: Height, date: Date) -> bool {
self.needs_insert_price_paid(height, date) || self.needs_insert_unrealized(height, date)
}
// pub fn needs_sent_states(&self, height: Height, date: WNaiveDate) -> bool {
// self.needs_insert_input(height, date) || self.needs_insert_realized(height, date)
// }
pub fn needs_insert_utxo(&self, height: Height, date: Date) -> bool {
self.cohorts
.as_vec()
.iter()
.any(|(dataset, _)| dataset.needs_insert_utxo(height, date))
}
pub fn needs_insert_capitalization(&self, height: Height, date: Date) -> bool {
self.cohorts
.as_vec()
.iter()
.any(|(dataset, _)| dataset.needs_insert_capitalization(height, date))
}
pub fn needs_insert_supply(&self, height: Height, date: Date) -> bool {
self.cohorts
.as_vec()
.iter()
.any(|(dataset, _)| dataset.needs_insert_supply(height, date))
}
pub fn needs_insert_price_paid(&self, height: Height, date: Date) -> bool {
self.cohorts
.as_vec()
.iter()
.any(|(dataset, _)| dataset.needs_insert_price_paid(height, date))
}
// pub fn needs_insert_realized(&self, height: Height, date: WNaiveDate) -> bool {
// self.cohorts
// .as_vec()
// .iter()
// .any(|(dataset, _)| dataset.needs_insert_realized(height, date))
// }
pub fn needs_insert_unrealized(&self, height: Height, date: Date) -> bool {
self.cohorts
.as_vec()
.iter()
.any(|(dataset, _)| dataset.needs_insert_unrealized(height, date))
}
// pub fn needs_insert_input(&self, height: Height, date: WNaiveDate) -> bool {
// self.cohorts
// .as_vec()
// .iter()
// .any(|(dataset, _)| dataset.needs_insert_input(height, date))
// }
pub fn compute(
&mut self,
compute_data: &ComputeData,
closes: &mut BiMap<f32>,
circulating_supply: &mut BiMap<f64>,
market_cap: &mut BiMap<f32>,
) {
self.metadata.compute(compute_data);
self.cohorts
.as_mut_vec()
.into_iter()
.for_each(|(cohort, _)| {
cohort.compute(compute_data, closes, circulating_supply, market_cap)
})
}
}
impl AnyDatasets for AddressDatasets {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
fn to_any_dataset_vec(&self) -> Vec<&(dyn AnyDataset + Send + Sync)> {
self.cohorts
.as_vec()
.into_iter()
.map(|(d, _)| d as &(dyn AnyDataset + Send + Sync))
.chain(vec![&self.metadata as &(dyn AnyDataset + Send + Sync)])
.collect_vec()
}
fn to_mut_any_dataset_vec(&mut self) -> Vec<&mut dyn AnyDataset> {
self.cohorts
.as_mut_vec()
.into_iter()
.map(|(d, _)| d as &mut dyn AnyDataset)
.chain(vec![&mut self.metadata as &mut dyn AnyDataset])
.collect_vec()
}
}
+51
View File
@@ -0,0 +1,51 @@
use allocative::Allocative;
use struct_iterable::Iterable;
use crate::{
parser::datasets::AnyDataset,
structs::{Config, Date, HeightMap, MapKind, Timestamp},
};
use super::{InsertData, MinInitialStates};
#[derive(Allocative, Iterable)]
pub struct BlockMetadataDataset {
min_initial_states: MinInitialStates,
pub date: HeightMap<Date>,
pub timestamp: HeightMap<Timestamp>,
}
impl BlockMetadataDataset {
pub fn import(config: &Config) -> color_eyre::Result<Self> {
let f = |s: &str| config.path_datasets().join(s);
let mut s = Self {
min_initial_states: MinInitialStates::default(),
// Inserted
date: HeightMap::new_bin(1, MapKind::Inserted, &f("date")),
timestamp: HeightMap::new_bin(1, MapKind::Inserted, &f("timestamp")),
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
pub fn insert(
&mut self,
&InsertData {
height, timestamp, ..
}: &InsertData,
) {
self.timestamp.insert(height, timestamp);
self.date.insert(height, timestamp.to_date());
}
}
impl AnyDataset for BlockMetadataDataset {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
}
@@ -1,32 +1,38 @@
use allocative::Allocative;
use struct_iterable::Iterable;
use crate::{
datasets::AnyDataset,
structs::{AnyBiMap, BiMap},
parser::datasets::AnyDataset,
structs::{Config, DateMap, HeightMap, MapKind},
};
use super::{InsertData, MinInitialStates};
#[derive(Allocative)]
#[derive(Allocative, Iterable)]
pub struct CoindaysDataset {
min_initial_states: MinInitialStates,
// Inserted
pub coindays_destroyed: BiMap<f32>,
pub coindays_destroyed: HeightMap<f32>,
pub coindays_destroyed_1d_sum: DateMap<f32>,
}
impl CoindaysDataset {
pub fn import(parent_path: &str) -> color_eyre::Result<Self> {
let f = |s: &str| format!("{parent_path}/{s}");
pub fn import(config: &Config) -> color_eyre::Result<Self> {
let f = |s: &str| config.path_datasets().join(s);
let mut s = Self {
min_initial_states: MinInitialStates::default(),
coindays_destroyed: BiMap::new_bin(1, &f("coindays_destroyed")),
// Inserted
coindays_destroyed: HeightMap::new_bin(1, MapKind::Inserted, &f("coindays_destroyed")),
coindays_destroyed_1d_sum: DateMap::new_bin(
1,
MapKind::Inserted,
&f("coindays_destroyed_1d_sum"),
),
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s));
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
@@ -43,25 +49,16 @@ impl CoindaysDataset {
}: &InsertData,
) {
self.coindays_destroyed
.height
.insert(height, satdays_destroyed.to_btc() as f32);
if is_date_last_block {
self.coindays_destroyed
.date_insert_sum_range(date, date_blocks_range)
self.coindays_destroyed_1d_sum
.insert(date, self.coindays_destroyed.sum_range(date_blocks_range));
}
}
}
impl AnyDataset for CoindaysDataset {
fn to_inserted_bi_map_vec(&self) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
vec![&self.coindays_destroyed]
}
fn to_inserted_mut_bi_map_vec(&mut self) -> Vec<&mut dyn AnyBiMap> {
vec![&mut self.coindays_destroyed]
}
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
+659
View File
@@ -0,0 +1,659 @@
use allocative::Allocative;
use struct_iterable::Iterable;
use crate::{
structs::{BiMap, Config, DateMap, Height, HeightMap, MapKind},
utils::{ONE_DAY_IN_DAYS, ONE_YEAR_IN_DAYS, THREE_MONTHS_IN_DAYS, TWO_WEEK_IN_DAYS},
};
use super::{AnyDataset, ComputeData, InsertData, MinInitialStates, RatioDataset};
#[derive(Allocative, Iterable)]
pub struct CointimeDataset {
min_initial_states: MinInitialStates,
// Inserted
pub coinblocks_destroyed: HeightMap<f32>,
pub coinblocks_destroyed_1d_sum: DateMap<f32>,
// Computed
pub active_cap: BiMap<f32>,
pub active_price: BiMap<f32>,
pub active_price_ratio: RatioDataset,
pub active_supply: BiMap<f32>,
pub active_supply_3m_net_change: BiMap<f32>,
pub active_supply_net_change: BiMap<f32>,
pub activity_to_vaultedness_ratio: BiMap<f32>,
pub coinblocks_created: HeightMap<f32>,
pub coinblocks_created_1d_sum: DateMap<f32>,
pub coinblocks_stored: HeightMap<f32>,
pub coinblocks_stored_1d_sum: DateMap<f32>,
pub cointime_adjusted_velocity: DateMap<f32>,
pub cointime_adjusted_inflation_rate: DateMap<f32>,
pub cointime_adjusted_yearly_inflation_rate: DateMap<f32>,
pub cointime_cap: BiMap<f32>,
pub cointime_price: BiMap<f32>,
pub cointime_price_ratio: RatioDataset,
pub cointime_value_created: HeightMap<f32>,
pub cointime_value_created_1d_sum: DateMap<f32>,
pub cointime_value_destroyed: HeightMap<f32>,
pub cointime_value_destroyed_1d_sum: DateMap<f32>,
pub cointime_value_stored: HeightMap<f32>,
pub cointime_value_stored_1d_sum: DateMap<f32>,
pub concurrent_liveliness: DateMap<f32>,
pub concurrent_liveliness_2w_median: DateMap<f32>,
pub cumulative_coinblocks_created: BiMap<f32>,
pub cumulative_coinblocks_destroyed: BiMap<f32>,
pub cumulative_coinblocks_stored: BiMap<f32>,
pub investor_cap: BiMap<f32>,
pub investorness: BiMap<f32>,
pub liveliness: BiMap<f32>,
pub liveliness_net_change: BiMap<f32>,
pub liveliness_net_change_2w_median: BiMap<f32>,
pub producerness: BiMap<f32>,
pub thermo_cap: BiMap<f32>,
pub thermo_cap_to_investor_cap_ratio: BiMap<f32>,
pub total_cointime_value_created: BiMap<f32>,
pub total_cointime_value_destroyed: BiMap<f32>,
pub total_cointime_value_stored: BiMap<f32>,
pub true_market_deviation: BiMap<f32>,
pub true_market_mean: BiMap<f32>,
pub true_market_mean_ratio: RatioDataset,
pub true_market_net_unrealized_profit_and_loss: BiMap<f32>,
pub vaulted_cap: BiMap<f32>,
pub vaulted_price: BiMap<f32>,
pub vaulted_price_ratio: RatioDataset,
pub vaulted_supply: BiMap<f32>,
pub vaulted_supply_net_change: BiMap<f32>,
pub vaulted_supply_3m_net_change: BiMap<f32>,
pub vaultedness: BiMap<f32>,
pub vaulting_rate: BiMap<f32>,
}
impl CointimeDataset {
pub fn import(config: &Config) -> color_eyre::Result<Self> {
let path_dataset = config.path_datasets();
let f = |s: &str| path_dataset.join(s);
let mut s = Self {
min_initial_states: MinInitialStates::default(),
// Inserted
coinblocks_destroyed: HeightMap::new_bin(
1,
MapKind::Inserted,
&f("coinblocks_destroyed"),
),
coinblocks_destroyed_1d_sum: DateMap::new_bin(
1,
MapKind::Inserted,
&f("coinblocks_destroyed_1d_sum"),
),
// Computed
active_cap: BiMap::new_bin(1, MapKind::Computed, &f("active_cap")),
active_price: BiMap::new_bin(1, MapKind::Computed, &f("active_price")),
active_price_ratio: RatioDataset::import(&path_dataset, "active_price", config)?,
active_supply: BiMap::new_bin(1, MapKind::Computed, &f("active_supply")),
active_supply_3m_net_change: BiMap::new_bin(
1,
MapKind::Computed,
&f("active_supply_3m_net_change"),
),
active_supply_net_change: BiMap::new_bin(
1,
MapKind::Computed,
&f("active_supply_net_change"),
),
activity_to_vaultedness_ratio: BiMap::new_bin(
2,
MapKind::Computed,
&f("activity_to_vaultedness_ratio"),
),
coinblocks_created: HeightMap::new_bin(1, MapKind::Computed, &f("coinblocks_created")),
coinblocks_created_1d_sum: DateMap::new_bin(
1,
MapKind::Computed,
&f("coinblocks_created_1d_sum"),
),
coinblocks_stored: HeightMap::new_bin(1, MapKind::Computed, &f("coinblocks_stored")),
coinblocks_stored_1d_sum: DateMap::new_bin(
1,
MapKind::Computed,
&f("coinblocks_stored_1d_sum"),
),
cointime_adjusted_velocity: DateMap::new_bin(
1,
MapKind::Computed,
&f("cointime_adjusted_velocity"),
),
cointime_adjusted_inflation_rate: DateMap::new_bin(
1,
MapKind::Computed,
&f("cointime_adjusted_inflation_rate"),
),
cointime_adjusted_yearly_inflation_rate: DateMap::new_bin(
1,
MapKind::Computed,
&f("cointime_adjusted_yearly_inflation_rate"),
),
cointime_cap: BiMap::new_bin(1, MapKind::Computed, &f("cointime_cap")),
cointime_price: BiMap::new_bin(1, MapKind::Computed, &f("cointime_price")),
cointime_price_ratio: RatioDataset::import(&path_dataset, "cointime_price", config)?,
cointime_value_created: HeightMap::new_bin(
1,
MapKind::Computed,
&f("cointime_value_created"),
),
cointime_value_created_1d_sum: DateMap::new_bin(
1,
MapKind::Computed,
&f("cointime_value_created_1d_sum"),
),
cointime_value_destroyed: HeightMap::new_bin(
1,
MapKind::Computed,
&f("cointime_value_destroyed"),
),
cointime_value_destroyed_1d_sum: DateMap::new_bin(
1,
MapKind::Computed,
&f("cointime_value_destroyed_1d_sum"),
),
cointime_value_stored: HeightMap::new_bin(
1,
MapKind::Computed,
&f("cointime_value_stored"),
),
cointime_value_stored_1d_sum: DateMap::new_bin(
1,
MapKind::Computed,
&f("cointime_value_stored_1d_sum"),
),
concurrent_liveliness: DateMap::new_bin(
1,
MapKind::Computed,
&f("concurrent_liveliness"),
),
concurrent_liveliness_2w_median: DateMap::new_bin(
2,
MapKind::Computed,
&f("concurrent_liveliness_2w_median"),
),
cumulative_coinblocks_created: BiMap::new_bin(
1,
MapKind::Computed,
&f("cumulative_coinblocks_created"),
),
cumulative_coinblocks_destroyed: BiMap::new_bin(
1,
MapKind::Computed,
&f("cumulative_coinblocks_destroyed"),
),
cumulative_coinblocks_stored: BiMap::new_bin(
1,
MapKind::Computed,
&f("cumulative_coinblocks_stored"),
),
investor_cap: BiMap::new_bin(1, MapKind::Computed, &f("investor_cap")),
investorness: BiMap::new_bin(1, MapKind::Computed, &f("investorness")),
liveliness: BiMap::new_bin(1, MapKind::Computed, &f("liveliness")),
liveliness_net_change: BiMap::new_bin(
1,
MapKind::Computed,
&f("liveliness_net_change"),
),
liveliness_net_change_2w_median: BiMap::new_bin(
3,
MapKind::Computed,
&f("liveliness_net_change_2w_median"),
),
producerness: BiMap::new_bin(1, MapKind::Computed, &f("producerness")),
thermo_cap: BiMap::new_bin(1, MapKind::Computed, &f("thermo_cap")),
thermo_cap_to_investor_cap_ratio: BiMap::new_bin(
2,
MapKind::Computed,
&f("thermo_cap_to_investor_cap_ratio"),
),
total_cointime_value_created: BiMap::new_bin(
1,
MapKind::Computed,
&f("total_cointime_value_created"),
),
total_cointime_value_destroyed: BiMap::new_bin(
1,
MapKind::Computed,
&f("total_cointime_value_destroyed"),
),
total_cointime_value_stored: BiMap::new_bin(
1,
MapKind::Computed,
&f("total_cointime_value_stored"),
),
true_market_deviation: BiMap::new_bin(
1,
MapKind::Computed,
&f("true_market_deviation"),
),
true_market_mean: BiMap::new_bin(1, MapKind::Computed, &f("true_market_mean")),
true_market_mean_ratio: RatioDataset::import(
&path_dataset,
"true_market_mean",
config,
)?,
true_market_net_unrealized_profit_and_loss: BiMap::new_bin(
1,
MapKind::Computed,
&f("true_market_net_unrealized_profit_and_loss"),
),
vaulted_cap: BiMap::new_bin(1, MapKind::Computed, &f("vaulted_cap")),
vaulted_price: BiMap::new_bin(1, MapKind::Computed, &f("vaulted_price")),
vaulted_price_ratio: RatioDataset::import(&path_dataset, "vaulted_price", config)?,
vaulted_supply: BiMap::new_bin(1, MapKind::Computed, &f("vaulted_supply")),
vaulted_supply_3m_net_change: BiMap::new_bin(
1,
MapKind::Computed,
&f("vaulted_supply_3m_net_change"),
),
vaulted_supply_net_change: BiMap::new_bin(
1,
MapKind::Computed,
&f("vaulted_supply_net_change"),
),
vaultedness: BiMap::new_bin(1, MapKind::Computed, &f("vaultedness")),
vaulting_rate: BiMap::new_bin(1, MapKind::Computed, &f("vaulting_rate")),
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
pub fn insert(
&mut self,
&InsertData {
height,
date,
satblocks_destroyed,
date_blocks_range,
is_date_last_block,
..
}: &InsertData,
) {
self.coinblocks_destroyed
.insert(height, satblocks_destroyed.to_btc() as f32);
if is_date_last_block {
self.coinblocks_destroyed_1d_sum
.insert(date, self.coinblocks_destroyed.sum_range(date_blocks_range));
}
}
#[allow(clippy::too_many_arguments)]
pub fn compute(
&mut self,
compute_data: &ComputeData,
first_height: &mut DateMap<Height>,
last_height: &mut DateMap<Height>,
closes: &mut BiMap<f32>,
circulating_supply: &mut BiMap<f64>,
realized_cap: &mut BiMap<f32>,
realized_price: &mut BiMap<f32>,
inflation_rate: &mut DateMap<f64>,
yearly_inflation_rate: &mut DateMap<f64>,
annualized_transaction_volume: &mut DateMap<f32>,
cumulative_subsidy_in_dollars: &mut BiMap<f32>,
) {
let &ComputeData { heights, dates, .. } = compute_data;
self.cumulative_coinblocks_destroyed
.height
.multi_insert_cumulative(heights, &mut self.coinblocks_destroyed);
self.cumulative_coinblocks_destroyed
.date
.multi_insert_cumulative(dates, &mut self.coinblocks_destroyed_1d_sum);
self.coinblocks_created.multi_insert_simple_transform(
heights,
&mut circulating_supply.height,
|circulating_supply, _| circulating_supply as f32,
);
self.coinblocks_created_1d_sum.multi_insert_sum_range(
dates,
&self.coinblocks_created,
first_height,
last_height,
);
self.cumulative_coinblocks_created
.height
.multi_insert_cumulative(heights, &mut self.coinblocks_created);
self.cumulative_coinblocks_created
.date
.multi_insert_cumulative(dates, &mut self.coinblocks_created_1d_sum);
self.coinblocks_stored.multi_insert_subtract(
heights,
&mut self.coinblocks_created,
&mut self.coinblocks_destroyed,
);
self.coinblocks_stored_1d_sum.multi_insert_sum_range(
dates,
&self.coinblocks_stored,
first_height,
last_height,
);
self.cumulative_coinblocks_stored
.height
.multi_insert_cumulative(heights, &mut self.coinblocks_stored);
self.cumulative_coinblocks_stored
.date
.multi_insert_cumulative(dates, &mut self.coinblocks_stored_1d_sum);
self.liveliness.multi_insert_divide(
heights,
dates,
&mut self.cumulative_coinblocks_destroyed,
&mut self.cumulative_coinblocks_created,
);
self.vaultedness.multi_insert_simple_transform(
heights,
dates,
&mut self.liveliness,
&|liveliness| 1.0 - liveliness,
);
self.activity_to_vaultedness_ratio.multi_insert_divide(
heights,
dates,
&mut self.liveliness,
&mut self.vaultedness,
);
self.concurrent_liveliness.multi_insert_divide(
dates,
&mut self.coinblocks_destroyed_1d_sum,
&mut self.coinblocks_created_1d_sum,
);
self.concurrent_liveliness_2w_median.multi_insert_median(
dates,
&mut self.concurrent_liveliness,
Some(TWO_WEEK_IN_DAYS),
);
self.liveliness_net_change.multi_insert_net_change(
heights,
dates,
&mut self.liveliness,
ONE_DAY_IN_DAYS,
);
self.liveliness_net_change_2w_median
.multi_insert_net_change(heights, dates, &mut self.liveliness, TWO_WEEK_IN_DAYS);
self.vaulted_supply.multi_insert_multiply(
heights,
dates,
&mut self.vaultedness,
circulating_supply,
);
self.vaulted_supply_net_change.multi_insert_net_change(
heights,
dates,
&mut self.vaulted_supply,
ONE_DAY_IN_DAYS,
);
self.vaulted_supply_3m_net_change.multi_insert_net_change(
heights,
dates,
&mut self.vaulted_supply,
THREE_MONTHS_IN_DAYS,
);
self.vaulting_rate.multi_insert_simple_transform(
heights,
dates,
&mut self.vaulted_supply,
&|vaulted_supply| vaulted_supply * ONE_YEAR_IN_DAYS as f32,
);
self.active_supply.multi_insert_multiply(
heights,
dates,
&mut self.liveliness,
circulating_supply,
);
self.active_supply_net_change.multi_insert_net_change(
heights,
dates,
&mut self.active_supply,
ONE_DAY_IN_DAYS,
);
self.active_supply_3m_net_change.multi_insert_net_change(
heights,
dates,
&mut self.active_supply,
THREE_MONTHS_IN_DAYS,
);
// TODO: Do these
// let min_vaulted_supply = ;
// let max_active_supply = ;
self.cointime_adjusted_inflation_rate.multi_insert_multiply(
dates,
&mut self.activity_to_vaultedness_ratio.date,
inflation_rate,
);
self.cointime_adjusted_yearly_inflation_rate
.multi_insert_multiply(
dates,
&mut self.activity_to_vaultedness_ratio.date,
yearly_inflation_rate,
);
self.cointime_adjusted_velocity.multi_insert_divide(
dates,
annualized_transaction_volume,
&mut self.active_supply.date,
);
// TODO:
// const activeSupplyChangeFromTransactions90dChange =
// createNetChangeLazyDataset(activeSupplyChangeFromTransactions, 90);
// const activeSupplyChangeFromIssuance = createMultipliedLazyDataset(
// lastSubsidy,
// liveliness,
// );
self.thermo_cap.multi_insert_simple_transform(
heights,
dates,
cumulative_subsidy_in_dollars,
&|cumulative_subsidy_in_dollars| cumulative_subsidy_in_dollars,
);
self.investor_cap
.multi_insert_subtract(heights, dates, realized_cap, &mut self.thermo_cap);
self.thermo_cap_to_investor_cap_ratio
.multi_insert_percentage(heights, dates, &mut self.thermo_cap, &mut self.investor_cap);
// TODO:
// const activeSupplyChangeFromIssuance90dChange = createNetChangeLazyDataset(
// activeSupplyChangeFromIssuance,
// 90,
// );
self.active_price
.multi_insert_divide(heights, dates, realized_price, &mut self.liveliness);
self.active_cap.height.multi_insert_multiply(
heights,
&mut self.active_supply.height,
&mut closes.height,
);
self.active_cap.date.multi_insert_multiply(
dates,
&mut self.active_supply.date,
&mut closes.date,
);
self.vaulted_price.multi_insert_divide(
heights,
dates,
realized_price,
&mut self.vaultedness,
);
self.vaulted_cap.height.multi_insert_multiply(
heights,
&mut self.vaulted_supply.height,
&mut closes.height,
);
self.vaulted_cap.date.multi_insert_multiply(
dates,
&mut self.vaulted_supply.date,
&mut closes.date,
);
self.true_market_mean.multi_insert_divide(
heights,
dates,
&mut self.investor_cap,
&mut self.active_supply,
);
self.true_market_deviation.multi_insert_divide(
heights,
dates,
&mut self.active_cap,
&mut self.investor_cap,
);
self.true_market_net_unrealized_profit_and_loss
.height
.multi_insert_complex_transform(
heights,
&mut self.active_cap.height,
|(active_cap, height, ..)| {
let investor_cap = self.investor_cap.height.get(height).unwrap();
(active_cap - investor_cap) / active_cap
},
);
self.true_market_net_unrealized_profit_and_loss
.date
.multi_insert_complex_transform(
dates,
&mut self.active_cap.date,
|(active_cap, date, _, _)| {
let investor_cap = self.investor_cap.date.get(date).unwrap();
(active_cap - investor_cap) / active_cap
},
);
self.investorness
.multi_insert_divide(heights, dates, &mut self.investor_cap, realized_cap);
self.producerness
.multi_insert_divide(heights, dates, &mut self.thermo_cap, realized_cap);
self.cointime_value_destroyed.multi_insert_multiply(
heights,
&mut self.coinblocks_destroyed,
&mut closes.height,
);
self.cointime_value_destroyed_1d_sum.multi_insert_multiply(
dates,
&mut self.coinblocks_destroyed_1d_sum,
&mut closes.date,
);
self.cointime_value_created.multi_insert_multiply(
heights,
&mut self.coinblocks_created,
&mut closes.height,
);
self.cointime_value_created_1d_sum.multi_insert_multiply(
dates,
&mut self.coinblocks_created_1d_sum,
&mut closes.date,
);
self.cointime_value_stored.multi_insert_multiply(
heights,
&mut self.coinblocks_stored,
&mut closes.height,
);
self.cointime_value_stored_1d_sum.multi_insert_multiply(
dates,
&mut self.coinblocks_stored_1d_sum,
&mut closes.date,
);
self.total_cointime_value_created
.height
.multi_insert_cumulative(heights, &mut self.cointime_value_created);
self.total_cointime_value_created
.date
.multi_insert_cumulative(dates, &mut self.cointime_value_created_1d_sum);
self.total_cointime_value_destroyed
.height
.multi_insert_cumulative(heights, &mut self.cointime_value_destroyed);
self.total_cointime_value_destroyed
.date
.multi_insert_cumulative(dates, &mut self.cointime_value_destroyed_1d_sum);
self.total_cointime_value_stored
.height
.multi_insert_cumulative(heights, &mut self.cointime_value_stored);
self.total_cointime_value_stored
.date
.multi_insert_cumulative(dates, &mut self.cointime_value_stored_1d_sum);
self.cointime_price.multi_insert_divide(
heights,
dates,
&mut self.total_cointime_value_destroyed,
&mut self.cumulative_coinblocks_stored,
);
self.cointime_cap.multi_insert_multiply(
heights,
dates,
&mut self.cointime_price,
circulating_supply,
);
self.active_price_ratio
.compute(compute_data, closes, &mut self.active_price);
self.cointime_price_ratio
.compute(compute_data, closes, &mut self.cointime_price);
self.true_market_mean_ratio
.compute(compute_data, closes, &mut self.true_market_mean);
self.vaulted_price_ratio
.compute(compute_data, closes, &mut self.vaulted_price);
}
}
impl AnyDataset for CointimeDataset {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
}
+50
View File
@@ -0,0 +1,50 @@
use allocative::Allocative;
use struct_iterable::Iterable;
use crate::structs::{BiMap, Config, MapKind};
use super::{AnyDataset, ComputeData, MinInitialStates};
#[derive(Allocative, Iterable)]
pub struct ConstantDataset {
min_initial_states: MinInitialStates,
pub _0: BiMap<u16>,
pub _1: BiMap<u16>,
pub _50: BiMap<u16>,
pub _100: BiMap<u16>,
}
impl ConstantDataset {
pub fn import(config: &Config) -> color_eyre::Result<Self> {
let f = |s: &str| config.path_datasets().join(s);
let mut s = Self {
min_initial_states: MinInitialStates::default(),
// Computed
_0: BiMap::new_bin(1, MapKind::Computed, &f("0")),
_1: BiMap::new_bin(1, MapKind::Computed, &f("1")),
_50: BiMap::new_bin(1, MapKind::Computed, &f("50")),
_100: BiMap::new_bin(1, MapKind::Computed, &f("100")),
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
pub fn compute(&mut self, &ComputeData { heights, dates, .. }: &ComputeData) {
self._0.multi_insert_const(heights, dates, 0);
self._1.multi_insert_const(heights, dates, 1);
self._50.multi_insert_const(heights, dates, 50);
self._100.multi_insert_const(heights, dates, 100);
}
}
impl AnyDataset for ConstantDataset {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
}
@@ -1,34 +1,35 @@
use allocative::Allocative;
use struct_iterable::Iterable;
use crate::{
datasets::AnyDataset,
structs::{AnyDateMap, DateMap},
parser::datasets::AnyDataset,
structs::{Config, DateMap, Height, MapKind},
};
use super::{InsertData, MinInitialStates};
#[derive(Allocative)]
#[derive(Allocative, Iterable)]
pub struct DateMetadataDataset {
min_initial_states: MinInitialStates,
// Inserted
pub first_height: DateMap<usize>,
pub last_height: DateMap<usize>,
pub first_height: DateMap<Height>,
pub last_height: DateMap<Height>,
}
impl DateMetadataDataset {
pub fn import(parent_path: &str) -> color_eyre::Result<Self> {
let f = |s: &str| format!("{parent_path}/{s}");
pub fn import(config: &Config) -> color_eyre::Result<Self> {
let f = |s: &str| config.path_datasets().join(s);
let mut s = Self {
min_initial_states: MinInitialStates::default(),
first_height: DateMap::new_bin(1, &f("first_height")),
last_height: DateMap::new_bin(1, &f("last_height")),
// Inserted
first_height: DateMap::new_bin(1, MapKind::Inserted, &f("first_height")),
last_height: DateMap::new_bin(1, MapKind::Inserted, &f("last_height")),
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s));
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
@@ -49,14 +50,6 @@ impl DateMetadataDataset {
}
impl AnyDataset for DateMetadataDataset {
fn to_inserted_date_map_vec(&self) -> Vec<&(dyn AnyDateMap + Send + Sync)> {
vec![&self.first_height, &self.last_height]
}
fn to_inserted_mut_date_map_vec(&mut self) -> Vec<&mut dyn AnyDateMap> {
vec![&mut self.first_height, &mut self.last_height]
}
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
+760
View File
@@ -0,0 +1,760 @@
use allocative::Allocative;
use itertools::Itertools;
use ordered_float::OrderedFloat;
use struct_iterable::Iterable;
use crate::{
parser::datasets::AnyDataset,
structs::{Amount, BiMap, Config, DateMap, Height, HeightMap, MapKey, MapKind},
utils::{
BYTES_IN_MB, ONE_DAY_IN_DAYS, ONE_MONTH_IN_DAYS, ONE_WEEK_IN_DAYS, ONE_YEAR_IN_DAYS,
TARGET_BLOCKS_PER_DAY,
},
};
use super::{
ComputeData, DateRecapDataset, InsertData, MinInitialStates, RecapDataset, RecapOptions,
};
#[derive(Allocative, Iterable)]
pub struct MiningDataset {
min_initial_states: MinInitialStates,
// Inserted
pub blocks_mined: DateMap<usize>,
pub total_blocks_mined: DateMap<usize>,
pub coinbase: HeightMap<f64>,
pub coinbase_1d_sum: DateMap<f64>,
pub coinbase_in_dollars: HeightMap<f32>,
pub coinbase_in_dollars_1d_sum: DateMap<f32>,
pub fees: HeightMap<f64>,
pub fees_1d_sum: DateMap<f64>,
pub fees_in_dollars: HeightMap<f32>,
pub fees_in_dollars_1d_sum: DateMap<f32>,
// Raw
// pub average_fee_paid: BiMap<f32>,
// pub max_fee_paid: BiMap<f32>,
// pub _90th_percentile_fee_paid: BiMap<f32>,
// pub _75th_percentile_fee_paid: BiMap<f32>,
// pub median_fee_paid: BiMap<f32>,
// pub _25th_percentile_fee_paid: BiMap<f32>,
// pub _10th_percentile_fee_paid: BiMap<f32>,
// pub min_fee_paid: BiMap<f32>,
// sat/vB
// pub average_fee_price: BiMap<f32>,
// pub max_fee_price: BiMap<f32>,
// pub _90th_percentile_fee_price: BiMap<f32>,
// pub _75th_percentile_fee_price: BiMap<f32>,
// pub median_fee_price: BiMap<f32>,
// pub _25th_percentile_fee_price: BiMap<f32>,
// pub _10th_percentile_fee_price: BiMap<f32>,
// pub min_fee_price: BiMap<f32>,
// -
pub subsidy: HeightMap<f64>,
pub subsidy_1d_sum: DateMap<f64>,
pub subsidy_in_dollars: HeightMap<f32>,
pub subsidy_in_dollars_1d_sum: DateMap<f32>,
pub last_coinbase: DateMap<f64>,
pub last_coinbase_in_dollars: DateMap<f32>,
pub last_fees: DateMap<f64>,
pub last_fees_in_dollars: DateMap<f32>,
pub last_subsidy: DateMap<f64>,
pub last_subsidy_in_dollars: DateMap<f32>,
pub difficulty: BiMap<f64>,
pub block_size: HeightMap<f32>, // in MB
pub block_weight: HeightMap<f32>, // in MB
pub block_vbytes: HeightMap<u64>,
pub block_interval: HeightMap<u32>, // in s
// Computed
pub annualized_issuance: DateMap<f64>, // Same as subsidy_1y_sum
pub blocks_mined_1d_target: DateMap<usize>,
pub blocks_mined_1m_sma: DateMap<f32>,
pub blocks_mined_1m_sum: DateMap<usize>,
pub blocks_mined_1m_target: DateMap<usize>,
pub blocks_mined_1w_sma: DateMap<f32>,
pub blocks_mined_1w_sum: DateMap<usize>,
pub blocks_mined_1w_target: DateMap<usize>,
pub blocks_mined_1y_sum: DateMap<usize>,
pub blocks_mined_1y_target: DateMap<usize>,
pub cumulative_block_size: BiMap<f32>,
pub cumulative_block_size_gigabytes: BiMap<f32>,
pub subsidy_1y_sum: DateMap<f64>,
pub subsidy_in_dollars_1y_sum: DateMap<f64>,
pub cumulative_subsidy: BiMap<f64>,
pub cumulative_subsidy_in_dollars: BiMap<f32>,
pub coinbase_1y_sum: DateMap<f64>,
pub coinbase_in_dollars_1y_sum: DateMap<f64>,
pub coinbase_in_dollars_1d_sum_1y_sma: DateMap<f32>,
pub cumulative_coinbase: BiMap<f64>,
pub cumulative_coinbase_in_dollars: BiMap<f32>,
pub fees_1y_sum: DateMap<f64>,
pub fees_in_dollars_1y_sum: DateMap<f64>,
pub cumulative_fees: BiMap<f64>,
pub cumulative_fees_in_dollars: BiMap<f32>,
pub inflation_rate: DateMap<f64>,
pub yearly_inflation_rate: DateMap<f64>,
pub subsidy_to_coinbase_ratio: HeightMap<f64>,
pub subsidy_to_coinbase_1d_ratio: DateMap<f64>,
pub fees_to_coinbase_ratio: HeightMap<f64>,
pub fees_to_coinbase_1d_ratio: DateMap<f64>,
pub hash_rate: DateMap<f64>,
pub hash_rate_1w_sma: DateMap<f32>,
pub hash_rate_1m_sma: DateMap<f32>,
pub hash_rate_2m_sma: DateMap<f32>,
pub hash_price: DateMap<f64>,
pub hash_price_min: DateMap<f64>,
pub hash_price_rebound: DateMap<f64>,
pub difficulty_adjustment: DateMap<f64>,
pub block_size_recap: DateRecapDataset<f32>, // in MB
pub block_weight_recap: DateRecapDataset<f32>, // in MB
pub block_vbytes_recap: DateRecapDataset<u64>,
pub block_interval_recap: DateRecapDataset<u32>, // in s
pub puell_multiple: DateMap<f32>,
// pub hash_price_in_dollars: DateMap<f64>,
// pub hash_price_30d_volatility: BiMap<f32>,
// difficulty_adjustment
// next_difficulty_adjustment
// op return fees
// inscriptions fees
// until adjustement
// until halving in days
// until halving in blocks
}
impl MiningDataset {
pub fn import(config: &Config) -> color_eyre::Result<Self> {
let f = |s: &str| config.path_datasets().join(s);
let mut s = Self {
min_initial_states: MinInitialStates::default(),
// ---
// Inserted
// ---
total_blocks_mined: DateMap::new_bin(1, MapKind::Inserted, &f("total_blocks_mined")),
blocks_mined: DateMap::new_bin(1, MapKind::Inserted, &f("blocks_mined")),
coinbase: HeightMap::new_bin(1, MapKind::Inserted, &f("coinbase")),
coinbase_1d_sum: DateMap::new_bin(1, MapKind::Inserted, &f("coinbase_1d_sum")),
coinbase_in_dollars: HeightMap::new_bin(
1,
MapKind::Inserted,
&f("coinbase_in_dollars"),
),
coinbase_in_dollars_1d_sum: DateMap::new_bin(
1,
MapKind::Inserted,
&f("coinbase_in_dollars_1d_sum"),
),
fees: HeightMap::new_bin(1, MapKind::Inserted, &f("fees")),
fees_1d_sum: DateMap::new_bin(1, MapKind::Inserted, &f("fees_1d_sum")),
fees_in_dollars: HeightMap::new_bin(1, MapKind::Inserted, &f("fees_in_dollars")),
fees_in_dollars_1d_sum: DateMap::new_bin(
1,
MapKind::Inserted,
&f("fees_in_dollars_1d_sum"),
),
subsidy: HeightMap::new_bin(1, MapKind::Inserted, &f("subsidy")),
subsidy_1d_sum: DateMap::new_bin(1, MapKind::Inserted, &f("subsidy_1d_sum")),
subsidy_in_dollars: HeightMap::new_bin(1, MapKind::Inserted, &f("subsidy_in_dollars")),
subsidy_in_dollars_1d_sum: DateMap::new_bin(
1,
MapKind::Inserted,
&f("subsidy_in_dollars_1d_sum"),
),
last_subsidy: DateMap::new_bin(1, MapKind::Inserted, &f("last_subsidy")),
last_subsidy_in_dollars: DateMap::new_bin(
1,
MapKind::Inserted,
&f("last_subsidy_in_dollars"),
),
last_coinbase: DateMap::new_bin(1, MapKind::Inserted, &f("last_coinbase")),
last_coinbase_in_dollars: DateMap::new_bin(
1,
MapKind::Inserted,
&f("last_coinbase_in_dollars"),
),
last_fees: DateMap::new_bin(1, MapKind::Inserted, &f("last_fees")),
last_fees_in_dollars: DateMap::new_bin(
1,
MapKind::Inserted,
&f("last_fees_in_dollars"),
),
difficulty: BiMap::new_bin(1, MapKind::Inserted, &f("difficulty")),
block_size: HeightMap::new_bin(1, MapKind::Inserted, &f("block_size")),
block_weight: HeightMap::new_bin(1, MapKind::Inserted, &f("block_weight")),
block_vbytes: HeightMap::new_bin(1, MapKind::Inserted, &f("block_vbytes")),
block_interval: HeightMap::new_bin(2, MapKind::Inserted, &f("block_interval")),
// ---
// Computed
// ---
coinbase_1y_sum: DateMap::new_bin(1, MapKind::Computed, &f("coinbase_1y_sum")),
coinbase_in_dollars_1y_sum: DateMap::new_bin(
1,
MapKind::Computed,
&f("coinbase_in_dollars_1y_sum"),
),
coinbase_in_dollars_1d_sum_1y_sma: DateMap::new_bin(
1,
MapKind::Computed,
&f("coinbase_in_dollars_1d_sum_1y_sma"),
),
cumulative_coinbase: BiMap::new_bin(1, MapKind::Computed, &f("cumulative_coinbase")),
cumulative_coinbase_in_dollars: BiMap::new_bin(
1,
MapKind::Computed,
&f("cumulative_coinbase_in_dollars"),
),
fees_1y_sum: DateMap::new_bin(1, MapKind::Computed, &f("fees_1y_sum")),
fees_in_dollars_1y_sum: DateMap::new_bin(
1,
MapKind::Computed,
&f("fees_in_dollars_1y_sum"),
),
cumulative_fees: BiMap::new_bin(1, MapKind::Computed, &f("cumulative_fees")),
cumulative_fees_in_dollars: BiMap::new_bin(
1,
MapKind::Computed,
&f("cumulative_fees_in_dollars"),
),
subsidy_1y_sum: DateMap::new_bin(1, MapKind::Computed, &f("subsidy_1y_sum")),
subsidy_in_dollars_1y_sum: DateMap::new_bin(
1,
MapKind::Computed,
&f("subsidy_in_dollars_1y_sum"),
),
cumulative_subsidy: BiMap::new_bin(1, MapKind::Computed, &f("cumulative_subsidy")),
cumulative_subsidy_in_dollars: BiMap::new_bin(
1,
MapKind::Computed,
&f("cumulative_subsidy_in_dollars"),
),
subsidy_to_coinbase_ratio: HeightMap::new_bin(
1,
MapKind::Computed,
&f("subsidy_to_coinbase_ratio"),
),
subsidy_to_coinbase_1d_ratio: DateMap::new_bin(
1,
MapKind::Computed,
&f("subsidy_to_coinbase_1d_ratio"),
),
fees_to_coinbase_ratio: HeightMap::new_bin(
1,
MapKind::Computed,
&f("fees_to_coinbase_ratio"),
),
fees_to_coinbase_1d_ratio: DateMap::new_bin(
1,
MapKind::Computed,
&f("fees_to_coinbase_1d_ratio"),
),
annualized_issuance: DateMap::new_bin(1, MapKind::Computed, &f("annualized_issuance")),
inflation_rate: DateMap::new_bin(2, MapKind::Computed, &f("inflation_rate")),
yearly_inflation_rate: DateMap::new_bin(
1,
MapKind::Computed,
&f("yearly_inflation_rate"),
),
blocks_mined_1d_target: DateMap::new_bin(
1,
MapKind::Computed,
&f("blocks_mined_1d_target"),
),
blocks_mined_1w_sma: DateMap::new_bin(1, MapKind::Computed, &f("blocks_mined_1w_sma")),
blocks_mined_1m_sma: DateMap::new_bin(1, MapKind::Computed, &f("blocks_mined_1m_sma")),
blocks_mined_1w_sum: DateMap::new_bin(1, MapKind::Computed, &f("blocks_mined_1w_sum")),
blocks_mined_1m_sum: DateMap::new_bin(1, MapKind::Computed, &f("blocks_mined_1m_sum")),
blocks_mined_1y_sum: DateMap::new_bin(1, MapKind::Computed, &f("blocks_mined_1y_sum")),
blocks_mined_1w_target: DateMap::new_bin(
1,
MapKind::Computed,
&f("blocks_mined_1w_target"),
),
blocks_mined_1m_target: DateMap::new_bin(
1,
MapKind::Computed,
&f("blocks_mined_1m_target"),
),
blocks_mined_1y_target: DateMap::new_bin(
1,
MapKind::Computed,
&f("blocks_mined_1y_target"),
),
difficulty_adjustment: DateMap::new_bin(
1,
MapKind::Computed,
&f("difficulty_adjustment"),
),
block_size_recap: RecapDataset::import(
&f("block_size_1d"),
RecapOptions::default()
.add_sum()
.add_average()
.add_max()
.add_90p()
.add_75p()
.add_median()
.add_25p()
.add_10p()
.add_min(),
)?,
cumulative_block_size: BiMap::new_bin(
1,
MapKind::Computed,
&f("cumulative_block_size"),
),
cumulative_block_size_gigabytes: BiMap::new_bin(
1,
MapKind::Computed,
&f("cumulative_block_size_gigabytes"),
),
block_weight_recap: RecapDataset::import(
&f("block_weight_1d"),
RecapOptions::default()
.add_average()
.add_max()
.add_90p()
.add_75p()
.add_median()
.add_25p()
.add_10p()
.add_min(),
)?,
block_vbytes_recap: RecapDataset::import(
&f("block_vbytes_1d"),
RecapOptions::default()
.add_average()
.add_max()
.add_90p()
.add_75p()
.add_median()
.add_25p()
.add_10p()
.add_min(),
)?,
block_interval_recap: RecapDataset::import(
&f("block_interval_1d"),
RecapOptions::default()
.add_average()
.add_max()
.add_90p()
.add_75p()
.add_median()
.add_25p()
.add_10p()
.add_min(),
)?,
hash_rate: DateMap::new_bin(1, MapKind::Computed, &f("hash_rate")),
hash_rate_1w_sma: DateMap::new_bin(1, MapKind::Computed, &f("hash_rate_1w_sma")),
hash_rate_1m_sma: DateMap::new_bin(1, MapKind::Computed, &f("hash_rate_1m_sma")),
hash_rate_2m_sma: DateMap::new_bin(1, MapKind::Computed, &f("hash_rate_2m_sma")),
hash_price: DateMap::new_bin(1, MapKind::Computed, &f("hash_price")),
hash_price_min: DateMap::new_bin(1, MapKind::Computed, &f("hash_price_min")),
hash_price_rebound: DateMap::new_bin(1, MapKind::Computed, &f("hash_price_rebound")),
puell_multiple: DateMap::new_bin(1, MapKind::Computed, &f("puell_multiple")),
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
pub fn insert(
&mut self,
&InsertData {
date_first_height,
height,
coinbase,
fees,
date_blocks_range,
is_date_last_block,
block_price,
date,
difficulty,
block_size,
block_vbytes,
block_weight,
block_interval,
..
}: &InsertData,
) {
self.coinbase.insert(height, coinbase.to_btc());
let coinbase_in_dollars = self
.coinbase_in_dollars
.insert(height, (block_price * coinbase).to_dollar() as f32);
let sumed_fees = Amount::from_sat(fees.iter().map(|amount| amount.to_sat()).sum());
self.fees.insert(height, sumed_fees.to_btc());
let sumed_fees_in_dollars = self
.fees_in_dollars
.insert(height, (block_price * sumed_fees).to_dollar() as f32);
let subsidy = coinbase - sumed_fees;
self.subsidy.insert(height, subsidy.to_btc());
let subsidy_in_dollars = self
.subsidy_in_dollars
.insert(height, (block_price * subsidy).to_dollar() as f32);
self.difficulty.height.insert(height, difficulty);
self.block_size
.insert(height, block_size as f32 / BYTES_IN_MB as f32);
self.block_weight
.insert(height, block_weight as f32 / BYTES_IN_MB as f32);
self.block_vbytes.insert(height, block_vbytes);
self.block_interval.insert(height, *block_interval);
if is_date_last_block {
self.coinbase_1d_sum
.insert(date, self.coinbase.sum_range(date_blocks_range));
self.coinbase_in_dollars_1d_sum
.insert(date, self.coinbase_in_dollars.sum_range(date_blocks_range));
self.fees_1d_sum
.insert(date, self.fees.sum_range(date_blocks_range));
self.fees_in_dollars_1d_sum
.insert(date, self.fees_in_dollars.sum_range(date_blocks_range));
self.subsidy_1d_sum
.insert(date, self.subsidy.sum_range(date_blocks_range));
self.subsidy_in_dollars_1d_sum
.insert(date, self.subsidy_in_dollars.sum_range(date_blocks_range));
self.last_coinbase.insert(date, coinbase.to_btc());
self.last_coinbase_in_dollars
.insert(date, coinbase_in_dollars);
self.last_subsidy.insert(date, subsidy.to_btc());
self.last_subsidy_in_dollars
.insert(date, subsidy_in_dollars);
self.last_fees.insert(date, sumed_fees.to_btc());
self.last_fees_in_dollars
.insert(date, sumed_fees_in_dollars);
let total_blocks_mined = self.total_blocks_mined.insert(date, height.to_usize() + 1);
self.blocks_mined
.insert(date, total_blocks_mined - date_first_height.to_usize());
self.difficulty.date.insert(date, difficulty);
}
}
pub fn compute(
&mut self,
&ComputeData { heights, dates, .. }: &ComputeData,
first_height: &mut DateMap<Height>,
last_height: &mut DateMap<Height>,
) {
self.blocks_mined_1w_sum.multi_insert_last_x_sum(
dates,
&mut self.blocks_mined,
ONE_WEEK_IN_DAYS,
);
self.blocks_mined_1m_sum.multi_insert_last_x_sum(
dates,
&mut self.blocks_mined,
ONE_MONTH_IN_DAYS,
);
self.blocks_mined_1y_sum.multi_insert_last_x_sum(
dates,
&mut self.blocks_mined,
ONE_YEAR_IN_DAYS,
);
self.subsidy_1y_sum.multi_insert_last_x_sum(
dates,
&mut self.subsidy_1d_sum,
ONE_YEAR_IN_DAYS,
);
self.subsidy_in_dollars_1y_sum.multi_insert_last_x_sum(
dates,
&mut self.subsidy_in_dollars_1d_sum,
ONE_YEAR_IN_DAYS,
);
self.cumulative_subsidy
.height
.multi_insert_cumulative(heights, &mut self.subsidy);
self.cumulative_subsidy
.date
.multi_insert_cumulative(dates, &mut self.subsidy_1d_sum);
self.cumulative_subsidy_in_dollars
.height
.multi_insert_cumulative(heights, &mut self.subsidy_in_dollars);
self.cumulative_subsidy_in_dollars
.date
.multi_insert_cumulative(dates, &mut self.subsidy_in_dollars_1d_sum);
self.fees_1y_sum
.multi_insert_last_x_sum(dates, &mut self.fees_1d_sum, ONE_YEAR_IN_DAYS);
self.fees_in_dollars_1y_sum.multi_insert_last_x_sum(
dates,
&mut self.fees_in_dollars_1d_sum,
ONE_YEAR_IN_DAYS,
);
self.cumulative_fees
.height
.multi_insert_cumulative(heights, &mut self.fees);
self.cumulative_fees
.date
.multi_insert_cumulative(dates, &mut self.fees_1d_sum);
self.cumulative_fees_in_dollars
.height
.multi_insert_cumulative(heights, &mut self.fees_in_dollars);
self.cumulative_fees_in_dollars
.date
.multi_insert_cumulative(dates, &mut self.fees_in_dollars_1d_sum);
self.coinbase_1y_sum.multi_insert_last_x_sum(
dates,
&mut self.coinbase_1d_sum,
ONE_YEAR_IN_DAYS,
);
self.coinbase_in_dollars_1y_sum.multi_insert_last_x_sum(
dates,
&mut self.coinbase_in_dollars_1d_sum,
ONE_YEAR_IN_DAYS,
);
self.coinbase_in_dollars_1d_sum_1y_sma
.multi_insert_simple_average(
dates,
&mut self.coinbase_in_dollars_1d_sum,
ONE_YEAR_IN_DAYS,
);
self.cumulative_coinbase
.height
.multi_insert_cumulative(heights, &mut self.coinbase);
self.cumulative_coinbase
.date
.multi_insert_cumulative(dates, &mut self.coinbase_1d_sum);
self.cumulative_coinbase_in_dollars
.height
.multi_insert_cumulative(heights, &mut self.coinbase_in_dollars);
self.cumulative_coinbase_in_dollars
.date
.multi_insert_cumulative(dates, &mut self.coinbase_in_dollars_1d_sum);
self.subsidy_to_coinbase_ratio.multi_insert_percentage(
heights,
&mut self.subsidy,
&mut self.coinbase,
);
self.subsidy_to_coinbase_1d_ratio.multi_insert_percentage(
dates,
&mut self.subsidy_1d_sum,
&mut self.coinbase_1d_sum,
);
self.fees_to_coinbase_ratio.multi_insert_percentage(
heights,
&mut self.fees,
&mut self.coinbase,
);
self.fees_to_coinbase_1d_ratio.multi_insert_percentage(
dates,
&mut self.fees_1d_sum,
&mut self.coinbase_1d_sum,
);
self.annualized_issuance.multi_insert_last_x_sum(
dates,
&mut self.subsidy_1d_sum,
ONE_YEAR_IN_DAYS,
);
self.inflation_rate.multi_insert_simple_transform(
dates,
&mut self.subsidy_1d_sum,
|subsidy_1d_sum, date| {
subsidy_1d_sum * ONE_YEAR_IN_DAYS as f64
/ self.cumulative_subsidy.date.get_or_import(date).unwrap()
* 100.0
},
);
self.yearly_inflation_rate.multi_insert_percentage(
dates,
&mut self.annualized_issuance,
&mut self.cumulative_subsidy.date,
);
self.blocks_mined_1d_target
.multi_insert_const(dates, TARGET_BLOCKS_PER_DAY);
self.blocks_mined_1w_target
.multi_insert_const(dates, ONE_WEEK_IN_DAYS * TARGET_BLOCKS_PER_DAY);
self.blocks_mined_1m_target
.multi_insert_const(dates, ONE_MONTH_IN_DAYS * TARGET_BLOCKS_PER_DAY);
self.blocks_mined_1y_target
.multi_insert_const(dates, ONE_YEAR_IN_DAYS * TARGET_BLOCKS_PER_DAY);
self.blocks_mined_1w_sma.multi_insert_simple_average(
dates,
&mut self.blocks_mined,
ONE_WEEK_IN_DAYS,
);
self.blocks_mined_1m_sma.multi_insert_simple_average(
dates,
&mut self.blocks_mined,
ONE_MONTH_IN_DAYS,
);
self.cumulative_block_size
.height
.multi_insert_cumulative(heights, &mut self.block_size);
self.cumulative_block_size.date.multi_insert_last(
dates,
&mut self.cumulative_block_size.height,
last_height,
);
self.cumulative_block_size
.height
.multi_insert_cumulative(heights, &mut self.block_size);
self.cumulative_block_size_gigabytes
.multi_insert_simple_transform(heights, dates, &mut self.cumulative_block_size, &|v| {
v / 1000.0
});
// https://hashrateindex.com/blog/what-is-bitcoins-hashrate/
self.hash_rate.multi_insert(dates, |date| {
let blocks_mined = self.blocks_mined.get_or_import(date).unwrap();
let difficulty = self.difficulty.date.get_or_import(date).unwrap();
(blocks_mined as f64 / (date.get_day_completion() * TARGET_BLOCKS_PER_DAY as f64)
* difficulty
* 2.0_f64.powi(32))
/ 600.0
/ 1_000_000_000_000_000_000.0
});
self.hash_rate_1w_sma.multi_insert_simple_average(
dates,
&mut self.hash_rate,
ONE_WEEK_IN_DAYS,
);
self.hash_rate_1m_sma.multi_insert_simple_average(
dates,
&mut self.hash_rate,
ONE_MONTH_IN_DAYS,
);
self.hash_rate_2m_sma.multi_insert_simple_average(
dates,
&mut self.hash_rate,
2 * ONE_MONTH_IN_DAYS,
);
self.hash_price.multi_insert(dates, |date| {
let coinbase_in_dollars = self.coinbase_in_dollars_1d_sum.get_or_import(date).unwrap();
let hash_rate = self.hash_rate.get_or_import(date).unwrap();
coinbase_in_dollars as f64 / hash_rate / 1_000.0
});
self.hash_price_min
.multi_insert_min(dates, &mut self.hash_price, 0.0);
self.hash_price_rebound.multi_insert_percentage(
dates,
&mut self.hash_price,
&mut self.hash_price_min,
);
self.puell_multiple.multi_insert_divide(
dates,
&mut self.coinbase_in_dollars_1d_sum,
&mut self.coinbase_in_dollars_1d_sum_1y_sma,
);
self.puell_multiple.multi_insert_divide(
dates,
&mut self.coinbase_in_dollars_1d_sum,
&mut self.coinbase_in_dollars_1d_sum_1y_sma,
);
self.difficulty_adjustment.multi_insert_percentage_change(
dates,
&mut self.difficulty.date,
ONE_DAY_IN_DAYS,
);
dates.iter().for_each(|date| {
let first = first_height.get_or_import(date).unwrap();
let last = last_height.get_or_import(date).unwrap();
self.block_size_recap.compute(
*date,
&mut self
.block_size
.get_or_import_range_inclusive(first, last)
.into_iter()
.map(OrderedFloat)
.collect_vec(),
);
self.block_weight_recap.compute(
*date,
&mut self
.block_weight
.get_or_import_range_inclusive(first, last)
.into_iter()
.map(OrderedFloat)
.collect_vec(),
);
self.block_vbytes_recap.compute(
*date,
&mut self.block_vbytes.get_or_import_range_inclusive(first, last),
);
self.block_interval_recap.compute(
*date,
&mut self
.block_interval
.get_or_import_range_inclusive(first, last),
);
})
}
}
impl AnyDataset for MiningDataset {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
}
@@ -4,6 +4,7 @@ use allocative::Allocative;
use itertools::Itertools;
use log::info;
use rayon::prelude::*;
mod _traits;
@@ -28,49 +29,52 @@ pub use constant::*;
pub use date_metadata::*;
pub use mining::*;
pub use price::*;
use serde_json::Value;
pub use subs::*;
pub use transaction::*;
pub use utxo::*;
use crate::{
databases::Databases,
io::Json,
states::{
AddressCohortsInputStates,
AddressCohortsOneShotStates,
AddressCohortsRealizedStates,
States,
UTXOCohortsOneShotStates,
// UTXOCohortsReceivedStates,
UTXOCohortsSentStates,
parser::{
databases::Databases,
states::{
AddressCohortsInputStates,
AddressCohortsOneShotStates,
AddressCohortsRealizedStates,
States,
UTXOCohortsOneShotStates,
// UTXOCohortsReceivedStates,
UTXOCohortsSentStates,
},
},
structs::{Price, WAmount, WNaiveDate},
structs::{Amount, Config, Date, Height, Price, Timestamp},
};
pub struct InsertData<'a> {
pub address_cohorts_input_states: &'a Option<AddressCohortsInputStates>,
pub address_cohorts_one_shot_states: &'a Option<AddressCohortsOneShotStates>,
pub address_cohorts_realized_states: &'a Option<AddressCohortsRealizedStates>,
pub amount_sent: WAmount,
pub block_interval: u32,
pub amount_sent: Amount,
pub block_interval: Timestamp,
pub block_price: Price,
pub block_size: usize,
pub block_vbytes: u64,
pub block_weight: u64,
pub coinbase: WAmount,
pub coinbase: Amount,
pub compute_addresses: bool,
pub databases: &'a Databases,
pub date: WNaiveDate,
pub date_blocks_range: &'a RangeInclusive<usize>,
pub date_first_height: usize,
pub date: Date,
pub date_blocks_range: &'a RangeInclusive<u32>,
pub date_first_height: Height,
pub difficulty: f64,
pub fees: &'a Vec<WAmount>,
pub height: usize,
pub fees: &'a Vec<Amount>,
pub height: Height,
pub is_date_last_block: bool,
pub satblocks_destroyed: WAmount,
pub satdays_destroyed: WAmount,
pub satblocks_destroyed: Amount,
pub satdays_destroyed: Amount,
pub states: &'a States,
pub timestamp: u32,
pub timestamp: Timestamp,
pub transaction_count: usize,
pub utxo_cohorts_one_shot_states: &'a UTXOCohortsOneShotStates,
// pub utxo_cohorts_received_states: &'a UTXOCohortsReceivedStates,
@@ -78,12 +82,12 @@ pub struct InsertData<'a> {
}
pub struct ComputeData<'a> {
pub heights: &'a [usize],
pub dates: &'a [WNaiveDate],
pub heights: &'a [Height],
pub dates: &'a [Date],
}
#[derive(Allocative)]
pub struct AllDatasets {
pub struct Datasets {
min_initial_states: MinInitialStates,
pub constant: ConstantDataset,
@@ -98,29 +102,27 @@ pub struct AllDatasets {
pub utxo: UTXODatasets,
}
impl AllDatasets {
pub fn import() -> color_eyre::Result<Self> {
let path = "../datasets";
impl Datasets {
pub fn import(config: &Config) -> color_eyre::Result<Self> {
let price = PriceDatasets::import(config)?;
let price = PriceDatasets::import(path)?;
let constant = ConstantDataset::import(config)?;
let constant = ConstantDataset::import(path)?;
let date_metadata = DateMetadataDataset::import(config)?;
let date_metadata = DateMetadataDataset::import(path)?;
let cointime = CointimeDataset::import(config)?;
let cointime = CointimeDataset::import(path)?;
let coindays = CoindaysDataset::import(config)?;
let coindays = CoindaysDataset::import(path)?;
let mining = MiningDataset::import(config)?;
let mining = MiningDataset::import(path)?;
let block_metadata = BlockMetadataDataset::import(config)?;
let block_metadata = BlockMetadataDataset::import(path)?;
let transaction = TransactionDataset::import(config)?;
let transaction = TransactionDataset::import(path)?;
let address = AddressDatasets::import(config)?;
let address = AddressDatasets::import(path)?;
let utxo = UTXODatasets::import(path)?;
let utxo = UTXODatasets::import(config)?;
let mut s = Self {
min_initial_states: MinInitialStates::default(),
@@ -137,16 +139,22 @@ impl AllDatasets {
utxo,
};
s.min_initial_states
.consume(MinInitialStates::compute_from_datasets(&s));
s.set_initial_states(config);
s.export_path_to_type()?;
info!("Imported datasets");
Ok(s)
}
fn set_initial_states(&mut self, config: &Config) {
self.min_initial_states
.consume(MinInitialStates::compute_from_datasets(self, config));
}
pub fn insert(&mut self, insert_data: InsertData) {
self.address.insert(&insert_data);
if insert_data.compute_addresses {
self.address.insert(&insert_data);
}
self.utxo.insert(&insert_data);
@@ -199,8 +207,11 @@ impl AllDatasets {
}
if self.mining.should_compute(&compute_data) {
self.mining
.compute(&compute_data, &mut self.date_metadata.last_height);
self.mining.compute(
&compute_data,
&mut self.date_metadata.first_height,
&mut self.date_metadata.last_height,
);
}
// No compute needed for now
@@ -209,33 +220,18 @@ impl AllDatasets {
self.address.compute(
&compute_data,
&mut self.price.closes,
&mut self.price.close,
&mut self.mining.cumulative_subsidy,
&mut self.price.market_cap,
);
self.utxo.compute(
&compute_data,
&mut self.price.closes,
&mut self.price.close,
&mut self.mining.cumulative_subsidy,
&mut self.price.market_cap,
);
// No compute needed for now
// if self.block_metadata.should_compute(height, date) {
// self.block_metadata.compute(&compute_data);
// }
// No compute needed for now
// if self.date_metadata.should_compute(height, date) {
// self.date_metadata.compute(&compute_data);
// }
// No compute needed for now
// if self.coindays.should_compute(height, date) {
// self.coindays.compute(&compute_data);
// }
if self.transaction.should_compute(&compute_data) {
self.transaction.compute(
&compute_data,
@@ -249,10 +245,11 @@ impl AllDatasets {
&compute_data,
&mut self.date_metadata.first_height,
&mut self.date_metadata.last_height,
&mut self.price.closes,
&mut self.price.close,
&mut self.mining.cumulative_subsidy,
&mut self.address.cohorts.all.all.capitalization.realized_cap,
&mut self.address.cohorts.all.all.capitalization.realized_price,
&mut self.address.cohorts.all.subs.capitalization.realized_cap,
&mut self.address.cohorts.all.subs.capitalization.realized_price,
&mut self.mining.inflation_rate,
&mut self.mining.yearly_inflation_rate,
&mut self.transaction.annualized_volume,
&mut self.mining.cumulative_subsidy_in_dollars,
@@ -260,22 +257,12 @@ impl AllDatasets {
}
}
pub fn export_path_to_type(&self) -> color_eyre::Result<()> {
let path_to_type: BTreeMap<&str, &str> = self
.to_any_dataset_vec()
.into_iter()
.flat_map(|dataset| {
dataset
.to_all_map_vec()
.into_iter()
.flat_map(|map| map.exported_path_with_t_name())
})
.collect();
pub fn export(&mut self, config: &Config, height: Height) -> color_eyre::Result<()> {
let is_new = self
.min_initial_states
.min_last_height()
.map_or(true, |last| last <= height);
Json::export("../datasets/disk_path_to_type.json", &path_to_type)
}
pub fn export(&mut self) -> color_eyre::Result<()> {
self.to_mut_any_dataset_vec()
.into_iter()
.for_each(|dataset| dataset.pre_export());
@@ -284,15 +271,35 @@ impl AllDatasets {
.into_par_iter()
.try_for_each(|dataset| -> color_eyre::Result<()> { dataset.export() })?;
let mut path_to_last: BTreeMap<String, Value> = BTreeMap::default();
self.to_mut_any_dataset_vec()
.into_iter()
.for_each(|dataset| dataset.post_export());
.for_each(|dataset| {
dataset.post_export();
if is_new {
dataset.to_all_map_vec().iter().for_each(|map| {
if map.path_last().is_some() {
if let Some(last_value) = map.last_value() {
path_to_last.insert(map.id(config), last_value);
}
}
});
}
});
if is_new {
Json::export(&config.path_datasets_last_values(), &path_to_last)?;
}
self.set_initial_states(config);
Ok(())
}
}
impl AnyDatasets for AllDatasets {
impl AnyDatasets for Datasets {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
+733
View File
@@ -0,0 +1,733 @@
use std::collections::BTreeMap;
use allocative::Allocative;
use chrono::Days;
use color_eyre::eyre::Error;
use struct_iterable::Iterable;
use crate::{
parser::price::{Binance, Kibo, Kraken},
structs::{
Amount, BiMap, Config, Date, DateMap, DateMapChunkId, Height, HeightMapChunkId, MapKey,
MapKind, Timestamp, OHLC,
},
utils::{ONE_MONTH_IN_DAYS, ONE_WEEK_IN_DAYS, ONE_YEAR_IN_DAYS},
};
use super::{AnyDataset, ComputeData, MinInitialStates, RatioDataset};
#[derive(Allocative, Iterable)]
pub struct PriceDatasets {
min_initial_states: MinInitialStates,
kraken_daily: Option<BTreeMap<Date, OHLC>>,
kraken_1mn: Option<BTreeMap<u32, OHLC>>,
binance_1mn: Option<BTreeMap<u32, OHLC>>,
binance_daily: Option<BTreeMap<Date, OHLC>>,
binance_har: Option<BTreeMap<u32, OHLC>>,
kibo_by_height: BTreeMap<HeightMapChunkId, Vec<OHLC>>,
kibo_by_date: BTreeMap<DateMapChunkId, BTreeMap<Date, OHLC>>,
pub ohlc: BiMap<OHLC>,
pub open: BiMap<f32>,
pub high: BiMap<f32>,
pub low: BiMap<f32>,
pub close: BiMap<f32>,
pub market_cap: BiMap<f32>,
pub price_1w_sma: BiMap<f32>,
pub price_1w_sma_ratio: RatioDataset,
pub price_1m_sma: BiMap<f32>,
pub price_1m_sma_ratio: RatioDataset,
pub price_1y_sma: BiMap<f32>,
pub price_1y_sma_ratio: RatioDataset,
pub price_2y_sma: BiMap<f32>,
pub price_2y_sma_ratio: RatioDataset,
pub price_4y_sma: BiMap<f32>,
pub price_4y_sma_ratio: RatioDataset,
pub price_8d_sma: BiMap<f32>,
pub price_8d_sma_ratio: RatioDataset,
pub price_13d_sma: BiMap<f32>,
pub price_13d_sma_ratio: RatioDataset,
pub price_21d_sma: BiMap<f32>,
pub price_21d_sma_ratio: RatioDataset,
pub price_34d_sma: BiMap<f32>,
pub price_34d_sma_ratio: RatioDataset,
pub price_55d_sma: BiMap<f32>,
pub price_55d_sma_ratio: RatioDataset,
pub price_89d_sma: BiMap<f32>,
pub price_89d_sma_ratio: RatioDataset,
pub price_144d_sma: BiMap<f32>,
pub price_144d_sma_ratio: RatioDataset,
pub price_200w_sma: BiMap<f32>,
pub price_200w_sma_ratio: RatioDataset,
pub price_1d_total_return: DateMap<f32>,
pub price_1m_total_return: DateMap<f32>,
pub price_6m_total_return: DateMap<f32>,
pub price_1y_total_return: DateMap<f32>,
pub price_2y_total_return: DateMap<f32>,
pub price_3y_total_return: DateMap<f32>,
pub price_4y_total_return: DateMap<f32>,
pub price_6y_total_return: DateMap<f32>,
pub price_8y_total_return: DateMap<f32>,
pub price_10y_total_return: DateMap<f32>,
pub price_4y_compound_return: DateMap<f32>,
// projection via lowest 4y compound value
pub all_time_high: BiMap<f32>,
pub all_time_high_date: DateMap<Date>,
pub days_since_all_time_high: DateMap<u32>,
pub max_days_between_all_time_highs: DateMap<u32>,
pub max_years_between_all_time_highs: DateMap<f32>,
pub market_price_to_all_time_high_ratio: BiMap<f32>,
pub drawdown: BiMap<f32>,
pub sats_per_dollar: BiMap<f32>,
// volatility
}
impl PriceDatasets {
pub fn import(config: &Config) -> color_eyre::Result<Self> {
let path_dataset = config.path_datasets();
let f = |s: &str| path_dataset.join(s);
let mut s = Self {
min_initial_states: MinInitialStates::default(),
binance_1mn: None,
binance_daily: None,
binance_har: None,
kraken_1mn: None,
kraken_daily: None,
kibo_by_height: BTreeMap::default(),
kibo_by_date: BTreeMap::default(),
// ---
// Inserted
// ---
ohlc: BiMap::new_json(1, MapKind::Inserted, &config.path_price()),
// ---
// Computed
// ---
open: BiMap::new_bin(1, MapKind::Computed, &f("open")),
high: BiMap::new_bin(1, MapKind::Computed, &f("high")),
low: BiMap::new_bin(1, MapKind::Computed, &f("low")),
close: BiMap::new_bin(1, MapKind::Computed, &f("close")),
market_cap: BiMap::new_bin(1, MapKind::Computed, &f("market_cap")),
price_1w_sma: BiMap::new_bin(1, MapKind::Computed, &f("price_1w_sma")),
price_1w_sma_ratio: RatioDataset::import(&path_dataset, "price_1w_sma", config)?,
price_1m_sma: BiMap::new_bin(1, MapKind::Computed, &f("price_1m_sma")),
price_1m_sma_ratio: RatioDataset::import(&path_dataset, "price_1m_sma", config)?,
price_1y_sma: BiMap::new_bin(1, MapKind::Computed, &f("price_1y_sma")),
price_1y_sma_ratio: RatioDataset::import(&path_dataset, "price_1y_sma", config)?,
price_2y_sma: BiMap::new_bin(1, MapKind::Computed, &f("price_2y_sma")),
price_2y_sma_ratio: RatioDataset::import(&path_dataset, "price_2y_sma", config)?,
price_4y_sma: BiMap::new_bin(1, MapKind::Computed, &f("price_4y_sma")),
price_4y_sma_ratio: RatioDataset::import(&path_dataset, "price_4y_sma", config)?,
price_8d_sma: BiMap::new_bin(1, MapKind::Computed, &f("price_8d_sma")),
price_8d_sma_ratio: RatioDataset::import(&path_dataset, "price_8d_sma", config)?,
price_13d_sma: BiMap::new_bin(1, MapKind::Computed, &f("price_13d_sma")),
price_13d_sma_ratio: RatioDataset::import(&path_dataset, "price_13d_sma", config)?,
price_21d_sma: BiMap::new_bin(1, MapKind::Computed, &f("price_21d_sma")),
price_21d_sma_ratio: RatioDataset::import(&path_dataset, "price_21d_sma", config)?,
price_34d_sma: BiMap::new_bin(1, MapKind::Computed, &f("price_34d_sma")),
price_34d_sma_ratio: RatioDataset::import(&path_dataset, "price_34d_sma", config)?,
price_55d_sma: BiMap::new_bin(1, MapKind::Computed, &f("price_55d_sma")),
price_55d_sma_ratio: RatioDataset::import(&path_dataset, "price_55d_sma", config)?,
price_89d_sma: BiMap::new_bin(1, MapKind::Computed, &f("price_89d_sma")),
price_89d_sma_ratio: RatioDataset::import(&path_dataset, "price_89d_sma", config)?,
price_144d_sma: BiMap::new_bin(1, MapKind::Computed, &f("price_144d_sma")),
price_144d_sma_ratio: RatioDataset::import(&path_dataset, "price_144d_sma", config)?,
price_200w_sma: BiMap::new_bin(1, MapKind::Computed, &f("price_200w_sma")),
price_200w_sma_ratio: RatioDataset::import(&path_dataset, "price_200w_sma", config)?,
price_1d_total_return: DateMap::new_bin(
1,
MapKind::Computed,
&f("price_1d_total_return"),
),
price_1m_total_return: DateMap::new_bin(
1,
MapKind::Computed,
&f("price_1m_total_return"),
),
price_6m_total_return: DateMap::new_bin(
1,
MapKind::Computed,
&f("price_6m_total_return"),
),
price_1y_total_return: DateMap::new_bin(
1,
MapKind::Computed,
&f("price_1y_total_return"),
),
price_2y_total_return: DateMap::new_bin(
1,
MapKind::Computed,
&f("price_2y_total_return"),
),
price_3y_total_return: DateMap::new_bin(
1,
MapKind::Computed,
&f("price_3y_total_return"),
),
price_4y_total_return: DateMap::new_bin(
1,
MapKind::Computed,
&f("price_4y_total_return"),
),
price_6y_total_return: DateMap::new_bin(
1,
MapKind::Computed,
&f("price_6y_total_return"),
),
price_8y_total_return: DateMap::new_bin(
1,
MapKind::Computed,
&f("price_8y_total_return"),
),
price_10y_total_return: DateMap::new_bin(
1,
MapKind::Computed,
&f("price_10y_total_return"),
),
price_4y_compound_return: DateMap::new_bin(
1,
MapKind::Computed,
&f("price_4y_compound_return"),
),
all_time_high: BiMap::new_bin(1, MapKind::Computed, &f("all_time_high")),
all_time_high_date: DateMap::new_bin(1, MapKind::Computed, &f("all_time_high_date")),
days_since_all_time_high: DateMap::new_bin(
1,
MapKind::Computed,
&f("days_since_all_time_high"),
),
max_days_between_all_time_highs: DateMap::new_bin(
1,
MapKind::Computed,
&f("max_days_between_all_time_highs"),
),
max_years_between_all_time_highs: DateMap::new_bin(
2,
MapKind::Computed,
&f("max_years_between_all_time_highs"),
),
market_price_to_all_time_high_ratio: BiMap::new_bin(
1,
MapKind::Computed,
&f("market_price_to_all_time_high_ratio"),
),
drawdown: BiMap::new_bin(1, MapKind::Computed, &f("drawdown")),
sats_per_dollar: BiMap::new_bin(1, MapKind::Computed, &f("sats_per_dollar")),
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
pub fn compute(&mut self, compute_data: &ComputeData, circulating_supply: &mut BiMap<f64>) {
let &ComputeData { dates, heights, .. } = compute_data;
self.open
.multi_insert_simple_transform(heights, dates, &mut self.ohlc, &|ohlc| ohlc.open);
self.high
.multi_insert_simple_transform(heights, dates, &mut self.ohlc, &|ohlc| ohlc.high);
self.low
.multi_insert_simple_transform(heights, dates, &mut self.ohlc, &|ohlc| ohlc.low);
self.close
.multi_insert_simple_transform(heights, dates, &mut self.ohlc, &|ohlc| ohlc.close);
self.market_cap
.multi_insert_multiply(heights, dates, &mut self.close, circulating_supply);
self.price_1w_sma.multi_insert_simple_average(
heights,
dates,
&mut self.close,
ONE_WEEK_IN_DAYS,
);
self.price_1m_sma.multi_insert_simple_average(
heights,
dates,
&mut self.close,
ONE_MONTH_IN_DAYS,
);
self.price_1y_sma.multi_insert_simple_average(
heights,
dates,
&mut self.close,
ONE_YEAR_IN_DAYS,
);
self.price_2y_sma.multi_insert_simple_average(
heights,
dates,
&mut self.close,
2 * ONE_YEAR_IN_DAYS,
);
self.price_4y_sma.multi_insert_simple_average(
heights,
dates,
&mut self.close,
4 * ONE_YEAR_IN_DAYS,
);
self.price_8d_sma
.multi_insert_simple_average(heights, dates, &mut self.close, 8);
self.price_13d_sma
.multi_insert_simple_average(heights, dates, &mut self.close, 13);
self.price_21d_sma
.multi_insert_simple_average(heights, dates, &mut self.close, 21);
self.price_34d_sma
.multi_insert_simple_average(heights, dates, &mut self.close, 34);
self.price_55d_sma
.multi_insert_simple_average(heights, dates, &mut self.close, 55);
self.price_89d_sma
.multi_insert_simple_average(heights, dates, &mut self.close, 89);
self.price_144d_sma
.multi_insert_simple_average(heights, dates, &mut self.close, 144);
self.price_200w_sma.multi_insert_simple_average(
heights,
dates,
&mut self.close,
200 * ONE_WEEK_IN_DAYS,
);
self.price_1d_total_return
.multi_insert_percentage_change(dates, &mut self.close.date, 1);
self.price_1m_total_return.multi_insert_percentage_change(
dates,
&mut self.close.date,
ONE_MONTH_IN_DAYS,
);
self.price_6m_total_return.multi_insert_percentage_change(
dates,
&mut self.close.date,
6 * ONE_MONTH_IN_DAYS,
);
self.price_1y_total_return.multi_insert_percentage_change(
dates,
&mut self.close.date,
ONE_YEAR_IN_DAYS,
);
self.price_2y_total_return.multi_insert_percentage_change(
dates,
&mut self.close.date,
2 * ONE_YEAR_IN_DAYS,
);
self.price_3y_total_return.multi_insert_percentage_change(
dates,
&mut self.close.date,
3 * ONE_YEAR_IN_DAYS,
);
self.price_4y_total_return.multi_insert_percentage_change(
dates,
&mut self.close.date,
4 * ONE_YEAR_IN_DAYS,
);
self.price_6y_total_return.multi_insert_percentage_change(
dates,
&mut self.close.date,
6 * ONE_YEAR_IN_DAYS,
);
self.price_8y_total_return.multi_insert_percentage_change(
dates,
&mut self.close.date,
8 * ONE_YEAR_IN_DAYS,
);
self.price_10y_total_return.multi_insert_percentage_change(
dates,
&mut self.close.date,
10 * ONE_YEAR_IN_DAYS,
);
self.price_4y_compound_return
.multi_insert_complex_transform(
dates,
&mut self.close.date,
|(last_value, date, closes, _)| {
let previous_value = date
.checked_sub_days(Days::new(4 * ONE_YEAR_IN_DAYS as u64))
.and_then(|date| closes.get_or_import(&Date::wrap(date)))
.unwrap_or_default();
(((last_value / previous_value).powf(1.0 / 4.0)) - 1.0) * 100.0
},
);
self.price_1w_sma_ratio
.compute(compute_data, &mut self.close, &mut self.price_1w_sma);
self.price_1m_sma_ratio
.compute(compute_data, &mut self.close, &mut self.price_1m_sma);
self.price_1y_sma_ratio
.compute(compute_data, &mut self.close, &mut self.price_1y_sma);
self.price_2y_sma_ratio
.compute(compute_data, &mut self.close, &mut self.price_2y_sma);
self.price_4y_sma_ratio
.compute(compute_data, &mut self.close, &mut self.price_4y_sma);
self.price_8d_sma_ratio
.compute(compute_data, &mut self.close, &mut self.price_8d_sma);
self.price_13d_sma_ratio
.compute(compute_data, &mut self.close, &mut self.price_13d_sma);
self.price_21d_sma_ratio
.compute(compute_data, &mut self.close, &mut self.price_21d_sma);
self.price_34d_sma_ratio
.compute(compute_data, &mut self.close, &mut self.price_34d_sma);
self.price_55d_sma_ratio
.compute(compute_data, &mut self.close, &mut self.price_55d_sma);
self.price_89d_sma_ratio
.compute(compute_data, &mut self.close, &mut self.price_89d_sma);
self.price_144d_sma_ratio
.compute(compute_data, &mut self.close, &mut self.price_144d_sma);
self.price_200w_sma_ratio
.compute(compute_data, &mut self.close, &mut self.price_200w_sma);
self.all_time_high
.multi_insert_max(heights, dates, &mut self.high);
self.market_price_to_all_time_high_ratio
.multi_insert_percentage(heights, dates, &mut self.close, &mut self.all_time_high);
self.all_time_high_date.multi_insert_complex_transform(
dates,
&mut self.all_time_high.date,
|(value, date, _, map)| {
let high = self.high.date.get_or_import(date).unwrap();
let is_ath = high == value;
if is_ath {
*date
} else {
let previous_date = date.checked_sub(1).unwrap();
*map.get_or_import(&previous_date).as_ref().unwrap_or(date)
}
},
);
self.days_since_all_time_high.multi_insert_simple_transform(
dates,
&mut self.all_time_high_date,
|value, key| key.difference_in_days_between(value),
);
self.max_days_between_all_time_highs
.multi_insert_max(dates, &mut self.days_since_all_time_high);
self.max_years_between_all_time_highs
.multi_insert_simple_transform(
dates,
&mut self.max_days_between_all_time_highs,
|days, _| (days as f64 / ONE_YEAR_IN_DAYS as f64) as f32,
);
self.drawdown.multi_insert_simple_transform(
heights,
dates,
&mut self.market_price_to_all_time_high_ratio,
&|v| -(100.0 - v),
);
self.sats_per_dollar.multi_insert_simple_transform(
heights,
dates,
&mut self.close,
&|price| Amount::ONE_BTC_F32 / price,
);
}
pub fn get_date_ohlc(&mut self, date: Date) -> color_eyre::Result<OHLC> {
if self.ohlc.date.is_key_safe(date) {
Ok(self.ohlc.date.get_or_import(&date).unwrap().to_owned())
} else {
let ohlc = self
.get_from_daily_kraken(&date)
.or_else(|_| self.get_from_daily_binance(&date))
.or_else(|_| self.get_from_date_kibo(&date))?;
self.ohlc.date.insert(date, ohlc);
Ok(ohlc)
}
}
fn get_from_date_kibo(&mut self, date: &Date) -> color_eyre::Result<OHLC> {
let chunk_id = date.to_chunk_id();
#[allow(clippy::map_entry)]
if !self.kibo_by_date.contains_key(&chunk_id)
|| self
.kibo_by_date
.get(&chunk_id)
.unwrap()
.last_key_value()
.unwrap()
.0
< date
{
self.kibo_by_date
.insert(chunk_id, Kibo::fetch_date_prices(chunk_id)?);
}
self.kibo_by_date
.get(&chunk_id)
.unwrap()
.get(date)
.cloned()
.ok_or(Error::msg("Couldn't find date in satonomics"))
}
fn get_from_daily_kraken(&mut self, date: &Date) -> color_eyre::Result<OHLC> {
if self.kraken_daily.is_none()
|| self
.kraken_daily
.as_ref()
.unwrap()
.last_key_value()
.unwrap()
.0
< date
{
self.kraken_daily.replace(Kraken::fetch_daily_prices()?);
}
self.kraken_daily
.as_ref()
.unwrap()
.get(date)
.cloned()
.ok_or(Error::msg("Couldn't find date"))
}
fn get_from_daily_binance(&mut self, date: &Date) -> color_eyre::Result<OHLC> {
if self.binance_daily.is_none()
|| self
.binance_daily
.as_ref()
.unwrap()
.last_key_value()
.unwrap()
.0
< date
{
self.binance_daily.replace(Binance::fetch_daily_prices()?);
}
self.binance_daily
.as_ref()
.unwrap()
.get(date)
.cloned()
.ok_or(Error::msg("Couldn't find date"))
}
pub fn get_height_ohlc(
&mut self,
height: Height,
timestamp: Timestamp,
previous_timestamp: Option<Timestamp>,
config: &Config,
) -> color_eyre::Result<OHLC> {
if let Some(ohlc) = self.ohlc.height.get_or_import(&height) {
return Ok(ohlc);
}
let timestamp = timestamp.to_floored_seconds();
if previous_timestamp.is_none() && !height.is_first() {
panic!("Shouldn't be possible");
}
let previous_timestamp = previous_timestamp.map(|t| t.to_floored_seconds());
let ohlc = self
.get_from_1mn_kraken(timestamp, previous_timestamp)
.unwrap_or_else(|_| {
self.get_from_1mn_binance(timestamp, previous_timestamp)
.unwrap_or_else(|_| {
self.get_from_har_binance(timestamp, previous_timestamp, config)
.unwrap_or_else(|_| {
self.get_from_height_kibo(&height).unwrap_or_else(|_| {
let date = timestamp.to_date();
panic!(
"Can't find the price for: height: {height} - date: {date}
1mn APIs are limited to the last 16 hours for Binance's and the last 10 hours for Kraken's
How to fix this:
1. Go to https://www.binance.com/en/trade/BTC_USDT?type=spot
2. Select 1mn interval
3. Open the inspector/dev tools
4. Go to the Network Tab
5. Filter URLs by 'uiKlines'
6. Go back to the chart and scroll until you pass the date mentioned few lines ago
7. Go back to the dev tools
8. Export to a har file (if there is no explicit button, click on the cog button)
9. Move the file to 'parser/imports/binance.har'
"
)
})
})
})
});
self.ohlc.height.insert(height, ohlc);
Ok(ohlc)
}
fn get_from_height_kibo(&mut self, height: &Height) -> color_eyre::Result<OHLC> {
let chunk_id = height.to_chunk_id();
#[allow(clippy::map_entry)]
if !self.kibo_by_height.contains_key(&chunk_id)
|| ((chunk_id.to_usize() + self.kibo_by_height.get(&chunk_id).unwrap().len())
<= height.to_usize())
{
self.kibo_by_height
.insert(chunk_id, Kibo::fetch_height_prices(chunk_id)?);
}
self.kibo_by_height
.get(&chunk_id)
.unwrap()
.get(height.to_serialized_key().to_usize())
.cloned()
.ok_or(Error::msg("Couldn't find height in kibo"))
}
fn get_from_1mn_kraken(
&mut self,
timestamp: Timestamp,
previous_timestamp: Option<Timestamp>,
) -> color_eyre::Result<OHLC> {
if self.kraken_1mn.is_none()
|| self
.kraken_1mn
.as_ref()
.unwrap()
.last_key_value()
.unwrap()
.0
<= &timestamp
{
self.kraken_1mn.replace(Kraken::fetch_1mn_prices()?);
}
Self::find_height_ohlc(&self.kraken_1mn, timestamp, previous_timestamp, "kraken 1m")
}
fn get_from_1mn_binance(
&mut self,
timestamp: Timestamp,
previous_timestamp: Option<Timestamp>,
) -> color_eyre::Result<OHLC> {
if self.binance_1mn.is_none()
|| self
.binance_1mn
.as_ref()
.unwrap()
.last_key_value()
.unwrap()
.0
<= &timestamp
{
self.binance_1mn.replace(Binance::fetch_1mn_prices()?);
}
Self::find_height_ohlc(
&self.binance_1mn,
timestamp,
previous_timestamp,
"binance 1m",
)
}
fn get_from_har_binance(
&mut self,
timestamp: Timestamp,
previous_timestamp: Option<Timestamp>,
config: &Config,
) -> color_eyre::Result<OHLC> {
if self.binance_har.is_none() {
self.binance_har
.replace(Binance::read_har_file(config).unwrap_or_default());
}
Self::find_height_ohlc(
&self.binance_har,
timestamp,
previous_timestamp,
"binance har",
)
}
fn find_height_ohlc(
tree: &Option<BTreeMap<u32, OHLC>>,
timestamp: Timestamp,
previous_timestamp: Option<Timestamp>,
name: &str,
) -> color_eyre::Result<OHLC> {
let tree = tree.as_ref().unwrap();
let err = Error::msg(format!("Couldn't find timestamp in {name}"));
let previous_ohlc = previous_timestamp
.map_or(Some(OHLC::default()), |previous_timestamp| {
tree.get(&previous_timestamp).cloned()
});
let last_ohlc = tree.get(&timestamp);
if previous_ohlc.is_none() || last_ohlc.is_none() {
return Err(err);
}
let previous_ohlc = previous_ohlc.unwrap();
let mut final_ohlc = OHLC {
open: previous_ohlc.close,
high: previous_ohlc.close,
low: previous_ohlc.close,
close: previous_ohlc.close,
};
let start = previous_timestamp.unwrap_or_default();
let end = timestamp;
// Otherwise it's a re-org
if start < end {
tree.range(&*start..=&*end).skip(1).for_each(|(_, ohlc)| {
if ohlc.high > final_ohlc.high {
final_ohlc.high = ohlc.high
}
if ohlc.low < final_ohlc.low {
final_ohlc.low = ohlc.low
}
final_ohlc.close = ohlc.close;
});
}
Ok(final_ohlc)
}
}
impl AnyDataset for PriceDatasets {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
}
+123
View File
@@ -0,0 +1,123 @@
use allocative::Allocative;
use struct_iterable::Iterable;
use crate::{
parser::{
datasets::{AnyDataset, ComputeData, InsertData, MinInitialStates},
states::CapitalizationState,
},
structs::{BiMap, Config, MapKind, MapPath},
utils::ONE_MONTH_IN_DAYS,
};
use super::RatioDataset;
#[derive(Allocative, Iterable)]
pub struct CapitalizationDataset {
min_initial_states: MinInitialStates,
pub realized_cap: BiMap<f32>,
pub realized_price: BiMap<f32>,
realized_cap_1m_net_change: BiMap<f32>,
realized_price_ratio: RatioDataset,
}
impl CapitalizationDataset {
pub fn import(
path: &MapPath,
name: &Option<String>,
config: &Config,
) -> color_eyre::Result<Self> {
let f = |s: &str| {
if let Some(name) = name {
path.join(&format!("{name}/{s}"))
} else {
path.join(s)
}
};
let mut s = Self {
min_initial_states: MinInitialStates::default(),
// ---
// Inserted
// ---
realized_cap: BiMap::new_bin(1, MapKind::Inserted, &f("realized_cap")),
// ---
// Computed
// ---
realized_cap_1m_net_change: BiMap::new_bin(
1,
MapKind::Computed,
&f("realized_cap_1m_net_change"),
),
realized_price: BiMap::new_bin(1, MapKind::Computed, &f("realized_price")),
realized_price_ratio: RatioDataset::import(
path,
&format!(
"{}realized_price",
name.as_ref().map_or("".to_owned(), |n| format!("{n}-"))
),
config,
)?,
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
pub fn insert(
&mut self,
&InsertData {
height,
date,
is_date_last_block,
..
}: &InsertData,
state: &CapitalizationState,
) {
let realized_cap = self
.realized_cap
.height
.insert(height, state.realized_cap().to_dollar() as f32);
if is_date_last_block {
self.realized_cap.date.insert(date, realized_cap);
}
}
pub fn compute(
&mut self,
compute_data: &ComputeData,
closes: &mut BiMap<f32>,
cohort_supply: &mut BiMap<f64>,
) {
let &ComputeData { heights, dates, .. } = compute_data;
self.realized_price.multi_insert_divide(
heights,
dates,
&mut self.realized_cap,
cohort_supply,
);
self.realized_cap_1m_net_change.multi_insert_net_change(
heights,
dates,
&mut self.realized_cap,
ONE_MONTH_IN_DAYS,
);
self.realized_price_ratio
.compute(compute_data, closes, &mut self.realized_price);
}
}
impl AnyDataset for CapitalizationDataset {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
}
+86
View File
@@ -0,0 +1,86 @@
use allocative::Allocative;
use struct_iterable::Iterable;
use crate::{
parser::{
datasets::{AnyDataset, InsertData, MinInitialStates},
states::InputState,
},
structs::{BiMap, Config, DateMap, HeightMap, MapKind, MapPath},
};
#[derive(Allocative, Iterable)]
pub struct InputSubDataset {
min_initial_states: MinInitialStates,
// Inserted
pub count: BiMap<u64>,
pub volume: HeightMap<f64>,
pub volume_1d_sum: DateMap<f64>,
// Computed
// add inputs_per_second
}
impl InputSubDataset {
pub fn import(
path: &MapPath,
name: &Option<String>,
config: &Config,
) -> color_eyre::Result<Self> {
let f = |s: &str| {
if let Some(name) = name {
path.join(&format!("{name}/{s}"))
} else {
path.join(s)
}
};
let mut s = Self {
min_initial_states: MinInitialStates::default(),
// ---
// Inserted
// ---
count: BiMap::new_bin(1, MapKind::Inserted, &f("input_count")),
volume: HeightMap::new_bin(1, MapKind::Inserted, &f("input_volume")),
volume_1d_sum: DateMap::new_bin(1, MapKind::Inserted, &f("input_volume_1d_sum")),
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
pub fn insert(
&mut self,
&InsertData {
height,
date,
is_date_last_block,
date_blocks_range,
..
}: &InsertData,
state: &InputState,
) {
let count = self
.count
.height
.insert(height, state.count().round() as u64);
self.volume.insert(height, state.volume().to_btc());
if is_date_last_block {
self.count.date.insert(date, count);
self.volume_1d_sum
.insert(date, self.volume.sum_range(date_blocks_range));
}
}
}
impl AnyDataset for InputSubDataset {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
}
@@ -2,27 +2,33 @@ use allocative::Allocative;
mod capitalization;
mod input;
// mod output;
mod price_paid;
mod ratio;
mod realized;
mod recap;
mod supply;
mod unrealized;
mod utxo;
pub use capitalization::*;
pub use input::*;
// pub use output::*;
pub use price_paid::*;
pub use ratio::*;
pub use realized::*;
pub use recap::*;
use struct_iterable::Iterable;
pub use supply::*;
pub use unrealized::*;
pub use utxo::*;
use crate::datasets::AnyDataset;
use crate::{
parser::datasets::AnyDataset,
structs::{Config, MapPath},
};
use super::AnyDatasetGroup;
#[derive(Default, Allocative)]
#[derive(Allocative, Iterable)]
pub struct SubDataset {
pub capitalization: CapitalizationDataset,
pub input: InputSubDataset,
@@ -35,16 +41,20 @@ pub struct SubDataset {
}
impl SubDataset {
pub fn import(parent_path: &str) -> color_eyre::Result<Self> {
pub fn import(
parent_path: &MapPath,
name: &Option<String>,
config: &Config,
) -> color_eyre::Result<Self> {
let s = Self {
capitalization: CapitalizationDataset::import(parent_path)?,
input: InputSubDataset::import(parent_path)?,
capitalization: CapitalizationDataset::import(parent_path, name, config)?,
input: InputSubDataset::import(parent_path, name, config)?,
// output: OutputSubDataset::import(parent_path)?,
price_paid: PricePaidSubDataset::import(parent_path)?,
realized: RealizedSubDataset::import(parent_path)?,
supply: SupplySubDataset::import(parent_path)?,
unrealized: UnrealizedSubDataset::import(parent_path)?,
utxo: UTXOSubDataset::import(parent_path)?,
price_paid: PricePaidSubDataset::import(parent_path, name, config)?,
realized: RealizedSubDataset::import(parent_path, name, config)?,
supply: SupplySubDataset::import(parent_path, name, config)?,
unrealized: UnrealizedSubDataset::import(parent_path, name, config)?,
utxo: UTXOSubDataset::import(parent_path, name, config)?,
};
Ok(s)
@@ -84,20 +84,4 @@ impl AnyDataset for OutputSubDataset {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
fn to_inserted_bi_map_vec(&self) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
vec![&self.count, &self.volume]
}
fn to_inserted_mut_bi_map_vec(&mut self) -> Vec<&mut dyn AnyBiMap> {
vec![&mut self.count, &mut self.volume]
}
fn to_computed_bi_map_vec(&self) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
vec![&self.annualized_volume, &self.velocity]
}
fn to_computed_mut_bi_map_vec(&mut self) -> Vec<&mut dyn AnyBiMap> {
vec![&mut self.annualized_volume, &mut self.velocity]
}
}
@@ -1,17 +1,18 @@
use allocative::Allocative;
use itertools::Itertools;
use struct_iterable::Iterable;
use crate::{
datasets::{AnyDataset, InsertData, MinInitialStates},
states::PricePaidState,
structs::{AnyBiMap, BiMap, WNaiveDate},
parser::{
datasets::{AnyDataset, InsertData, MinInitialStates},
states::PricePaidState,
},
structs::{BiMap, Config, Date, Height, MapKind, MapPath},
};
#[derive(Default, Allocative)]
#[derive(Allocative, Iterable)]
pub struct PricePaidSubDataset {
min_initial_states: MinInitialStates,
// Inserted
pp_median: BiMap<f32>,
pp_95p: BiMap<f32>,
pp_90p: BiMap<f32>,
@@ -34,35 +35,48 @@ pub struct PricePaidSubDataset {
}
impl PricePaidSubDataset {
pub fn import(parent_path: &str) -> color_eyre::Result<Self> {
let f = |s: &str| format!("{parent_path}/{s}");
pub fn import(
path: &MapPath,
name: &Option<String>,
config: &Config,
) -> color_eyre::Result<Self> {
let f = |s: &str| {
if let Some(name) = name {
path.join(&format!("{name}/{s}"))
} else {
path.join(s)
}
};
let mut s = Self {
min_initial_states: MinInitialStates::default(),
pp_median: BiMap::new_bin(1, &f("median_price_paid")),
pp_95p: BiMap::new_bin(1, &f("95p_price_paid")),
pp_90p: BiMap::new_bin(1, &f("90p_price_paid")),
pp_85p: BiMap::new_bin(1, &f("85p_price_paid")),
pp_80p: BiMap::new_bin(1, &f("80p_price_paid")),
pp_75p: BiMap::new_bin(1, &f("75p_price_paid")),
pp_70p: BiMap::new_bin(1, &f("70p_price_paid")),
pp_65p: BiMap::new_bin(1, &f("65p_price_paid")),
pp_60p: BiMap::new_bin(1, &f("60p_price_paid")),
pp_55p: BiMap::new_bin(1, &f("55p_price_paid")),
pp_45p: BiMap::new_bin(1, &f("45p_price_paid")),
pp_40p: BiMap::new_bin(1, &f("40p_price_paid")),
pp_35p: BiMap::new_bin(1, &f("35p_price_paid")),
pp_30p: BiMap::new_bin(1, &f("30p_price_paid")),
pp_25p: BiMap::new_bin(1, &f("25p_price_paid")),
pp_20p: BiMap::new_bin(1, &f("20p_price_paid")),
pp_15p: BiMap::new_bin(1, &f("15p_price_paid")),
pp_10p: BiMap::new_bin(1, &f("10p_price_paid")),
pp_05p: BiMap::new_bin(1, &f("05p_price_paid")),
// ---
// Inserted
// ---
pp_median: BiMap::new_bin(1, MapKind::Inserted, &f("median_price_paid")),
pp_95p: BiMap::new_bin(1, MapKind::Inserted, &f("95p_price_paid")),
pp_90p: BiMap::new_bin(1, MapKind::Inserted, &f("90p_price_paid")),
pp_85p: BiMap::new_bin(1, MapKind::Inserted, &f("85p_price_paid")),
pp_80p: BiMap::new_bin(1, MapKind::Inserted, &f("80p_price_paid")),
pp_75p: BiMap::new_bin(1, MapKind::Inserted, &f("75p_price_paid")),
pp_70p: BiMap::new_bin(1, MapKind::Inserted, &f("70p_price_paid")),
pp_65p: BiMap::new_bin(1, MapKind::Inserted, &f("65p_price_paid")),
pp_60p: BiMap::new_bin(1, MapKind::Inserted, &f("60p_price_paid")),
pp_55p: BiMap::new_bin(1, MapKind::Inserted, &f("55p_price_paid")),
pp_45p: BiMap::new_bin(1, MapKind::Inserted, &f("45p_price_paid")),
pp_40p: BiMap::new_bin(1, MapKind::Inserted, &f("40p_price_paid")),
pp_35p: BiMap::new_bin(1, MapKind::Inserted, &f("35p_price_paid")),
pp_30p: BiMap::new_bin(1, MapKind::Inserted, &f("30p_price_paid")),
pp_25p: BiMap::new_bin(1, MapKind::Inserted, &f("25p_price_paid")),
pp_20p: BiMap::new_bin(1, MapKind::Inserted, &f("20p_price_paid")),
pp_15p: BiMap::new_bin(1, MapKind::Inserted, &f("15p_price_paid")),
pp_10p: BiMap::new_bin(1, MapKind::Inserted, &f("10p_price_paid")),
pp_05p: BiMap::new_bin(1, MapKind::Inserted, &f("05p_price_paid")),
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s));
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
@@ -77,28 +91,25 @@ impl PricePaidSubDataset {
}: &InsertData,
state: &PricePaidState,
) {
let PricePaidState {
pp_05p,
pp_10p,
pp_15p,
pp_20p,
pp_25p,
pp_30p,
pp_35p,
pp_40p,
pp_45p,
pp_median,
pp_55p,
pp_60p,
pp_65p,
pp_70p,
pp_75p,
pp_80p,
pp_85p,
pp_90p,
pp_95p,
..
} = state;
let pp_05p = state.pp_05p();
let pp_10p = state.pp_10p();
let pp_15p = state.pp_15p();
let pp_20p = state.pp_20p();
let pp_25p = state.pp_25p();
let pp_30p = state.pp_30p();
let pp_35p = state.pp_35p();
let pp_40p = state.pp_40p();
let pp_45p = state.pp_45p();
let pp_median = state.pp_median();
let pp_55p = state.pp_55p();
let pp_60p = state.pp_60p();
let pp_65p = state.pp_65p();
let pp_70p = state.pp_70p();
let pp_75p = state.pp_75p();
let pp_80p = state.pp_80p();
let pp_85p = state.pp_85p();
let pp_90p = state.pp_90p();
let pp_95p = state.pp_95p();
// Check if iter was empty
if pp_05p.is_none() {
@@ -211,42 +222,18 @@ impl PricePaidSubDataset {
}
}
fn insert_height_default(&mut self, height: usize) {
fn insert_height_default(&mut self, height: Height) {
self.inserted_as_mut_vec().into_iter().for_each(|bi| {
bi.height.insert_default(height);
})
}
fn insert_date_default(&mut self, date: WNaiveDate) {
fn insert_date_default(&mut self, date: Date) {
self.inserted_as_mut_vec().into_iter().for_each(|bi| {
bi.date.insert_default(date);
})
}
pub fn inserted_as_vec(&self) -> Vec<&BiMap<f32>> {
vec![
&self.pp_95p,
&self.pp_90p,
&self.pp_85p,
&self.pp_80p,
&self.pp_75p,
&self.pp_70p,
&self.pp_65p,
&self.pp_60p,
&self.pp_55p,
&self.pp_median,
&self.pp_45p,
&self.pp_40p,
&self.pp_35p,
&self.pp_30p,
&self.pp_25p,
&self.pp_20p,
&self.pp_15p,
&self.pp_10p,
&self.pp_05p,
]
}
pub fn inserted_as_mut_vec(&mut self) -> Vec<&mut BiMap<f32>> {
vec![
&mut self.pp_95p,
@@ -276,18 +263,4 @@ impl AnyDataset for PricePaidSubDataset {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
fn to_inserted_bi_map_vec(&self) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
self.inserted_as_vec()
.into_iter()
.map(|dataset| dataset as &(dyn AnyBiMap + Send + Sync))
.collect_vec()
}
fn to_inserted_mut_bi_map_vec(&mut self) -> Vec<&mut dyn AnyBiMap> {
self.inserted_as_mut_vec()
.into_iter()
.map(|dataset| dataset as &mut dyn AnyBiMap)
.collect_vec()
}
}
+171
View File
@@ -0,0 +1,171 @@
use allocative::Allocative;
use struct_iterable::Iterable;
use crate::{
parser::datasets::{AnyDataset, ComputeData, MinInitialStates},
structs::{BiMap, Config, MapKind, MapPath},
utils::{ONE_MONTH_IN_DAYS, ONE_WEEK_IN_DAYS, ONE_YEAR_IN_DAYS},
};
#[derive(Allocative, Iterable)]
pub struct RatioDataset {
min_initial_states: MinInitialStates,
ratio: BiMap<f32>,
ratio_1w_sma: BiMap<f32>,
ratio_1m_sma: BiMap<f32>,
ratio_1y_sma: BiMap<f32>,
ratio_1y_sma_momentum_oscillator: BiMap<f32>,
ratio_99p: BiMap<f32>,
ratio_99_5p: BiMap<f32>,
ratio_99_9p: BiMap<f32>,
ratio_1p: BiMap<f32>,
ratio_0_5p: BiMap<f32>,
ratio_0_1p: BiMap<f32>,
price_99p: BiMap<f32>,
price_99_5p: BiMap<f32>,
price_99_9p: BiMap<f32>,
price_1p: BiMap<f32>,
price_0_5p: BiMap<f32>,
price_0_1p: BiMap<f32>,
}
impl RatioDataset {
pub fn import(path: &MapPath, name: &str, config: &Config) -> color_eyre::Result<Self> {
let f_ratio = |s: &str| path.join(&format!("market_price_to_{name}_{s}"));
let f_price = |s: &str| path.join(&format!("{name}_{s}"));
let mut s = Self {
min_initial_states: MinInitialStates::default(),
// ---
// Computed
// ---
ratio: BiMap::new_bin(1, MapKind::Computed, &f_ratio("ratio")),
ratio_1w_sma: BiMap::new_bin(2, MapKind::Computed, &f_ratio("ratio_1w_sma")),
ratio_1m_sma: BiMap::new_bin(2, MapKind::Computed, &f_ratio("ratio_1m_sma")),
ratio_1y_sma: BiMap::new_bin(2, MapKind::Computed, &f_ratio("ratio_1y_sma")),
ratio_1y_sma_momentum_oscillator: BiMap::new_bin(
2,
MapKind::Computed,
&f_ratio("ratio_1y_sma_momentum_oscillator"),
),
ratio_99p: BiMap::new_bin(3, MapKind::Computed, &f_ratio("ratio_99p")),
ratio_99_5p: BiMap::new_bin(3, MapKind::Computed, &f_ratio("ratio_99_5p")),
ratio_99_9p: BiMap::new_bin(3, MapKind::Computed, &f_ratio("ratio_99_9p")),
ratio_1p: BiMap::new_bin(3, MapKind::Computed, &f_ratio("ratio_1p")),
ratio_0_5p: BiMap::new_bin(3, MapKind::Computed, &f_ratio("ratio_0_5p")),
ratio_0_1p: BiMap::new_bin(3, MapKind::Computed, &f_ratio("ratio_0_1p")),
price_99p: BiMap::new_bin(4, MapKind::Computed, &f_price("99p")),
price_99_5p: BiMap::new_bin(4, MapKind::Computed, &f_price("99_5p")),
price_99_9p: BiMap::new_bin(4, MapKind::Computed, &f_price("99_9p")),
price_1p: BiMap::new_bin(4, MapKind::Computed, &f_price("1p")),
price_0_5p: BiMap::new_bin(4, MapKind::Computed, &f_price("0_5p")),
price_0_1p: BiMap::new_bin(4, MapKind::Computed, &f_price("0_1p")),
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
pub fn compute(
&mut self,
&ComputeData { heights, dates, .. }: &ComputeData,
market_price: &mut BiMap<f32>,
other_price: &mut BiMap<f32>,
) {
self.ratio.height.multi_insert_divide(
heights,
&mut market_price.height,
&mut other_price.height,
);
self.ratio
.date
.multi_insert_divide(dates, &mut market_price.date, &mut other_price.date);
self.ratio_1w_sma.multi_insert_simple_average(
heights,
dates,
&mut self.ratio,
ONE_WEEK_IN_DAYS,
);
self.ratio_1m_sma.multi_insert_simple_average(
heights,
dates,
&mut self.ratio,
ONE_MONTH_IN_DAYS,
);
self.ratio_1m_sma.multi_insert_simple_average(
heights,
dates,
&mut self.ratio,
ONE_MONTH_IN_DAYS,
);
self.ratio_1y_sma.multi_insert_simple_average(
heights,
dates,
&mut self.ratio,
ONE_YEAR_IN_DAYS,
);
self.ratio_1y_sma_momentum_oscillator
.height
.multi_insert_complex_transform(
heights,
&mut self.ratio.height,
|(ratio, height, ..)| {
(ratio / self.ratio_1y_sma.height.get_or_import(height).unwrap()) - 1.0
},
);
self.ratio_1y_sma_momentum_oscillator
.date
.multi_insert_complex_transform(dates, &mut self.ratio.date, |(ratio, date, _, _)| {
(ratio / self.ratio_1y_sma.date.get_or_import(date).unwrap()) - 1.0
});
self.ratio.multi_insert_percentile(
heights,
dates,
vec![
(&mut self.ratio_99p, 0.99),
(&mut self.ratio_99_5p, 0.995),
(&mut self.ratio_99_9p, 0.999),
(&mut self.ratio_1p, 0.1),
(&mut self.ratio_0_5p, 0.005),
(&mut self.ratio_0_1p, 0.001),
],
None,
);
self.price_99p
.multi_insert_multiply(heights, dates, other_price, &mut self.ratio_99p);
self.price_99_5p
.multi_insert_multiply(heights, dates, other_price, &mut self.ratio_99_5p);
self.price_99_9p
.multi_insert_multiply(heights, dates, other_price, &mut self.ratio_99_9p);
self.price_1p
.multi_insert_multiply(heights, dates, other_price, &mut self.ratio_1p);
self.price_0_5p
.multi_insert_multiply(heights, dates, other_price, &mut self.ratio_0_5p);
self.price_0_1p
.multi_insert_multiply(heights, dates, other_price, &mut self.ratio_0_1p);
}
}
impl AnyDataset for RatioDataset {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
}
+387
View File
@@ -0,0 +1,387 @@
use allocative::Allocative;
use struct_iterable::Iterable;
use crate::{
parser::{
datasets::{AnyDataset, ComputeData, InsertData, MinInitialStates},
states::RealizedState,
},
structs::{BiMap, Config, DateMap, HeightMap, MapKind, MapPath, Price},
utils::ONE_MONTH_IN_DAYS,
};
#[derive(Allocative, Iterable)]
pub struct RealizedSubDataset {
min_initial_states: MinInitialStates,
realized_profit: HeightMap<f32>,
realized_loss: HeightMap<f32>,
value_created: HeightMap<f32>,
adjusted_value_created: HeightMap<f32>,
value_destroyed: HeightMap<f32>,
adjusted_value_destroyed: HeightMap<f32>,
realized_profit_1d_sum: DateMap<f32>,
realized_loss_1d_sum: DateMap<f32>,
value_created_1d_sum: DateMap<f32>,
adjusted_value_created_1d_sum: DateMap<f32>,
value_destroyed_1d_sum: DateMap<f32>,
adjusted_value_destroyed_1d_sum: DateMap<f32>,
spent_output_profit_ratio: BiMap<f32>,
adjusted_spent_output_profit_ratio: BiMap<f32>,
negative_realized_loss: HeightMap<f32>,
negative_realized_loss_1d_sum: DateMap<f32>,
net_realized_profit_and_loss: HeightMap<f32>,
net_realized_profit_and_loss_1d_sum: DateMap<f32>,
net_realized_profit_and_loss_1d_sum_to_market_cap_ratio: DateMap<f32>,
cumulative_realized_profit: BiMap<f32>,
cumulative_realized_loss: BiMap<f32>,
cumulative_net_realized_profit_and_loss: BiMap<f32>,
cumulative_net_realized_profit_and_loss_1m_net_change: BiMap<f32>,
realized_value: HeightMap<f32>,
realized_value_1d_sum: DateMap<f32>,
sell_side_risk_ratio: DateMap<f32>,
realized_profit_to_loss_ratio: HeightMap<f32>,
realized_profit_to_loss_1d_sum_ratio: DateMap<f32>,
}
impl RealizedSubDataset {
pub fn import(
path: &MapPath,
name: &Option<String>,
config: &Config,
) -> color_eyre::Result<Self> {
let f = |s: &str| {
if let Some(name) = name {
path.join(&format!("{name}/{s}"))
} else {
path.join(s)
}
};
let mut s = Self {
min_initial_states: MinInitialStates::default(),
// ---
// Inserted
// ---
realized_profit: HeightMap::new_bin(1, MapKind::Inserted, &f("realized_profit")),
realized_loss: HeightMap::new_bin(1, MapKind::Inserted, &f("realized_loss")),
value_created: HeightMap::new_bin(1, MapKind::Inserted, &f("value_created")),
adjusted_value_created: HeightMap::new_bin(
1,
MapKind::Inserted,
&f("adjusted_value_created"),
),
value_destroyed: HeightMap::new_bin(1, MapKind::Inserted, &f("value_destroyed")),
adjusted_value_destroyed: HeightMap::new_bin(
1,
MapKind::Inserted,
&f("adjusted_value_destroyed"),
),
realized_profit_1d_sum: DateMap::new_bin(
1,
MapKind::Inserted,
&f("realized_profit_1d_sum"),
),
realized_loss_1d_sum: DateMap::new_bin(
1,
MapKind::Inserted,
&f("realized_loss_1d_sum"),
),
value_created_1d_sum: DateMap::new_bin(
1,
MapKind::Inserted,
&f("value_created_1d_sum"),
),
adjusted_value_created_1d_sum: DateMap::new_bin(
1,
MapKind::Inserted,
&f("adjusted_value_created_1d_sum"),
),
value_destroyed_1d_sum: DateMap::new_bin(
1,
MapKind::Inserted,
&f("value_destroyed_1d_sum"),
),
adjusted_value_destroyed_1d_sum: DateMap::new_bin(
1,
MapKind::Inserted,
&f("adjusted_value_destroyed_1d_sum"),
),
spent_output_profit_ratio: BiMap::new_bin(
2,
MapKind::Inserted,
&f("spent_output_profit_ratio"),
),
adjusted_spent_output_profit_ratio: BiMap::new_bin(
2,
MapKind::Inserted,
&f("adjusted_spent_output_profit_ratio"),
),
// ---
// Computed
// ---
negative_realized_loss: HeightMap::new_bin(
2,
MapKind::Computed,
&f("negative_realized_loss"),
),
negative_realized_loss_1d_sum: DateMap::new_bin(
2,
MapKind::Computed,
&f("negative_realized_loss_1d_sum"),
),
net_realized_profit_and_loss: HeightMap::new_bin(
1,
MapKind::Computed,
&f("net_realized_profit_and_loss"),
),
net_realized_profit_and_loss_1d_sum: DateMap::new_bin(
1,
MapKind::Computed,
&f("net_realized_profit_and_loss_1d_sum"),
),
net_realized_profit_and_loss_1d_sum_to_market_cap_ratio: DateMap::new_bin(
2,
MapKind::Computed,
&f("net_realized_profit_and_loss_to_market_cap_ratio"),
),
cumulative_realized_profit: BiMap::new_bin(
1,
MapKind::Computed,
&f("cumulative_realized_profit"),
),
cumulative_realized_loss: BiMap::new_bin(
1,
MapKind::Computed,
&f("cumulative_realized_loss"),
),
cumulative_net_realized_profit_and_loss: BiMap::new_bin(
1,
MapKind::Computed,
&f("cumulative_net_realized_profit_and_loss"),
),
cumulative_net_realized_profit_and_loss_1m_net_change: BiMap::new_bin(
1,
MapKind::Computed,
&f("cumulative_net_realized_profit_and_loss_1m_net_change"),
),
realized_value: HeightMap::new_bin(1, MapKind::Computed, &f("realized_value")),
realized_value_1d_sum: DateMap::new_bin(
1,
MapKind::Computed,
&f("realized_value_1d_sum"),
),
sell_side_risk_ratio: DateMap::new_bin(
1,
MapKind::Computed,
&f("sell_side_risk_ratio"),
),
realized_profit_to_loss_ratio: HeightMap::new_bin(
1,
MapKind::Computed,
&f("realized_profit_to_loss_ratio"),
),
realized_profit_to_loss_1d_sum_ratio: DateMap::new_bin(
1,
MapKind::Computed,
&f("realized_profit_to_loss_1d_sum_ratio"),
),
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
pub fn insert(
&mut self,
&InsertData {
height,
date,
is_date_last_block,
date_blocks_range,
..
}: &InsertData,
height_state: &RealizedState,
) {
self.realized_profit
.insert(height, height_state.realized_profit().to_dollar() as f32);
self.realized_loss
.insert(height, height_state.realized_loss().to_dollar() as f32);
self.value_created
.insert(height, height_state.value_created().to_dollar() as f32);
self.adjusted_value_created.insert(
height,
height_state.adjusted_value_created().to_dollar() as f32,
);
self.value_destroyed
.insert(height, height_state.value_destroyed().to_dollar() as f32);
self.adjusted_value_destroyed.insert(
height,
height_state.adjusted_value_destroyed().to_dollar() as f32,
);
self.spent_output_profit_ratio.height.insert(height, {
if height_state.value_destroyed() > Price::ZERO {
(height_state.value_created().to_cent() as f64
/ height_state.value_destroyed().to_cent() as f64) as f32
} else {
1.0
}
});
self.adjusted_spent_output_profit_ratio
.height
.insert(height, {
if height_state.adjusted_value_destroyed() > Price::ZERO {
(height_state.adjusted_value_created().to_cent() as f64
/ height_state.adjusted_value_destroyed().to_cent() as f64)
as f32
} else {
1.0
}
});
if is_date_last_block {
self.realized_profit_1d_sum
.insert(date, self.realized_profit.sum_range(date_blocks_range));
self.realized_loss_1d_sum
.insert(date, self.realized_loss.sum_range(date_blocks_range));
let value_created_1d_sum = self
.value_created_1d_sum
.insert(date, self.value_created.sum_range(date_blocks_range));
let adjusted_value_created_1d_sum = self.adjusted_value_created_1d_sum.insert(
date,
self.adjusted_value_created.sum_range(date_blocks_range),
);
let value_destroyed_1d_sum = self
.value_destroyed_1d_sum
.insert(date, self.value_destroyed.sum_range(date_blocks_range));
let adjusted_value_destroyed_1d_sum = self.adjusted_value_destroyed_1d_sum.insert(
date,
self.adjusted_value_destroyed.sum_range(date_blocks_range),
);
self.spent_output_profit_ratio
.date
.insert(date, value_created_1d_sum / value_destroyed_1d_sum);
self.adjusted_spent_output_profit_ratio.date.insert(
date,
adjusted_value_created_1d_sum / adjusted_value_destroyed_1d_sum,
);
}
}
pub fn compute(
&mut self,
&ComputeData { heights, dates, .. }: &ComputeData,
market_cap: &mut BiMap<f32>,
) {
self.negative_realized_loss.multi_insert_simple_transform(
heights,
&mut self.realized_loss,
|v, _| v * -1.0,
);
self.negative_realized_loss_1d_sum
.multi_insert_simple_transform(dates, &mut self.realized_loss_1d_sum, |v, _| v * -1.0);
self.net_realized_profit_and_loss.multi_insert_subtract(
heights,
&mut self.realized_profit,
&mut self.realized_loss,
);
self.net_realized_profit_and_loss_1d_sum
.multi_insert_subtract(
dates,
&mut self.realized_profit_1d_sum,
&mut self.realized_loss_1d_sum,
);
self.net_realized_profit_and_loss_1d_sum_to_market_cap_ratio
.multi_insert_percentage(
dates,
&mut self.net_realized_profit_and_loss_1d_sum,
&mut market_cap.date,
);
self.cumulative_realized_profit
.height
.multi_insert_cumulative(heights, &mut self.realized_profit);
self.cumulative_realized_profit
.date
.multi_insert_cumulative(dates, &mut self.realized_profit_1d_sum);
self.cumulative_realized_loss
.height
.multi_insert_cumulative(heights, &mut self.realized_loss);
self.cumulative_realized_loss
.date
.multi_insert_cumulative(dates, &mut self.realized_loss_1d_sum);
self.cumulative_net_realized_profit_and_loss
.height
.multi_insert_cumulative(heights, &mut self.net_realized_profit_and_loss);
self.cumulative_net_realized_profit_and_loss
.date
.multi_insert_cumulative(dates, &mut self.net_realized_profit_and_loss_1d_sum);
self.cumulative_net_realized_profit_and_loss_1m_net_change
.multi_insert_net_change(
heights,
dates,
&mut self.cumulative_net_realized_profit_and_loss,
ONE_MONTH_IN_DAYS,
);
self.realized_value.multi_insert_add(
heights,
&mut self.realized_profit,
&mut self.realized_loss,
);
self.realized_value_1d_sum.multi_insert_add(
dates,
&mut self.realized_profit_1d_sum,
&mut self.realized_loss_1d_sum,
);
self.sell_side_risk_ratio.multi_insert_percentage(
dates,
&mut self.realized_value_1d_sum,
&mut market_cap.date,
);
self.realized_profit_to_loss_ratio.multi_insert_divide(
heights,
&mut self.realized_profit,
&mut self.realized_loss,
);
self.realized_profit_to_loss_1d_sum_ratio
.multi_insert_divide(
dates,
&mut self.realized_profit_1d_sum,
&mut self.realized_loss_1d_sum,
);
}
}
impl AnyDataset for RealizedSubDataset {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
}
+277
View File
@@ -0,0 +1,277 @@
use std::{iter::Sum, ops::Add};
use allocative::Allocative;
use crate::{
structs::{
Date, DateMapChunkId, GenericMap, MapChunkId, MapKey, MapKind, MapPath, MapSerialized,
MapValue, SerializedDateMap,
},
utils::{get_percentile, LossyFrom},
};
pub type DateRecapDataset<T> = RecapDataset<Date, T, DateMapChunkId, SerializedDateMap<T>>;
#[derive(Allocative)]
pub struct RecapDataset<Key, Value, ChunkId, Serialized> {
average: Option<GenericMap<Key, Value, ChunkId, Serialized>>,
sum: Option<GenericMap<Key, Value, ChunkId, Serialized>>,
max: Option<GenericMap<Key, Value, ChunkId, Serialized>>,
_90p: Option<GenericMap<Key, Value, ChunkId, Serialized>>,
_75p: Option<GenericMap<Key, Value, ChunkId, Serialized>>,
median: Option<GenericMap<Key, Value, ChunkId, Serialized>>,
_25p: Option<GenericMap<Key, Value, ChunkId, Serialized>>,
_10p: Option<GenericMap<Key, Value, ChunkId, Serialized>>,
min: Option<GenericMap<Key, Value, ChunkId, Serialized>>,
}
#[derive(Default)]
pub struct RecapOptions {
average: bool,
sum: bool,
max: bool,
_90p: bool,
_75p: bool,
median: bool,
_25p: bool,
_10p: bool,
min: bool,
}
impl RecapOptions {
pub fn add_min(mut self) -> Self {
self.min = true;
self
}
pub fn add_max(mut self) -> Self {
self.max = true;
self
}
pub fn add_median(mut self) -> Self {
self.median = true;
self
}
pub fn add_average(mut self) -> Self {
self.average = true;
self
}
#[allow(unused)]
pub fn add_sum(mut self) -> Self {
self.sum = true;
self
}
pub fn add_90p(mut self) -> Self {
self._90p = true;
self
}
pub fn add_75p(mut self) -> Self {
self._75p = true;
self
}
pub fn add_25p(mut self) -> Self {
self._25p = true;
self
}
pub fn add_10p(mut self) -> Self {
self._10p = true;
self
}
}
impl<Key, Value, ChunkId, Serialized> RecapDataset<Key, Value, ChunkId, Serialized>
where
Value: MapValue,
ChunkId: MapChunkId,
Key: MapKey<ChunkId>,
Serialized: MapSerialized<Key, Value, ChunkId>,
{
pub fn import(path: &MapPath, options: RecapOptions) -> color_eyre::Result<Self> {
let f = |s: &str| path.join(s);
let s = Self {
// ---
// Computed
// ---
min: options
.min
.then(|| GenericMap::new_bin(1, MapKind::Computed, &f("min"))),
max: options
.max
.then(|| GenericMap::new_bin(1, MapKind::Computed, &f("max"))),
median: options
.median
.then(|| GenericMap::new_bin(1, MapKind::Computed, &f("median"))),
average: options
.average
.then(|| GenericMap::new_bin(1, MapKind::Computed, &f("average"))),
sum: options
.sum
.then(|| GenericMap::new_bin(1, MapKind::Computed, &f("sum"))),
_90p: options
._90p
.then(|| GenericMap::new_bin(1, MapKind::Computed, &f("90p"))),
_75p: options
._75p
.then(|| GenericMap::new_bin(1, MapKind::Computed, &f("75p"))),
_25p: options
._25p
.then(|| GenericMap::new_bin(1, MapKind::Computed, &f("25p"))),
_10p: options
._10p
.then(|| GenericMap::new_bin(1, MapKind::Computed, &f("10p"))),
};
Ok(s)
}
pub fn compute<'a, Value2>(&mut self, key: Key, values: &'a mut [Value2])
where
Value: LossyFrom<f32> + LossyFrom<Value2>,
Value2: Sum<&'a Value2> + Ord + Add<Output = Value2> + Clone + Copy + LossyFrom<f32>,
f32: LossyFrom<Value> + LossyFrom<Value2>,
{
if self.max.is_some()
|| self._90p.is_some()
|| self._75p.is_some()
|| self.median.is_some()
|| self._25p.is_some()
|| self._10p.is_some()
|| self.min.is_some()
{
values.sort_unstable();
if let Some(max) = self.max.as_mut() {
max.insert_computed(key, Value::lossy_from(*values.last().unwrap()));
}
if let Some(_90p) = self._90p.as_mut() {
_90p.insert_computed(key, Value::lossy_from(get_percentile(values, 0.90)));
}
if let Some(_75p) = self._75p.as_mut() {
_75p.insert_computed(key, Value::lossy_from(get_percentile(values, 0.75)));
}
if let Some(median) = self.median.as_mut() {
median.insert_computed(key, Value::lossy_from(get_percentile(values, 0.50)));
}
if let Some(_25p) = self._25p.as_mut() {
_25p.insert_computed(key, Value::lossy_from(get_percentile(values, 0.25)));
}
if let Some(_10p) = self._10p.as_mut() {
_10p.insert_computed(key, Value::lossy_from(get_percentile(values, 0.10)));
}
if let Some(min) = self.min.as_mut() {
min.insert_computed(key, Value::lossy_from(*values.first().unwrap()));
}
}
if self.sum.is_some() || self.average.is_some() {
let sum = Value::lossy_from(values.iter().sum::<Value2>());
if let Some(sum_map) = self.sum.as_mut() {
sum_map.insert_computed(key, sum);
}
if let Some(average) = self.average.as_mut() {
let len = values.len() as f32;
average.insert_computed(key, Value::lossy_from(f32::lossy_from(sum) / len));
}
}
}
pub fn as_vec(&self) -> Vec<&GenericMap<Key, Value, ChunkId, Serialized>> {
let mut v = vec![];
if let Some(min) = self.min.as_ref() {
v.push(min);
}
if let Some(max) = self.max.as_ref() {
v.push(max);
}
if let Some(median) = self.median.as_ref() {
v.push(median);
}
if let Some(average) = self.average.as_ref() {
v.push(average);
}
if let Some(sum) = self.sum.as_ref() {
v.push(sum);
}
if let Some(_90p) = self._90p.as_ref() {
v.push(_90p);
}
if let Some(_75p) = self._75p.as_ref() {
v.push(_75p);
}
if let Some(_25p) = self._25p.as_ref() {
v.push(_25p);
}
if let Some(_10p) = self._10p.as_ref() {
v.push(_10p);
}
v
}
pub fn as_mut_vec(&mut self) -> Vec<&mut GenericMap<Key, Value, ChunkId, Serialized>> {
let mut v = vec![];
if let Some(min) = self.min.as_mut() {
v.push(min);
}
if let Some(max) = self.max.as_mut() {
v.push(max);
}
if let Some(median) = self.median.as_mut() {
v.push(median);
}
if let Some(average) = self.average.as_mut() {
v.push(average);
}
if let Some(sum) = self.sum.as_mut() {
v.push(sum);
}
if let Some(_90p) = self._90p.as_mut() {
v.push(_90p);
}
if let Some(_75p) = self._75p.as_mut() {
v.push(_75p);
}
if let Some(_25p) = self._25p.as_mut() {
v.push(_25p);
}
if let Some(_10p) = self._10p.as_mut() {
v.push(_10p);
}
v
}
}
@@ -1,45 +1,64 @@
use allocative::Allocative;
use struct_iterable::Iterable;
use crate::{
datasets::{AnyDataset, ComputeData, InsertData, MinInitialStates},
states::SupplyState,
structs::{AnyBiMap, BiMap},
parser::{
datasets::{AnyDataset, ComputeData, InsertData, MinInitialStates},
states::SupplyState,
},
structs::{BiMap, Config, MapKind, MapPath},
};
#[derive(Default, Allocative)]
#[derive(Allocative, Iterable)]
pub struct SupplySubDataset {
min_initial_states: MinInitialStates,
// Inserted
pub supply: BiMap<f64>,
// Computed
pub supply_to_circulating_supply_ratio: BiMap<f64>,
pub halved_supply: BiMap<f64>,
pub halved_supply_to_circulating_supply_ratio: BiMap<f64>,
}
impl SupplySubDataset {
pub fn import(parent_path: &str) -> color_eyre::Result<Self> {
let f = |s: &str| format!("{parent_path}/{s}");
pub fn import(
path: &MapPath,
name: &Option<String>,
config: &Config,
) -> color_eyre::Result<Self> {
let f = |s: &str| {
if let Some(name) = name {
path.join(&format!("{name}/{s}"))
} else {
path.join(s)
}
};
let mut s = Self {
min_initial_states: MinInitialStates::default(),
supply: BiMap::new_bin(1, &f("supply")),
// ---
// Inserted
// ---
supply: BiMap::new_bin(1, MapKind::Inserted, &f("supply")),
// ---
// Computed,
// ---
supply_to_circulating_supply_ratio: BiMap::new_bin(
1,
MapKind::Computed,
&f("supply_to_circulating_supply_ratio"),
),
halved_supply: BiMap::new_bin(1, &f("halved_supply")),
halved_supply: BiMap::new_bin(1, MapKind::Computed, &f("halved_supply")),
halved_supply_to_circulating_supply_ratio: BiMap::new_bin(
1,
MapKind::Computed,
&f("halved_supply_to_circulating_supply_ratio"),
),
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s));
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
@@ -54,7 +73,7 @@ impl SupplySubDataset {
}: &InsertData,
state: &SupplyState,
) {
let total_supply = self.supply.height.insert(height, state.supply.to_btc());
let total_supply = self.supply.height.insert(height, state.supply().to_btc());
if is_date_last_block {
self.supply.date.insert(date, total_supply);
@@ -64,7 +83,7 @@ impl SupplySubDataset {
#[allow(unused_variables)]
pub fn compute(
&mut self,
&ComputeData { heights, dates }: &ComputeData,
&ComputeData { heights, dates, .. }: &ComputeData,
circulating_supply: &mut BiMap<f64>,
) {
self.supply_to_circulating_supply_ratio
@@ -87,28 +106,4 @@ impl AnyDataset for SupplySubDataset {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
fn to_inserted_bi_map_vec(&self) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
vec![&self.supply]
}
fn to_inserted_mut_bi_map_vec(&mut self) -> Vec<&mut dyn AnyBiMap> {
vec![&mut self.supply]
}
fn to_computed_bi_map_vec(&self) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
vec![
&self.supply_to_circulating_supply_ratio,
&self.halved_supply,
&self.halved_supply_to_circulating_supply_ratio,
]
}
fn to_computed_mut_bi_map_vec(&mut self) -> Vec<&mut dyn AnyBiMap> {
vec![
&mut self.supply_to_circulating_supply_ratio,
&mut self.halved_supply,
&mut self.halved_supply_to_circulating_supply_ratio,
]
}
}
@@ -1,21 +1,21 @@
use allocative::Allocative;
use struct_iterable::Iterable;
use crate::{
datasets::{AnyDataset, ComputeData, InsertData, MinInitialStates},
states::UnrealizedState,
structs::{AnyBiMap, BiMap},
parser::{
datasets::{AnyDataset, ComputeData, InsertData, MinInitialStates},
states::UnrealizedState,
},
structs::{BiMap, Config, MapKind, MapPath},
};
#[derive(Default, Allocative)]
#[derive(Allocative, Iterable)]
pub struct UnrealizedSubDataset {
min_initial_states: MinInitialStates,
// Inserted
supply_in_profit: BiMap<f64>,
unrealized_profit: BiMap<f32>,
unrealized_loss: BiMap<f32>,
// Computed
supply_in_loss: BiMap<f64>,
negative_unrealized_loss: BiMap<f32>,
net_unrealized_profit_and_loss: BiMap<f32>,
@@ -27,42 +27,72 @@ pub struct UnrealizedSubDataset {
}
impl UnrealizedSubDataset {
pub fn import(parent_path: &str) -> color_eyre::Result<Self> {
let f = |s: &str| format!("{parent_path}/{s}");
pub fn import(
path: &MapPath,
name: &Option<String>,
config: &Config,
) -> color_eyre::Result<Self> {
let f = |s: &str| {
if let Some(name) = name {
path.join(&format!("{name}/{s}"))
} else {
path.join(s)
}
};
let mut s = Self {
min_initial_states: MinInitialStates::default(),
supply_in_profit: BiMap::new_bin(1, &f("supply_in_profit")),
supply_in_loss: BiMap::new_bin(1, &f("supply_in_loss")),
unrealized_profit: BiMap::new_bin(1, &f("unrealized_profit")),
unrealized_loss: BiMap::new_bin(1, &f("unrealized_loss")),
negative_unrealized_loss: BiMap::new_bin(1, &f("negative_unrealized_loss")),
net_unrealized_profit_and_loss: BiMap::new_bin(1, &f("net_unrealized_profit_and_loss")),
net_unrealized_profit_and_loss_to_market_cap_ratio: BiMap::new_bin(
// ---
// Inserted
// ---
supply_in_profit: BiMap::new_bin(1, MapKind::Inserted, &f("supply_in_profit")),
unrealized_profit: BiMap::new_bin(1, MapKind::Inserted, &f("unrealized_profit")),
unrealized_loss: BiMap::new_bin(1, MapKind::Inserted, &f("unrealized_loss")),
// ---
// Inserted
// ---
supply_in_loss: BiMap::new_bin(1, MapKind::Computed, &f("supply_in_loss")),
negative_unrealized_loss: BiMap::new_bin(
1,
MapKind::Computed,
&f("negative_unrealized_loss"),
),
net_unrealized_profit_and_loss: BiMap::new_bin(
1,
MapKind::Computed,
&f("net_unrealized_profit_and_loss"),
),
net_unrealized_profit_and_loss_to_market_cap_ratio: BiMap::new_bin(
2,
MapKind::Computed,
&f("net_unrealized_profit_and_loss_to_market_cap_ratio"),
),
supply_in_profit_to_own_supply_ratio: BiMap::new_bin(
1,
MapKind::Computed,
&f("supply_in_profit_to_own_supply_ratio"),
),
supply_in_profit_to_circulating_supply_ratio: BiMap::new_bin(
1,
MapKind::Computed,
&f("supply_in_profit_to_circulating_supply_ratio"),
),
supply_in_loss_to_own_supply_ratio: BiMap::new_bin(
1,
MapKind::Computed,
&f("supply_in_loss_to_own_supply_ratio"),
),
supply_in_loss_to_circulating_supply_ratio: BiMap::new_bin(
1,
MapKind::Computed,
&f("supply_in_loss_to_circulating_supply_ratio"),
),
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s));
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
@@ -80,36 +110,36 @@ impl UnrealizedSubDataset {
) {
self.supply_in_profit
.height
.insert(height, block_state.supply_in_profit.to_btc());
.insert(height, block_state.supply_in_profit().to_btc());
self.unrealized_profit
.height
.insert(height, block_state.unrealized_profit.to_dollar() as f32);
.insert(height, block_state.unrealized_profit().to_dollar() as f32);
self.unrealized_loss
.height
.insert(height, block_state.unrealized_loss.to_dollar() as f32);
.insert(height, block_state.unrealized_loss().to_dollar() as f32);
if is_date_last_block {
let date_state = date_state.as_ref().unwrap();
self.supply_in_profit
.date
.insert(date, date_state.supply_in_profit.to_btc());
.insert(date, date_state.supply_in_profit().to_btc());
self.unrealized_profit
.date
.insert(date, date_state.unrealized_profit.to_dollar() as f32);
.insert(date, date_state.unrealized_profit().to_dollar() as f32);
self.unrealized_loss
.date
.insert(date, date_state.unrealized_loss.to_dollar() as f32);
.insert(date, date_state.unrealized_loss().to_dollar() as f32);
}
}
pub fn compute(
&mut self,
&ComputeData { heights, dates }: &ComputeData,
&ComputeData { heights, dates, .. }: &ComputeData,
own_supply: &mut BiMap<f64>,
circulating_supply: &mut BiMap<f64>,
market_cap: &mut BiMap<f32>,
@@ -136,7 +166,7 @@ impl UnrealizedSubDataset {
);
self.net_unrealized_profit_and_loss_to_market_cap_ratio
.multi_insert_divide(
.multi_insert_percentage(
heights,
dates,
&mut self.net_unrealized_profit_and_loss,
@@ -166,46 +196,4 @@ impl AnyDataset for UnrealizedSubDataset {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
fn to_inserted_bi_map_vec(&self) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
vec![
&self.supply_in_profit,
&self.unrealized_profit,
&self.unrealized_loss,
]
}
fn to_inserted_mut_bi_map_vec(&mut self) -> Vec<&mut dyn AnyBiMap> {
vec![
&mut self.supply_in_profit,
&mut self.unrealized_profit,
&mut self.unrealized_loss,
]
}
fn to_computed_bi_map_vec(&self) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
vec![
&self.supply_in_loss,
&self.negative_unrealized_loss,
&self.net_unrealized_profit_and_loss,
&self.net_unrealized_profit_and_loss_to_market_cap_ratio,
&self.supply_in_profit_to_own_supply_ratio,
&self.supply_in_profit_to_circulating_supply_ratio,
&self.supply_in_loss_to_own_supply_ratio,
&self.supply_in_loss_to_circulating_supply_ratio,
]
}
fn to_computed_mut_bi_map_vec(&mut self) -> Vec<&mut dyn AnyBiMap> {
vec![
&mut self.supply_in_loss,
&mut self.negative_unrealized_loss,
&mut self.net_unrealized_profit_and_loss,
&mut self.net_unrealized_profit_and_loss_to_market_cap_ratio,
&mut self.supply_in_profit_to_own_supply_ratio,
&mut self.supply_in_profit_to_circulating_supply_ratio,
&mut self.supply_in_loss_to_own_supply_ratio,
&mut self.supply_in_loss_to_circulating_supply_ratio,
]
}
}
@@ -1,31 +1,46 @@
use allocative::Allocative;
use struct_iterable::Iterable;
use crate::{
datasets::{AnyDataset, InsertData, MinInitialStates},
states::UTXOState,
structs::{AnyBiMap, BiMap},
parser::{
datasets::{AnyDataset, InsertData, MinInitialStates},
states::UTXOState,
},
structs::{BiMap, Config, MapKind, MapPath},
};
#[derive(Default, Allocative)]
#[derive(Allocative, Iterable)]
pub struct UTXOSubDataset {
min_initial_states: MinInitialStates,
// Inserted
count: BiMap<usize>,
count: BiMap<f64>,
}
impl UTXOSubDataset {
pub fn import(parent_path: &str) -> color_eyre::Result<Self> {
let f = |s: &str| format!("{parent_path}/{s}");
pub fn import(
path: &MapPath,
name: &Option<String>,
config: &Config,
) -> color_eyre::Result<Self> {
let f = |s: &str| {
if let Some(name) = name {
path.join(&format!("{name}/{s}"))
} else {
path.join(s)
}
};
let mut s = Self {
min_initial_states: MinInitialStates::default(),
count: BiMap::new_bin(1, &f("utxo_count")),
// ---
// Inserted
// ---
count: BiMap::new_bin(1, MapKind::Inserted, &f("utxo_count")),
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s));
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
@@ -40,7 +55,7 @@ impl UTXOSubDataset {
}: &InsertData,
state: &UTXOState,
) {
let count = self.count.height.insert(height, state.count);
let count = self.count.height.insert(height, state.count());
if is_date_last_block {
self.count.date.insert(date, count);
@@ -52,12 +67,4 @@ impl AnyDataset for UTXOSubDataset {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
fn to_inserted_bi_map_vec(&self) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
vec![&self.count]
}
fn to_inserted_mut_bi_map_vec(&mut self) -> Vec<&mut dyn AnyBiMap> {
vec![&mut self.count]
}
}
+325
View File
@@ -0,0 +1,325 @@
use allocative::Allocative;
use struct_iterable::Iterable;
use crate::{
parser::datasets::InsertData,
structs::{BiMap, Config, DateMap, HeightMap, MapKind},
utils::{
ONE_DAY_IN_S, ONE_MONTH_IN_DAYS, ONE_WEEK_IN_DAYS, ONE_YEAR_IN_DAYS, TARGET_BLOCKS_PER_DAY,
},
};
use super::{AnyDataset, ComputeData, MinInitialStates};
#[derive(Allocative, Iterable)]
pub struct TransactionDataset {
min_initial_states: MinInitialStates,
pub count: HeightMap<usize>,
pub count_1d_sum: DateMap<usize>,
pub volume: HeightMap<f64>,
pub volume_1d_sum: DateMap<f64>,
pub volume_in_dollars: HeightMap<f32>,
pub volume_in_dollars_1d_sum: DateMap<f32>,
// Average sent
// Average sent in dollars
// Median sent
// Median sent in dollars
// Min
// Max
// 10th 25th 75th 90th percentiles
// type
// version
pub count_1w_sma: HeightMap<f32>,
pub count_1d_sum_1w_sma: DateMap<f32>,
pub count_1m_sma: HeightMap<f32>,
pub count_1d_sum_1m_sma: DateMap<f32>,
pub volume_1w_sma: HeightMap<f32>,
pub volume_1d_sum_1w_sma: DateMap<f32>,
pub volume_1m_sma: HeightMap<f32>,
pub volume_1d_sum_1m_sma: DateMap<f32>,
pub volume_in_dollars_1w_sma: HeightMap<f32>,
pub volume_in_dollars_1d_sum_1w_sma: DateMap<f32>,
pub volume_in_dollars_1m_sma: HeightMap<f32>,
pub volume_in_dollars_1d_sum_1m_sma: DateMap<f32>,
pub annualized_volume: DateMap<f32>,
pub annualized_volume_in_dollars: DateMap<f32>,
pub velocity: DateMap<f32>,
pub transactions_per_second: BiMap<f32>,
pub transactions_per_second_1w_sma: BiMap<f32>,
pub transactions_per_second_1m_sma: BiMap<f32>,
}
impl TransactionDataset {
pub fn import(config: &Config) -> color_eyre::Result<Self> {
let f = |s: &str| config.path_datasets().join(s);
let mut s = Self {
min_initial_states: MinInitialStates::default(),
// ---
// Inserted
// ---
count: HeightMap::new_bin(1, MapKind::Inserted, &f("transaction_count")),
count_1d_sum: DateMap::new_bin(1, MapKind::Inserted, &f("transaction_count_1d_sum")),
volume: HeightMap::new_bin(1, MapKind::Inserted, &f("transaction_volume")),
volume_1d_sum: DateMap::new_bin(1, MapKind::Inserted, &f("transaction_volume_1d_sum")),
volume_in_dollars: HeightMap::new_bin(
1,
MapKind::Inserted,
&f("transaction_volume_in_dollars"),
),
volume_in_dollars_1d_sum: DateMap::new_bin(
1,
MapKind::Inserted,
&f("transaction_volume_in_dollars_1d_sum"),
),
// ---
// Inserted
// ---
count_1w_sma: HeightMap::new_bin(1, MapKind::Computed, &f("transaction_count_1w_sma")),
count_1d_sum_1w_sma: DateMap::new_bin(
1,
MapKind::Computed,
&f("transaction_count_1d_sum_1w_sma"),
),
count_1m_sma: HeightMap::new_bin(1, MapKind::Computed, &f("transaction_count_1m_sma")),
count_1d_sum_1m_sma: DateMap::new_bin(
1,
MapKind::Computed,
&f("transaction_count_1d_sum_1m_sma"),
),
volume_1w_sma: HeightMap::new_bin(
1,
MapKind::Computed,
&f("transaction_volume_1w_sma"),
),
volume_1d_sum_1w_sma: DateMap::new_bin(
1,
MapKind::Computed,
&f("transaction_volume_1d_sum_1w_sma"),
),
volume_1m_sma: HeightMap::new_bin(
1,
MapKind::Computed,
&f("transaction_volume_1m_sma"),
),
volume_1d_sum_1m_sma: DateMap::new_bin(
1,
MapKind::Computed,
&f("transaction_volume_1d_sum_1m_sma"),
),
volume_in_dollars_1w_sma: HeightMap::new_bin(
1,
MapKind::Computed,
&f("transaction_volume_in_dollars_1w_sma"),
),
volume_in_dollars_1d_sum_1w_sma: DateMap::new_bin(
1,
MapKind::Computed,
&f("transaction_volume_in_dollars_1d_sum_1w_sma"),
),
volume_in_dollars_1m_sma: HeightMap::new_bin(
1,
MapKind::Computed,
&f("transaction_volume_in_dollars_1m_sma"),
),
volume_in_dollars_1d_sum_1m_sma: DateMap::new_bin(
1,
MapKind::Computed,
&f("transaction_volume_in_dollars_1d_sum_1m_sma"),
),
annualized_volume: DateMap::new_bin(
1,
MapKind::Computed,
&f("annualized_transaction_volume"),
),
annualized_volume_in_dollars: DateMap::new_bin(
2,
MapKind::Computed,
&f("annualized_transaction_volume_in_dollars"),
),
velocity: DateMap::new_bin(1, MapKind::Computed, &f("transaction_velocity")),
transactions_per_second: BiMap::new_bin(
1,
MapKind::Computed,
&f("transactions_per_second"),
),
transactions_per_second_1w_sma: BiMap::new_bin(
1,
MapKind::Computed,
&f("transactions_per_second_1w_sma"),
),
transactions_per_second_1m_sma: BiMap::new_bin(
1,
MapKind::Computed,
&f("transactions_per_second_1m_sma"),
),
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
pub fn insert(
&mut self,
&InsertData {
height,
date,
amount_sent,
transaction_count,
is_date_last_block,
date_blocks_range,
block_price,
..
}: &InsertData,
) {
self.count.insert(height, transaction_count);
self.volume.insert(height, amount_sent.to_btc());
self.volume_in_dollars
.insert(height, (block_price * amount_sent).to_dollar() as f32);
if is_date_last_block {
self.count_1d_sum
.insert(date, self.count.sum_range(date_blocks_range));
self.volume_1d_sum
.insert(date, self.volume.sum_range(date_blocks_range));
self.volume_in_dollars_1d_sum
.insert(date, self.volume_in_dollars.sum_range(date_blocks_range));
}
}
pub fn compute(
&mut self,
&ComputeData { heights, dates, .. }: &ComputeData,
circulating_supply: &mut BiMap<f64>,
block_interval: &mut HeightMap<u32>,
) {
self.count_1w_sma.multi_insert_simple_average(
heights,
&mut self.count,
TARGET_BLOCKS_PER_DAY * ONE_WEEK_IN_DAYS,
);
self.count_1d_sum_1w_sma.multi_insert_simple_average(
dates,
&mut self.count_1d_sum,
ONE_WEEK_IN_DAYS,
);
self.count_1m_sma.multi_insert_simple_average(
heights,
&mut self.count,
TARGET_BLOCKS_PER_DAY * ONE_MONTH_IN_DAYS,
);
self.count_1d_sum_1m_sma.multi_insert_simple_average(
dates,
&mut self.count_1d_sum,
ONE_MONTH_IN_DAYS,
);
self.volume_1w_sma.multi_insert_simple_average(
heights,
&mut self.volume,
TARGET_BLOCKS_PER_DAY * ONE_WEEK_IN_DAYS,
);
self.volume_1d_sum_1w_sma.multi_insert_simple_average(
dates,
&mut self.volume_1d_sum,
ONE_WEEK_IN_DAYS,
);
self.volume_1m_sma.multi_insert_simple_average(
heights,
&mut self.volume,
TARGET_BLOCKS_PER_DAY * ONE_MONTH_IN_DAYS,
);
self.volume_1d_sum_1m_sma.multi_insert_simple_average(
dates,
&mut self.volume_1d_sum,
ONE_MONTH_IN_DAYS,
);
self.volume_in_dollars_1w_sma.multi_insert_simple_average(
heights,
&mut self.volume_in_dollars,
TARGET_BLOCKS_PER_DAY * ONE_WEEK_IN_DAYS,
);
self.volume_in_dollars_1d_sum_1w_sma
.multi_insert_simple_average(
dates,
&mut self.volume_in_dollars_1d_sum,
ONE_WEEK_IN_DAYS,
);
self.volume_in_dollars_1m_sma.multi_insert_simple_average(
heights,
&mut self.volume_in_dollars,
TARGET_BLOCKS_PER_DAY * ONE_MONTH_IN_DAYS,
);
self.volume_in_dollars_1d_sum_1m_sma
.multi_insert_simple_average(
dates,
&mut self.volume_in_dollars_1d_sum,
ONE_MONTH_IN_DAYS,
);
self.annualized_volume.multi_insert_last_x_sum(
dates,
&mut self.volume_1d_sum,
ONE_YEAR_IN_DAYS,
);
self.annualized_volume_in_dollars.multi_insert_last_x_sum(
dates,
&mut self.volume_in_dollars_1d_sum,
ONE_YEAR_IN_DAYS,
);
self.velocity.multi_insert_divide(
dates,
&mut self.annualized_volume,
&mut circulating_supply.date,
);
self.transactions_per_second.height.multi_insert_divide(
heights,
&mut self.count,
block_interval,
);
self.transactions_per_second
.date
.multi_insert_simple_transform(dates, &mut self.count_1d_sum, |count, date| {
count as f32 / (date.get_day_completion() as f32 * ONE_DAY_IN_S as f32)
});
self.transactions_per_second_1w_sma
.multi_insert_simple_average(
heights,
dates,
&mut self.transactions_per_second,
ONE_WEEK_IN_DAYS,
);
self.transactions_per_second_1m_sma
.multi_insert_simple_average(
heights,
dates,
&mut self.transactions_per_second,
ONE_MONTH_IN_DAYS,
);
}
}
impl AnyDataset for TransactionDataset {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
}
@@ -1,15 +1,15 @@
use allocative::Allocative;
use itertools::Itertools;
use struct_iterable::Iterable;
use crate::{
datasets::{
AnyDataset, AnyDatasetGroup, ComputeData, InsertData, MinInitialStates, SubDataset,
parser::{
datasets::{AnyDataset, ComputeData, InsertData, MinInitialStates, SubDataset},
states::UTXOCohortId,
},
states::UTXOCohortId,
structs::{AnyBiMap, AnyDateMap, AnyHeightMap, BiMap, WNaiveDate},
structs::{BiMap, Config, Date, Height, MapPath},
};
#[derive(Default, Allocative)]
#[derive(Allocative, Iterable)]
pub struct UTXODataset {
id: UTXOCohortId,
@@ -19,19 +19,21 @@ pub struct UTXODataset {
}
impl UTXODataset {
pub fn import(parent_path: &str, id: UTXOCohortId) -> color_eyre::Result<Self> {
let name = id.name();
let folder_path = format!("{parent_path}/{name}");
pub fn import(
parent_path: &MapPath,
id: UTXOCohortId,
config: &Config,
) -> color_eyre::Result<Self> {
let name = id.name().to_owned();
let mut s = Self {
min_initial_states: MinInitialStates::default(),
id,
subs: SubDataset::import(&folder_path)?,
subs: SubDataset::import(parent_path, &Some(name), config)?,
};
s.min_initial_states
.consume(MinInitialStates::compute_from_dataset(&s));
.consume(MinInitialStates::compute_from_dataset(&s, config));
Ok(s)
}
@@ -50,6 +52,8 @@ impl UTXODataset {
insert_data,
&states
.utxo_cohorts_durable_states
.as_ref()
.unwrap()
.get(&self.id)
.durable_states
.supply_state,
@@ -61,6 +65,8 @@ impl UTXODataset {
insert_data,
&states
.utxo_cohorts_durable_states
.as_ref()
.unwrap()
.get(&self.id)
.durable_states
.utxo_state,
@@ -72,6 +78,8 @@ impl UTXODataset {
insert_data,
&states
.utxo_cohorts_durable_states
.as_ref()
.unwrap()
.get(&self.id)
.durable_states
.capitalization_state,
@@ -118,31 +126,31 @@ impl UTXODataset {
// }
}
pub fn needs_insert_utxo(&self, height: usize, date: WNaiveDate) -> bool {
pub fn needs_insert_utxo(&self, height: Height, date: Date) -> bool {
self.subs.utxo.needs_insert(height, date)
}
pub fn needs_insert_capitalization(&self, height: usize, date: WNaiveDate) -> bool {
pub fn needs_insert_capitalization(&self, height: Height, date: Date) -> bool {
self.subs.capitalization.needs_insert(height, date)
}
pub fn needs_insert_supply(&self, height: usize, date: WNaiveDate) -> bool {
pub fn needs_insert_supply(&self, height: Height, date: Date) -> bool {
self.subs.supply.needs_insert(height, date)
}
pub fn needs_insert_price_paid(&self, height: usize, date: WNaiveDate) -> bool {
pub fn needs_insert_price_paid(&self, height: Height, date: Date) -> bool {
self.subs.price_paid.needs_insert(height, date)
}
pub fn needs_insert_realized(&self, height: usize, date: WNaiveDate) -> bool {
pub fn needs_insert_realized(&self, height: Height, date: Date) -> bool {
self.subs.realized.needs_insert(height, date)
}
pub fn needs_insert_unrealized(&self, height: usize, date: WNaiveDate) -> bool {
pub fn needs_insert_unrealized(&self, height: Height, date: Date) -> bool {
self.subs.unrealized.needs_insert(height, date)
}
pub fn needs_insert_input(&self, height: usize, date: WNaiveDate) -> bool {
pub fn needs_insert_input(&self, height: Height, date: Date) -> bool {
self.subs.input.needs_insert(height, date)
}
@@ -188,100 +196,4 @@ impl AnyDataset for UTXODataset {
fn get_min_initial_states(&self) -> &MinInitialStates {
&self.min_initial_states
}
fn to_inserted_height_map_vec(&self) -> Vec<&(dyn AnyHeightMap + Send + Sync)> {
self.subs
.as_vec()
.into_iter()
.flat_map(|d| d.to_inserted_height_map_vec())
.collect_vec()
}
fn to_inserted_date_map_vec(&self) -> Vec<&(dyn AnyDateMap + Send + Sync)> {
self.subs
.as_vec()
.into_iter()
.flat_map(|d| d.to_inserted_date_map_vec())
.collect_vec()
}
fn to_inserted_bi_map_vec(&self) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
self.subs
.as_vec()
.into_iter()
.flat_map(|d| d.to_inserted_bi_map_vec())
.collect_vec()
}
fn to_inserted_mut_height_map_vec(&mut self) -> Vec<&mut dyn AnyHeightMap> {
self.subs
.as_mut_vec()
.into_iter()
.flat_map(|d| d.to_inserted_mut_height_map_vec())
.collect_vec()
}
fn to_inserted_mut_date_map_vec(&mut self) -> Vec<&mut dyn AnyDateMap> {
self.subs
.as_mut_vec()
.into_iter()
.flat_map(|d| d.to_inserted_mut_date_map_vec())
.collect_vec()
}
fn to_inserted_mut_bi_map_vec(&mut self) -> Vec<&mut dyn AnyBiMap> {
self.subs
.as_mut_vec()
.into_iter()
.flat_map(|d| d.to_inserted_mut_bi_map_vec())
.collect_vec()
}
fn to_computed_height_map_vec(&self) -> Vec<&(dyn AnyHeightMap + Send + Sync)> {
self.subs
.as_vec()
.into_iter()
.flat_map(|d| d.to_computed_height_map_vec())
.collect_vec()
}
fn to_computed_date_map_vec(&self) -> Vec<&(dyn AnyDateMap + Send + Sync)> {
self.subs
.as_vec()
.into_iter()
.flat_map(|d| d.to_computed_date_map_vec())
.collect_vec()
}
fn to_computed_bi_map_vec(&self) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
self.subs
.as_vec()
.into_iter()
.flat_map(|d| d.to_computed_bi_map_vec())
.collect_vec()
}
fn to_computed_mut_height_map_vec(&mut self) -> Vec<&mut dyn AnyHeightMap> {
self.subs
.as_mut_vec()
.into_iter()
.flat_map(|d| d.to_computed_mut_height_map_vec())
.collect_vec()
}
fn to_computed_mut_date_map_vec(&mut self) -> Vec<&mut dyn AnyDateMap> {
self.subs
.as_mut_vec()
.into_iter()
.flat_map(|d| d.to_computed_mut_date_map_vec())
.collect_vec()
}
fn to_computed_mut_bi_map_vec(&mut self) -> Vec<&mut dyn AnyBiMap> {
self.subs
.as_mut_vec()
.into_iter()
.flat_map(|d| d.to_computed_mut_bi_map_vec())
.collect_vec()
}
}
@@ -7,9 +7,9 @@ use rayon::prelude::*;
use itertools::Itertools;
use crate::{
datasets::AnyDatasets,
states::{SplitByUTXOCohort, UTXOCohortId},
structs::{BiMap, WNaiveDate},
parser::datasets::AnyDatasets,
parser::states::{SplitByUTXOCohort, UTXOCohortId},
structs::{BiMap, Config, Date, Height},
};
use super::{AnyDataset, ComputeData, InsertData, MinInitialStates};
@@ -22,28 +22,30 @@ pub struct UTXODatasets {
}
impl UTXODatasets {
pub fn import(parent_path: &str) -> color_eyre::Result<Self> {
let mut cohorts = SplitByUTXOCohort::<UTXODataset>::default();
pub fn import(config: &Config) -> color_eyre::Result<Self> {
let mut cohorts = SplitByUTXOCohort::<Option<UTXODataset>>::default();
let path_dataset = config.path_datasets();
cohorts
.as_vec()
.into_par_iter()
.map(|(_, id)| (id, UTXODataset::import(parent_path, id)))
.map(|(_, id)| (id, UTXODataset::import(&path_dataset, id, config)))
.collect::<Vec<_>>()
.into_iter()
.try_for_each(|(id, dataset)| -> color_eyre::Result<()> {
*cohorts.get_mut(&id) = dataset?;
cohorts.get_mut(&id).replace(dataset?);
Ok(())
})?;
let mut s = Self {
min_initial_states: MinInitialStates::default(),
cohorts,
cohorts: cohorts.unwrap(),
};
s.min_initial_states
.consume(MinInitialStates::compute_from_datasets(&s));
.consume(MinInitialStates::compute_from_datasets(&s, config));
Ok(s)
}
@@ -55,7 +57,7 @@ impl UTXODatasets {
.for_each(|(cohort, _)| cohort.insert(insert_data))
}
pub fn needs_durable_states(&self, height: usize, date: WNaiveDate) -> bool {
pub fn needs_durable_states(&self, height: Height, date: Date) -> bool {
let needs_insert_utxo = self.needs_insert_utxo(height, date);
let needs_insert_capitalization = self.needs_insert_capitalization(height, date);
let needs_insert_supply = self.needs_insert_supply(height, date);
@@ -67,51 +69,51 @@ impl UTXODatasets {
|| needs_one_shot_states
}
pub fn needs_one_shot_states(&self, height: usize, date: WNaiveDate) -> bool {
pub fn needs_one_shot_states(&self, height: Height, date: Date) -> bool {
self.needs_insert_price_paid(height, date) || self.needs_insert_unrealized(height, date)
}
pub fn needs_sent_states(&self, height: usize, date: WNaiveDate) -> bool {
pub fn needs_sent_states(&self, height: Height, date: Date) -> bool {
self.needs_insert_input(height, date) || self.needs_insert_realized(height, date)
}
pub fn needs_insert_utxo(&self, height: usize, date: WNaiveDate) -> bool {
pub fn needs_insert_utxo(&self, height: Height, date: Date) -> bool {
self.as_vec()
.iter()
.any(|(dataset, _)| dataset.needs_insert_utxo(height, date))
}
pub fn needs_insert_capitalization(&self, height: usize, date: WNaiveDate) -> bool {
pub fn needs_insert_capitalization(&self, height: Height, date: Date) -> bool {
self.as_vec()
.iter()
.any(|(dataset, _)| dataset.needs_insert_capitalization(height, date))
}
pub fn needs_insert_supply(&self, height: usize, date: WNaiveDate) -> bool {
pub fn needs_insert_supply(&self, height: Height, date: Date) -> bool {
self.as_vec()
.iter()
.any(|(dataset, _)| dataset.needs_insert_supply(height, date))
}
pub fn needs_insert_price_paid(&self, height: usize, date: WNaiveDate) -> bool {
pub fn needs_insert_price_paid(&self, height: Height, date: Date) -> bool {
self.as_vec()
.iter()
.any(|(dataset, _)| dataset.needs_insert_price_paid(height, date))
}
pub fn needs_insert_realized(&self, height: usize, date: WNaiveDate) -> bool {
pub fn needs_insert_realized(&self, height: Height, date: Date) -> bool {
self.as_vec()
.iter()
.any(|(dataset, _)| dataset.needs_insert_realized(height, date))
}
pub fn needs_insert_unrealized(&self, height: usize, date: WNaiveDate) -> bool {
pub fn needs_insert_unrealized(&self, height: Height, date: Date) -> bool {
self.as_vec()
.iter()
.any(|(dataset, _)| dataset.needs_insert_unrealized(height, date))
}
pub fn needs_insert_input(&self, height: usize, date: WNaiveDate) -> bool {
pub fn needs_insert_input(&self, height: Height, date: Date) -> bool {
self.as_vec()
.iter()
.any(|(dataset, _)| dataset.needs_insert_input(height, date))
+42
View File
@@ -0,0 +1,42 @@
use std::{thread::sleep, time::Duration};
use brk_parser::bitcoincore_rpc::{Client, RpcApi};
mod actions;
mod databases;
mod datasets;
mod price;
mod states;
pub use actions::*;
pub use databases::*;
pub use datasets::*;
use log::info;
pub use states::*;
use crate::structs::{Config, Exit};
pub fn main(config: &Config, rpc: &Client, exit: &Exit) -> color_eyre::Result<()> {
loop {
let block_count = rpc.get_blockchain_info().unwrap().blocks as usize;
info!("{block_count} blocks found.");
let mut databases = Databases::import(config);
let mut datasets = Datasets::import(config)?;
iter_blocks(config, rpc, block_count, exit.clone(), &mut databases, &mut datasets)?;
if let Some(delay) = config.delay() {
sleep(Duration::from_secs(delay))
}
info!("Waiting for a new block...");
while block_count == rpc.get_blockchain_info().unwrap().blocks as usize {
sleep(Duration::from_secs(1))
}
}
// Ok(())
}
@@ -1,28 +1,31 @@
#![allow(dead_code)]
use std::{collections::BTreeMap, path::Path};
use std::{collections::BTreeMap, fs};
use color_eyre::eyre::ContextCompat;
use itertools::Itertools;
use log::info;
use serde_json::Value;
use crate::{
datasets::OHLC,
io::{Json, IMPORTS_FOLDER_PATH},
structs::WNaiveDate,
utils::{log, retry},
io::Json,
structs::{Config, Date, Timestamp, OHLC},
utils::retry,
};
pub struct Binance;
impl Binance {
pub fn read_har_file() -> color_eyre::Result<BTreeMap<u32, OHLC>> {
log("binance: read har file");
pub fn read_har_file(config: &Config) -> color_eyre::Result<BTreeMap<u32, OHLC>> {
info!("binance: read har file");
let path_binance_har = Path::new(IMPORTS_FOLDER_PATH).join("binance.har");
let path = config.path_inputs();
let json: BTreeMap<String, Value> =
Json::import(path_binance_har.to_str().unwrap()).unwrap_or_default();
fs::create_dir_all(&path)?;
let path_binance_har = path.join("binance.har");
let json: BTreeMap<String, Value> = Json::import(&path_binance_har).unwrap_or_default();
Ok(json
.get("log")
@@ -104,10 +107,10 @@ impl Binance {
}
pub fn fetch_1mn_prices() -> color_eyre::Result<BTreeMap<u32, OHLC>> {
log("binance: fetch 1mn");
info!("binance: fetch 1mn");
retry(
|| {
|_| {
let body: Value = reqwest::blocking::get(
"https://api.binance.com/api/v3/uiKlines?symbol=BTCUSDT&interval=1m&limit=1000",
)?
@@ -117,44 +120,48 @@ impl Binance {
.as_array()
.context("Expect to be an array")?
.iter()
.map(|value| {
.map(|value| -> color_eyre::Result<_> {
// [timestamp, open, high, low, close, volume, ...]
let array = value.as_array().unwrap();
let array = value.as_array().context("Expect to be array")?;
let timestamp = array.first().unwrap().as_u64().unwrap() as u32;
let timestamp = (array
.first()
.context("Expect to have first")?
.as_u64()
.context("Expect to be convertible to u64")?
/ 1_000) as u32;
let get_f32 = |index: usize| {
array
let get_f32 = |index: usize| -> color_eyre::Result<f32> {
Ok(array
.get(index)
.unwrap()
.context("Expect to have index")?
.as_str()
.unwrap()
.parse::<f32>()
.unwrap()
.context("Expect to have &str")?
.parse::<f32>()?)
};
(
Ok((
timestamp,
OHLC {
open: get_f32(1),
high: get_f32(2),
low: get_f32(3),
close: get_f32(4),
open: get_f32(1)?,
high: get_f32(2)?,
low: get_f32(3)?,
close: get_f32(4)?,
},
)
))
})
.collect::<BTreeMap<_, _>>())
.collect::<Result<BTreeMap<_, _>, _>>()?)
},
30,
10,
5,
)
}
pub fn fetch_daily_prices() -> color_eyre::Result<BTreeMap<WNaiveDate, OHLC>> {
log("binance: fetch 1d");
pub fn fetch_daily_prices() -> color_eyre::Result<BTreeMap<Date, OHLC>> {
info!("binance: fetch 1d");
retry(
|| {
|_| {
let body: Value = reqwest::blocking::get(
"https://api.binance.com/api/v3/uiKlines?symbol=BTCUSDT&interval=1d",
)?
@@ -164,38 +171,43 @@ impl Binance {
.as_array()
.context("Expect to be an array")?
.iter()
.map(|value| {
.map(|value| -> color_eyre::Result<_> {
// [timestamp, open, high, low, close, volume, ...]
let array = value.as_array().unwrap();
let array = value.as_array().context("Expect to be array")?;
let date = WNaiveDate::from_timestamp(
array.first().unwrap().as_u64().unwrap() as u32 / 1000,
);
let date = Timestamp::from(
(array
.first()
.context("Expect to have first")?
.as_u64()
.context("Expect to be convertible to u64")?
/ 1_000) as u32,
)
.to_date();
let get_f32 = |index: usize| {
array
let get_f32 = |index: usize| -> color_eyre::Result<f32> {
Ok(array
.get(index)
.unwrap()
.context("Expect to have index")?
.as_str()
.unwrap()
.parse::<f32>()
.unwrap()
.context("Expect to have &str")?
.parse::<f32>()?)
};
(
Ok((
date,
OHLC {
open: get_f32(1),
high: get_f32(2),
low: get_f32(3),
close: get_f32(4),
open: get_f32(1)?,
high: get_f32(2)?,
low: get_f32(3)?,
close: get_f32(4)?,
},
)
))
})
.collect::<BTreeMap<_, _>>())
.collect::<Result<BTreeMap<_, _>, _>>()?)
},
30,
10,
5,
)
}
}
+118
View File
@@ -0,0 +1,118 @@
use std::{collections::BTreeMap, str::FromStr};
use chrono::NaiveDate;
use color_eyre::eyre::ContextCompat;
use log::info;
use serde_json::Value;
use crate::{
structs::{Date, DateMapChunkId, HeightMapChunkId, MapChunkId, OHLC},
utils::retry,
};
pub struct Kibo;
const KIBO_OFFICIAL_URL: &str = "https://kibo.money/api";
const KIBO_OFFICIAL_BACKUP_URL: &str = "https://backup.kibo.money/api";
const RETRIES: usize = 10;
impl Kibo {
fn get_base_url(try_index: usize) -> &'static str {
if try_index < RETRIES / 2 {
KIBO_OFFICIAL_URL
} else {
KIBO_OFFICIAL_BACKUP_URL
}
}
pub fn fetch_height_prices(chunk_id: HeightMapChunkId) -> color_eyre::Result<Vec<OHLC>> {
info!("kibo: fetch height prices");
retry(
|try_index| {
let base_url = Self::get_base_url(try_index);
let body: Value = reqwest::blocking::get(format!(
"{base_url}/height-to-price?chunk={}",
chunk_id.to_usize()
))?
.json()?;
let vec = body
.as_object()
.context("Expect to be an object")?
.get("dataset")
.context("Expect object to have dataset")?
.as_object()
.context("Expect to be an object")?
.get("map")
.context("Expect to have map")?
.as_array()
.context("Expect to be an array")?
.iter()
.map(Self::value_to_ohlc)
.collect::<Result<Vec<_>, _>>()?;
Ok(vec)
},
30,
RETRIES,
)
}
pub fn fetch_date_prices(chunk_id: DateMapChunkId) -> color_eyre::Result<BTreeMap<Date, OHLC>> {
info!("kibo: fetch date prices");
retry(
|try_index| {
let base_url = Self::get_base_url(try_index);
let body: Value = reqwest::blocking::get(format!(
"{base_url}/date-to-price?chunk={}",
chunk_id.to_usize()
))?
.json()?;
Ok(body
.as_object()
.context("Expect to be an object")?
.get("dataset")
.context("Expect object to have dataset")?
.as_object()
.context("Expect to be an object")?
.get("map")
.context("Expect to have map")?
.as_object()
.context("Expect to be an object")?
.iter()
.map(|(serialized_date, value)| -> color_eyre::Result<_> {
let date = Date::wrap(NaiveDate::from_str(serialized_date)?);
Ok((date, Self::value_to_ohlc(value)?))
})
.collect::<Result<BTreeMap<_, _>, _>>()?)
},
30,
RETRIES,
)
}
fn value_to_ohlc(value: &Value) -> color_eyre::Result<OHLC> {
let ohlc = value.as_object().context("Expect as_object to work")?;
let get_value = |key: &str| -> color_eyre::Result<f32> {
Ok(ohlc
.get(key)
.context("Expect get key to work")?
.as_f64()
.context("Expect as_f64 to work")? as f32)
};
Ok(OHLC {
open: get_value("open")?,
high: get_value("high")?,
low: get_value("low")?,
close: get_value("close")?,
})
}
}
+133
View File
@@ -0,0 +1,133 @@
use std::collections::BTreeMap;
use color_eyre::eyre::ContextCompat;
use log::info;
use serde_json::Value;
use crate::{
structs::{Date, Timestamp, OHLC},
utils::retry,
};
pub struct Kraken;
impl Kraken {
pub fn fetch_1mn_prices() -> color_eyre::Result<BTreeMap<u32, OHLC>> {
info!("kraken: fetch 1mn");
retry(
|_| {
let body: Value = reqwest::blocking::get(
"https://api.kraken.com/0/public/OHLC?pair=XBTUSD&interval=1",
)?
.json()?;
Ok(body
.as_object()
.context("Expect to be an object")?
.get("result")
.context("Expect object to have result")?
.as_object()
.context("Expect to be an object")?
.get("XXBTZUSD")
.context("Expect to have XXBTZUSD")?
.as_array()
.context("Expect to be an array")?
.iter()
.map(|value| -> color_eyre::Result<_> {
let array = value.as_array().context("Expect as_array to work")?;
let timestamp = array
.first()
.context("Expect first to work")?
.as_u64()
.expect("Expect as_u64 to work")
as u32;
let get_f32 = |index: usize| -> color_eyre::Result<f32> {
Ok(array
.get(index)
.context("Expect get index to work")?
.as_str()
.context("Expect as_str to work")?
.parse::<f32>()?)
};
Ok((
timestamp,
OHLC {
open: get_f32(1)?,
high: get_f32(2)?,
low: get_f32(3)?,
close: get_f32(4)?,
},
))
})
.collect::<Result<BTreeMap<_, _>, _>>()?)
},
30,
10,
)
}
pub fn fetch_daily_prices() -> color_eyre::Result<BTreeMap<Date, OHLC>> {
info!("fetch kraken daily");
retry(
|_| {
let body: Value = reqwest::blocking::get(
"https://api.kraken.com/0/public/OHLC?pair=XBTUSD&interval=1440",
)?
.json()?;
Ok(body
.as_object()
.context("Expect to be an object")?
.get("result")
.context("Expect object to have result")?
.as_object()
.context("Expect to be an object")?
.get("XXBTZUSD")
.context("Expect to have XXBTZUSD")?
.as_array()
.context("Expect to be an array")?
.iter()
.map(|value| -> color_eyre::Result<_> {
let array = value.as_array().context("Expect as_array to work")?;
let date = Timestamp::from(
array
.first()
.context("Expect first to work")?
.as_u64()
.context("Expect as_u64 to work")?
as u32,
)
.to_date();
let get_f32 = |index: usize| -> color_eyre::Result<f32> {
Ok(array
.get(index)
.context("Expect get index to work")?
.as_str()
.context("Expect as_str to work")?
.parse::<f32>()?)
};
Ok((
date,
OHLC {
open: get_f32(1)?,
high: get_f32(2)?,
low: get_f32(3)?,
close: get_f32(4)?,
},
))
})
.collect::<Result<BTreeMap<_, _>, _>>()?)
},
30,
10,
)
}
}
@@ -1,5 +1,7 @@
mod binance;
mod kibo;
mod kraken;
pub use binance::*;
pub use kibo::*;
pub use kraken::*;
+36
View File
@@ -0,0 +1,36 @@
use std::{
fmt::Debug,
fs, io,
path::{Path, PathBuf},
};
use bincode::{Decode, Encode};
use serde::{de::DeserializeOwned, Serialize};
use crate::{io::Serialization, structs::Config};
pub trait AnyState
where
Self: Debug + Encode + Decode + Serialize + DeserializeOwned,
{
fn name<'a>() -> &'a str;
fn path(config: &Config) -> PathBuf {
config.path_states().join(Self::name())
}
fn reset(&mut self, config: &Config) -> color_eyre::Result<(), io::Error> {
self.clear();
fs::remove_file(Self::path(config))
}
fn import(config: &Config) -> color_eyre::Result<Self> {
Serialization::Binary.import(&Self::path(config))
}
fn export(&self, config: &Config) -> color_eyre::Result<()> {
Serialization::Binary.export(Path::new(&Self::path(config)), self)
}
fn clear(&mut self);
}
@@ -0,0 +1,121 @@
use std::ops::AddAssign;
use allocative::Allocative;
use crate::{
parser::states::{DurableStates, IsZero, OneShotStates, PriceToValue, UnrealizedState},
structs::{Amount, Price},
};
#[derive(Default, Debug, Allocative)]
pub struct AddressCohortDurableStates {
pub address_count: f64,
pub durable_states: DurableStates,
pub price_to_amount: PriceToValue<Amount>,
}
impl AddressCohortDurableStates {
#[allow(clippy::too_many_arguments)]
pub fn increment(
&mut self,
address_count: f64,
amount: Amount,
utxo_count: f64,
realized_cap: Price,
mean_price_paid: Price,
) -> color_eyre::Result<()> {
self.address_count += address_count;
self._crement(amount, utxo_count, realized_cap, mean_price_paid, true)
}
#[allow(clippy::too_many_arguments)]
pub fn decrement(
&mut self,
address_count: f64,
amount: Amount,
utxo_count: f64,
realized_cap: Price,
mean_price_paid: Price,
) -> color_eyre::Result<()> {
self.address_count -= address_count;
self._crement(amount, utxo_count, realized_cap, mean_price_paid, false)
}
#[allow(clippy::too_many_arguments)]
pub fn _crement(
&mut self,
amount: Amount,
utxo_count: f64,
realized_cap: Price,
mean_price_paid: Price,
increment: bool,
) -> color_eyre::Result<()> {
if increment {
self.durable_states
.increment(amount, utxo_count, realized_cap)
} else {
self.durable_states
.decrement(amount, utxo_count, realized_cap)
}
.inspect_err(|report| {
dbg!(report);
})?;
if !amount.is_zero()? {
if increment {
self.price_to_amount.increment(mean_price_paid, amount);
} else {
self.price_to_amount
.decrement(mean_price_paid, amount)
.inspect_err(|report| {
dbg!(report, "cents_to_split_amount decrement",);
})?;
}
}
Ok(())
}
pub fn compute_one_shot_states(
&self,
block_price: Price,
date_price: Option<Price>,
) -> OneShotStates {
let mut one_shot_states = OneShotStates::default();
if date_price.is_some() {
one_shot_states
.unrealized_date_state
.replace(UnrealizedState::default());
}
let one_shot_states_ref = &mut one_shot_states;
let supply = self.durable_states.supply_state.supply();
self.price_to_amount.iterate(supply, |price_paid, amount| {
one_shot_states_ref
.price_paid_state
.iterate(price_paid, amount, supply);
one_shot_states_ref
.unrealized_block_state
.iterate(price_paid, block_price, amount);
if let Some(unrealized_date_state) = one_shot_states_ref.unrealized_date_state.as_mut()
{
unrealized_date_state.iterate(price_paid, date_price.unwrap(), amount);
}
});
one_shot_states
}
}
impl AddAssign for AddressCohortDurableStates {
fn add_assign(&mut self, rhs: Self) {
self.address_count += rhs.address_count;
self.durable_states += rhs.durable_states;
self.price_to_amount += rhs.price_to_amount;
}
}
@@ -1,9 +1,13 @@
use crate::structs::{AddressSize, AddressSplit, AddressType};
use crate::structs::{AddressLiquidity, AddressSize, AddressSplit, AddressType};
#[derive(Debug, PartialEq, Eq, PartialOrd, Ord, Clone, Copy)]
pub enum AddressCohortId {
All,
Illiquid,
Liquid,
HighlyLiquid,
Plankton,
Shrimp,
Crab,
@@ -26,6 +30,10 @@ impl AddressCohortId {
match self {
Self::All => None,
Self::Illiquid => Some("illiquid"),
Self::Liquid => Some("liquid"),
Self::HighlyLiquid => Some("highly_liquid"),
Self::Plankton => Some("plankton"),
Self::Shrimp => Some("shrimp"),
Self::Crab => Some("crab"),
@@ -48,6 +56,10 @@ impl AddressCohortId {
match self {
Self::All => AddressSplit::All,
Self::Illiquid => AddressSplit::Liquidity(AddressLiquidity::Illiquid),
Self::Liquid => AddressSplit::Liquidity(AddressLiquidity::Liquid),
Self::HighlyLiquid => AddressSplit::Liquidity(AddressLiquidity::HighlyLiquid),
Self::Plankton => AddressSplit::Size(AddressSize::Plankton),
Self::Shrimp => AddressSplit::Size(AddressSize::Shrimp),
Self::Crab => AddressSplit::Size(AddressSize::Crab),
@@ -1,11 +1,12 @@
use std::iter::Sum;
use allocative::Allocative;
use color_eyre::eyre::eyre;
use derive_deref::{Deref, DerefMut};
use rayon::prelude::*;
use crate::{
databases::AddressIndexToAddressData,
structs::{AddressData, AddressRealizedData, Price},
parser::databases::AddressIndexToAddressData,
structs::{AddressData, AddressRealizedData, Amount, Price},
};
use super::{AddressCohortDurableStates, AddressCohortsOneShotStates, SplitByAddressCohort};
@@ -15,13 +16,7 @@ pub struct AddressCohortsDurableStates(SplitByAddressCohort<AddressCohortDurable
impl AddressCohortsDurableStates {
pub fn init(address_index_to_address_data: &mut AddressIndexToAddressData) -> Self {
let mut s = Self::default();
// Paralize that, different s could be added together
address_index_to_address_data
.iter(&mut |(_, address_data)| s.increment(address_data).unwrap());
s
address_index_to_address_data.compute_addres_cohorts_durable_states()
}
pub fn iterate(
@@ -46,7 +41,7 @@ impl AddressCohortsDurableStates {
}
/// Should always increment using current address data state
fn increment(&mut self, address_data: &AddressData) -> color_eyre::Result<()> {
pub fn increment(&mut self, address_data: &AddressData) -> color_eyre::Result<()> {
self._crement(address_data, true)
}
@@ -62,63 +57,72 @@ impl AddressCohortsDurableStates {
}
let amount = address_data.amount;
let utxo_count = address_data.outputs_len as usize;
let utxo_count = address_data.outputs_len as f64;
let realized_cap = address_data.realized_cap;
let mean_price_paid = address_data.realized_cap / amount;
let liquidity_classification = address_data.compute_liquidity_classification();
let split_address_count = liquidity_classification.split(1.0);
let split_sat_amount = liquidity_classification.split(amount.to_sat() as f64);
let split_utxo_count = liquidity_classification.split(utxo_count as f64);
let split_realized_cap = liquidity_classification.split(utxo_count as f64);
let split_utxo_count = liquidity_classification.split(utxo_count);
let split_realized_cap = liquidity_classification.split(realized_cap.to_dollar());
self.0
.iterate(address_data, |state: &mut AddressCohortDurableStates| {
self.0.iterate(
address_data,
|state| {
// Unsplit it must be one
let address_count = 1.0;
if increment {
if let Err(report) = state.increment(
state.increment(
address_count,
amount,
utxo_count,
realized_cap,
mean_price_paid,
&split_sat_amount,
&split_utxo_count,
&split_realized_cap,
) {
dbg!(
report.to_string(),
&state,
&address_data,
&liquidity_classification
);
return Err(eyre!("increment error"));
}
} else if let Err(report) = state.decrement(
amount,
utxo_count,
realized_cap,
mean_price_paid,
&split_sat_amount,
&split_utxo_count,
&split_realized_cap,
) {
dbg!(
report.to_string(),
&state,
&address_data,
&liquidity_classification
);
return Err(eyre!("decrement error"));
)
} else {
state.decrement(
address_count,
amount,
utxo_count,
realized_cap,
mean_price_paid,
)
}
},
|liquidity, state| {
let address_count = split_address_count.from(liquidity);
let amount = Amount::from_sat(split_sat_amount.from(liquidity).floor() as u64);
let utxo_count = split_utxo_count.from(liquidity);
let realized_cap = Price::from_dollar(split_realized_cap.from(liquidity));
Ok(())
})?;
if increment {
state.increment(
address_count,
amount,
utxo_count,
realized_cap,
mean_price_paid,
)
} else {
state.decrement(
address_count,
amount,
utxo_count,
realized_cap,
mean_price_paid,
)
}
},
)?;
Ok(())
}
pub fn compute_one_shot_states(
&mut self,
&self,
block_price: Price,
date_price: Option<Price>,
) -> AddressCohortsOneShotStates {
@@ -141,3 +145,12 @@ impl AddressCohortsDurableStates {
one_shot_states
}
}
impl Sum for AddressCohortsDurableStates {
fn sum<I: Iterator<Item = Self>>(iter: I) -> Self {
iter.fold(Self::default(), |mut a, b| {
a.0 += b.0;
a
})
}
}
@@ -0,0 +1,45 @@
use derive_deref::{Deref, DerefMut};
use crate::{
parser::states::InputState,
structs::{AddressRealizedData, Amount, LiquidityClassification},
};
use super::SplitByAddressCohort;
#[derive(Deref, DerefMut, Default)]
pub struct AddressCohortsInputStates(SplitByAddressCohort<InputState>);
impl AddressCohortsInputStates {
pub fn iterate_input(
&mut self,
realized_data: &AddressRealizedData,
liquidity_classification: &LiquidityClassification,
) -> color_eyre::Result<()> {
let count = realized_data.utxos_destroyed as f64;
let sent = realized_data.sent;
let normal_iteration = move |state: &mut InputState| -> color_eyre::Result<()> {
state.iterate(count, sent);
Ok(())
};
let split_count = liquidity_classification.split(count);
let split_sent = liquidity_classification.split(sent.to_sat() as f64);
let liquified_iteration =
move |liquidity, state: &mut InputState| -> color_eyre::Result<()> {
state.iterate(
split_count.from(liquidity),
Amount::from_sat(split_sent.from(liquidity).round() as u64),
);
Ok(())
};
self.iterate(
&realized_data.initial_address_data,
normal_iteration,
liquified_iteration,
)
}
}
@@ -1,8 +1,8 @@
use derive_deref::{Deref, DerefMut};
use crate::{states::OneShotStates, structs::SplitByLiquidity};
use crate::parser::states::OneShotStates;
use super::SplitByAddressCohort;
#[derive(Deref, DerefMut, Default)]
pub struct AddressCohortsOneShotStates(pub SplitByAddressCohort<SplitByLiquidity<OneShotStates>>);
pub struct AddressCohortsOneShotStates(pub SplitByAddressCohort<OneShotStates>);
@@ -0,0 +1,45 @@
use derive_deref::{Deref, DerefMut};
use crate::{
parser::states::OutputState,
structs::{AddressRealizedData, Amount, LiquidityClassification},
};
use super::SplitByAddressCohort;
#[derive(Deref, DerefMut, Default)]
pub struct AddressCohortsOutputStates(SplitByAddressCohort<OutputState>);
impl AddressCohortsOutputStates {
pub fn iterate_output(
&mut self,
realized_data: &AddressRealizedData,
liquidity_classification: &LiquidityClassification,
) -> color_eyre::Result<()> {
let count = realized_data.utxos_created as f64;
let volume = realized_data.received;
let normal_iteration = move |state: &mut OutputState| -> color_eyre::Result<()> {
state.iterate(count, volume);
Ok(())
};
let split_count = liquidity_classification.split(count);
let split_volume = liquidity_classification.split(volume.to_sat() as f64);
let liquified_iteration =
move |liquidity, state: &mut OutputState| -> color_eyre::Result<()> {
state.iterate(
split_count.from(liquidity),
Amount::from_sat(split_volume.from(liquidity).round() as u64),
);
Ok(())
};
self.iterate(
&realized_data.initial_address_data,
normal_iteration,
liquified_iteration,
)
}
}
@@ -0,0 +1,68 @@
use derive_deref::{Deref, DerefMut};
use crate::{
parser::states::RealizedState,
structs::{AddressRealizedData, LiquidityClassification, Price},
};
use super::SplitByAddressCohort;
#[derive(Deref, DerefMut, Default)]
pub struct AddressCohortsRealizedStates(SplitByAddressCohort<RealizedState>);
impl AddressCohortsRealizedStates {
pub fn iterate_realized(
&mut self,
realized_data: &AddressRealizedData,
liquidity_classification: &LiquidityClassification,
) -> color_eyre::Result<()> {
let realized_profit = realized_data.profit;
let realized_loss = realized_data.loss;
let value_created = realized_data.value_created;
let adjusted_value_created = realized_data.adjusted_value_created;
let value_destroyed = realized_data.value_destroyed;
let adjusted_value_destroyed = realized_data.adjusted_value_destroyed;
let normal_iteration = move |state: &mut RealizedState| -> color_eyre::Result<()> {
state.iterate(
realized_profit,
realized_loss,
value_created,
adjusted_value_created,
value_destroyed,
adjusted_value_destroyed,
);
Ok(())
};
let split_realized_profit =
liquidity_classification.split(realized_profit.to_cent() as f64);
let split_realized_loss = liquidity_classification.split(realized_loss.to_cent() as f64);
let split_value_created = liquidity_classification.split(value_created.to_cent() as f64);
let split_adjusted_value_created =
liquidity_classification.split(adjusted_value_created.to_cent() as f64);
let split_value_destroyed =
liquidity_classification.split(value_destroyed.to_cent() as f64);
let split_adjusted_value_destroyed =
liquidity_classification.split(adjusted_value_destroyed.to_cent() as f64);
let liquified_iteration =
move |liquidity, state: &mut RealizedState| -> color_eyre::Result<()> {
state.iterate(
Price::from_cent(split_realized_profit.from(liquidity) as u64),
Price::from_cent(split_realized_loss.from(liquidity) as u64),
Price::from_cent(split_value_created.from(liquidity) as u64),
Price::from_cent(split_adjusted_value_created.from(liquidity) as u64),
Price::from_cent(split_value_destroyed.from(liquidity) as u64),
Price::from_cent(split_adjusted_value_destroyed.from(liquidity) as u64),
);
Ok(())
};
self.iterate(
&realized_data.initial_address_data,
normal_iteration,
liquified_iteration,
)
}
}
@@ -1,6 +1,8 @@
use std::ops::AddAssign;
use allocative::Allocative;
use crate::structs::{AddressData, AddressSize, AddressSplit, AddressType};
use crate::structs::{AddressData, AddressLiquidity, AddressSize, AddressSplit, AddressType};
use super::AddressCohortId;
@@ -8,6 +10,10 @@ use super::AddressCohortId;
pub struct SplitByAddressCohort<T> {
pub all: T,
pub illiquid: T,
pub liquid: T,
pub highly_liquid: T,
pub plankton: T,
pub shrimp: T,
pub crab: T,
@@ -30,6 +36,12 @@ impl<T> SplitByAddressCohort<T> {
match &split {
AddressSplit::All => Some(&self.all),
AddressSplit::Liquidity(address_liquidity) => match address_liquidity {
AddressLiquidity::Illiquid => Some(&self.illiquid),
AddressLiquidity::Liquid => Some(&self.liquid),
AddressLiquidity::HighlyLiquid => Some(&self.highly_liquid),
},
AddressSplit::Type(address_type) => match address_type {
AddressType::P2PK => Some(&self.p2pk),
AddressType::P2PKH => Some(&self.p2pkh),
@@ -61,21 +73,32 @@ impl<T> SplitByAddressCohort<T> {
pub fn iterate(
&mut self,
address_data: &AddressData,
iterate: impl Fn(&mut T) -> color_eyre::Result<()>,
normal_iteration: impl Fn(&mut T) -> color_eyre::Result<()>,
liquified_iteration: impl Fn(AddressLiquidity, &mut T) -> color_eyre::Result<()>,
) -> color_eyre::Result<()> {
if let Some(state) = self.get_mut_from_split(&AddressSplit::All) {
iterate(state)?;
}
normal_iteration(self.get_mut_from_split(&AddressSplit::All).unwrap())?;
let mut _liquified_iteration = |address_liquidity| {
liquified_iteration(
address_liquidity,
self.get_mut_from_split(&AddressSplit::Liquidity(address_liquidity))
.unwrap(),
)
};
_liquified_iteration(AddressLiquidity::Illiquid)?;
_liquified_iteration(AddressLiquidity::Liquid)?;
_liquified_iteration(AddressLiquidity::HighlyLiquid)?;
if let Some(state) = self.get_mut_from_split(&AddressSplit::Type(address_data.address_type))
{
iterate(state)?;
normal_iteration(state)?;
}
if let Some(state) = self.get_mut_from_split(&AddressSplit::Size(AddressSize::from_amount(
address_data.amount,
))) {
iterate(state)?;
normal_iteration(state)?;
}
Ok(())
@@ -85,6 +108,12 @@ impl<T> SplitByAddressCohort<T> {
match &split {
AddressSplit::All => Some(&mut self.all),
AddressSplit::Liquidity(address_liquidity) => match address_liquidity {
AddressLiquidity::Illiquid => Some(&mut self.illiquid),
AddressLiquidity::Liquid => Some(&mut self.liquid),
AddressLiquidity::HighlyLiquid => Some(&mut self.highly_liquid),
},
AddressSplit::Type(address_type) => match address_type {
AddressType::P2PK => Some(&mut self.p2pk),
AddressType::P2PKH => Some(&mut self.p2pkh),
@@ -117,6 +146,10 @@ impl<T> SplitByAddressCohort<T> {
match id {
AddressCohortId::All => &mut self.all,
AddressCohortId::Illiquid => &mut self.illiquid,
AddressCohortId::Liquid => &mut self.liquid,
AddressCohortId::HighlyLiquid => &mut self.highly_liquid,
AddressCohortId::Plankton => &mut self.plankton,
AddressCohortId::Shrimp => &mut self.shrimp,
AddressCohortId::Crab => &mut self.crab,
@@ -138,6 +171,9 @@ impl<T> SplitByAddressCohort<T> {
pub fn as_vec(&self) -> Vec<(&T, AddressCohortId)> {
vec![
(&self.all, AddressCohortId::All),
(&self.illiquid, AddressCohortId::Illiquid),
(&self.liquid, AddressCohortId::Liquid),
(&self.highly_liquid, AddressCohortId::HighlyLiquid),
(&self.plankton, AddressCohortId::Plankton),
(&self.shrimp, AddressCohortId::Shrimp),
(&self.crab, AddressCohortId::Crab),
@@ -158,6 +194,9 @@ impl<T> SplitByAddressCohort<T> {
pub fn as_mut_vec(&mut self) -> Vec<(&mut T, AddressCohortId)> {
vec![
(&mut self.all, AddressCohortId::All),
(&mut self.illiquid, AddressCohortId::Illiquid),
(&mut self.liquid, AddressCohortId::Liquid),
(&mut self.highly_liquid, AddressCohortId::HighlyLiquid),
(&mut self.plankton, AddressCohortId::Plankton),
(&mut self.shrimp, AddressCohortId::Shrimp),
(&mut self.crab, AddressCohortId::Crab),
@@ -175,3 +214,60 @@ impl<T> SplitByAddressCohort<T> {
]
}
}
impl<T> AddAssign for SplitByAddressCohort<T>
where
T: AddAssign,
{
fn add_assign(&mut self, rhs: Self) {
self.all += rhs.all;
self.illiquid += rhs.illiquid;
self.liquid += rhs.liquid;
self.highly_liquid += rhs.highly_liquid;
self.plankton += rhs.plankton;
self.shrimp += rhs.shrimp;
self.crab += rhs.crab;
self.fish += rhs.fish;
self.shark += rhs.shark;
self.whale += rhs.whale;
self.humpback += rhs.humpback;
self.megalodon += rhs.megalodon;
self.p2pk += rhs.p2pk;
self.p2pkh += rhs.p2pkh;
self.p2sh += rhs.p2sh;
self.p2wpkh += rhs.p2wpkh;
self.p2wsh += rhs.p2wsh;
self.p2tr += rhs.p2tr;
}
}
impl<T> SplitByAddressCohort<Option<T>> {
pub fn unwrap(self) -> SplitByAddressCohort<T> {
SplitByAddressCohort {
all: self.all.unwrap(),
illiquid: self.illiquid.unwrap(),
liquid: self.liquid.unwrap(),
highly_liquid: self.highly_liquid.unwrap(),
plankton: self.plankton.unwrap(),
shrimp: self.shrimp.unwrap(),
crab: self.crab.unwrap(),
fish: self.fish.unwrap(),
shark: self.shark.unwrap(),
whale: self.whale.unwrap(),
humpback: self.humpback.unwrap(),
megalodon: self.megalodon.unwrap(),
p2pk: self.p2pk.unwrap(),
p2pkh: self.p2pkh.unwrap(),
p2sh: self.p2sh.unwrap(),
p2wpkh: self.p2wpkh.unwrap(),
p2wsh: self.p2wsh.unwrap(),
p2tr: self.p2tr.unwrap(),
}
}
}
@@ -1,13 +1,19 @@
use std::ops::AddAssign;
use allocative::Allocative;
use crate::structs::Price;
#[derive(Debug, Default, Allocative)]
pub struct CapitalizationState {
pub realized_cap: Price,
realized_cap: Price,
}
impl CapitalizationState {
pub fn realized_cap(&self) -> Price {
self.realized_cap
}
pub fn increment(&mut self, realized_cap: Price) {
self.realized_cap += realized_cap;
}
@@ -16,3 +22,9 @@ impl CapitalizationState {
self.realized_cap -= realized_cap;
}
}
impl AddAssign for CapitalizationState {
fn add_assign(&mut self, rhs: Self) {
self.realized_cap += rhs.realized_cap;
}
}
@@ -0,0 +1,50 @@
use std::ops::AddAssign;
use allocative::Allocative;
use crate::structs::{Amount, Price};
use super::{CapitalizationState, SupplyState, UTXOState};
#[derive(Default, Debug, Allocative)]
pub struct DurableStates {
pub capitalization_state: CapitalizationState,
pub supply_state: SupplyState,
pub utxo_state: UTXOState,
}
impl DurableStates {
pub fn increment(
&mut self,
amount: Amount,
utxo_count: f64,
realized_cap: Price,
) -> color_eyre::Result<()> {
self.utxo_state.increment(utxo_count);
self.capitalization_state.increment(realized_cap);
self.supply_state.increment(amount);
Ok(())
}
pub fn decrement(
&mut self,
amount: Amount,
utxo_count: f64,
realized_cap: Price,
) -> color_eyre::Result<()> {
self.utxo_state.decrement(utxo_count)?;
self.capitalization_state.decrement(realized_cap);
self.supply_state.decrement(amount)?;
Ok(())
}
}
impl AddAssign for DurableStates {
fn add_assign(&mut self, rhs: Self) {
self.capitalization_state += rhs.capitalization_state;
self.supply_state += rhs.supply_state;
self.utxo_state += rhs.utxo_state;
}
}
@@ -0,0 +1,22 @@
use crate::structs::Amount;
#[derive(Debug, Default)]
pub struct InputState {
count: f64,
volume: Amount,
}
impl InputState {
pub fn count(&self) -> f64 {
self.count
}
pub fn volume(&self) -> Amount {
self.volume
}
pub fn iterate(&mut self, count: f64, volume: Amount) {
self.count += count;
self.volume += volume;
}
}
@@ -0,0 +1,22 @@
use crate::structs::Amount;
#[derive(Debug, Default)]
pub struct OutputState {
count: f64,
volume: Amount,
}
impl OutputState {
// pub fn count(&self) -> f64 {
// self.count
// }
// pub fn volume(&self) -> Amount {
// self.volume
// }
pub fn iterate(&mut self, count: f64, volume: Amount) {
self.count += count;
self.volume += volume;
}
}
@@ -1,34 +1,110 @@
use crate::structs::{Price, WAmount};
use crate::structs::{Amount, Price};
#[derive(Default, Debug)]
pub struct PricePaidState {
pub pp_05p: Option<Price>,
pub pp_10p: Option<Price>,
pub pp_15p: Option<Price>,
pub pp_20p: Option<Price>,
pub pp_25p: Option<Price>,
pub pp_30p: Option<Price>,
pub pp_35p: Option<Price>,
pub pp_40p: Option<Price>,
pub pp_45p: Option<Price>,
pub pp_median: Option<Price>,
pub pp_55p: Option<Price>,
pub pp_60p: Option<Price>,
pub pp_65p: Option<Price>,
pub pp_70p: Option<Price>,
pub pp_75p: Option<Price>,
pub pp_80p: Option<Price>,
pub pp_85p: Option<Price>,
pub pp_90p: Option<Price>,
pub pp_95p: Option<Price>,
pp_05p: Option<Price>,
pp_10p: Option<Price>,
pp_15p: Option<Price>,
pp_20p: Option<Price>,
pp_25p: Option<Price>,
pp_30p: Option<Price>,
pp_35p: Option<Price>,
pp_40p: Option<Price>,
pp_45p: Option<Price>,
pp_median: Option<Price>,
pp_55p: Option<Price>,
pp_60p: Option<Price>,
pp_65p: Option<Price>,
pp_70p: Option<Price>,
pp_75p: Option<Price>,
pp_80p: Option<Price>,
pp_85p: Option<Price>,
pp_90p: Option<Price>,
pp_95p: Option<Price>,
pub processed_amount: WAmount,
processed_amount: Amount,
}
impl PricePaidState {
pub fn iterate(&mut self, price: Price, amount: WAmount, total_supply: WAmount) {
pub fn pp_05p(&self) -> Option<Price> {
self.pp_05p
}
pub fn pp_10p(&self) -> Option<Price> {
self.pp_10p
}
pub fn pp_15p(&self) -> Option<Price> {
self.pp_15p
}
pub fn pp_20p(&self) -> Option<Price> {
self.pp_20p
}
pub fn pp_25p(&self) -> Option<Price> {
self.pp_25p
}
pub fn pp_30p(&self) -> Option<Price> {
self.pp_30p
}
pub fn pp_35p(&self) -> Option<Price> {
self.pp_35p
}
pub fn pp_40p(&self) -> Option<Price> {
self.pp_40p
}
pub fn pp_45p(&self) -> Option<Price> {
self.pp_45p
}
pub fn pp_median(&self) -> Option<Price> {
self.pp_median
}
pub fn pp_55p(&self) -> Option<Price> {
self.pp_55p
}
pub fn pp_60p(&self) -> Option<Price> {
self.pp_60p
}
pub fn pp_65p(&self) -> Option<Price> {
self.pp_65p
}
pub fn pp_70p(&self) -> Option<Price> {
self.pp_70p
}
pub fn pp_75p(&self) -> Option<Price> {
self.pp_75p
}
pub fn pp_80p(&self) -> Option<Price> {
self.pp_80p
}
pub fn pp_85p(&self) -> Option<Price> {
self.pp_85p
}
pub fn pp_90p(&self) -> Option<Price> {
self.pp_90p
}
pub fn pp_95p(&self) -> Option<Price> {
self.pp_95p
}
pub fn iterate(&mut self, price: Price, amount: Amount, supply: Amount) {
let PricePaidState {
processed_amount,
processed_amount: processed_supply,
pp_05p,
pp_10p,
pp_15p,
@@ -50,14 +126,14 @@ impl PricePaidState {
pp_95p,
} = self;
*processed_amount += amount;
*processed_supply += amount;
if pp_95p.is_some() {
return;
}
let processed_sat_amount = processed_amount.to_sat();
let total_sat_supply = total_supply.to_sat();
let processed_sat_amount = processed_supply.to_sat();
let total_sat_supply = supply.to_sat();
if processed_sat_amount >= total_sat_supply * 95 / 100 {
pp_95p.replace(price);
@@ -8,7 +8,7 @@ use allocative::Allocative;
use color_eyre::eyre::eyre;
use derive_deref::{Deref, DerefMut};
use crate::structs::{Price, SplitByLiquidity, WAmount};
use crate::structs::{Amount, Price};
#[derive(Deref, DerefMut, Default, Debug, Allocative)]
pub struct PriceToValue<T>(BTreeMap<u32, T>);
@@ -78,46 +78,36 @@ where
}
}
impl<T> AddAssign for PriceToValue<T>
where
T: AddAssign + Copy,
{
fn add_assign(&mut self, rhs: Self) {
rhs.0.into_iter().for_each(|(key, value)| {
self.0
.entry(key)
.and_modify(|previous| *previous += value)
.or_insert(value);
});
}
}
pub trait CanSubtract {
fn can_subtract(&self, other: &Self) -> bool;
}
impl CanSubtract for WAmount {
impl CanSubtract for Amount {
fn can_subtract(&self, other: &Self) -> bool {
self >= other
}
}
impl CanSubtract for SplitByLiquidity<WAmount> {
fn can_subtract(&self, other: &Self) -> bool {
self.all >= other.all
&& self.illiquid >= other.illiquid
&& self.liquid >= other.liquid
&& self.highly_liquid >= other.highly_liquid
}
}
pub trait IsZero {
fn is_zero(&self) -> color_eyre::Result<bool>;
}
impl IsZero for WAmount {
impl IsZero for Amount {
fn is_zero(&self) -> color_eyre::Result<bool> {
Ok(*self == WAmount::ZERO)
}
}
impl IsZero for SplitByLiquidity<WAmount> {
fn is_zero(&self) -> color_eyre::Result<bool> {
if self.all == WAmount::ZERO
&& (self.illiquid != WAmount::ZERO
|| self.liquid != WAmount::ZERO
|| self.highly_liquid != WAmount::ZERO)
{
dbg!(&self);
Err(eyre!("Bad split"))
} else {
Ok(self.all == WAmount::ZERO)
}
Ok(*self == Amount::ZERO)
}
}

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