mirror of
https://github.com/bitcoinresearchkit/brk.git
synced 2026-06-22 12:23:04 -07:00
Compare commits
51 Commits
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| 3a7887348c |
@@ -39,6 +39,7 @@ flamegraph.svg
|
||||
|
||||
# AI
|
||||
.claude/settings*
|
||||
!CLAUDE.md
|
||||
|
||||
# Expand
|
||||
expand.rs
|
||||
|
||||
Generated
+149
-285
File diff suppressed because it is too large
Load Diff
+33
-34
@@ -4,7 +4,7 @@ members = ["crates/*"]
|
||||
package.description = "The Bitcoin Research Kit is a suite of tools designed to extract, compute and display data stored on a Bitcoin Core node"
|
||||
package.license = "MIT"
|
||||
package.edition = "2024"
|
||||
package.version = "0.3.0-beta.0"
|
||||
package.version = "0.3.0-beta.6"
|
||||
package.homepage = "https://bitcoinresearchkit.org"
|
||||
package.repository = "https://github.com/bitcoinresearchkit/brk"
|
||||
package.readme = "README.md"
|
||||
@@ -36,45 +36,44 @@ inherits = "release"
|
||||
debug = true
|
||||
|
||||
[workspace.dependencies]
|
||||
aide = { version = "0.16.0-alpha.3", features = ["axum-json", "axum-query"] }
|
||||
axum = { version = "0.8.8", default-features = false, features = ["http1", "json", "query", "tokio", "tracing"] }
|
||||
aide = { version = "0.16.0-alpha.4", features = ["axum-json", "axum-query"] }
|
||||
axum = { version = "0.8.9", default-features = false, features = ["http1", "json", "query", "tokio", "tracing"] }
|
||||
bitcoin = { version = "0.32.8", features = ["serde"] }
|
||||
bitcoincore-rpc = "0.19.0"
|
||||
brk_alloc = { version = "0.3.0-beta.0", path = "crates/brk_alloc" }
|
||||
brk_bencher = { version = "0.3.0-beta.0", path = "crates/brk_bencher" }
|
||||
brk_bindgen = { version = "0.3.0-beta.0", path = "crates/brk_bindgen" }
|
||||
brk_cli = { version = "0.3.0-beta.0", path = "crates/brk_cli" }
|
||||
brk_client = { version = "0.3.0-beta.0", path = "crates/brk_client" }
|
||||
brk_cohort = { version = "0.3.0-beta.0", path = "crates/brk_cohort" }
|
||||
brk_computer = { version = "0.3.0-beta.0", path = "crates/brk_computer" }
|
||||
brk_error = { version = "0.3.0-beta.0", path = "crates/brk_error" }
|
||||
brk_fetcher = { version = "0.3.0-beta.0", path = "crates/brk_fetcher" }
|
||||
brk_indexer = { version = "0.3.0-beta.0", path = "crates/brk_indexer" }
|
||||
brk_iterator = { version = "0.3.0-beta.0", path = "crates/brk_iterator" }
|
||||
brk_logger = { version = "0.3.0-beta.0", path = "crates/brk_logger" }
|
||||
brk_mempool = { version = "0.3.0-beta.0", path = "crates/brk_mempool" }
|
||||
brk_oracle = { version = "0.3.0-beta.0", path = "crates/brk_oracle" }
|
||||
brk_query = { version = "0.3.0-beta.0", path = "crates/brk_query", features = ["tokio"] }
|
||||
brk_reader = { version = "0.3.0-beta.0", path = "crates/brk_reader" }
|
||||
brk_rpc = { version = "0.3.0-beta.0", path = "crates/brk_rpc" }
|
||||
brk_server = { version = "0.3.0-beta.0", path = "crates/brk_server" }
|
||||
brk_store = { version = "0.3.0-beta.0", path = "crates/brk_store" }
|
||||
brk_traversable = { version = "0.3.0-beta.0", path = "crates/brk_traversable", features = ["pco", "derive"] }
|
||||
brk_traversable_derive = { version = "0.3.0-beta.0", path = "crates/brk_traversable_derive" }
|
||||
brk_types = { version = "0.3.0-beta.0", path = "crates/brk_types" }
|
||||
brk_website = { version = "0.3.0-beta.0", path = "crates/brk_website" }
|
||||
brk_alloc = { version = "0.3.0-beta.6", path = "crates/brk_alloc" }
|
||||
brk_bencher = { version = "0.3.0-beta.6", path = "crates/brk_bencher" }
|
||||
brk_bindgen = { version = "0.3.0-beta.6", path = "crates/brk_bindgen" }
|
||||
brk_cli = { version = "0.3.0-beta.6", path = "crates/brk_cli" }
|
||||
brk_client = { version = "0.3.0-beta.6", path = "crates/brk_client" }
|
||||
brk_cohort = { version = "0.3.0-beta.6", path = "crates/brk_cohort" }
|
||||
brk_computer = { version = "0.3.0-beta.6", path = "crates/brk_computer" }
|
||||
brk_error = { version = "0.3.0-beta.6", path = "crates/brk_error" }
|
||||
brk_fetcher = { version = "0.3.0-beta.6", path = "crates/brk_fetcher" }
|
||||
brk_indexer = { version = "0.3.0-beta.6", path = "crates/brk_indexer" }
|
||||
brk_iterator = { version = "0.3.0-beta.6", path = "crates/brk_iterator" }
|
||||
brk_logger = { version = "0.3.0-beta.6", path = "crates/brk_logger" }
|
||||
brk_mempool = { version = "0.3.0-beta.6", path = "crates/brk_mempool" }
|
||||
brk_oracle = { version = "0.3.0-beta.6", path = "crates/brk_oracle" }
|
||||
brk_query = { version = "0.3.0-beta.6", path = "crates/brk_query", features = ["tokio"] }
|
||||
brk_reader = { version = "0.3.0-beta.6", path = "crates/brk_reader" }
|
||||
brk_rpc = { version = "0.3.0-beta.6", path = "crates/brk_rpc" }
|
||||
brk_server = { version = "0.3.0-beta.6", path = "crates/brk_server" }
|
||||
brk_store = { version = "0.3.0-beta.6", path = "crates/brk_store" }
|
||||
brk_traversable = { version = "0.3.0-beta.6", path = "crates/brk_traversable", features = ["pco", "derive"] }
|
||||
brk_traversable_derive = { version = "0.3.0-beta.6", path = "crates/brk_traversable_derive" }
|
||||
brk_types = { version = "0.3.0-beta.6", path = "crates/brk_types" }
|
||||
brk_website = { version = "0.3.0-beta.6", path = "crates/brk_website" }
|
||||
byteview = "0.10.1"
|
||||
color-eyre = "0.6.5"
|
||||
corepc-client = { package = "brk-corepc-client", version = "0.11.0", features = ["client-sync"] }
|
||||
corepc-jsonrpc = { package = "brk-corepc-jsonrpc", version = "0.19.0", features = ["simple_http"], default-features = false }
|
||||
corepc-jsonrpc = { package = "jsonrpc", version = "0.19.0", features = ["simple_http"], default-features = false }
|
||||
corepc-types = { version = "0.12.0", features = ["std"], default-features = false }
|
||||
derive_more = { version = "2.1.1", features = ["deref", "deref_mut"] }
|
||||
fjall = "=3.0.4"
|
||||
indexmap = { version = "2.13.0", features = ["serde"] }
|
||||
jiff = { version = "0.2.23", features = ["perf-inline", "tz-system"], default-features = false }
|
||||
indexmap = { version = "2.14.0", features = ["serde"] }
|
||||
jiff = { version = "0.2.24", features = ["perf-inline", "tz-system"], default-features = false }
|
||||
owo-colors = "4.3.0"
|
||||
parking_lot = "0.12.5"
|
||||
pco = "1.0.1"
|
||||
rayon = "1.11.0"
|
||||
rayon = "1.12.0"
|
||||
rustc-hash = "2.1.2"
|
||||
schemars = { version = "1.2.1", features = ["indexmap2"] }
|
||||
serde = "1.0.228"
|
||||
@@ -82,12 +81,12 @@ serde_bytes = "0.11.19"
|
||||
serde_derive = "1.0.228"
|
||||
serde_json = { version = "1.0.149", features = ["float_roundtrip", "preserve_order"] }
|
||||
smallvec = "1.15.1"
|
||||
tokio = { version = "1.50.0", features = ["rt-multi-thread"] }
|
||||
tokio = { version = "1.52.1", features = ["rt-multi-thread"] }
|
||||
tower-http = { version = "0.6.8", features = ["catch-panic", "compression-br", "compression-gzip", "compression-zstd", "cors", "normalize-path", "timeout", "trace"] }
|
||||
tower-layer = "0.3"
|
||||
tracing = { version = "0.1", default-features = false, features = ["std"] }
|
||||
ureq = { version = "3.3.0", features = ["json"] }
|
||||
vecdb = { version = "0.9.3", features = ["derive", "serde_json", "pco", "schemars"] }
|
||||
vecdb = { version = "0.10.2", features = ["derive", "serde_json", "pco", "schemars"] }
|
||||
# vecdb = { path = "../anydb/crates/vecdb", features = ["derive", "serde_json", "pco", "schemars"] }
|
||||
|
||||
[workspace.metadata.release]
|
||||
|
||||
@@ -64,7 +64,7 @@ brk_mempool = { workspace = true, optional = true }
|
||||
brk_oracle = { workspace = true, optional = true }
|
||||
brk_query = { workspace = true, optional = true }
|
||||
brk_reader = { workspace = true, optional = true }
|
||||
brk_rpc = { workspace = true, optional = true, features = ["corepc"] }
|
||||
brk_rpc = { workspace = true, optional = true }
|
||||
brk_server = { workspace = true, optional = true }
|
||||
brk_store = { workspace = true, optional = true }
|
||||
brk_traversable = { workspace = true, optional = true }
|
||||
|
||||
@@ -8,5 +8,5 @@ homepage.workspace = true
|
||||
repository.workspace = true
|
||||
|
||||
[dependencies]
|
||||
libmimalloc-sys = { version = "0.1.44", features = ["extended"] }
|
||||
mimalloc = { version = "0.1.48", features = ["v3"] }
|
||||
libmimalloc-sys = { version = "0.1.47", features = ["extended"] }
|
||||
mimalloc = { version = "0.1.50" }
|
||||
|
||||
@@ -3,7 +3,10 @@
|
||||
//! This module detects repeating tree structures and analyzes them
|
||||
//! using the bottom-up name deconstruction algorithm.
|
||||
|
||||
use std::collections::{BTreeMap, BTreeSet};
|
||||
use std::{
|
||||
cmp::Reverse,
|
||||
collections::{BTreeMap, BTreeSet},
|
||||
};
|
||||
|
||||
use brk_types::{TreeNode, extract_json_type};
|
||||
|
||||
@@ -111,7 +114,7 @@ pub fn detect_structural_patterns(
|
||||
// Also collects node bases for each tree path
|
||||
let node_bases = analyze_pattern_modes(tree, &mut patterns, &pattern_lookup);
|
||||
|
||||
patterns.sort_by(|a, b| b.fields.len().cmp(&a.fields.len()));
|
||||
patterns.sort_by_key(|p| Reverse(p.fields.len()));
|
||||
(patterns, concrete_to_pattern, type_mappings, node_bases)
|
||||
}
|
||||
|
||||
|
||||
@@ -31,7 +31,7 @@ impl ClientConstants {
|
||||
|
||||
let pools = pools();
|
||||
let mut sorted_pools: Vec<_> = pools.iter().collect();
|
||||
sorted_pools.sort_by(|a, b| a.name.to_lowercase().cmp(&b.name.to_lowercase()));
|
||||
sorted_pools.sort_by_key(|p| p.name.to_lowercase());
|
||||
let pool_map: BTreeMap<PoolSlug, &'static str> =
|
||||
sorted_pools.iter().map(|p| (p.slug(), p.name)).collect();
|
||||
|
||||
|
||||
@@ -88,13 +88,14 @@ pub fn generate_api_methods(output: &mut String, endpoints: &[Endpoint]) {
|
||||
|
||||
let path = build_path_template(&endpoint.path, &endpoint.path_params);
|
||||
|
||||
let fetch_call = if endpoint.returns_json() {
|
||||
"this.getJson(path, { signal, onUpdate })"
|
||||
} else {
|
||||
"this.getText(path, { signal, onUpdate })"
|
||||
};
|
||||
|
||||
if endpoint.query_params.is_empty() {
|
||||
writeln!(
|
||||
output,
|
||||
" return this.getJson(`{}`, {{ signal, onUpdate }});",
|
||||
path
|
||||
)
|
||||
.unwrap();
|
||||
writeln!(output, " const path = `{}`;", path).unwrap();
|
||||
} else {
|
||||
writeln!(output, " const params = new URLSearchParams();").unwrap();
|
||||
for param in &endpoint.query_params {
|
||||
@@ -122,17 +123,13 @@ pub fn generate_api_methods(output: &mut String, endpoints: &[Endpoint]) {
|
||||
path
|
||||
)
|
||||
.unwrap();
|
||||
|
||||
if endpoint.supports_csv {
|
||||
writeln!(output, " if (format === 'csv') {{").unwrap();
|
||||
writeln!(output, " return this.getText(path, {{ signal }});").unwrap();
|
||||
writeln!(output, " }}").unwrap();
|
||||
writeln!(output, " return this.getJson(path, {{ signal, onUpdate }});").unwrap();
|
||||
} else {
|
||||
writeln!(output, " return this.getJson(path, {{ signal, onUpdate }});").unwrap();
|
||||
}
|
||||
}
|
||||
|
||||
if endpoint.supports_csv {
|
||||
writeln!(output, " if (format === 'csv') return this.getText(path, {{ signal, onUpdate }});").unwrap();
|
||||
}
|
||||
writeln!(output, " return {};", fetch_call).unwrap();
|
||||
|
||||
writeln!(output, " }}\n").unwrap();
|
||||
}
|
||||
}
|
||||
|
||||
@@ -417,13 +417,15 @@ class BrkClientBase {{
|
||||
}}
|
||||
|
||||
/**
|
||||
* Make a GET request - races cache vs network, first to resolve calls onUpdate
|
||||
* Make a GET request - races cache vs network, first to resolve calls onUpdate.
|
||||
* Shared implementation backing `getJson` and `getText`.
|
||||
* @template T
|
||||
* @param {{string}} path
|
||||
* @param {{(res: Response) => Promise<T>}} parse - Response body reader
|
||||
* @param {{{{ onUpdate?: (value: T) => void, signal?: AbortSignal }}}} [options]
|
||||
* @returns {{Promise<T>}}
|
||||
*/
|
||||
async getJson(path, {{ onUpdate, signal }} = {{}}) {{
|
||||
async _getCached(path, parse, {{ onUpdate, signal }} = {{}}) {{
|
||||
const url = `${{this.baseUrl}}${{path}}`;
|
||||
const cache = this._cache ?? await this._cachePromise;
|
||||
|
||||
@@ -435,52 +437,61 @@ class BrkClientBase {{
|
||||
const cachePromise = cache?.match(url).then(async (res) => {{
|
||||
cachedRes = res ?? null;
|
||||
if (!res) return null;
|
||||
const json = _addCamelGetters(await res.json());
|
||||
const value = await parse(res);
|
||||
if (!resolved && onUpdate) {{
|
||||
resolved = true;
|
||||
onUpdate(json);
|
||||
onUpdate(value);
|
||||
}}
|
||||
return json;
|
||||
return value;
|
||||
}});
|
||||
|
||||
const networkPromise = this.get(path, {{ signal }}).then(async (res) => {{
|
||||
const cloned = res.clone();
|
||||
const json = _addCamelGetters(await res.json());
|
||||
const value = await parse(res);
|
||||
// Skip update if ETag matches and cache already delivered
|
||||
if (cachedRes?.headers.get('ETag') === res.headers.get('ETag')) {{
|
||||
if (!resolved && onUpdate) {{
|
||||
resolved = true;
|
||||
onUpdate(json);
|
||||
onUpdate(value);
|
||||
}}
|
||||
return json;
|
||||
return value;
|
||||
}}
|
||||
resolved = true;
|
||||
if (onUpdate) {{
|
||||
onUpdate(json);
|
||||
}}
|
||||
if (onUpdate) onUpdate(value);
|
||||
if (cache) _runIdle(() => cache.put(url, cloned));
|
||||
return json;
|
||||
return value;
|
||||
}});
|
||||
|
||||
try {{
|
||||
return await networkPromise;
|
||||
}} catch (e) {{
|
||||
// Network failed - wait for cache
|
||||
const cachedJson = await cachePromise?.catch(() => null);
|
||||
if (cachedJson) return cachedJson;
|
||||
const cachedValue = await cachePromise?.catch(() => null);
|
||||
if (cachedValue != null) return cachedValue;
|
||||
throw e;
|
||||
}}
|
||||
}}
|
||||
|
||||
/**
|
||||
* Make a GET request and return raw text (for CSV responses)
|
||||
* Make a GET request expecting a JSON response. Cached and supports `onUpdate`.
|
||||
* @template T
|
||||
* @param {{string}} path
|
||||
* @param {{{{ signal?: AbortSignal }}}} [options]
|
||||
* @param {{{{ onUpdate?: (value: T) => void, signal?: AbortSignal }}}} [options]
|
||||
* @returns {{Promise<T>}}
|
||||
*/
|
||||
getJson(path, options) {{
|
||||
return this._getCached(path, async (res) => _addCamelGetters(await res.json()), options);
|
||||
}}
|
||||
|
||||
/**
|
||||
* Make a GET request expecting a text response (text/plain, text/csv, ...).
|
||||
* Cached and supports `onUpdate`, same as `getJson`.
|
||||
* @param {{string}} path
|
||||
* @param {{{{ onUpdate?: (value: string) => void, signal?: AbortSignal }}}} [options]
|
||||
* @returns {{Promise<string>}}
|
||||
*/
|
||||
async getText(path, {{ signal }} = {{}}) {{
|
||||
const res = await this.get(path, {{ signal }});
|
||||
return res.text();
|
||||
getText(path, options) {{
|
||||
return this._getCached(path, (res) => res.text(), options);
|
||||
}}
|
||||
|
||||
/**
|
||||
|
||||
@@ -108,15 +108,14 @@ pub fn generate_main_client(
|
||||
writeln!(output, " constructor(options) {{").unwrap();
|
||||
writeln!(output, " super(options);").unwrap();
|
||||
writeln!(output, " /** @type {{SeriesTree}} */").unwrap();
|
||||
writeln!(output, " this.series = this._buildTree('');").unwrap();
|
||||
writeln!(output, " this.series = this._buildTree();").unwrap();
|
||||
writeln!(output, " }}\n").unwrap();
|
||||
|
||||
writeln!(output, " /**").unwrap();
|
||||
writeln!(output, " * @private").unwrap();
|
||||
writeln!(output, " * @param {{string}} basePath").unwrap();
|
||||
writeln!(output, " * @returns {{SeriesTree}}").unwrap();
|
||||
writeln!(output, " */").unwrap();
|
||||
writeln!(output, " _buildTree(basePath) {{").unwrap();
|
||||
writeln!(output, " _buildTree() {{").unwrap();
|
||||
writeln!(output, " return {{").unwrap();
|
||||
let mut generated = BTreeSet::new();
|
||||
generate_tree_initializer(
|
||||
|
||||
@@ -17,7 +17,7 @@ brk_logger = { workspace = true }
|
||||
brk_mempool = { workspace = true }
|
||||
brk_query = { workspace = true }
|
||||
brk_reader = { workspace = true }
|
||||
brk_rpc = { workspace = true, features = ["corepc"] }
|
||||
brk_rpc = { workspace = true }
|
||||
brk_server = { workspace = true }
|
||||
brk_types = { workspace = true }
|
||||
lexopt = "0.3"
|
||||
|
||||
@@ -5,7 +5,9 @@ use std::{
|
||||
|
||||
use brk_error::{Error, Result};
|
||||
use brk_rpc::{Auth, Client};
|
||||
use brk_server::Website;
|
||||
use brk_server::{
|
||||
CdnCacheMode, DEFAULT_CACHE_SIZE, DEFAULT_MAX_WEIGHT, DEFAULT_MAX_WEIGHT_LOCALHOST, Website,
|
||||
};
|
||||
use brk_types::Port;
|
||||
use owo_colors::OwoColorize;
|
||||
use serde::{Deserialize, Deserializer, Serialize};
|
||||
@@ -23,6 +25,18 @@ pub struct Config {
|
||||
#[serde(default, deserialize_with = "default_on_error")]
|
||||
website: Option<Website>,
|
||||
|
||||
#[serde(default, deserialize_with = "default_on_error")]
|
||||
cdn: Option<bool>,
|
||||
|
||||
#[serde(default, deserialize_with = "default_on_error")]
|
||||
maxweight: Option<usize>,
|
||||
|
||||
#[serde(default, deserialize_with = "default_on_error")]
|
||||
maxweightlocal: Option<usize>,
|
||||
|
||||
#[serde(default, deserialize_with = "default_on_error")]
|
||||
cachesize: Option<usize>,
|
||||
|
||||
#[serde(default, deserialize_with = "default_on_error")]
|
||||
bitcoindir: Option<String>,
|
||||
|
||||
@@ -66,6 +80,18 @@ impl Config {
|
||||
if let Some(v) = config_args.website {
|
||||
config.website = Some(v);
|
||||
}
|
||||
if let Some(v) = config_args.cdn {
|
||||
config.cdn = Some(v);
|
||||
}
|
||||
if let Some(v) = config_args.maxweight {
|
||||
config.maxweight = Some(v);
|
||||
}
|
||||
if let Some(v) = config_args.maxweightlocal {
|
||||
config.maxweightlocal = Some(v);
|
||||
}
|
||||
if let Some(v) = config_args.cachesize {
|
||||
config.cachesize = Some(v);
|
||||
}
|
||||
if let Some(v) = config_args.bitcoindir {
|
||||
config.bitcoindir = Some(v);
|
||||
}
|
||||
@@ -112,6 +138,16 @@ impl Config {
|
||||
Long("brkdir") => config.brkdir = Some(parser.value().unwrap().parse().unwrap()),
|
||||
Long("brkport") => config.brkport = Some(parser.value().unwrap().parse().unwrap()),
|
||||
Long("website") => config.website = Some(parser.value().unwrap().parse().unwrap()),
|
||||
Long("cdn") => config.cdn = Some(parser.value().unwrap().parse().unwrap()),
|
||||
Long("maxweight") => {
|
||||
config.maxweight = Some(parser.value().unwrap().parse().unwrap())
|
||||
}
|
||||
Long("maxweightlocal") => {
|
||||
config.maxweightlocal = Some(parser.value().unwrap().parse().unwrap())
|
||||
}
|
||||
Long("cachesize") => {
|
||||
config.cachesize = Some(parser.value().unwrap().parse().unwrap())
|
||||
}
|
||||
Long("bitcoindir") => {
|
||||
config.bitcoindir = Some(parser.value().unwrap().parse().unwrap())
|
||||
}
|
||||
@@ -171,6 +207,26 @@ impl Config {
|
||||
"<BOOL|PATH>".bright_black(),
|
||||
"[true]".bright_black()
|
||||
);
|
||||
println!(
|
||||
" --cdn {} Aggressive CDN cache, requires purge on deploy {}",
|
||||
"<BOOL>".bright_black(),
|
||||
"[false]".bright_black()
|
||||
);
|
||||
println!(
|
||||
" --maxweight {} Max series response weight in bytes for external clients {}",
|
||||
"<BYTES>".bright_black(),
|
||||
format!("[{}]", DEFAULT_MAX_WEIGHT).bright_black()
|
||||
);
|
||||
println!(
|
||||
" --maxweightlocal {} Max series response weight in bytes for loopback clients {}",
|
||||
"<BYTES>".bright_black(),
|
||||
format!("[{}]", DEFAULT_MAX_WEIGHT_LOCALHOST).bright_black()
|
||||
);
|
||||
println!(
|
||||
" --cachesize {} LRU capacity for the in-process response cache {}",
|
||||
"<ENTRIES>".bright_black(),
|
||||
format!("[{}]", DEFAULT_CACHE_SIZE).bright_black()
|
||||
);
|
||||
println!();
|
||||
println!(
|
||||
" --bitcoindir {} Bitcoin directory {}",
|
||||
@@ -333,6 +389,26 @@ Finally, you can run the program with '-h' for help."
|
||||
self.website.clone().unwrap_or_default()
|
||||
}
|
||||
|
||||
pub fn cdn_cache_mode(&self) -> CdnCacheMode {
|
||||
if self.cdn.unwrap_or(false) {
|
||||
CdnCacheMode::Aggressive
|
||||
} else {
|
||||
CdnCacheMode::Live
|
||||
}
|
||||
}
|
||||
|
||||
pub fn max_weight(&self) -> usize {
|
||||
self.maxweight.unwrap_or(DEFAULT_MAX_WEIGHT)
|
||||
}
|
||||
|
||||
pub fn max_weight_localhost(&self) -> usize {
|
||||
self.maxweightlocal.unwrap_or(DEFAULT_MAX_WEIGHT_LOCALHOST)
|
||||
}
|
||||
|
||||
pub fn cache_size(&self) -> usize {
|
||||
self.cachesize.unwrap_or(DEFAULT_CACHE_SIZE)
|
||||
}
|
||||
|
||||
pub fn brkport(&self) -> Option<Port> {
|
||||
self.brkport
|
||||
}
|
||||
|
||||
@@ -13,7 +13,7 @@ use brk_indexer::Indexer;
|
||||
use brk_mempool::Mempool;
|
||||
use brk_query::AsyncQuery;
|
||||
use brk_reader::Reader;
|
||||
use brk_server::Server;
|
||||
use brk_server::{Server, ServerConfig};
|
||||
use tracing::info;
|
||||
use vecdb::Exit;
|
||||
|
||||
@@ -60,21 +60,29 @@ pub fn main() -> anyhow::Result<()> {
|
||||
|
||||
let mempool = Mempool::new(&client);
|
||||
|
||||
let query = AsyncQuery::build(&reader, &indexer, &computer, Some(mempool.clone()));
|
||||
|
||||
let mempool_clone = mempool.clone();
|
||||
let query_clone = query.clone();
|
||||
thread::spawn(move || {
|
||||
mempool_clone.start();
|
||||
mempool_clone.start_with(|| {
|
||||
query_clone.sync(|q| q.fill_mempool_prevouts());
|
||||
});
|
||||
});
|
||||
|
||||
let query = AsyncQuery::build(&reader, &indexer, &computer, Some(mempool));
|
||||
|
||||
let data_path = config.brkdir();
|
||||
|
||||
let website = config.website();
|
||||
let server_config = ServerConfig {
|
||||
data_path: config.brkdir(),
|
||||
website: config.website(),
|
||||
cdn_cache_mode: config.cdn_cache_mode(),
|
||||
max_weight: config.max_weight(),
|
||||
max_weight_localhost: config.max_weight_localhost(),
|
||||
cache_size: config.cache_size(),
|
||||
};
|
||||
|
||||
let port = config.brkport();
|
||||
|
||||
let future = async move {
|
||||
let server = Server::new(&query, data_path, website);
|
||||
let server = Server::new(&query, server_config);
|
||||
|
||||
tokio::spawn(async move {
|
||||
server.serve(port).await.unwrap();
|
||||
|
||||
+1304
-573
File diff suppressed because it is too large
Load Diff
@@ -1,16 +1,34 @@
|
||||
use std::ops::{Add, AddAssign};
|
||||
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::OutputType;
|
||||
use rayon::prelude::*;
|
||||
|
||||
use super::{SpendableType, UnspendableType};
|
||||
use super::{Filter, SpendableType, UnspendableType};
|
||||
|
||||
#[derive(Default, Clone, Debug)]
|
||||
pub const OP_RETURN: &str = "op_return";
|
||||
|
||||
#[derive(Default, Clone, Debug, Traversable)]
|
||||
pub struct ByType<T> {
|
||||
#[traversable(flatten)]
|
||||
pub spendable: SpendableType<T>,
|
||||
#[traversable(flatten)]
|
||||
pub unspendable: UnspendableType<T>,
|
||||
}
|
||||
|
||||
impl<T> ByType<T> {
|
||||
pub fn try_new<F, E>(mut create: F) -> Result<Self, E>
|
||||
where
|
||||
F: FnMut(Filter, &'static str) -> Result<T, E>,
|
||||
{
|
||||
Ok(Self {
|
||||
spendable: SpendableType::try_new(&mut create)?,
|
||||
unspendable: UnspendableType {
|
||||
op_return: create(Filter::Type(OutputType::OpReturn), OP_RETURN)?,
|
||||
},
|
||||
})
|
||||
}
|
||||
|
||||
pub fn get(&self, output_type: OutputType) -> &T {
|
||||
match output_type {
|
||||
OutputType::P2PK65 => &self.spendable.p2pk65,
|
||||
@@ -44,6 +62,49 @@ impl<T> ByType<T> {
|
||||
OutputType::OpReturn => &mut self.unspendable.op_return,
|
||||
}
|
||||
}
|
||||
|
||||
pub fn iter(&self) -> impl Iterator<Item = &T> {
|
||||
self.spendable
|
||||
.iter()
|
||||
.chain(std::iter::once(&self.unspendable.op_return))
|
||||
}
|
||||
|
||||
pub fn iter_mut(&mut self) -> impl Iterator<Item = &mut T> {
|
||||
self.spendable
|
||||
.iter_mut()
|
||||
.chain(std::iter::once(&mut self.unspendable.op_return))
|
||||
}
|
||||
|
||||
pub fn par_iter_mut(&mut self) -> impl ParallelIterator<Item = &mut T>
|
||||
where
|
||||
T: Send + Sync,
|
||||
{
|
||||
let Self {
|
||||
spendable,
|
||||
unspendable,
|
||||
} = self;
|
||||
spendable
|
||||
.par_iter_mut()
|
||||
.chain([&mut unspendable.op_return].into_par_iter())
|
||||
}
|
||||
|
||||
pub fn iter_typed(&self) -> impl Iterator<Item = (OutputType, &T)> {
|
||||
self.spendable
|
||||
.iter_typed()
|
||||
.chain(std::iter::once((
|
||||
OutputType::OpReturn,
|
||||
&self.unspendable.op_return,
|
||||
)))
|
||||
}
|
||||
|
||||
pub fn iter_typed_mut(&mut self) -> impl Iterator<Item = (OutputType, &mut T)> {
|
||||
self.spendable
|
||||
.iter_typed_mut()
|
||||
.chain(std::iter::once((
|
||||
OutputType::OpReturn,
|
||||
&mut self.unspendable.op_return,
|
||||
)))
|
||||
}
|
||||
}
|
||||
|
||||
impl<T> Add for ByType<T>
|
||||
|
||||
@@ -116,6 +116,23 @@ impl<T> SpendableType<T> {
|
||||
})
|
||||
}
|
||||
|
||||
pub fn get(&self, output_type: OutputType) -> &T {
|
||||
match output_type {
|
||||
OutputType::P2PK65 => &self.p2pk65,
|
||||
OutputType::P2PK33 => &self.p2pk33,
|
||||
OutputType::P2PKH => &self.p2pkh,
|
||||
OutputType::P2MS => &self.p2ms,
|
||||
OutputType::P2SH => &self.p2sh,
|
||||
OutputType::P2WPKH => &self.p2wpkh,
|
||||
OutputType::P2WSH => &self.p2wsh,
|
||||
OutputType::P2TR => &self.p2tr,
|
||||
OutputType::P2A => &self.p2a,
|
||||
OutputType::Unknown => &self.unknown,
|
||||
OutputType::Empty => &self.empty,
|
||||
_ => unreachable!(),
|
||||
}
|
||||
}
|
||||
|
||||
pub fn get_mut(&mut self, output_type: OutputType) -> &mut T {
|
||||
match output_type {
|
||||
OutputType::P2PK65 => &mut self.p2pk65,
|
||||
|
||||
@@ -15,7 +15,7 @@ brk_cohort = { workspace = true }
|
||||
brk_indexer = { workspace = true }
|
||||
brk_oracle = { workspace = true }
|
||||
brk_logger = { workspace = true }
|
||||
brk_rpc = { workspace = true, features = ["corepc"] }
|
||||
brk_rpc = { workspace = true }
|
||||
brk_traversable = { workspace = true }
|
||||
brk_types = { workspace = true }
|
||||
derive_more = { workspace = true }
|
||||
|
||||
@@ -7,7 +7,7 @@ use crate::{
|
||||
indexes,
|
||||
internal::{
|
||||
BlockCountTarget1m, BlockCountTarget1w, BlockCountTarget1y, BlockCountTarget24h,
|
||||
CachedWindowStarts, ConstantVecs, PerBlockCumulativeRolling, Windows,
|
||||
ConstantVecs, PerBlockCumulativeRolling, WindowStartVec, Windows,
|
||||
},
|
||||
};
|
||||
|
||||
@@ -16,7 +16,7 @@ impl Vecs {
|
||||
db: &Database,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
cached_starts: &CachedWindowStarts,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
) -> Result<Self> {
|
||||
Ok(Self {
|
||||
target: Windows {
|
||||
|
||||
@@ -30,7 +30,7 @@ impl Vecs {
|
||||
|
||||
self.blocks_to_retarget.height.compute_transform(
|
||||
starting_indexes.height,
|
||||
&indexes.height.identity,
|
||||
&indexes.height.epoch,
|
||||
|(h, ..)| (h, StoredU32::from(h.left_before_next_diff_adj())),
|
||||
exit,
|
||||
)?;
|
||||
|
||||
@@ -20,10 +20,10 @@ impl Vecs {
|
||||
) -> Result<Self> {
|
||||
let v2 = Version::TWO;
|
||||
|
||||
let hashrate = LazyPerBlock::from_height_source::<DifficultyToHashF64>(
|
||||
let hashrate = LazyPerBlock::from_height_source::<DifficultyToHashF64, _>(
|
||||
"difficulty_hashrate",
|
||||
version,
|
||||
indexer.vecs.blocks.difficulty.read_only_boxed_clone(),
|
||||
indexer.vecs.blocks.difficulty.read_only_clone(),
|
||||
indexes,
|
||||
);
|
||||
|
||||
@@ -40,7 +40,7 @@ impl Vecs {
|
||||
Ok(Self {
|
||||
value: Resolutions::forced_import(
|
||||
"difficulty",
|
||||
indexer.vecs.blocks.difficulty.read_only_boxed_clone(),
|
||||
indexer.vecs.blocks.difficulty.read_only_clone(),
|
||||
version,
|
||||
indexes,
|
||||
),
|
||||
|
||||
@@ -21,7 +21,7 @@ impl Vecs {
|
||||
|
||||
self.blocks_to_halving.height.compute_transform(
|
||||
starting_indexes.height,
|
||||
&indexes.height.identity,
|
||||
&indexes.height.halving,
|
||||
|(h, ..)| (h, StoredU32::from(h.left_before_next_halving())),
|
||||
exit,
|
||||
)?;
|
||||
|
||||
@@ -24,11 +24,11 @@ impl Vecs {
|
||||
let version = parent_version;
|
||||
|
||||
let lookback = LookbackVecs::forced_import(&db, version)?;
|
||||
let cached_starts = &lookback.cached_window_starts;
|
||||
let count = CountVecs::forced_import(&db, version, indexes, cached_starts)?;
|
||||
let interval = IntervalVecs::forced_import(&db, version, indexes, cached_starts)?;
|
||||
let size = SizeVecs::forced_import(&db, version, indexes, cached_starts)?;
|
||||
let weight = WeightVecs::forced_import(&db, version, indexes, cached_starts, &size)?;
|
||||
let cached_starts = lookback.cached_window_starts();
|
||||
let count = CountVecs::forced_import(&db, version, indexes, &cached_starts)?;
|
||||
let interval = IntervalVecs::forced_import(&db, version, indexes, &cached_starts)?;
|
||||
let size = SizeVecs::forced_import(&db, version, indexes, &cached_starts)?;
|
||||
let weight = WeightVecs::forced_import(&db, version, indexes, &cached_starts, &size)?;
|
||||
let difficulty = DifficultyVecs::forced_import(&db, version, indexer, indexes)?;
|
||||
let halving = HalvingVecs::forced_import(&db, version, indexes)?;
|
||||
|
||||
|
||||
@@ -5,7 +5,7 @@ use vecdb::Database;
|
||||
use super::Vecs;
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{CachedWindowStarts, PerBlockRollingAverage},
|
||||
internal::{PerBlockRollingAverage, WindowStartVec, Windows},
|
||||
};
|
||||
|
||||
impl Vecs {
|
||||
@@ -13,7 +13,7 @@ impl Vecs {
|
||||
db: &Database,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
cached_starts: &CachedWindowStarts,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
) -> Result<Self> {
|
||||
let interval = PerBlockRollingAverage::forced_import(
|
||||
db,
|
||||
|
||||
@@ -8,5 +8,5 @@ use crate::internal::PerBlockRollingAverage;
|
||||
|
||||
#[derive(Deref, DerefMut, Traversable)]
|
||||
pub struct Vecs<M: StorageMode = Rw>(
|
||||
#[traversable(flatten)] pub PerBlockRollingAverage<Timestamp, M>,
|
||||
#[traversable(flatten)] pub PerBlockRollingAverage<Timestamp, Timestamp, M>,
|
||||
);
|
||||
|
||||
@@ -8,17 +8,15 @@ use vecdb::{
|
||||
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{CachedWindowStarts, WindowStarts, Windows},
|
||||
internal::{WindowStartVec, WindowStarts, Windows},
|
||||
};
|
||||
|
||||
#[derive(Traversable)]
|
||||
pub struct Vecs<M: StorageMode = Rw> {
|
||||
#[traversable(skip)]
|
||||
pub cached_window_starts: CachedWindowStarts,
|
||||
pub _1h: M::Stored<EagerVec<PcoVec<Height, Height>>>,
|
||||
pub _24h: M::Stored<EagerVec<PcoVec<Height, Height>>>, // 1d
|
||||
pub _24h: CachedVec<M::Stored<EagerVec<PcoVec<Height, Height>>>>, // 1d
|
||||
pub _3d: M::Stored<EagerVec<PcoVec<Height, Height>>>,
|
||||
pub _1w: M::Stored<EagerVec<PcoVec<Height, Height>>>, // 7d
|
||||
pub _1w: CachedVec<M::Stored<EagerVec<PcoVec<Height, Height>>>>, // 7d
|
||||
pub _8d: M::Stored<EagerVec<PcoVec<Height, Height>>>,
|
||||
pub _9d: M::Stored<EagerVec<PcoVec<Height, Height>>>,
|
||||
pub _12d: M::Stored<EagerVec<PcoVec<Height, Height>>>,
|
||||
@@ -26,7 +24,7 @@ pub struct Vecs<M: StorageMode = Rw> {
|
||||
pub _2w: M::Stored<EagerVec<PcoVec<Height, Height>>>, // 14d
|
||||
pub _21d: M::Stored<EagerVec<PcoVec<Height, Height>>>,
|
||||
pub _26d: M::Stored<EagerVec<PcoVec<Height, Height>>>,
|
||||
pub _1m: M::Stored<EagerVec<PcoVec<Height, Height>>>, // 30d
|
||||
pub _1m: CachedVec<M::Stored<EagerVec<PcoVec<Height, Height>>>>, // 30d
|
||||
pub _34d: M::Stored<EagerVec<PcoVec<Height, Height>>>,
|
||||
pub _55d: M::Stored<EagerVec<PcoVec<Height, Height>>>,
|
||||
pub _2m: M::Stored<EagerVec<PcoVec<Height, Height>>>, // 60d
|
||||
@@ -43,7 +41,7 @@ pub struct Vecs<M: StorageMode = Rw> {
|
||||
pub _9m: M::Stored<EagerVec<PcoVec<Height, Height>>>, // 270d
|
||||
pub _350d: M::Stored<EagerVec<PcoVec<Height, Height>>>,
|
||||
pub _12m: M::Stored<EagerVec<PcoVec<Height, Height>>>, // 360d
|
||||
pub _1y: M::Stored<EagerVec<PcoVec<Height, Height>>>, // 365d
|
||||
pub _1y: CachedVec<M::Stored<EagerVec<PcoVec<Height, Height>>>>, // 365d
|
||||
pub _14m: M::Stored<EagerVec<PcoVec<Height, Height>>>, // 420d
|
||||
pub _2y: M::Stored<EagerVec<PcoVec<Height, Height>>>, // 730d
|
||||
pub _26m: M::Stored<EagerVec<PcoVec<Height, Height>>>, // 780d
|
||||
@@ -106,19 +104,11 @@ impl Vecs {
|
||||
let _14y = ImportableVec::forced_import(db, "height_14y_ago", version)?;
|
||||
let _26y = ImportableVec::forced_import(db, "height_26y_ago", version)?;
|
||||
|
||||
let cached_window_starts = CachedWindowStarts(Windows {
|
||||
_24h: CachedVec::new(&_24h),
|
||||
_1w: CachedVec::new(&_1w),
|
||||
_1m: CachedVec::new(&_1m),
|
||||
_1y: CachedVec::new(&_1y),
|
||||
});
|
||||
|
||||
Ok(Self {
|
||||
cached_window_starts,
|
||||
_1h,
|
||||
_24h,
|
||||
_24h: CachedVec::wrap(_24h),
|
||||
_3d,
|
||||
_1w,
|
||||
_1w: CachedVec::wrap(_1w),
|
||||
_8d,
|
||||
_9d,
|
||||
_12d,
|
||||
@@ -126,7 +116,7 @@ impl Vecs {
|
||||
_2w,
|
||||
_21d,
|
||||
_26d,
|
||||
_1m,
|
||||
_1m: CachedVec::wrap(_1m),
|
||||
_34d,
|
||||
_55d,
|
||||
_2m,
|
||||
@@ -143,7 +133,7 @@ impl Vecs {
|
||||
_9m,
|
||||
_350d,
|
||||
_12m,
|
||||
_1y,
|
||||
_1y: CachedVec::wrap(_1y),
|
||||
_14m,
|
||||
_2y,
|
||||
_26m,
|
||||
@@ -161,8 +151,8 @@ impl Vecs {
|
||||
})
|
||||
}
|
||||
|
||||
pub fn window_starts(&self) -> WindowStarts<'_> {
|
||||
WindowStarts {
|
||||
pub fn cached_window_starts(&self) -> Windows<&WindowStartVec> {
|
||||
Windows {
|
||||
_24h: &self._24h,
|
||||
_1w: &self._1w,
|
||||
_1m: &self._1m,
|
||||
@@ -170,11 +160,20 @@ impl Vecs {
|
||||
}
|
||||
}
|
||||
|
||||
pub fn window_starts(&self) -> WindowStarts<'_> {
|
||||
WindowStarts {
|
||||
_24h: &self._24h.inner,
|
||||
_1w: &self._1w.inner,
|
||||
_1m: &self._1m.inner,
|
||||
_1y: &self._1y.inner,
|
||||
}
|
||||
}
|
||||
|
||||
pub fn start_vec(&self, days: usize) -> &EagerVec<PcoVec<Height, Height>> {
|
||||
match days {
|
||||
1 => &self._24h,
|
||||
1 => &self._24h.inner,
|
||||
3 => &self._3d,
|
||||
7 => &self._1w,
|
||||
7 => &self._1w.inner,
|
||||
8 => &self._8d,
|
||||
9 => &self._9d,
|
||||
12 => &self._12d,
|
||||
@@ -182,7 +181,7 @@ impl Vecs {
|
||||
14 => &self._2w,
|
||||
21 => &self._21d,
|
||||
26 => &self._26d,
|
||||
30 => &self._1m,
|
||||
30 => &self._1m.inner,
|
||||
34 => &self._34d,
|
||||
55 => &self._55d,
|
||||
60 => &self._2m,
|
||||
@@ -199,7 +198,7 @@ impl Vecs {
|
||||
270 => &self._9m,
|
||||
350 => &self._350d,
|
||||
360 => &self._12m,
|
||||
365 => &self._1y,
|
||||
365 => &self._1y.inner,
|
||||
420 => &self._14m,
|
||||
730 => &self._2y,
|
||||
780 => &self._26m,
|
||||
@@ -225,9 +224,9 @@ impl Vecs {
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.compute_rolling_start_hours(indexes, starting_indexes, exit, 1, |s| &mut s._1h)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 1, |s| &mut s._24h)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 1, |s| &mut s._24h.inner)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 3, |s| &mut s._3d)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 7, |s| &mut s._1w)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 7, |s| &mut s._1w.inner)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 8, |s| &mut s._8d)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 9, |s| &mut s._9d)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 12, |s| &mut s._12d)?;
|
||||
@@ -235,7 +234,7 @@ impl Vecs {
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 14, |s| &mut s._2w)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 21, |s| &mut s._21d)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 26, |s| &mut s._26d)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 30, |s| &mut s._1m)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 30, |s| &mut s._1m.inner)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 34, |s| &mut s._34d)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 55, |s| &mut s._55d)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 60, |s| &mut s._2m)?;
|
||||
@@ -252,7 +251,7 @@ impl Vecs {
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 270, |s| &mut s._9m)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 350, |s| &mut s._350d)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 360, |s| &mut s._12m)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 365, |s| &mut s._1y)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 365, |s| &mut s._1y.inner)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 420, |s| &mut s._14m)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 730, |s| &mut s._2y)?;
|
||||
self.compute_rolling_start(indexes, starting_indexes, exit, 780, |s| &mut s._26m)?;
|
||||
|
||||
@@ -5,7 +5,7 @@ use vecdb::Database;
|
||||
use super::Vecs;
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{CachedWindowStarts, PerBlockFull, PerBlockRolling},
|
||||
internal::{PerBlockFull, PerBlockRolling, WindowStartVec, Windows},
|
||||
};
|
||||
|
||||
impl Vecs {
|
||||
@@ -13,7 +13,7 @@ impl Vecs {
|
||||
db: &Database,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
cached_starts: &CachedWindowStarts,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
) -> Result<Self> {
|
||||
Ok(Self {
|
||||
vbytes: PerBlockFull::forced_import(
|
||||
|
||||
@@ -6,7 +6,7 @@ use super::Vecs;
|
||||
use crate::{
|
||||
blocks::SizeVecs,
|
||||
indexes,
|
||||
internal::{CachedWindowStarts, LazyPerBlockRolling, PercentVec, VBytesToWeight},
|
||||
internal::{LazyPerBlockRolling, PercentVec, VBytesToWeight, WindowStartVec, Windows},
|
||||
};
|
||||
|
||||
impl Vecs {
|
||||
@@ -14,7 +14,7 @@ impl Vecs {
|
||||
db: &Database,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
cached_starts: &CachedWindowStarts,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
size: &SizeVecs,
|
||||
) -> Result<Self> {
|
||||
let weight = LazyPerBlockRolling::from_per_block_full::<VBytesToWeight>(
|
||||
|
||||
@@ -6,7 +6,7 @@ use super::Vecs;
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{
|
||||
CachedWindowStarts, LazyPerBlock, OneMinusF64, PerBlock, PerBlockCumulativeRolling,
|
||||
LazyPerBlock, OneMinusF64, PerBlock, PerBlockCumulativeRolling, WindowStartVec, Windows,
|
||||
},
|
||||
};
|
||||
|
||||
@@ -15,7 +15,7 @@ impl Vecs {
|
||||
db: &Database,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
cached_starts: &CachedWindowStarts,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
) -> Result<Self> {
|
||||
let liveliness = PerBlock::forced_import(db, "liveliness", version, indexes)?;
|
||||
|
||||
|
||||
@@ -13,14 +13,14 @@ use super::{
|
||||
ValueVecs, Vecs,
|
||||
};
|
||||
|
||||
use crate::internal::CachedWindowStarts;
|
||||
use crate::internal::{WindowStartVec, Windows};
|
||||
|
||||
impl Vecs {
|
||||
pub(crate) fn forced_import(
|
||||
parent_path: &Path,
|
||||
parent_version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
cached_starts: &CachedWindowStarts,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
) -> Result<Self> {
|
||||
let db = open_db(parent_path, DB_NAME, 250_000)?;
|
||||
let version = parent_version;
|
||||
|
||||
@@ -23,7 +23,7 @@ impl Vecs {
|
||||
|
||||
self.hodl_bank.compute_cumulative_transformed_binary(
|
||||
starting_indexes.height,
|
||||
&prices.cached_spot_usd,
|
||||
&prices.spot.usd.height,
|
||||
&self.vocdd_median_1y,
|
||||
|price, median| StoredF64::from(f64::from(price) - f64::from(median)),
|
||||
exit,
|
||||
@@ -31,7 +31,7 @@ impl Vecs {
|
||||
|
||||
self.value.height.compute_divide(
|
||||
starting_indexes.height,
|
||||
&prices.cached_spot_usd,
|
||||
&prices.spot.usd.height,
|
||||
&self.hodl_bank,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
@@ -3,7 +3,7 @@ use brk_types::Version;
|
||||
use vecdb::Database;
|
||||
|
||||
use super::Vecs;
|
||||
use crate::{indexes, internal::AmountPerBlock};
|
||||
use crate::{indexes, internal::ValuePerBlock};
|
||||
|
||||
impl Vecs {
|
||||
pub(crate) fn forced_import(
|
||||
@@ -12,8 +12,8 @@ impl Vecs {
|
||||
indexes: &indexes::Vecs,
|
||||
) -> Result<Self> {
|
||||
Ok(Self {
|
||||
vaulted: AmountPerBlock::forced_import(db, "vaulted_supply", version, indexes)?,
|
||||
active: AmountPerBlock::forced_import(db, "active_supply", version, indexes)?,
|
||||
vaulted: ValuePerBlock::forced_import(db, "vaulted_supply", version, indexes)?,
|
||||
active: ValuePerBlock::forced_import(db, "active_supply", version, indexes)?,
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,10 +1,10 @@
|
||||
use brk_traversable::Traversable;
|
||||
use vecdb::{Rw, StorageMode};
|
||||
|
||||
use crate::internal::AmountPerBlock;
|
||||
use crate::internal::ValuePerBlock;
|
||||
|
||||
#[derive(Traversable)]
|
||||
pub struct Vecs<M: StorageMode = Rw> {
|
||||
pub vaulted: AmountPerBlock<M>,
|
||||
pub active: AmountPerBlock<M>,
|
||||
pub vaulted: ValuePerBlock<M>,
|
||||
pub active: ValuePerBlock<M>,
|
||||
}
|
||||
|
||||
@@ -24,7 +24,7 @@ impl Vecs {
|
||||
.compute(starting_indexes.height, exit, |vec| {
|
||||
vec.compute_multiply(
|
||||
starting_indexes.height,
|
||||
&prices.cached_spot_usd,
|
||||
&prices.spot.usd.height,
|
||||
&coinblocks_destroyed.block,
|
||||
exit,
|
||||
)?;
|
||||
@@ -34,7 +34,7 @@ impl Vecs {
|
||||
self.created.compute(starting_indexes.height, exit, |vec| {
|
||||
vec.compute_multiply(
|
||||
starting_indexes.height,
|
||||
&prices.cached_spot_usd,
|
||||
&prices.spot.usd.height,
|
||||
&activity.coinblocks_created.block,
|
||||
exit,
|
||||
)?;
|
||||
@@ -44,7 +44,7 @@ impl Vecs {
|
||||
self.stored.compute(starting_indexes.height, exit, |vec| {
|
||||
vec.compute_multiply(
|
||||
starting_indexes.height,
|
||||
&prices.cached_spot_usd,
|
||||
&prices.spot.usd.height,
|
||||
&activity.coinblocks_stored.block,
|
||||
exit,
|
||||
)?;
|
||||
@@ -57,7 +57,7 @@ impl Vecs {
|
||||
self.vocdd.compute(starting_indexes.height, exit, |vec| {
|
||||
vec.compute_transform3(
|
||||
starting_indexes.height,
|
||||
&prices.cached_spot_usd,
|
||||
&prices.spot.usd.height,
|
||||
&coindays_destroyed.block,
|
||||
circulating_supply,
|
||||
|(i, price, cdd, supply, _): (_, Dollars, StoredF64, Bitcoin, _)| {
|
||||
|
||||
@@ -5,7 +5,7 @@ use vecdb::Database;
|
||||
use super::Vecs;
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{CachedWindowStarts, PerBlockCumulativeRolling},
|
||||
internal::{PerBlockCumulativeRolling, WindowStartVec, Windows},
|
||||
};
|
||||
|
||||
impl Vecs {
|
||||
@@ -13,7 +13,7 @@ impl Vecs {
|
||||
db: &Database,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
cached_starts: &CachedWindowStarts,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
) -> Result<Self> {
|
||||
Ok(Self {
|
||||
destroyed: PerBlockCumulativeRolling::forced_import(
|
||||
|
||||
@@ -7,19 +7,20 @@
|
||||
//! | `receiving` | Unique addresses that received this block |
|
||||
//! | `sending` | Unique addresses that sent this block |
|
||||
//! | `reactivated` | Addresses that were empty and now have funds |
|
||||
//! | `both` | Addresses that both sent AND received same block |
|
||||
//! | `bidirectional` | Addresses that both sent AND received in same block |
|
||||
//! | `active` | Distinct addresses involved (sent ∪ received) |
|
||||
|
||||
use brk_cohort::ByAddrType;
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{Height, StoredU32, Version};
|
||||
use brk_types::{Height, StoredU32, StoredU64, Version};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use rayon::prelude::*;
|
||||
use vecdb::{AnyStoredVec, AnyVec, Database, Exit, Rw, StorageMode, WritableVec};
|
||||
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{CachedWindowStarts, PerBlockRollingAverage},
|
||||
internal::{PerBlockRollingAverage, WindowStartVec, Windows},
|
||||
};
|
||||
|
||||
/// Per-block activity counts - reset each block.
|
||||
@@ -28,7 +29,7 @@ pub struct BlockActivityCounts {
|
||||
pub reactivated: u32,
|
||||
pub sending: u32,
|
||||
pub receiving: u32,
|
||||
pub both: u32,
|
||||
pub bidirectional: u32,
|
||||
}
|
||||
|
||||
impl BlockActivityCounts {
|
||||
@@ -56,7 +57,7 @@ impl AddrTypeToActivityCounts {
|
||||
total.reactivated += counts.reactivated;
|
||||
total.sending += counts.sending;
|
||||
total.receiving += counts.receiving;
|
||||
total.both += counts.both;
|
||||
total.bidirectional += counts.bidirectional;
|
||||
}
|
||||
total
|
||||
}
|
||||
@@ -65,45 +66,61 @@ impl AddrTypeToActivityCounts {
|
||||
/// Activity count vectors for a single category (e.g., one address type or "all").
|
||||
#[derive(Traversable)]
|
||||
pub struct ActivityCountVecs<M: StorageMode = Rw> {
|
||||
pub reactivated: PerBlockRollingAverage<StoredU32, M>,
|
||||
pub sending: PerBlockRollingAverage<StoredU32, M>,
|
||||
pub receiving: PerBlockRollingAverage<StoredU32, M>,
|
||||
pub both: PerBlockRollingAverage<StoredU32, M>,
|
||||
pub reactivated: PerBlockRollingAverage<StoredU32, StoredU64, M>,
|
||||
pub sending: PerBlockRollingAverage<StoredU32, StoredU64, M>,
|
||||
pub receiving: PerBlockRollingAverage<StoredU32, StoredU64, M>,
|
||||
pub bidirectional: PerBlockRollingAverage<StoredU32, StoredU64, M>,
|
||||
/// Distinct addresses involved in this block (sent ∪ received),
|
||||
/// computed at push time as `sending + receiving - bidirectional`
|
||||
/// via inclusion-exclusion. For per-type instances this is
|
||||
/// per-type. For the `all` aggregate it's the cross-type total.
|
||||
pub active: PerBlockRollingAverage<StoredU32, StoredU64, M>,
|
||||
}
|
||||
|
||||
impl ActivityCountVecs {
|
||||
/// `prefix` is prepended to each field's disk name. Use `""` for the
|
||||
/// "all" aggregate and `"{type}_"` for per-address-type instances.
|
||||
/// Field names are suffixed with `_addrs` so the final disk series
|
||||
/// are e.g. `active_addrs`, `p2tr_bidirectional_addrs`.
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
prefix: &str,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
cached_starts: &CachedWindowStarts,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
) -> Result<Self> {
|
||||
Ok(Self {
|
||||
reactivated: PerBlockRollingAverage::forced_import(
|
||||
db,
|
||||
&format!("{name}_reactivated"),
|
||||
&format!("{prefix}reactivated_addrs"),
|
||||
version,
|
||||
indexes,
|
||||
cached_starts,
|
||||
)?,
|
||||
sending: PerBlockRollingAverage::forced_import(
|
||||
db,
|
||||
&format!("{name}_sending"),
|
||||
&format!("{prefix}sending_addrs"),
|
||||
version,
|
||||
indexes,
|
||||
cached_starts,
|
||||
)?,
|
||||
receiving: PerBlockRollingAverage::forced_import(
|
||||
db,
|
||||
&format!("{name}_receiving"),
|
||||
&format!("{prefix}receiving_addrs"),
|
||||
version,
|
||||
indexes,
|
||||
cached_starts,
|
||||
)?,
|
||||
both: PerBlockRollingAverage::forced_import(
|
||||
bidirectional: PerBlockRollingAverage::forced_import(
|
||||
db,
|
||||
&format!("{name}_both"),
|
||||
&format!("{prefix}bidirectional_addrs"),
|
||||
version,
|
||||
indexes,
|
||||
cached_starts,
|
||||
)?,
|
||||
active: PerBlockRollingAverage::forced_import(
|
||||
db,
|
||||
&format!("{prefix}active_addrs"),
|
||||
version,
|
||||
indexes,
|
||||
cached_starts,
|
||||
@@ -117,7 +134,8 @@ impl ActivityCountVecs {
|
||||
.len()
|
||||
.min(self.sending.block.len())
|
||||
.min(self.receiving.block.len())
|
||||
.min(self.both.block.len())
|
||||
.min(self.bidirectional.block.len())
|
||||
.min(self.active.block.len())
|
||||
}
|
||||
|
||||
pub(crate) fn par_iter_height_mut(
|
||||
@@ -125,9 +143,10 @@ impl ActivityCountVecs {
|
||||
) -> impl ParallelIterator<Item = &mut dyn AnyStoredVec> {
|
||||
[
|
||||
&mut self.reactivated.block as &mut dyn AnyStoredVec,
|
||||
&mut self.sending.block as &mut dyn AnyStoredVec,
|
||||
&mut self.receiving.block as &mut dyn AnyStoredVec,
|
||||
&mut self.both.block as &mut dyn AnyStoredVec,
|
||||
&mut self.sending.block,
|
||||
&mut self.receiving.block,
|
||||
&mut self.bidirectional.block,
|
||||
&mut self.active.block,
|
||||
]
|
||||
.into_par_iter()
|
||||
}
|
||||
@@ -136,7 +155,8 @@ impl ActivityCountVecs {
|
||||
self.reactivated.block.reset()?;
|
||||
self.sending.block.reset()?;
|
||||
self.receiving.block.reset()?;
|
||||
self.both.block.reset()?;
|
||||
self.bidirectional.block.reset()?;
|
||||
self.active.block.reset()?;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
@@ -145,14 +165,19 @@ impl ActivityCountVecs {
|
||||
self.reactivated.block.push(counts.reactivated.into());
|
||||
self.sending.block.push(counts.sending.into());
|
||||
self.receiving.block.push(counts.receiving.into());
|
||||
self.both.block.push(counts.both.into());
|
||||
self.bidirectional
|
||||
.block
|
||||
.push(counts.bidirectional.into());
|
||||
let active = counts.sending + counts.receiving - counts.bidirectional;
|
||||
self.active.block.push(active.into());
|
||||
}
|
||||
|
||||
pub(crate) fn compute_rest(&mut self, max_from: Height, exit: &Exit) -> Result<()> {
|
||||
self.reactivated.compute_rest(max_from, exit)?;
|
||||
self.sending.compute_rest(max_from, exit)?;
|
||||
self.receiving.compute_rest(max_from, exit)?;
|
||||
self.both.compute_rest(max_from, exit)?;
|
||||
self.bidirectional.compute_rest(max_from, exit)?;
|
||||
self.active.compute_rest(max_from, exit)?;
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
@@ -171,16 +196,15 @@ impl From<ByAddrType<ActivityCountVecs>> for AddrTypeToActivityCountVecs {
|
||||
impl AddrTypeToActivityCountVecs {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
cached_starts: &CachedWindowStarts,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
) -> Result<Self> {
|
||||
Ok(Self::from(ByAddrType::<ActivityCountVecs>::new_with_name(
|
||||
|type_name| {
|
||||
ActivityCountVecs::forced_import(
|
||||
db,
|
||||
&format!("{type_name}_{name}"),
|
||||
&format!("{type_name}_"),
|
||||
version,
|
||||
indexes,
|
||||
cached_starts,
|
||||
@@ -205,7 +229,8 @@ impl AddrTypeToActivityCountVecs {
|
||||
vecs.push(&mut type_vecs.reactivated.block);
|
||||
vecs.push(&mut type_vecs.sending.block);
|
||||
vecs.push(&mut type_vecs.receiving.block);
|
||||
vecs.push(&mut type_vecs.both.block);
|
||||
vecs.push(&mut type_vecs.bidirectional.block);
|
||||
vecs.push(&mut type_vecs.active.block);
|
||||
}
|
||||
vecs.into_par_iter()
|
||||
}
|
||||
@@ -243,16 +268,14 @@ pub struct AddrActivityVecs<M: StorageMode = Rw> {
|
||||
impl AddrActivityVecs {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
cached_starts: &CachedWindowStarts,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
) -> Result<Self> {
|
||||
Ok(Self {
|
||||
all: ActivityCountVecs::forced_import(db, name, version, indexes, cached_starts)?,
|
||||
all: ActivityCountVecs::forced_import(db, "", version, indexes, cached_starts)?,
|
||||
by_addr_type: AddrTypeToActivityCountVecs::forced_import(
|
||||
db,
|
||||
name,
|
||||
version,
|
||||
indexes,
|
||||
cached_starts,
|
||||
|
||||
@@ -1,183 +0,0 @@
|
||||
use brk_cohort::ByAddrType;
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{Height, Indexes, StoredU64, Version};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use rayon::prelude::*;
|
||||
use vecdb::{
|
||||
AnyStoredVec, AnyVec, Database, EagerVec, Exit, PcoVec, ReadableVec, Rw, StorageMode,
|
||||
WritableVec,
|
||||
};
|
||||
|
||||
use crate::{indexes, internal::PerBlock};
|
||||
|
||||
#[derive(Deref, DerefMut, Traversable)]
|
||||
pub struct AddrCountVecs<M: StorageMode = Rw>(#[traversable(flatten)] pub PerBlock<StoredU64, M>);
|
||||
|
||||
impl AddrCountVecs {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
) -> Result<Self> {
|
||||
Ok(Self(PerBlock::forced_import(db, name, version, indexes)?))
|
||||
}
|
||||
}
|
||||
|
||||
/// Address count per address type (runtime state).
|
||||
#[derive(Debug, Default, Deref, DerefMut)]
|
||||
pub struct AddrTypeToAddrCount(ByAddrType<u64>);
|
||||
|
||||
impl AddrTypeToAddrCount {
|
||||
#[inline]
|
||||
pub(crate) fn sum(&self) -> u64 {
|
||||
self.0.values().sum()
|
||||
}
|
||||
}
|
||||
|
||||
impl From<(&AddrTypeToAddrCountVecs, Height)> for AddrTypeToAddrCount {
|
||||
#[inline]
|
||||
fn from((groups, starting_height): (&AddrTypeToAddrCountVecs, Height)) -> Self {
|
||||
if let Some(prev_height) = starting_height.decremented() {
|
||||
Self(ByAddrType {
|
||||
p2pk65: groups
|
||||
.p2pk65
|
||||
.height
|
||||
.collect_one(prev_height)
|
||||
.unwrap()
|
||||
.into(),
|
||||
p2pk33: groups
|
||||
.p2pk33
|
||||
.height
|
||||
.collect_one(prev_height)
|
||||
.unwrap()
|
||||
.into(),
|
||||
p2pkh: groups.p2pkh.height.collect_one(prev_height).unwrap().into(),
|
||||
p2sh: groups.p2sh.height.collect_one(prev_height).unwrap().into(),
|
||||
p2wpkh: groups
|
||||
.p2wpkh
|
||||
.height
|
||||
.collect_one(prev_height)
|
||||
.unwrap()
|
||||
.into(),
|
||||
p2wsh: groups.p2wsh.height.collect_one(prev_height).unwrap().into(),
|
||||
p2tr: groups.p2tr.height.collect_one(prev_height).unwrap().into(),
|
||||
p2a: groups.p2a.height.collect_one(prev_height).unwrap().into(),
|
||||
})
|
||||
} else {
|
||||
Default::default()
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Address count per address type, with height + derived indexes.
|
||||
#[derive(Deref, DerefMut, Traversable)]
|
||||
pub struct AddrTypeToAddrCountVecs<M: StorageMode = Rw>(ByAddrType<AddrCountVecs<M>>);
|
||||
|
||||
impl From<ByAddrType<AddrCountVecs>> for AddrTypeToAddrCountVecs {
|
||||
#[inline]
|
||||
fn from(value: ByAddrType<AddrCountVecs>) -> Self {
|
||||
Self(value)
|
||||
}
|
||||
}
|
||||
|
||||
impl AddrTypeToAddrCountVecs {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
) -> Result<Self> {
|
||||
Ok(Self::from(ByAddrType::<AddrCountVecs>::new_with_name(
|
||||
|type_name| {
|
||||
AddrCountVecs::forced_import(db, &format!("{type_name}_{name}"), version, indexes)
|
||||
},
|
||||
)?))
|
||||
}
|
||||
|
||||
pub(crate) fn min_stateful_len(&self) -> usize {
|
||||
self.0.values().map(|v| v.height.len()).min().unwrap()
|
||||
}
|
||||
|
||||
pub(crate) fn par_iter_height_mut(
|
||||
&mut self,
|
||||
) -> impl ParallelIterator<Item = &mut dyn AnyStoredVec> {
|
||||
self.0
|
||||
.par_values_mut()
|
||||
.map(|v| &mut v.height as &mut dyn AnyStoredVec)
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub(crate) fn push_height(&mut self, addr_counts: &AddrTypeToAddrCount) {
|
||||
for (vecs, &count) in self.0.values_mut().zip(addr_counts.values()) {
|
||||
vecs.height.push(count.into());
|
||||
}
|
||||
}
|
||||
|
||||
pub(crate) fn reset_height(&mut self) -> Result<()> {
|
||||
for v in self.0.values_mut() {
|
||||
v.height.reset()?;
|
||||
}
|
||||
Ok(())
|
||||
}
|
||||
|
||||
pub(crate) fn by_height(&self) -> Vec<&EagerVec<PcoVec<Height, StoredU64>>> {
|
||||
self.0.values().map(|v| &v.height).collect()
|
||||
}
|
||||
}
|
||||
|
||||
#[derive(Traversable)]
|
||||
pub struct AddrCountsVecs<M: StorageMode = Rw> {
|
||||
pub all: AddrCountVecs<M>,
|
||||
#[traversable(flatten)]
|
||||
pub by_addr_type: AddrTypeToAddrCountVecs<M>,
|
||||
}
|
||||
|
||||
impl AddrCountsVecs {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
) -> Result<Self> {
|
||||
Ok(Self {
|
||||
all: AddrCountVecs::forced_import(db, name, version, indexes)?,
|
||||
by_addr_type: AddrTypeToAddrCountVecs::forced_import(db, name, version, indexes)?,
|
||||
})
|
||||
}
|
||||
|
||||
pub(crate) fn min_stateful_len(&self) -> usize {
|
||||
self.all
|
||||
.height
|
||||
.len()
|
||||
.min(self.by_addr_type.min_stateful_len())
|
||||
}
|
||||
|
||||
pub(crate) fn par_iter_height_mut(
|
||||
&mut self,
|
||||
) -> impl ParallelIterator<Item = &mut dyn AnyStoredVec> {
|
||||
rayon::iter::once(&mut self.all.height as &mut dyn AnyStoredVec)
|
||||
.chain(self.by_addr_type.par_iter_height_mut())
|
||||
}
|
||||
|
||||
pub(crate) fn reset_height(&mut self) -> Result<()> {
|
||||
self.all.height.reset()?;
|
||||
self.by_addr_type.reset_height()?;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub(crate) fn push_height(&mut self, total: u64, addr_counts: &AddrTypeToAddrCount) {
|
||||
self.all.height.push(total.into());
|
||||
self.by_addr_type.push_height(addr_counts);
|
||||
}
|
||||
|
||||
pub(crate) fn compute_rest(&mut self, starting_indexes: &Indexes, exit: &Exit) -> Result<()> {
|
||||
let sources = self.by_addr_type.by_height();
|
||||
self.all
|
||||
.height
|
||||
.compute_sum_of_others(starting_indexes.height, &sources, exit)?;
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,38 @@
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{StoredU64, Version};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use vecdb::{Database, Rw, StorageMode};
|
||||
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{PerBlock, WithAddrTypes},
|
||||
};
|
||||
|
||||
use super::AddrTypeToAddrCount;
|
||||
|
||||
/// Per-block `StoredU64` counts with an aggregate `all` plus a per-address-type
|
||||
/// breakdown. Shared primitive backing addr-count, empty-addr-count, and the
|
||||
/// funded/total pairs used by exposed, reused, and respent.
|
||||
#[derive(Deref, DerefMut, Traversable)]
|
||||
pub struct AddrCountsVecs<M: StorageMode = Rw>(
|
||||
#[traversable(flatten)] pub WithAddrTypes<PerBlock<StoredU64, M>>,
|
||||
);
|
||||
|
||||
impl AddrCountsVecs {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
) -> Result<Self> {
|
||||
Ok(Self(WithAddrTypes::<PerBlock<StoredU64>>::forced_import(
|
||||
db, name, version, indexes,
|
||||
)?))
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub(crate) fn push_counts(&mut self, counts: &AddrTypeToAddrCount) {
|
||||
self.push_height(counts.sum(), counts.values().copied());
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,78 @@
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{Indexes, Version};
|
||||
use rayon::prelude::*;
|
||||
use vecdb::{AnyStoredVec, Database, Exit, Rw, StorageMode};
|
||||
|
||||
use crate::indexes;
|
||||
|
||||
use super::{AddrCountsVecs, AddrTypeToAddrCount};
|
||||
|
||||
/// Paired funded + cumulative-total address counts, used by exposed, reused,
|
||||
/// and respent. On-disk naming: `"{name}_addr_count"` (funded) and
|
||||
/// `"total_{name}_addr_count"` (total).
|
||||
#[derive(Traversable)]
|
||||
pub struct AddrCountFundedTotalVecs<M: StorageMode = Rw> {
|
||||
pub funded: AddrCountsVecs<M>,
|
||||
pub total: AddrCountsVecs<M>,
|
||||
}
|
||||
|
||||
impl AddrCountFundedTotalVecs {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
) -> Result<Self> {
|
||||
Ok(Self {
|
||||
funded: AddrCountsVecs::forced_import(
|
||||
db,
|
||||
&format!("{name}_addr_count"),
|
||||
version,
|
||||
indexes,
|
||||
)?,
|
||||
total: AddrCountsVecs::forced_import(
|
||||
db,
|
||||
&format!("total_{name}_addr_count"),
|
||||
version,
|
||||
indexes,
|
||||
)?,
|
||||
})
|
||||
}
|
||||
|
||||
pub(crate) fn min_stateful_len(&self) -> usize {
|
||||
self.funded
|
||||
.min_stateful_len()
|
||||
.min(self.total.min_stateful_len())
|
||||
}
|
||||
|
||||
pub(crate) fn par_iter_height_mut(
|
||||
&mut self,
|
||||
) -> impl ParallelIterator<Item = &mut dyn AnyStoredVec> {
|
||||
self.funded
|
||||
.par_iter_height_mut()
|
||||
.chain(self.total.par_iter_height_mut())
|
||||
}
|
||||
|
||||
pub(crate) fn reset_height(&mut self) -> Result<()> {
|
||||
self.funded.reset_height()?;
|
||||
self.total.reset_height()?;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub(crate) fn push_counts(
|
||||
&mut self,
|
||||
funded: &AddrTypeToAddrCount,
|
||||
total: &AddrTypeToAddrCount,
|
||||
) {
|
||||
self.funded.push_counts(funded);
|
||||
self.total.push_counts(total);
|
||||
}
|
||||
|
||||
pub(crate) fn compute_rest(&mut self, starting_indexes: &Indexes, exit: &Exit) -> Result<()> {
|
||||
self.funded.compute_rest(starting_indexes, exit)?;
|
||||
self.total.compute_rest(starting_indexes, exit)?;
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,7 @@
|
||||
mod all_vecs;
|
||||
mod funded_total_vecs;
|
||||
mod state;
|
||||
|
||||
pub use all_vecs::AddrCountsVecs;
|
||||
pub use funded_total_vecs::AddrCountFundedTotalVecs;
|
||||
pub use state::AddrTypeToAddrCount;
|
||||
@@ -0,0 +1,38 @@
|
||||
use brk_cohort::ByAddrType;
|
||||
use brk_types::Height;
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use vecdb::ReadableVec;
|
||||
|
||||
use super::AddrCountsVecs;
|
||||
|
||||
/// Per-addr-type address-count running total. Shared runtime state across
|
||||
/// funded / empty / exposed / reused / respent counters; paired with
|
||||
/// [`AddrCountsVecs`] on disk.
|
||||
#[derive(Debug, Default, Deref, DerefMut)]
|
||||
pub struct AddrTypeToAddrCount(ByAddrType<u64>);
|
||||
|
||||
impl AddrTypeToAddrCount {
|
||||
#[inline]
|
||||
pub(crate) fn sum(&self) -> u64 {
|
||||
self.0.values().sum()
|
||||
}
|
||||
}
|
||||
|
||||
impl From<ByAddrType<u64>> for AddrTypeToAddrCount {
|
||||
#[inline]
|
||||
fn from(value: ByAddrType<u64>) -> Self {
|
||||
Self(value)
|
||||
}
|
||||
}
|
||||
|
||||
impl From<(&AddrCountsVecs, Height)> for AddrTypeToAddrCount {
|
||||
#[inline]
|
||||
fn from((vecs, starting_height): (&AddrCountsVecs, Height)) -> Self {
|
||||
let Some(prev_height) = starting_height.decremented() else {
|
||||
return Self::default();
|
||||
};
|
||||
vecs.by_addr_type
|
||||
.map_with_name(|_, v| v.height.collect_one(prev_height).unwrap().into())
|
||||
.into()
|
||||
}
|
||||
}
|
||||
@@ -1,28 +1,24 @@
|
||||
use brk_cohort::ByAddrType;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPointsSigned32, StoredI64, StoredU64, Version};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{CachedWindowStarts, LazyRollingDeltasFromHeight},
|
||||
internal::{LazyRollingDeltasFromHeight, WindowStartVec, Windows, WithAddrTypes},
|
||||
};
|
||||
|
||||
use super::AddrCountsVecs;
|
||||
|
||||
type AddrDelta = LazyRollingDeltasFromHeight<StoredU64, StoredI64, BasisPointsSigned32>;
|
||||
|
||||
#[derive(Clone, Traversable)]
|
||||
pub struct DeltaVecs {
|
||||
pub all: AddrDelta,
|
||||
#[traversable(flatten)]
|
||||
pub by_addr_type: ByAddrType<AddrDelta>,
|
||||
}
|
||||
#[derive(Clone, Deref, DerefMut, Traversable)]
|
||||
pub struct DeltaVecs(#[traversable(flatten)] pub WithAddrTypes<AddrDelta>);
|
||||
|
||||
impl DeltaVecs {
|
||||
pub(crate) fn new(
|
||||
version: Version,
|
||||
addr_count: &AddrCountsVecs,
|
||||
cached_starts: &CachedWindowStarts,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
indexes: &indexes::Vecs,
|
||||
) -> Self {
|
||||
let version = version + Version::TWO;
|
||||
@@ -30,7 +26,7 @@ impl DeltaVecs {
|
||||
let all = LazyRollingDeltasFromHeight::new(
|
||||
"addr_count",
|
||||
version,
|
||||
&addr_count.all.0.height,
|
||||
&addr_count.all.height,
|
||||
cached_starts,
|
||||
indexes,
|
||||
);
|
||||
@@ -39,12 +35,12 @@ impl DeltaVecs {
|
||||
LazyRollingDeltasFromHeight::new(
|
||||
&format!("{name}_addr_count"),
|
||||
version,
|
||||
&addr.0.height,
|
||||
&addr.height,
|
||||
cached_starts,
|
||||
indexes,
|
||||
)
|
||||
});
|
||||
|
||||
Self { all, by_addr_type }
|
||||
Self(WithAddrTypes { all, by_addr_type })
|
||||
}
|
||||
}
|
||||
|
||||
@@ -0,0 +1,123 @@
|
||||
//! Exposed address tracking (quantum / pubkey-exposure sense).
|
||||
//!
|
||||
//! An address is "exposed" once its public key is in the blockchain. Once
|
||||
//! exposed, any funds at that address are at cryptographic risk (e.g. from
|
||||
//! a quantum attacker capable of recovering the private key from the pubkey).
|
||||
//!
|
||||
//! When the pubkey gets exposed depends on the address type:
|
||||
//!
|
||||
//! - **P2PK33, P2PK65, P2TR**: the pubkey (or P2TR's tweaked output key) is
|
||||
//! directly in the locking script of the funding output. These addresses are
|
||||
//! exposed the moment they receive any funds.
|
||||
//! - **P2PKH, P2SH, P2WPKH, P2WSH**: the locking script contains a hash of
|
||||
//! the pubkey/script. The pubkey is only revealed when spending. Note that
|
||||
//! even the spending tx itself exposes the pubkey while the address still
|
||||
//! holds funds, during the mempool window between broadcast and confirmation,
|
||||
//! the pubkey is visible while the UTXO being spent is still unspent on-chain.
|
||||
//! So every spent address of these types has had at least one moment with
|
||||
//! funds at quantum risk.
|
||||
//! - **P2A**: anyone-can-spend, no pubkey at all. Excluded from both counters.
|
||||
//!
|
||||
//! Formally, with `is_funding_exposed` = `output_type.pubkey_exposed_at_funding()`:
|
||||
//! - `funded` (count): `(utxo_count > 0) AND (is_funding_exposed OR spent_txo_count >= 1)`
|
||||
//! - `total` (count): `(is_funding_exposed AND ever received) OR spent_txo_count >= 1`
|
||||
//! - `supply` (sats): sum of balances of addresses currently in the funded set
|
||||
//!
|
||||
//! For P2PK/P2TR types this means `total ≡ total_addr_count` and
|
||||
//! `funded ≡ funded_addr_count` (every address of those types is exposed by
|
||||
//! virtue of existing). For P2PKH/P2SH/P2WPKH/P2WSH it's the strict subset of
|
||||
//! addresses that have been spent from. The aggregate `all` exposed counter
|
||||
//! sums these, giving "Bitcoin addresses currently with funds at quantum risk".
|
||||
//!
|
||||
//! All metrics are tracked as running counters and require no extra fields
|
||||
//! on the address data. They're maintained via delta detection in
|
||||
//! `process_received` and `process_sent`.
|
||||
|
||||
use brk_cohort::ByAddrType;
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{Height, Indexes, Sats, Version};
|
||||
use rayon::prelude::*;
|
||||
use vecdb::{AnyStoredVec, Database, Exit, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use super::{
|
||||
count::AddrCountFundedTotalVecs,
|
||||
supply::{AddrSupplyShareVecs, AddrSupplyVecs},
|
||||
};
|
||||
use crate::{indexes, prices};
|
||||
|
||||
mod state;
|
||||
|
||||
pub use state::ExposedAddrState;
|
||||
|
||||
/// Top-level container for all exposed address tracking: counts (funded +
|
||||
/// total), the funded supply, and share of supply.
|
||||
#[derive(Traversable)]
|
||||
pub struct ExposedAddrVecs<M: StorageMode = Rw> {
|
||||
pub count: AddrCountFundedTotalVecs<M>,
|
||||
pub supply: AddrSupplyVecs<M>,
|
||||
#[traversable(wrap = "supply", rename = "share")]
|
||||
pub supply_share: AddrSupplyShareVecs<M>,
|
||||
}
|
||||
|
||||
impl ExposedAddrVecs {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
) -> Result<Self> {
|
||||
Ok(Self {
|
||||
count: AddrCountFundedTotalVecs::forced_import(db, "exposed", version, indexes)?,
|
||||
supply: AddrSupplyVecs::forced_import(db, "exposed", version, indexes)?,
|
||||
supply_share: AddrSupplyShareVecs::forced_import(db, "exposed", version, indexes)?,
|
||||
})
|
||||
}
|
||||
|
||||
pub(crate) fn min_stateful_len(&self) -> usize {
|
||||
self.count
|
||||
.min_stateful_len()
|
||||
.min(self.supply.min_stateful_len())
|
||||
}
|
||||
|
||||
pub(crate) fn par_iter_height_mut(
|
||||
&mut self,
|
||||
) -> impl ParallelIterator<Item = &mut dyn AnyStoredVec> {
|
||||
self.count
|
||||
.par_iter_height_mut()
|
||||
.chain(self.supply.par_iter_height_mut())
|
||||
}
|
||||
|
||||
pub(crate) fn reset_height(&mut self) -> Result<()> {
|
||||
self.count.reset_height()?;
|
||||
self.supply.reset_height()?;
|
||||
self.supply_share.reset_height()?;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub(crate) fn push_height(&mut self, state: &ExposedAddrState) {
|
||||
self.count.push_counts(&state.funded, &state.total);
|
||||
self.supply.push_supply(&state.supply);
|
||||
}
|
||||
|
||||
pub(crate) fn compute_rest(
|
||||
&mut self,
|
||||
starting_indexes: &Indexes,
|
||||
prices: &prices::Vecs,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
type_supply_sats: &ByAddrType<&impl ReadableVec<Height, Sats>>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.count.compute_rest(starting_indexes, exit)?;
|
||||
self.supply
|
||||
.compute_rest(starting_indexes.height, prices, exit)?;
|
||||
self.supply_share.compute_rest(
|
||||
starting_indexes.height,
|
||||
&self.supply,
|
||||
all_supply_sats,
|
||||
type_supply_sats,
|
||||
exit,
|
||||
)?;
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,83 @@
|
||||
use brk_types::{FundedAddrData, Height, OutputType};
|
||||
|
||||
use crate::distribution::{
|
||||
addr::{AddrReceivePreState, AddrSendPreState, AddrTypeToAddrCount, AddrTypeToSupply},
|
||||
block::TrackingStatus,
|
||||
};
|
||||
|
||||
use super::ExposedAddrVecs;
|
||||
|
||||
/// Runtime running totals for exposed-addr tracking. Mirrors the persistent
|
||||
/// fields of [`ExposedAddrVecs`]: funded count, total count, funded supply.
|
||||
/// Recovered from disk at the start of a block-loop run.
|
||||
#[derive(Debug, Default)]
|
||||
pub struct ExposedAddrState {
|
||||
pub funded: AddrTypeToAddrCount,
|
||||
pub total: AddrTypeToAddrCount,
|
||||
pub supply: AddrTypeToSupply,
|
||||
}
|
||||
|
||||
impl ExposedAddrState {
|
||||
/// Apply exposed-addr updates for a received output, AFTER the receive
|
||||
/// has mutated `addr_data`. `pre` is the snapshot taken before the mutation.
|
||||
#[inline]
|
||||
pub(crate) fn on_receive(
|
||||
&mut self,
|
||||
output_type: OutputType,
|
||||
addr_data: &FundedAddrData,
|
||||
pre: &AddrReceivePreState,
|
||||
status: TrackingStatus,
|
||||
) {
|
||||
// Pubkey-exposure state is unchanged by a receive, so `pre.was_pubkey_exposed`
|
||||
// equals the post-receive value.
|
||||
if !pre.was_funded && pre.was_pubkey_exposed {
|
||||
*self.funded.get_mut_unwrap(output_type) += 1;
|
||||
}
|
||||
// Total for pk-exposed-at-funding types fires here on first receive.
|
||||
// Other types fire on first spend in [`Self::on_send`].
|
||||
if output_type.pubkey_exposed_at_funding() && matches!(status, TrackingStatus::New) {
|
||||
*self.total.get_mut_unwrap(output_type) += 1;
|
||||
}
|
||||
let after = addr_data.exposed_supply_contribution(output_type);
|
||||
self.supply
|
||||
.apply_delta(output_type, pre.exposed_contribution, after);
|
||||
}
|
||||
|
||||
/// Apply exposed-addr updates for a spent UTXO, AFTER the send has mutated
|
||||
/// `addr_data`. `pre` is the snapshot taken before the mutation.
|
||||
#[inline]
|
||||
pub(crate) fn on_send(
|
||||
&mut self,
|
||||
output_type: OutputType,
|
||||
addr_data: &FundedAddrData,
|
||||
pre: &AddrSendPreState,
|
||||
will_be_empty: bool,
|
||||
) {
|
||||
let after = addr_data.exposed_supply_contribution(output_type);
|
||||
self.supply
|
||||
.apply_delta(output_type, pre.exposed_contribution, after);
|
||||
// First-ever pubkey exposure. Non-pk-exposed types fire on first spend.
|
||||
// Pk-exposed types never fire here (was already exposed at first receive).
|
||||
if !pre.was_pubkey_exposed {
|
||||
*self.total.get_mut_unwrap(output_type) += 1;
|
||||
if !will_be_empty {
|
||||
*self.funded.get_mut_unwrap(output_type) += 1;
|
||||
}
|
||||
}
|
||||
// Leaving the funded exposed set: was in it iff pubkey was exposed pre-spend.
|
||||
if will_be_empty && pre.was_pubkey_exposed {
|
||||
*self.funded.get_mut_unwrap(output_type) -= 1;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl From<(&ExposedAddrVecs, Height)> for ExposedAddrState {
|
||||
#[inline]
|
||||
fn from((vecs, starting_height): (&ExposedAddrVecs, Height)) -> Self {
|
||||
Self {
|
||||
funded: AddrTypeToAddrCount::from((&vecs.count.funded, starting_height)),
|
||||
total: AddrTypeToAddrCount::from((&vecs.count.total, starting_height)),
|
||||
supply: AddrTypeToSupply::from((&vecs.supply, starting_height)),
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,17 +1,25 @@
|
||||
mod activity;
|
||||
mod addr_count;
|
||||
mod count;
|
||||
mod data;
|
||||
mod delta;
|
||||
mod exposed;
|
||||
mod indexes;
|
||||
mod new_addr_count;
|
||||
mod reused;
|
||||
mod state;
|
||||
mod supply;
|
||||
mod total_addr_count;
|
||||
mod type_map;
|
||||
|
||||
pub use activity::{AddrActivityVecs, AddrTypeToActivityCounts};
|
||||
pub use addr_count::{AddrCountsVecs, AddrTypeToAddrCount};
|
||||
pub use count::{AddrCountsVecs, AddrTypeToAddrCount};
|
||||
pub use data::AddrsDataVecs;
|
||||
pub use delta::DeltaVecs;
|
||||
pub use exposed::{ExposedAddrState, ExposedAddrVecs};
|
||||
pub use indexes::AnyAddrIndexesVecs;
|
||||
pub use new_addr_count::NewAddrCountVecs;
|
||||
pub use reused::{ReusedAddrState, ReusedAddrVecs};
|
||||
pub use state::{AddrMetricsState, AddrReceivePreState, AddrSendPreState};
|
||||
pub use supply::AddrTypeToSupply;
|
||||
pub use total_addr_count::TotalAddrCountVecs;
|
||||
pub use type_map::{AddrTypeToTypeIndexMap, AddrTypeToVec, HeightToAddrTypeToVec};
|
||||
|
||||
@@ -1,50 +1,35 @@
|
||||
use brk_cohort::ByAddrType;
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{Height, StoredU64, Version};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use vecdb::{Database, Exit, Rw, StorageMode};
|
||||
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{CachedWindowStarts, PerBlockCumulativeRolling},
|
||||
internal::{PerBlockCumulativeRolling, WindowStartVec, Windows, WithAddrTypes},
|
||||
};
|
||||
|
||||
use super::TotalAddrCountVecs;
|
||||
|
||||
/// New address count per block (global + per-type)
|
||||
#[derive(Traversable)]
|
||||
pub struct NewAddrCountVecs<M: StorageMode = Rw> {
|
||||
pub all: PerBlockCumulativeRolling<StoredU64, StoredU64, M>,
|
||||
/// New address count per block (global + per-type).
|
||||
#[derive(Deref, DerefMut, Traversable)]
|
||||
pub struct NewAddrCountVecs<M: StorageMode = Rw>(
|
||||
#[traversable(flatten)]
|
||||
pub by_addr_type: ByAddrType<PerBlockCumulativeRolling<StoredU64, StoredU64, M>>,
|
||||
}
|
||||
pub WithAddrTypes<PerBlockCumulativeRolling<StoredU64, StoredU64, M>>,
|
||||
);
|
||||
|
||||
impl NewAddrCountVecs {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
cached_starts: &CachedWindowStarts,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
) -> Result<Self> {
|
||||
let all = PerBlockCumulativeRolling::forced_import(
|
||||
db,
|
||||
"new_addr_count",
|
||||
version,
|
||||
indexes,
|
||||
cached_starts,
|
||||
)?;
|
||||
|
||||
let by_addr_type = ByAddrType::new_with_name(|name| {
|
||||
PerBlockCumulativeRolling::forced_import(
|
||||
db,
|
||||
&format!("{name}_new_addr_count"),
|
||||
version,
|
||||
indexes,
|
||||
cached_starts,
|
||||
)
|
||||
})?;
|
||||
|
||||
Ok(Self { all, by_addr_type })
|
||||
Ok(Self(WithAddrTypes::<
|
||||
PerBlockCumulativeRolling<StoredU64, StoredU64>,
|
||||
>::forced_import(
|
||||
db, "new_addr_count", version, indexes, cached_starts
|
||||
)?))
|
||||
}
|
||||
|
||||
pub(crate) fn compute(
|
||||
@@ -53,11 +38,12 @@ impl NewAddrCountVecs {
|
||||
total_addr_count: &TotalAddrCountVecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.all.compute(max_from, exit, |height_vec| {
|
||||
self.0.all.compute(max_from, exit, |height_vec| {
|
||||
Ok(height_vec.compute_change(max_from, &total_addr_count.all.height, 1, exit)?)
|
||||
})?;
|
||||
|
||||
for ((_, new), (_, total)) in self
|
||||
.0
|
||||
.by_addr_type
|
||||
.iter_mut()
|
||||
.zip(total_addr_count.by_addr_type.iter())
|
||||
|
||||
@@ -0,0 +1,11 @@
|
||||
//! Per-block address-reuse event tracking. Holds both the output-side
|
||||
//! ("an output landed on a previously-used address") and input-side
|
||||
//! ("an input spent from an address in the reused set") event counters.
|
||||
//! Shared between reused (receive-based) and respent (spend-based) flavors.
|
||||
//! See [`vecs::AddrEventsVecs`] for the full description of each metric.
|
||||
|
||||
mod state;
|
||||
mod vecs;
|
||||
|
||||
pub use state::AddrTypeToAddrEventCount;
|
||||
pub use vecs::AddrEventsVecs;
|
||||
@@ -0,0 +1,27 @@
|
||||
use brk_cohort::ByAddrType;
|
||||
use derive_more::{Deref, DerefMut};
|
||||
|
||||
/// Per-block running counter of address-reuse events, per address type. Shared
|
||||
/// across reused (receive-based) and respent (spend-based) flavors, and
|
||||
/// across output-side ("output landed on a previously-used address") and
|
||||
/// input-side ("input spent from an address in the set") event kinds.
|
||||
///
|
||||
/// Reset at the start of each block; no disk recovery needed since per-block
|
||||
/// flow is reconstructed deterministically from `process_received` /
|
||||
/// `process_sent`.
|
||||
#[derive(Debug, Default, Deref, DerefMut)]
|
||||
pub struct AddrTypeToAddrEventCount(ByAddrType<u64>);
|
||||
|
||||
impl AddrTypeToAddrEventCount {
|
||||
#[inline]
|
||||
pub(crate) fn sum(&self) -> u64 {
|
||||
self.0.values().sum()
|
||||
}
|
||||
|
||||
#[inline]
|
||||
pub(crate) fn reset(&mut self) {
|
||||
for v in self.0.values_mut() {
|
||||
*v = 0;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,266 @@
|
||||
use brk_cohort::ByAddrType;
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints16, Indexes, OutputType, StoredF32, StoredU32, StoredU64, Version};
|
||||
use rayon::prelude::*;
|
||||
use vecdb::{AnyStoredVec, AnyVec, Database, Exit, Rw, StorageMode, WritableVec};
|
||||
|
||||
use crate::{
|
||||
indexes, inputs,
|
||||
internal::{
|
||||
PerBlockCumulativeRolling, PerBlockRollingAverage, PercentCumulativeRolling,
|
||||
WindowStartVec, Windows, WithAddrTypes,
|
||||
},
|
||||
outputs,
|
||||
};
|
||||
|
||||
use super::state::AddrTypeToAddrEventCount;
|
||||
|
||||
/// Per-block reused-address event metrics. Holds three families of
|
||||
/// signals: output-level (use), input-level (spend), and address-level
|
||||
/// (active in block).
|
||||
///
|
||||
/// `output_to_reused_addr_count`: every output landing on an address that had
|
||||
/// already received at least one prior output anywhere in its lifetime,
|
||||
/// i.e. an output-level reuse event. Outputs are not deduplicated per
|
||||
/// address within a block: an address receiving N outputs in one block
|
||||
/// that had `before` lifetime outputs contributes
|
||||
/// `max(0, N - max(0, 1 - before))` events. Only the very first output
|
||||
/// an address ever sees is excluded. Every subsequent output counts,
|
||||
/// matching the standard "% of outputs to previously-used addresses"
|
||||
/// reuse ratio reported by external sources. `output_to_reused_addr_share`
|
||||
/// uses `outputs::ByTypeVecs::output_count` (all 12 output types) as
|
||||
/// denominator. `spendable_output_to_reused_addr_share` uses the
|
||||
/// op_return-excluded 11-type aggregate (`spendable_output_count`).
|
||||
///
|
||||
/// `input_from_reused_addr_count`: every input spending from an address
|
||||
/// whose lifetime `funded_txo_count > 1` at the time of the spend (i.e.
|
||||
/// the address is in the same reused set tracked by
|
||||
/// `reused_addr_count`). Every input is checked independently. If a
|
||||
/// single address has multiple inputs in one block each one counts.
|
||||
/// This is a *stable-predicate* signal about the sending address, not
|
||||
/// an output-level repeat event: the first spend from a reused address
|
||||
/// counts just as much as the tenth. Denominator
|
||||
/// (`input_from_reused_addr_share`): `inputs::ByTypeVecs::input_count` (11
|
||||
/// spendable types, where `p2ms`, `unknown`, `empty` count as true
|
||||
/// negatives).
|
||||
///
|
||||
/// `active_reused_addr_count` / `active_reused_addr_share`: block-level
|
||||
/// *address* signals (single aggregate, not per-type).
|
||||
/// `active_reused_addr_count` is the count of distinct addresses
|
||||
/// involved in this block (sent ∪ received) that satisfy `is_reused()`
|
||||
/// after the block's events, populated inline in `process_received`
|
||||
/// (each receiver, post-receive) and in `process_sent` (each
|
||||
/// first-encounter sender, deduped against `received_addrs` so
|
||||
/// addresses that did both aren't double-counted).
|
||||
/// `active_reused_addr_share` is the per-block ratio
|
||||
/// `reused / active * 100` as a percentage in `[0, 100]` (or `0.0` for
|
||||
/// empty blocks). The denominator (distinct active addrs per block)
|
||||
/// lives on `ActivityCountVecs::active` (`addrs.activity.all.active`),
|
||||
/// derived from `sending + receiving - bidirectional`. Both fields
|
||||
/// use `PerBlockRollingAverage` so their lazy 24h/1w/1m/1y series are
|
||||
/// rolling *averages* of the per-block values. Sums and cumulatives of
|
||||
/// distinct-address counts would be misleading because the same
|
||||
/// address can appear in multiple blocks.
|
||||
#[derive(Traversable)]
|
||||
pub struct AddrEventsVecs<M: StorageMode = Rw> {
|
||||
pub output_to_reused_addr_count:
|
||||
WithAddrTypes<PerBlockCumulativeRolling<StoredU64, StoredU64, M>>,
|
||||
pub output_to_reused_addr_share: WithAddrTypes<PercentCumulativeRolling<BasisPoints16, M>>,
|
||||
pub spendable_output_to_reused_addr_share: PercentCumulativeRolling<BasisPoints16, M>,
|
||||
pub input_from_reused_addr_count:
|
||||
WithAddrTypes<PerBlockCumulativeRolling<StoredU64, StoredU64, M>>,
|
||||
pub input_from_reused_addr_share: WithAddrTypes<PercentCumulativeRolling<BasisPoints16, M>>,
|
||||
pub active_reused_addr_count: PerBlockRollingAverage<StoredU32, StoredU64, M>,
|
||||
pub active_reused_addr_share: PerBlockRollingAverage<StoredF32, StoredF32, M>,
|
||||
}
|
||||
|
||||
impl AddrEventsVecs {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
) -> Result<Self> {
|
||||
let import_count = |name: &str| {
|
||||
WithAddrTypes::<PerBlockCumulativeRolling<StoredU64, StoredU64>>::forced_import(
|
||||
db,
|
||||
name,
|
||||
version,
|
||||
indexes,
|
||||
cached_starts,
|
||||
)
|
||||
};
|
||||
let import_percent = |name: &str| -> Result<WithAddrTypes<
|
||||
PercentCumulativeRolling<BasisPoints16>,
|
||||
>> {
|
||||
Ok(WithAddrTypes {
|
||||
all: PercentCumulativeRolling::forced_import(db, name, version, indexes)?,
|
||||
by_addr_type: ByAddrType::new_with_name(|type_name| {
|
||||
PercentCumulativeRolling::forced_import(
|
||||
db,
|
||||
&format!("{type_name}_{name}"),
|
||||
version,
|
||||
indexes,
|
||||
)
|
||||
})?,
|
||||
})
|
||||
};
|
||||
|
||||
let output_to_reused_addr_count =
|
||||
import_count(&format!("output_to_{name}_addr_count"))?;
|
||||
let output_to_reused_addr_share =
|
||||
import_percent(&format!("output_to_{name}_addr_share"))?;
|
||||
let spendable_output_to_reused_addr_share = PercentCumulativeRolling::forced_import(
|
||||
db,
|
||||
&format!("spendable_output_to_{name}_addr_share"),
|
||||
version,
|
||||
indexes,
|
||||
)?;
|
||||
let input_from_reused_addr_count =
|
||||
import_count(&format!("input_from_{name}_addr_count"))?;
|
||||
let input_from_reused_addr_share =
|
||||
import_percent(&format!("input_from_{name}_addr_share"))?;
|
||||
|
||||
let active_reused_addr_count = PerBlockRollingAverage::forced_import(
|
||||
db,
|
||||
&format!("active_{name}_addr_count"),
|
||||
version,
|
||||
indexes,
|
||||
cached_starts,
|
||||
)?;
|
||||
let active_reused_addr_share = PerBlockRollingAverage::forced_import(
|
||||
db,
|
||||
&format!("active_{name}_addr_share"),
|
||||
version,
|
||||
indexes,
|
||||
cached_starts,
|
||||
)?;
|
||||
|
||||
Ok(Self {
|
||||
output_to_reused_addr_count,
|
||||
output_to_reused_addr_share,
|
||||
spendable_output_to_reused_addr_share,
|
||||
input_from_reused_addr_count,
|
||||
input_from_reused_addr_share,
|
||||
active_reused_addr_count,
|
||||
active_reused_addr_share,
|
||||
})
|
||||
}
|
||||
|
||||
pub(crate) fn min_stateful_len(&self) -> usize {
|
||||
self.output_to_reused_addr_count
|
||||
.min_stateful_len()
|
||||
.min(self.input_from_reused_addr_count.min_stateful_len())
|
||||
.min(self.active_reused_addr_count.block.len())
|
||||
.min(self.active_reused_addr_share.block.len())
|
||||
}
|
||||
|
||||
pub(crate) fn par_iter_height_mut(
|
||||
&mut self,
|
||||
) -> impl ParallelIterator<Item = &mut dyn AnyStoredVec> {
|
||||
self.output_to_reused_addr_count
|
||||
.par_iter_height_mut()
|
||||
.chain(self.input_from_reused_addr_count.par_iter_height_mut())
|
||||
.chain([
|
||||
&mut self.active_reused_addr_count.block as &mut dyn AnyStoredVec,
|
||||
&mut self.active_reused_addr_share.block as &mut dyn AnyStoredVec,
|
||||
])
|
||||
}
|
||||
|
||||
pub(crate) fn reset_height(&mut self) -> Result<()> {
|
||||
self.output_to_reused_addr_count.reset_height()?;
|
||||
self.input_from_reused_addr_count.reset_height()?;
|
||||
self.active_reused_addr_count.block.reset()?;
|
||||
self.active_reused_addr_share.block.reset()?;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub(crate) fn push_height(
|
||||
&mut self,
|
||||
uses: &AddrTypeToAddrEventCount,
|
||||
spends: &AddrTypeToAddrEventCount,
|
||||
active_addr_count: u32,
|
||||
active_reused_addr_count: u32,
|
||||
) {
|
||||
self.output_to_reused_addr_count
|
||||
.push_height(uses.sum(), uses.values().copied());
|
||||
self.input_from_reused_addr_count
|
||||
.push_height(spends.sum(), spends.values().copied());
|
||||
self.active_reused_addr_count
|
||||
.block
|
||||
.push(StoredU32::from(active_reused_addr_count));
|
||||
// Stored as a percentage in [0, 100] to match the rest of the
|
||||
// codebase (Unit.percentage on the website expects 0..100). The
|
||||
// `active_addr_count` denominator lives on `ActivityCountVecs`
|
||||
// (`addrs.activity.all.active`), passed in here so we can
|
||||
// compute the per-block ratio inline.
|
||||
let share = if active_addr_count > 0 {
|
||||
100.0 * (active_reused_addr_count as f32 / active_addr_count as f32)
|
||||
} else {
|
||||
0.0
|
||||
};
|
||||
self.active_reused_addr_share
|
||||
.block
|
||||
.push(StoredF32::from(share));
|
||||
}
|
||||
|
||||
pub(crate) fn compute_rest(
|
||||
&mut self,
|
||||
starting_indexes: &Indexes,
|
||||
outputs_by_type: &outputs::ByTypeVecs,
|
||||
inputs_by_type: &inputs::ByTypeVecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.output_to_reused_addr_count
|
||||
.compute_rest(starting_indexes.height, exit)?;
|
||||
self.input_from_reused_addr_count
|
||||
.compute_rest(starting_indexes.height, exit)?;
|
||||
self.active_reused_addr_count
|
||||
.compute_rest(starting_indexes.height, exit)?;
|
||||
self.active_reused_addr_share
|
||||
.compute_rest(starting_indexes.height, exit)?;
|
||||
|
||||
self.output_to_reused_addr_share.all.compute_count_ratio(
|
||||
&self.output_to_reused_addr_count.all,
|
||||
&outputs_by_type.output_count.all,
|
||||
starting_indexes.height,
|
||||
exit,
|
||||
)?;
|
||||
self.spendable_output_to_reused_addr_share.compute_count_ratio(
|
||||
&self.output_to_reused_addr_count.all,
|
||||
&outputs_by_type.spendable_output_count,
|
||||
starting_indexes.height,
|
||||
exit,
|
||||
)?;
|
||||
self.input_from_reused_addr_share.all.compute_count_ratio(
|
||||
&self.input_from_reused_addr_count.all,
|
||||
&inputs_by_type.input_count.all,
|
||||
starting_indexes.height,
|
||||
exit,
|
||||
)?;
|
||||
for otype in OutputType::ADDR_TYPES {
|
||||
self.output_to_reused_addr_share
|
||||
.by_addr_type
|
||||
.get_mut_unwrap(otype)
|
||||
.compute_count_ratio(
|
||||
self.output_to_reused_addr_count.by_addr_type.get_unwrap(otype),
|
||||
outputs_by_type.output_count.by_type.get(otype),
|
||||
starting_indexes.height,
|
||||
exit,
|
||||
)?;
|
||||
self.input_from_reused_addr_share
|
||||
.by_addr_type
|
||||
.get_mut_unwrap(otype)
|
||||
.compute_count_ratio(
|
||||
self.input_from_reused_addr_count.by_addr_type.get_unwrap(otype),
|
||||
inputs_by_type.input_count.by_type.get(otype),
|
||||
starting_indexes.height,
|
||||
exit,
|
||||
)?;
|
||||
}
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,133 @@
|
||||
//! Reused address tracking.
|
||||
//!
|
||||
//! An address is "reused" if its lifetime `funded_txo_count > 1`, i.e.
|
||||
//! it has received more than one output across its lifetime. This is
|
||||
//! the simplest output-multiplicity proxy for address linkability.
|
||||
//!
|
||||
//! Two facets are tracked here:
|
||||
//! - [`count`]: how many distinct addresses are currently reused
|
||||
//! (funded) and how many have *ever* been reused (total). Per address
|
||||
//! type plus an aggregated `all`.
|
||||
//! - [`events`]: per-block address-reuse event counts on both sides.
|
||||
//! Output-side (`output_to_reused_addr_count`, outputs landing on
|
||||
//! addresses that had already received ≥ 1 prior output) and
|
||||
//! input-side (`input_from_reused_addr_count`, inputs spending from
|
||||
//! addresses with lifetime `funded_txo_count > 1`). Each count is
|
||||
//! paired with a percent over the matching block-level output/input
|
||||
//! total.
|
||||
|
||||
mod events;
|
||||
|
||||
pub use events::{AddrEventsVecs, AddrTypeToAddrEventCount};
|
||||
|
||||
use brk_cohort::ByAddrType;
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{Height, Indexes, Sats, Version};
|
||||
use rayon::prelude::*;
|
||||
use vecdb::{AnyStoredVec, Database, Exit, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use super::{
|
||||
count::AddrCountFundedTotalVecs,
|
||||
supply::{AddrSupplyShareVecs, AddrSupplyVecs},
|
||||
};
|
||||
use crate::{
|
||||
indexes, inputs,
|
||||
internal::{WindowStartVec, Windows},
|
||||
outputs, prices,
|
||||
};
|
||||
|
||||
mod state;
|
||||
|
||||
pub use state::ReusedAddrState;
|
||||
|
||||
/// Top-level container for all reused address tracking: counts (funded +
|
||||
/// total), per-block reuse events (output-side + input-side), and funded
|
||||
/// supply + share.
|
||||
#[derive(Traversable)]
|
||||
pub struct ReusedAddrVecs<M: StorageMode = Rw> {
|
||||
pub count: AddrCountFundedTotalVecs<M>,
|
||||
pub events: AddrEventsVecs<M>,
|
||||
pub supply: AddrSupplyVecs<M>,
|
||||
#[traversable(wrap = "supply", rename = "share")]
|
||||
pub supply_share: AddrSupplyShareVecs<M>,
|
||||
}
|
||||
|
||||
impl ReusedAddrVecs {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
) -> Result<Self> {
|
||||
Ok(Self {
|
||||
count: AddrCountFundedTotalVecs::forced_import(db, name, version, indexes)?,
|
||||
events: AddrEventsVecs::forced_import(db, name, version, indexes, cached_starts)?,
|
||||
supply: AddrSupplyVecs::forced_import(db, name, version, indexes)?,
|
||||
supply_share: AddrSupplyShareVecs::forced_import(db, name, version, indexes)?,
|
||||
})
|
||||
}
|
||||
|
||||
pub(crate) fn min_stateful_len(&self) -> usize {
|
||||
self.count
|
||||
.min_stateful_len()
|
||||
.min(self.events.min_stateful_len())
|
||||
.min(self.supply.min_stateful_len())
|
||||
}
|
||||
|
||||
pub(crate) fn par_iter_height_mut(
|
||||
&mut self,
|
||||
) -> impl ParallelIterator<Item = &mut dyn AnyStoredVec> {
|
||||
self.count
|
||||
.par_iter_height_mut()
|
||||
.chain(self.events.par_iter_height_mut())
|
||||
.chain(self.supply.par_iter_height_mut())
|
||||
}
|
||||
|
||||
pub(crate) fn reset_height(&mut self) -> Result<()> {
|
||||
self.count.reset_height()?;
|
||||
self.events.reset_height()?;
|
||||
self.supply.reset_height()?;
|
||||
self.supply_share.reset_height()?;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub(crate) fn push_height(&mut self, state: &ReusedAddrState, active_addr_count: u32) {
|
||||
self.count.push_counts(&state.funded, &state.total);
|
||||
self.supply.push_supply(&state.supply);
|
||||
self.events.push_height(
|
||||
&state.output_events,
|
||||
&state.input_events,
|
||||
active_addr_count,
|
||||
u32::try_from(state.active.sum()).unwrap(),
|
||||
);
|
||||
}
|
||||
|
||||
#[allow(clippy::too_many_arguments)]
|
||||
pub(crate) fn compute_rest(
|
||||
&mut self,
|
||||
starting_indexes: &Indexes,
|
||||
outputs_by_type: &outputs::ByTypeVecs,
|
||||
inputs_by_type: &inputs::ByTypeVecs,
|
||||
prices: &prices::Vecs,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
type_supply_sats: &ByAddrType<&impl ReadableVec<Height, Sats>>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.count.compute_rest(starting_indexes, exit)?;
|
||||
self.events
|
||||
.compute_rest(starting_indexes, outputs_by_type, inputs_by_type, exit)?;
|
||||
self.supply
|
||||
.compute_rest(starting_indexes.height, prices, exit)?;
|
||||
self.supply_share.compute_rest(
|
||||
starting_indexes.height,
|
||||
&self.supply,
|
||||
all_supply_sats,
|
||||
type_supply_sats,
|
||||
exit,
|
||||
)?;
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,201 @@
|
||||
use brk_types::{FundedAddrData, Height, OutputType};
|
||||
|
||||
use crate::distribution::addr::{
|
||||
AddrReceivePreState, AddrSendPreState, AddrTypeToAddrCount, AddrTypeToSupply,
|
||||
};
|
||||
|
||||
use super::{AddrTypeToAddrEventCount, ReusedAddrVecs};
|
||||
|
||||
/// Runtime state for receive-based (reused) or spend-based (respent)
|
||||
/// address tracking. Mirrors the persistent fields of [`ReusedAddrVecs`]
|
||||
/// (funded + total counts, funded supply) plus per-block event counters
|
||||
/// that reset every block.
|
||||
///
|
||||
/// `output_events`, `input_events`, and `active` are cleared via
|
||||
/// [`Self::reset_per_block`] at the start of each block. The three running
|
||||
/// totals (`funded`, `total`, `supply`) are recovered from disk at the start
|
||||
/// of a run via [`From<(&ReusedAddrVecs, Height)>`].
|
||||
#[derive(Debug, Default)]
|
||||
pub struct ReusedAddrState {
|
||||
pub funded: AddrTypeToAddrCount,
|
||||
pub total: AddrTypeToAddrCount,
|
||||
pub supply: AddrTypeToSupply,
|
||||
pub output_events: AddrTypeToAddrEventCount,
|
||||
pub input_events: AddrTypeToAddrEventCount,
|
||||
pub active: AddrTypeToAddrEventCount,
|
||||
}
|
||||
|
||||
impl ReusedAddrState {
|
||||
#[inline]
|
||||
pub(crate) fn reset_per_block(&mut self) {
|
||||
self.output_events.reset();
|
||||
self.input_events.reset();
|
||||
self.active.reset();
|
||||
}
|
||||
|
||||
/// Apply reused-flavor (receive-based: `funded_txo_count > 1`) updates
|
||||
/// for a received output, AFTER the receive has mutated `addr_data`.
|
||||
#[inline]
|
||||
pub(crate) fn on_receive_as_reused(
|
||||
&mut self,
|
||||
output_type: OutputType,
|
||||
addr_data: &FundedAddrData,
|
||||
pre: &AddrReceivePreState,
|
||||
output_count: u32,
|
||||
) {
|
||||
let is_now_reused = addr_data.is_reused();
|
||||
|
||||
// Threshold crossing: the 2nd lifetime receive lands here. The address
|
||||
// is always funded post-receive.
|
||||
if is_now_reused && !pre.was_reused {
|
||||
*self.total.get_mut_unwrap(output_type) += 1;
|
||||
*self.funded.get_mut_unwrap(output_type) += 1;
|
||||
} else if pre.was_reused && !pre.was_funded {
|
||||
// Reactivation: already-reused address was empty, now funded.
|
||||
*self.funded.get_mut_unwrap(output_type) += 1;
|
||||
}
|
||||
|
||||
// output-to-reused events: outputs landing on addresses that had
|
||||
// already received >= 1 prior output, i.e. every output except the
|
||||
// very first one the address ever sees. With `before =
|
||||
// prev_funded_txo_count` and `N = output_count`: events = N - max(0, 1 - before).
|
||||
let skip_first = 1u32.saturating_sub(pre.prev_funded_txo_count.min(1));
|
||||
let reused_events = output_count.saturating_sub(skip_first);
|
||||
if reused_events > 0 {
|
||||
*self.output_events.get_mut_unwrap(output_type) += u64::from(reused_events);
|
||||
}
|
||||
|
||||
if is_now_reused {
|
||||
*self.active.get_mut_unwrap(output_type) += 1;
|
||||
}
|
||||
|
||||
let after = addr_data.reused_supply_contribution();
|
||||
self.supply
|
||||
.apply_delta(output_type, pre.reused_contribution, after);
|
||||
}
|
||||
|
||||
/// Apply respent-flavor (spend-based: `spent_txo_count > 1`) updates for a
|
||||
/// received output, AFTER the receive has mutated `addr_data`. Receives
|
||||
/// don't cross the respent threshold. The only transition is an
|
||||
/// already-respent empty address reactivating into the funded set.
|
||||
#[inline]
|
||||
pub(crate) fn on_receive_as_respent(
|
||||
&mut self,
|
||||
output_type: OutputType,
|
||||
addr_data: &FundedAddrData,
|
||||
pre: &AddrReceivePreState,
|
||||
output_count: u32,
|
||||
) {
|
||||
if pre.was_respent && !pre.was_funded {
|
||||
*self.funded.get_mut_unwrap(output_type) += 1;
|
||||
}
|
||||
// Respent status is stable across a receive, so every output lands on
|
||||
// a respent address iff the address was already respent.
|
||||
if pre.was_respent {
|
||||
*self.output_events.get_mut_unwrap(output_type) += u64::from(output_count);
|
||||
*self.active.get_mut_unwrap(output_type) += 1;
|
||||
}
|
||||
let after = addr_data.respent_supply_contribution();
|
||||
self.supply
|
||||
.apply_delta(output_type, pre.respent_contribution, after);
|
||||
}
|
||||
|
||||
/// Apply reused-flavor updates for a spent UTXO, AFTER the send has
|
||||
/// mutated `addr_data`. Sends don't change the reused predicate, so
|
||||
/// `pre.was_reused == is_reused` post-spend.
|
||||
#[inline]
|
||||
pub(crate) fn on_send_as_reused(
|
||||
&mut self,
|
||||
output_type: OutputType,
|
||||
addr_data: &FundedAddrData,
|
||||
pre: &AddrSendPreState,
|
||||
is_first_encounter: bool,
|
||||
also_received: bool,
|
||||
will_be_empty: bool,
|
||||
) {
|
||||
if pre.was_reused {
|
||||
*self.input_events.get_mut_unwrap(output_type) += 1;
|
||||
}
|
||||
// Active reused: first-encounter sender, currently reused, and not
|
||||
// already counted on the receive side.
|
||||
if is_first_encounter && pre.was_reused && !also_received {
|
||||
*self.active.get_mut_unwrap(output_type) += 1;
|
||||
}
|
||||
if will_be_empty && pre.was_reused {
|
||||
*self.funded.get_mut_unwrap(output_type) -= 1;
|
||||
}
|
||||
let after = addr_data.reused_supply_contribution();
|
||||
self.supply
|
||||
.apply_delta(output_type, pre.reused_contribution, after);
|
||||
}
|
||||
|
||||
/// Apply respent-flavor updates for a spent UTXO, AFTER the send has
|
||||
/// mutated `addr_data`. Sends CAN cross the respent threshold on the
|
||||
/// 2nd lifetime spend.
|
||||
#[inline]
|
||||
pub(crate) fn on_send_as_respent(
|
||||
&mut self,
|
||||
output_type: OutputType,
|
||||
addr_data: &FundedAddrData,
|
||||
pre: &AddrSendPreState,
|
||||
is_first_encounter: bool,
|
||||
also_received: bool,
|
||||
will_be_empty: bool,
|
||||
) {
|
||||
if pre.was_respent {
|
||||
*self.input_events.get_mut_unwrap(output_type) += 1;
|
||||
}
|
||||
|
||||
let is_now_respent = addr_data.is_respent();
|
||||
|
||||
// Threshold crossing: the 2nd spend ever on this address. Always
|
||||
// bumps the monotonic total. Bumps the funded count iff the address
|
||||
// still has a balance. If the crossing spend also empties the
|
||||
// address, the `will_be_empty` branch below doesn't decrement
|
||||
// (was_respent is false), so the funded count stays correct.
|
||||
if is_now_respent && !pre.was_respent {
|
||||
*self.total.get_mut_unwrap(output_type) += 1;
|
||||
if !will_be_empty {
|
||||
*self.funded.get_mut_unwrap(output_type) += 1;
|
||||
}
|
||||
}
|
||||
|
||||
// Active respent splits cleanly into two disjoint branches (gated on
|
||||
// `pre.was_respent`):
|
||||
// - was already respent + active this block, and not also counted
|
||||
// on the receive side: pure senders on first spend.
|
||||
// - crosses the respent threshold this block: fires once per
|
||||
// address ever, on the exact crossing spend.
|
||||
if (is_first_encounter && pre.was_respent && !also_received)
|
||||
|| (is_now_respent && !pre.was_respent)
|
||||
{
|
||||
*self.active.get_mut_unwrap(output_type) += 1;
|
||||
}
|
||||
|
||||
// Leaving the funded respent set on empty uses pre-spend state: a
|
||||
// threshold-crossing spend that also empties the address never
|
||||
// entered the funded set above (gated on !will_be_empty), so we
|
||||
// don't double-decrement.
|
||||
if will_be_empty && pre.was_respent {
|
||||
*self.funded.get_mut_unwrap(output_type) -= 1;
|
||||
}
|
||||
|
||||
let after = addr_data.respent_supply_contribution();
|
||||
self.supply
|
||||
.apply_delta(output_type, pre.respent_contribution, after);
|
||||
}
|
||||
}
|
||||
|
||||
impl From<(&ReusedAddrVecs, Height)> for ReusedAddrState {
|
||||
#[inline]
|
||||
fn from((vecs, starting_height): (&ReusedAddrVecs, Height)) -> Self {
|
||||
Self {
|
||||
funded: AddrTypeToAddrCount::from((&vecs.count.funded, starting_height)),
|
||||
total: AddrTypeToAddrCount::from((&vecs.count.total, starting_height)),
|
||||
supply: AddrTypeToSupply::from((&vecs.supply, starting_height)),
|
||||
output_events: AddrTypeToAddrEventCount::default(),
|
||||
input_events: AddrTypeToAddrEventCount::default(),
|
||||
active: AddrTypeToAddrEventCount::default(),
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,181 @@
|
||||
use brk_types::{FundedAddrData, Height, OutputType, Sats};
|
||||
|
||||
use crate::distribution::{block::TrackingStatus, vecs::AddrMetricsVecs};
|
||||
|
||||
use super::{
|
||||
AddrTypeToActivityCounts, AddrTypeToAddrCount, ExposedAddrState, ReusedAddrState,
|
||||
};
|
||||
|
||||
/// Bundle of per-block runtime state for the full address-metrics pipeline.
|
||||
/// Feeds `process_received` / `process_sent` and is pushed to [`AddrMetricsVecs`]
|
||||
/// once per block.
|
||||
///
|
||||
/// Recovery: [`From<(&AddrMetricsVecs, Height)>`] reads the prior block from
|
||||
/// disk to seed all persistent running totals. Per-block counters (activity,
|
||||
/// and event counts inside each [`ReusedAddrState`]) default to zero and are
|
||||
/// cleared at the top of each block via [`Self::reset_per_block`].
|
||||
#[derive(Debug, Default)]
|
||||
pub struct AddrMetricsState {
|
||||
pub funded: AddrTypeToAddrCount,
|
||||
pub empty: AddrTypeToAddrCount,
|
||||
pub activity: AddrTypeToActivityCounts,
|
||||
pub reused: ReusedAddrState,
|
||||
pub respent: ReusedAddrState,
|
||||
pub exposed: ExposedAddrState,
|
||||
}
|
||||
|
||||
/// Snapshot of [`FundedAddrData`] taken BEFORE a receive mutates it.
|
||||
/// Feeds delta-based updates in [`AddrMetricsState::on_receive_applied`].
|
||||
#[derive(Debug)]
|
||||
pub struct AddrReceivePreState {
|
||||
pub was_funded: bool,
|
||||
pub was_reused: bool,
|
||||
pub was_respent: bool,
|
||||
pub was_pubkey_exposed: bool,
|
||||
pub prev_funded_txo_count: u32,
|
||||
pub exposed_contribution: Sats,
|
||||
pub reused_contribution: Sats,
|
||||
pub respent_contribution: Sats,
|
||||
}
|
||||
|
||||
impl AddrReceivePreState {
|
||||
#[inline]
|
||||
pub fn capture(addr_data: &FundedAddrData, output_type: OutputType) -> Self {
|
||||
Self {
|
||||
was_funded: addr_data.is_funded(),
|
||||
was_reused: addr_data.is_reused(),
|
||||
was_respent: addr_data.is_respent(),
|
||||
was_pubkey_exposed: addr_data.is_pubkey_exposed(output_type),
|
||||
prev_funded_txo_count: addr_data.funded_txo_count,
|
||||
exposed_contribution: addr_data.exposed_supply_contribution(output_type),
|
||||
reused_contribution: addr_data.reused_supply_contribution(),
|
||||
respent_contribution: addr_data.respent_supply_contribution(),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Snapshot of [`FundedAddrData`] taken BEFORE a spend mutates it.
|
||||
/// Feeds delta-based updates in [`AddrMetricsState::on_send_applied`].
|
||||
#[derive(Debug)]
|
||||
pub struct AddrSendPreState {
|
||||
pub was_reused: bool,
|
||||
pub was_respent: bool,
|
||||
pub was_pubkey_exposed: bool,
|
||||
pub exposed_contribution: Sats,
|
||||
pub reused_contribution: Sats,
|
||||
pub respent_contribution: Sats,
|
||||
}
|
||||
|
||||
impl AddrSendPreState {
|
||||
#[inline]
|
||||
pub fn capture(addr_data: &FundedAddrData, output_type: OutputType) -> Self {
|
||||
Self {
|
||||
was_reused: addr_data.is_reused(),
|
||||
was_respent: addr_data.is_respent(),
|
||||
was_pubkey_exposed: addr_data.is_pubkey_exposed(output_type),
|
||||
exposed_contribution: addr_data.exposed_supply_contribution(output_type),
|
||||
reused_contribution: addr_data.reused_supply_contribution(),
|
||||
respent_contribution: addr_data.respent_supply_contribution(),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl AddrMetricsState {
|
||||
#[inline]
|
||||
pub(crate) fn reset_per_block(&mut self) {
|
||||
self.activity.reset();
|
||||
self.reused.reset_per_block();
|
||||
self.respent.reset_per_block();
|
||||
}
|
||||
|
||||
/// Apply all state updates for a received output, AFTER the cohort and
|
||||
/// `addr_data` have been mutated. `pre` is the snapshot captured before
|
||||
/// the mutation, `addr_data` is the post-receive view.
|
||||
#[inline]
|
||||
pub(crate) fn on_receive_applied(
|
||||
&mut self,
|
||||
output_type: OutputType,
|
||||
status: TrackingStatus,
|
||||
addr_data: &FundedAddrData,
|
||||
pre: &AddrReceivePreState,
|
||||
output_count: u32,
|
||||
) {
|
||||
let activity = self.activity.get_mut_unwrap(output_type);
|
||||
activity.receiving += 1;
|
||||
match status {
|
||||
TrackingStatus::New => {
|
||||
*self.funded.get_mut_unwrap(output_type) += 1;
|
||||
}
|
||||
TrackingStatus::WasEmpty => {
|
||||
activity.reactivated += 1;
|
||||
*self.funded.get_mut_unwrap(output_type) += 1;
|
||||
*self.empty.get_mut_unwrap(output_type) -= 1;
|
||||
}
|
||||
TrackingStatus::Tracked => {}
|
||||
}
|
||||
self.reused
|
||||
.on_receive_as_reused(output_type, addr_data, pre, output_count);
|
||||
self.respent
|
||||
.on_receive_as_respent(output_type, addr_data, pre, output_count);
|
||||
self.exposed.on_receive(output_type, addr_data, pre, status);
|
||||
}
|
||||
|
||||
/// Apply all state updates for a spent UTXO, AFTER the cohort and
|
||||
/// `addr_data` have been mutated. `pre` is the snapshot captured before
|
||||
/// the mutation. `is_first_encounter` / `also_received` come from the
|
||||
/// caller's per-block seen/received tracking. `will_be_empty` is from
|
||||
/// the pre-mutation `addr_data.has_1_utxos()`.
|
||||
#[inline]
|
||||
pub(crate) fn on_send_applied(
|
||||
&mut self,
|
||||
output_type: OutputType,
|
||||
addr_data: &FundedAddrData,
|
||||
pre: &AddrSendPreState,
|
||||
is_first_encounter: bool,
|
||||
also_received: bool,
|
||||
will_be_empty: bool,
|
||||
) {
|
||||
if is_first_encounter {
|
||||
let activity = self.activity.get_mut_unwrap(output_type);
|
||||
activity.sending += 1;
|
||||
if also_received {
|
||||
activity.bidirectional += 1;
|
||||
}
|
||||
}
|
||||
if will_be_empty {
|
||||
*self.funded.get_mut_unwrap(output_type) -= 1;
|
||||
*self.empty.get_mut_unwrap(output_type) += 1;
|
||||
}
|
||||
self.reused.on_send_as_reused(
|
||||
output_type,
|
||||
addr_data,
|
||||
pre,
|
||||
is_first_encounter,
|
||||
also_received,
|
||||
will_be_empty,
|
||||
);
|
||||
self.respent.on_send_as_respent(
|
||||
output_type,
|
||||
addr_data,
|
||||
pre,
|
||||
is_first_encounter,
|
||||
also_received,
|
||||
will_be_empty,
|
||||
);
|
||||
self.exposed.on_send(output_type, addr_data, pre, will_be_empty);
|
||||
}
|
||||
}
|
||||
|
||||
impl From<(&AddrMetricsVecs, Height)> for AddrMetricsState {
|
||||
#[inline]
|
||||
fn from((vecs, starting_height): (&AddrMetricsVecs, Height)) -> Self {
|
||||
Self {
|
||||
funded: AddrTypeToAddrCount::from((&vecs.funded, starting_height)),
|
||||
empty: AddrTypeToAddrCount::from((&vecs.empty, starting_height)),
|
||||
activity: AddrTypeToActivityCounts::default(),
|
||||
reused: ReusedAddrState::from((&vecs.reused, starting_height)),
|
||||
respent: ReusedAddrState::from((&vecs.respent, starting_height)),
|
||||
exposed: ExposedAddrState::from((&vecs.exposed, starting_height)),
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,12 @@
|
||||
//! Generic per-address-type supply tracking, shared across predicate-based
|
||||
//! supply categories (exposed, reused, respent). A "category supply" is the
|
||||
//! running sum of balances held by addresses currently in the funded subset
|
||||
//! defined by some predicate.
|
||||
|
||||
mod share;
|
||||
mod state;
|
||||
mod vecs;
|
||||
|
||||
pub use share::AddrSupplyShareVecs;
|
||||
pub use state::AddrTypeToSupply;
|
||||
pub use vecs::AddrSupplyVecs;
|
||||
@@ -0,0 +1,69 @@
|
||||
use brk_cohort::ByAddrType;
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints16, Height, Sats, Version};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use vecdb::{Database, Exit, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{PercentPerBlock, RatioSatsBp16, WithAddrTypes},
|
||||
};
|
||||
|
||||
use super::vecs::AddrSupplyVecs;
|
||||
|
||||
/// Share of a predicate-based supply category relative to total supply.
|
||||
///
|
||||
/// - `all`: category supply / circulating supply
|
||||
/// - Per-type: type's category supply / type's total supply
|
||||
#[derive(Deref, DerefMut, Traversable)]
|
||||
pub struct AddrSupplyShareVecs<M: StorageMode = Rw>(
|
||||
#[traversable(flatten)] pub WithAddrTypes<PercentPerBlock<BasisPoints16, M>>,
|
||||
);
|
||||
|
||||
impl AddrSupplyShareVecs {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
) -> Result<Self> {
|
||||
Ok(Self(
|
||||
WithAddrTypes::<PercentPerBlock<BasisPoints16>>::forced_import(
|
||||
db,
|
||||
&format!("{name}_addr_supply_share"),
|
||||
version,
|
||||
indexes,
|
||||
)?,
|
||||
))
|
||||
}
|
||||
|
||||
pub(crate) fn compute_rest(
|
||||
&mut self,
|
||||
max_from: Height,
|
||||
supply: &AddrSupplyVecs,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
type_supply_sats: &ByAddrType<&impl ReadableVec<Height, Sats>>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.all.compute_binary::<Sats, Sats, RatioSatsBp16>(
|
||||
max_from,
|
||||
&supply.all.sats.height,
|
||||
all_supply_sats,
|
||||
exit,
|
||||
)?;
|
||||
for ((_, share), ((_, cat), (_, denom))) in self
|
||||
.by_addr_type
|
||||
.iter_mut()
|
||||
.zip(supply.by_addr_type.iter().zip(type_supply_sats.iter()))
|
||||
{
|
||||
share.compute_binary::<Sats, Sats, RatioSatsBp16>(
|
||||
max_from,
|
||||
&cat.sats.height,
|
||||
*denom,
|
||||
exit,
|
||||
)?;
|
||||
}
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,49 @@
|
||||
use brk_cohort::ByAddrType;
|
||||
use brk_types::{Height, OutputType, Sats};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use vecdb::ReadableVec;
|
||||
|
||||
use super::vecs::AddrSupplyVecs;
|
||||
|
||||
/// Per-addr-type running-total of a supply category (sats). Shared across
|
||||
/// predicate-based supply categories (exposed, reused, respent).
|
||||
#[derive(Debug, Default, Deref, DerefMut)]
|
||||
pub struct AddrTypeToSupply(ByAddrType<Sats>);
|
||||
|
||||
impl AddrTypeToSupply {
|
||||
#[inline]
|
||||
pub(crate) fn sum(&self) -> Sats {
|
||||
self.0.values().copied().sum()
|
||||
}
|
||||
|
||||
/// Apply a signed `after - before` delta to the slot for `output_type`.
|
||||
/// Sats is unsigned, so branch on sign.
|
||||
#[inline]
|
||||
pub(crate) fn apply_delta(&mut self, output_type: OutputType, before: Sats, after: Sats) {
|
||||
let slot = self.get_mut_unwrap(output_type);
|
||||
if after >= before {
|
||||
*slot += after - before;
|
||||
} else {
|
||||
*slot -= before - after;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl From<ByAddrType<Sats>> for AddrTypeToSupply {
|
||||
#[inline]
|
||||
fn from(value: ByAddrType<Sats>) -> Self {
|
||||
Self(value)
|
||||
}
|
||||
}
|
||||
|
||||
impl From<(&AddrSupplyVecs, Height)> for AddrTypeToSupply {
|
||||
#[inline]
|
||||
fn from((vecs, starting_height): (&AddrSupplyVecs, Height)) -> Self {
|
||||
let Some(prev_height) = starting_height.decremented() else {
|
||||
return Self::default();
|
||||
};
|
||||
vecs.by_addr_type
|
||||
.map_with_name(|_, v| v.sats.height.collect_one(prev_height).unwrap())
|
||||
.into()
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,42 @@
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::Version;
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use vecdb::{Database, Rw, StorageMode};
|
||||
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{ValuePerBlock, WithAddrTypes},
|
||||
};
|
||||
|
||||
use super::AddrTypeToSupply;
|
||||
|
||||
/// Per-addr-type running supply (sats/btc/cents/usd) with an aggregated `all`.
|
||||
/// Shared across predicate-based supply categories (exposed, reused, respent).
|
||||
/// Sats are pushed stateful per block; cents/usd are derived post-hoc from
|
||||
/// sats × spot price.
|
||||
#[derive(Deref, DerefMut, Traversable)]
|
||||
pub struct AddrSupplyVecs<M: StorageMode = Rw>(
|
||||
#[traversable(flatten)] pub WithAddrTypes<ValuePerBlock<M>>,
|
||||
);
|
||||
|
||||
impl AddrSupplyVecs {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
) -> Result<Self> {
|
||||
Ok(Self(WithAddrTypes::<ValuePerBlock>::forced_import(
|
||||
db,
|
||||
&format!("{name}_addr_supply"),
|
||||
version,
|
||||
indexes,
|
||||
)?))
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub(crate) fn push_supply(&mut self, supply: &AddrTypeToSupply) {
|
||||
self.push_height(supply.sum(), supply.values().copied());
|
||||
}
|
||||
}
|
||||
@@ -1,20 +1,21 @@
|
||||
use brk_cohort::ByAddrType;
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{Height, StoredU64, Version};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use vecdb::{Database, Exit, Rw, StorageMode};
|
||||
|
||||
use crate::{indexes, internal::PerBlock};
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{PerBlock, WithAddrTypes},
|
||||
};
|
||||
|
||||
use super::AddrCountsVecs;
|
||||
|
||||
/// Total address count (global + per-type) with all derived indexes
|
||||
#[derive(Traversable)]
|
||||
pub struct TotalAddrCountVecs<M: StorageMode = Rw> {
|
||||
pub all: PerBlock<StoredU64, M>,
|
||||
#[traversable(flatten)]
|
||||
pub by_addr_type: ByAddrType<PerBlock<StoredU64, M>>,
|
||||
}
|
||||
/// Total address count (global + per-type) with all derived indexes.
|
||||
#[derive(Deref, DerefMut, Traversable)]
|
||||
pub struct TotalAddrCountVecs<M: StorageMode = Rw>(
|
||||
#[traversable(flatten)] pub WithAddrTypes<PerBlock<StoredU64, M>>,
|
||||
);
|
||||
|
||||
impl TotalAddrCountVecs {
|
||||
pub(crate) fn forced_import(
|
||||
@@ -22,13 +23,12 @@ impl TotalAddrCountVecs {
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
) -> Result<Self> {
|
||||
let all = PerBlock::forced_import(db, "total_addr_count", version, indexes)?;
|
||||
|
||||
let by_addr_type: ByAddrType<PerBlock<StoredU64>> = ByAddrType::new_with_name(|name| {
|
||||
PerBlock::forced_import(db, &format!("{name}_total_addr_count"), version, indexes)
|
||||
})?;
|
||||
|
||||
Ok(Self { all, by_addr_type })
|
||||
Ok(Self(WithAddrTypes::<PerBlock<StoredU64>>::forced_import(
|
||||
db,
|
||||
"total_addr_count",
|
||||
version,
|
||||
indexes,
|
||||
)?))
|
||||
}
|
||||
|
||||
/// Eagerly compute total = addr_count + empty_addr_count.
|
||||
|
||||
@@ -67,14 +67,14 @@ pub(crate) fn process_funded_addrs(
|
||||
|
||||
// Pure pushes - no holes remain
|
||||
addrs_data.funded.reserve_pushed(pushes_iter.len());
|
||||
let mut next_index = addrs_data.funded.len();
|
||||
for (addr_type, type_index, data) in pushes_iter {
|
||||
for (next_index, (addr_type, type_index, data)) in
|
||||
(addrs_data.funded.len()..).zip(pushes_iter)
|
||||
{
|
||||
addrs_data.funded.push(data);
|
||||
result.get_mut(addr_type).unwrap().insert(
|
||||
type_index,
|
||||
AnyAddrIndex::from(FundedAddrIndex::from(next_index)),
|
||||
);
|
||||
next_index += 1;
|
||||
}
|
||||
|
||||
Ok(result)
|
||||
@@ -138,14 +138,14 @@ pub(crate) fn process_empty_addrs(
|
||||
|
||||
// Pure pushes - no holes remain
|
||||
addrs_data.empty.reserve_pushed(pushes_iter.len());
|
||||
let mut next_index = addrs_data.empty.len();
|
||||
for (addr_type, type_index, data) in pushes_iter {
|
||||
for (next_index, (addr_type, type_index, data)) in
|
||||
(addrs_data.empty.len()..).zip(pushes_iter)
|
||||
{
|
||||
addrs_data.empty.push(data);
|
||||
result.get_mut(addr_type).unwrap().insert(
|
||||
type_index,
|
||||
AnyAddrIndex::from(EmptyAddrIndex::from(next_index)),
|
||||
);
|
||||
next_index += 1;
|
||||
}
|
||||
|
||||
Ok(result)
|
||||
|
||||
@@ -1,9 +1,9 @@
|
||||
use brk_cohort::{AmountBucket, ByAddrType};
|
||||
use brk_cohort::AmountBucket;
|
||||
use brk_types::{Cents, Sats, TypeIndex};
|
||||
use rustc_hash::FxHashMap;
|
||||
|
||||
use crate::distribution::{
|
||||
addr::{AddrTypeToActivityCounts, AddrTypeToVec},
|
||||
addr::{AddrMetricsState, AddrReceivePreState, AddrTypeToVec},
|
||||
cohorts::AddrCohorts,
|
||||
};
|
||||
|
||||
@@ -16,15 +16,12 @@ struct AggregatedReceive {
|
||||
output_count: u32,
|
||||
}
|
||||
|
||||
#[allow(clippy::too_many_arguments)]
|
||||
pub(crate) fn process_received(
|
||||
received_data: AddrTypeToVec<(TypeIndex, Sats)>,
|
||||
cohorts: &mut AddrCohorts,
|
||||
lookup: &mut AddrLookup<'_>,
|
||||
price: Cents,
|
||||
addr_count: &mut ByAddrType<u64>,
|
||||
empty_addr_count: &mut ByAddrType<u64>,
|
||||
activity_counts: &mut AddrTypeToActivityCounts,
|
||||
state: &mut AddrMetricsState,
|
||||
) {
|
||||
let max_type_len = received_data
|
||||
.iter()
|
||||
@@ -39,12 +36,7 @@ pub(crate) fn process_received(
|
||||
continue;
|
||||
}
|
||||
|
||||
// Cache mutable refs for this address type
|
||||
let type_addr_count = addr_count.get_mut(output_type).unwrap();
|
||||
let type_empty_count = empty_addr_count.get_mut(output_type).unwrap();
|
||||
let type_activity = activity_counts.get_mut_unwrap(output_type);
|
||||
|
||||
// Aggregate receives by address - each address processed exactly once
|
||||
// Aggregate per address so each address is processed exactly once.
|
||||
for (type_index, value) in vec {
|
||||
let entry = aggregated.entry(type_index).or_default();
|
||||
entry.total_value += value;
|
||||
@@ -53,32 +45,13 @@ pub(crate) fn process_received(
|
||||
|
||||
for (type_index, recv) in aggregated.drain() {
|
||||
let (addr_data, status) = lookup.get_or_create_for_receive(output_type, type_index);
|
||||
let pre = AddrReceivePreState::capture(addr_data, output_type);
|
||||
|
||||
// Track receiving activity - each address in receive aggregation
|
||||
type_activity.receiving += 1;
|
||||
|
||||
match status {
|
||||
TrackingStatus::New => {
|
||||
*type_addr_count += 1;
|
||||
}
|
||||
TrackingStatus::WasEmpty => {
|
||||
*type_addr_count += 1;
|
||||
*type_empty_count -= 1;
|
||||
// Reactivated - was empty, now has funds
|
||||
type_activity.reactivated += 1;
|
||||
}
|
||||
TrackingStatus::Tracked => {}
|
||||
}
|
||||
|
||||
let is_new_entry = matches!(status, TrackingStatus::New | TrackingStatus::WasEmpty);
|
||||
|
||||
if is_new_entry {
|
||||
// New/was-empty address - just add to cohort
|
||||
if matches!(status, TrackingStatus::New | TrackingStatus::WasEmpty) {
|
||||
addr_data.receive_outputs(recv.total_value, price, recv.output_count);
|
||||
let new_bucket = AmountBucket::from(recv.total_value);
|
||||
cohorts
|
||||
.amount_range
|
||||
.get_mut_by_bucket(new_bucket)
|
||||
.get_mut_by_bucket(AmountBucket::from(recv.total_value))
|
||||
.state
|
||||
.as_mut()
|
||||
.unwrap()
|
||||
@@ -90,7 +63,6 @@ pub(crate) fn process_received(
|
||||
let new_bucket = AmountBucket::from(new_balance);
|
||||
|
||||
if let Some((old_bucket, new_bucket)) = prev_bucket.transition_to(new_bucket) {
|
||||
// Crossing cohort boundary - subtract from old, add to new
|
||||
let cohort_state = cohorts
|
||||
.amount_range
|
||||
.get_mut_by_bucket(old_bucket)
|
||||
@@ -98,7 +70,6 @@ pub(crate) fn process_received(
|
||||
.as_mut()
|
||||
.unwrap();
|
||||
|
||||
// Debug info for tracking down underflow issues
|
||||
if cohort_state.inner.supply.utxo_count < addr_data.utxo_count() as u64 {
|
||||
panic!(
|
||||
"process_received: cohort underflow detected!\n\
|
||||
@@ -124,7 +95,6 @@ pub(crate) fn process_received(
|
||||
.unwrap()
|
||||
.add(addr_data);
|
||||
} else {
|
||||
// Staying in same cohort - just receive
|
||||
cohorts
|
||||
.amount_range
|
||||
.get_mut_by_bucket(new_bucket)
|
||||
@@ -134,6 +104,8 @@ pub(crate) fn process_received(
|
||||
.receive_outputs(addr_data, recv.total_value, price, recv.output_count);
|
||||
}
|
||||
}
|
||||
|
||||
state.on_receive_applied(output_type, status, addr_data, &pre, recv.output_count);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -5,26 +5,20 @@ use rustc_hash::FxHashSet;
|
||||
use vecdb::VecIndex;
|
||||
|
||||
use crate::distribution::{
|
||||
addr::{AddrTypeToActivityCounts, HeightToAddrTypeToVec},
|
||||
addr::{AddrMetricsState, AddrSendPreState, HeightToAddrTypeToVec},
|
||||
cohorts::AddrCohorts,
|
||||
compute::PriceRangeMax,
|
||||
};
|
||||
|
||||
use super::super::cache::AddrLookup;
|
||||
|
||||
/// Process sent outputs for address cohorts.
|
||||
/// Process sent UTXOs for address cohorts: age metrics, cohort membership,
|
||||
/// and empty-address transitions.
|
||||
///
|
||||
/// For each spent UTXO:
|
||||
/// 1. Look up address data
|
||||
/// 2. Calculate age metrics
|
||||
/// 3. Update address balance and cohort membership
|
||||
/// 4. Handle addresses becoming empty
|
||||
///
|
||||
/// Note: Takes separate price/timestamp slices instead of chain_state to allow
|
||||
/// parallel execution with UTXO cohort processing (which mutates chain_state).
|
||||
///
|
||||
/// `price_range_max` is used to compute the peak price during each UTXO's holding period
|
||||
/// for accurate peak regret calculation.
|
||||
/// Takes separate price/timestamp slices rather than `chain_state` so it can
|
||||
/// run in parallel with UTXO cohort processing (which mutates `chain_state`).
|
||||
/// `price_range_max` feeds peak-regret computation via max price during
|
||||
/// each UTXO's holding period.
|
||||
#[allow(clippy::too_many_arguments)]
|
||||
pub(crate) fn process_sent(
|
||||
sent_data: HeightToAddrTypeToVec<(TypeIndex, Sats)>,
|
||||
@@ -32,9 +26,7 @@ pub(crate) fn process_sent(
|
||||
lookup: &mut AddrLookup<'_>,
|
||||
current_price: Cents,
|
||||
price_range_max: &PriceRangeMax,
|
||||
addr_count: &mut ByAddrType<u64>,
|
||||
empty_addr_count: &mut ByAddrType<u64>,
|
||||
activity_counts: &mut AddrTypeToActivityCounts,
|
||||
state: &mut AddrMetricsState,
|
||||
received_addrs: &ByAddrType<FxHashSet<TypeIndex>>,
|
||||
height_to_price: &[Cents],
|
||||
height_to_timestamp: &[Timestamp],
|
||||
@@ -48,37 +40,22 @@ pub(crate) fn process_sent(
|
||||
let prev_price = height_to_price[receive_height.to_usize()];
|
||||
let prev_timestamp = height_to_timestamp[receive_height.to_usize()];
|
||||
let age = Age::new(current_timestamp, prev_timestamp);
|
||||
|
||||
// Compute peak spot price during holding period for peak regret
|
||||
let peak_price = price_range_max.max_between(receive_height, current_height);
|
||||
|
||||
for (output_type, vec) in by_type.unwrap().into_iter() {
|
||||
// Cache mutable refs for this address type
|
||||
let type_addr_count = addr_count.get_mut(output_type).unwrap();
|
||||
let type_empty_count = empty_addr_count.get_mut(output_type).unwrap();
|
||||
let type_activity = activity_counts.get_mut_unwrap(output_type);
|
||||
let type_received = received_addrs.get(output_type);
|
||||
let type_seen = seen_senders.get_mut_unwrap(output_type);
|
||||
|
||||
for (type_index, value) in vec {
|
||||
let addr_data = lookup.get_for_send(output_type, type_index);
|
||||
let pre = AddrSendPreState::capture(addr_data, output_type);
|
||||
|
||||
let prev_balance = addr_data.balance();
|
||||
let new_balance = prev_balance.checked_sub(value).unwrap();
|
||||
|
||||
// On first encounter of this address this block, track activity
|
||||
if type_seen.insert(type_index) {
|
||||
type_activity.sending += 1;
|
||||
|
||||
// Track "both" - addresses that sent AND received this block
|
||||
if type_received.is_some_and(|s| s.contains(&type_index)) {
|
||||
type_activity.both += 1;
|
||||
}
|
||||
}
|
||||
|
||||
let is_first_encounter = type_seen.insert(type_index);
|
||||
let also_received = type_received.is_some_and(|s| s.contains(&type_index));
|
||||
let will_be_empty = addr_data.has_1_utxos();
|
||||
|
||||
// Compute buckets once
|
||||
let prev_bucket = AmountBucket::from(prev_balance);
|
||||
let new_bucket = AmountBucket::from(new_balance);
|
||||
let crossing_boundary = prev_bucket != new_bucket;
|
||||
@@ -90,17 +67,21 @@ pub(crate) fn process_sent(
|
||||
.as_mut()
|
||||
.unwrap();
|
||||
|
||||
// Mutates addr_data.spent_txo_count (+= 1). on_send_applied reads the post-spend view.
|
||||
cohort_state.send(addr_data, value, current_price, prev_price, peak_price, age)?;
|
||||
state.on_send_applied(
|
||||
output_type,
|
||||
addr_data,
|
||||
&pre,
|
||||
is_first_encounter,
|
||||
also_received,
|
||||
will_be_empty,
|
||||
);
|
||||
|
||||
// If crossing a bucket boundary, remove the (now-updated) address from old bucket
|
||||
if will_be_empty || crossing_boundary {
|
||||
cohort_state.subtract(addr_data);
|
||||
}
|
||||
|
||||
// Migrate address to new bucket or mark as empty
|
||||
if will_be_empty {
|
||||
*type_addr_count -= 1;
|
||||
*type_empty_count += 1;
|
||||
lookup.move_to_empty(output_type, type_index);
|
||||
} else if crossing_boundary {
|
||||
cohorts
|
||||
|
||||
@@ -3,12 +3,17 @@ use std::path::Path;
|
||||
use brk_cohort::{AddrGroups, AmountRange, Filter, Filtered, OverAmount, UnderAmount};
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{Height, Indexes, StoredU64, Version};
|
||||
use brk_types::{Height, Indexes, Sats, StoredU64, Version};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use rayon::prelude::*;
|
||||
use vecdb::{AnyStoredVec, Database, Exit, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use crate::{distribution::DynCohortVecs, indexes, internal::CachedWindowStarts, prices};
|
||||
use crate::{
|
||||
distribution::DynCohortVecs,
|
||||
indexes,
|
||||
internal::{WindowStartVec, Windows},
|
||||
prices,
|
||||
};
|
||||
|
||||
use super::{super::traits::CohortVecs, vecs::AddrCohortVecs};
|
||||
|
||||
@@ -25,7 +30,7 @@ impl AddrCohorts {
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
states_path: &Path,
|
||||
cached_starts: &CachedWindowStarts,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
) -> Result<Self> {
|
||||
let v = version + VERSION;
|
||||
|
||||
@@ -104,12 +109,19 @@ impl AddrCohorts {
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
starting_indexes: &Indexes,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
all_utxo_count: &impl ReadableVec<Height, StoredU64>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.0
|
||||
.par_iter_mut()
|
||||
.try_for_each(|v| v.compute_rest_part2(prices, starting_indexes, all_utxo_count, exit))
|
||||
self.0.par_iter_mut().try_for_each(|v| {
|
||||
v.compute_rest_part2(
|
||||
prices,
|
||||
starting_indexes,
|
||||
all_supply_sats,
|
||||
all_utxo_count,
|
||||
exit,
|
||||
)
|
||||
})
|
||||
}
|
||||
|
||||
/// Returns a parallel iterator over all vecs for parallel writing.
|
||||
|
||||
@@ -3,14 +3,14 @@ use std::path::Path;
|
||||
use brk_cohort::{CohortContext, Filter, Filtered};
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPointsSigned32, Cents, Height, Indexes, StoredI64, StoredU64, Version};
|
||||
use brk_types::{BasisPointsSigned32, Cents, Height, Indexes, Sats, StoredI64, StoredU64, Version};
|
||||
use rayon::prelude::*;
|
||||
use vecdb::{AnyStoredVec, AnyVec, Database, Exit, ReadableVec, Rw, StorageMode, WritableVec};
|
||||
|
||||
use crate::{
|
||||
distribution::state::{AddrCohortState, MinimalRealizedState},
|
||||
indexes,
|
||||
internal::{CachedWindowStarts, PerBlockWithDeltas},
|
||||
internal::{PerBlockWithDeltas, WindowStartVec, Windows},
|
||||
prices,
|
||||
};
|
||||
|
||||
@@ -38,7 +38,7 @@ impl AddrCohortVecs {
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
states_path: Option<&Path>,
|
||||
cached_starts: &CachedWindowStarts,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
) -> Result<Self> {
|
||||
let full_name = CohortContext::Addr.full_name(&filter, name);
|
||||
|
||||
@@ -230,10 +230,16 @@ impl CohortVecs for AddrCohortVecs {
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
starting_indexes: &Indexes,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
all_utxo_count: &impl ReadableVec<Height, StoredU64>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.metrics
|
||||
.compute_rest_part2(prices, starting_indexes, all_utxo_count, exit)
|
||||
self.metrics.compute_rest_part2(
|
||||
prices,
|
||||
starting_indexes,
|
||||
all_supply_sats,
|
||||
all_utxo_count,
|
||||
exit,
|
||||
)
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
use brk_error::Result;
|
||||
use brk_types::{Cents, Height, Indexes, StoredU64, Version};
|
||||
use brk_types::{Cents, Height, Indexes, Sats, StoredU64, Version};
|
||||
use vecdb::{Exit, ReadableVec};
|
||||
|
||||
use crate::prices;
|
||||
@@ -62,6 +62,7 @@ pub trait CohortVecs: DynCohortVecs {
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
starting_indexes: &Indexes,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
all_utxo_count: &impl ReadableVec<Height, StoredU64>,
|
||||
exit: &Exit,
|
||||
) -> Result<()>;
|
||||
|
||||
@@ -25,7 +25,7 @@ use crate::{
|
||||
state::UTXOCohortState,
|
||||
},
|
||||
indexes,
|
||||
internal::{AmountPerBlockCumulativeRolling, CachedWindowStarts},
|
||||
internal::{ValuePerBlockCumulativeRolling, WindowStartVec, Windows},
|
||||
prices,
|
||||
};
|
||||
|
||||
@@ -50,7 +50,7 @@ pub struct UTXOCohorts<M: StorageMode = Rw> {
|
||||
#[traversable(rename = "type")]
|
||||
pub type_: SpendableType<UTXOCohortVecs<TypeCohortMetrics<M>>>,
|
||||
pub profitability: ProfitabilityMetrics<M>,
|
||||
pub matured: AgeRange<AmountPerBlockCumulativeRolling<M>>,
|
||||
pub matured: AgeRange<ValuePerBlockCumulativeRolling<M>>,
|
||||
#[traversable(skip)]
|
||||
pub(super) caches: UTXOCohortsTransientState,
|
||||
}
|
||||
@@ -75,7 +75,7 @@ impl UTXOCohorts<Rw> {
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
states_path: &Path,
|
||||
cached_starts: &CachedWindowStarts,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
) -> Result<Self> {
|
||||
let v = version + VERSION;
|
||||
|
||||
@@ -264,8 +264,8 @@ impl UTXOCohorts<Rw> {
|
||||
let prefix = CohortContext::Utxo.prefix();
|
||||
let matured = AgeRange::try_new(&|_f: Filter,
|
||||
name: &'static str|
|
||||
-> Result<AmountPerBlockCumulativeRolling> {
|
||||
AmountPerBlockCumulativeRolling::forced_import(
|
||||
-> Result<ValuePerBlockCumulativeRolling> {
|
||||
ValuePerBlockCumulativeRolling::forced_import(
|
||||
db,
|
||||
&format!("{prefix}_{name}_matured_supply"),
|
||||
v,
|
||||
@@ -542,17 +542,14 @@ impl UTXOCohorts<Rw> {
|
||||
}
|
||||
|
||||
/// Second phase of post-processing: compute relative metrics.
|
||||
pub(crate) fn compute_rest_part2<HM>(
|
||||
pub(crate) fn compute_rest_part2(
|
||||
&mut self,
|
||||
blocks: &blocks::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
starting_indexes: &Indexes,
|
||||
height_to_market_cap: &HM,
|
||||
height_to_market_cap: &impl ReadableVec<Height, Dollars>,
|
||||
exit: &Exit,
|
||||
) -> Result<()>
|
||||
where
|
||||
HM: ReadableVec<Height, Dollars> + Sync,
|
||||
{
|
||||
) -> Result<()> {
|
||||
// Get under_1h value sources for adjusted computation (cloned to avoid borrow conflicts).
|
||||
let under_1h_value_created = self
|
||||
.age_range
|
||||
@@ -663,7 +660,7 @@ impl UTXOCohorts<Rw> {
|
||||
Box::new(|| {
|
||||
over_amount.par_iter_mut().try_for_each(|v| {
|
||||
v.metrics
|
||||
.compute_rest_part2(prices, starting_indexes, au, exit)
|
||||
.compute_rest_part2(prices, starting_indexes, ss, au, exit)
|
||||
})
|
||||
}),
|
||||
Box::new(|| {
|
||||
@@ -681,19 +678,19 @@ impl UTXOCohorts<Rw> {
|
||||
Box::new(|| {
|
||||
amount_range.par_iter_mut().try_for_each(|v| {
|
||||
v.metrics
|
||||
.compute_rest_part2(prices, starting_indexes, au, exit)
|
||||
.compute_rest_part2(prices, starting_indexes, ss, au, exit)
|
||||
})
|
||||
}),
|
||||
Box::new(|| {
|
||||
under_amount.par_iter_mut().try_for_each(|v| {
|
||||
v.metrics
|
||||
.compute_rest_part2(prices, starting_indexes, au, exit)
|
||||
.compute_rest_part2(prices, starting_indexes, ss, au, exit)
|
||||
})
|
||||
}),
|
||||
Box::new(|| {
|
||||
type_.par_iter_mut().try_for_each(|v| {
|
||||
v.metrics
|
||||
.compute_rest_part2(prices, starting_indexes, au, exit)
|
||||
.compute_rest_part2(prices, starting_indexes, ss, au, exit)
|
||||
})
|
||||
}),
|
||||
];
|
||||
@@ -830,26 +827,26 @@ impl UTXOCohorts<Rw> {
|
||||
let mut sth_acc = RealizedFullAccum::default();
|
||||
let mut lth_acc = RealizedFullAccum::default();
|
||||
|
||||
let mut all_icap = (0u128, 0u128);
|
||||
let mut sth_icap = (0u128, 0u128);
|
||||
let mut lth_icap = (0u128, 0u128);
|
||||
let mut all_ccap = (0u128, 0u128);
|
||||
let mut sth_ccap = (0u128, 0u128);
|
||||
let mut lth_ccap = (0u128, 0u128);
|
||||
|
||||
for ar in age_range.iter_mut() {
|
||||
if let Some(state) = ar.state.as_mut() {
|
||||
all_acc.add(&state.realized);
|
||||
|
||||
let u = state.compute_unrealized_state(height_price);
|
||||
all_icap.0 += u.investor_cap_in_profit_raw;
|
||||
all_icap.1 += u.investor_cap_in_loss_raw;
|
||||
all_ccap.0 += u.capitalized_cap_in_profit_raw;
|
||||
all_ccap.1 += u.capitalized_cap_in_loss_raw;
|
||||
|
||||
if sth_filter.includes(&ar.metrics.filter) {
|
||||
sth_acc.add(&state.realized);
|
||||
sth_icap.0 += u.investor_cap_in_profit_raw;
|
||||
sth_icap.1 += u.investor_cap_in_loss_raw;
|
||||
sth_ccap.0 += u.capitalized_cap_in_profit_raw;
|
||||
sth_ccap.1 += u.capitalized_cap_in_loss_raw;
|
||||
} else {
|
||||
lth_acc.add(&state.realized);
|
||||
lth_icap.0 += u.investor_cap_in_profit_raw;
|
||||
lth_icap.1 += u.investor_cap_in_loss_raw;
|
||||
lth_ccap.0 += u.capitalized_cap_in_profit_raw;
|
||||
lth_ccap.1 += u.capitalized_cap_in_loss_raw;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -860,28 +857,28 @@ impl UTXOCohorts<Rw> {
|
||||
|
||||
all.metrics
|
||||
.unrealized
|
||||
.investor_cap_in_profit_raw
|
||||
.push(CentsSquaredSats::new(all_icap.0));
|
||||
.capitalized_cap_in_profit_raw
|
||||
.push(CentsSquaredSats::new(all_ccap.0));
|
||||
all.metrics
|
||||
.unrealized
|
||||
.investor_cap_in_loss_raw
|
||||
.push(CentsSquaredSats::new(all_icap.1));
|
||||
.capitalized_cap_in_loss_raw
|
||||
.push(CentsSquaredSats::new(all_ccap.1));
|
||||
sth.metrics
|
||||
.unrealized
|
||||
.investor_cap_in_profit_raw
|
||||
.push(CentsSquaredSats::new(sth_icap.0));
|
||||
.capitalized_cap_in_profit_raw
|
||||
.push(CentsSquaredSats::new(sth_ccap.0));
|
||||
sth.metrics
|
||||
.unrealized
|
||||
.investor_cap_in_loss_raw
|
||||
.push(CentsSquaredSats::new(sth_icap.1));
|
||||
.capitalized_cap_in_loss_raw
|
||||
.push(CentsSquaredSats::new(sth_ccap.1));
|
||||
lth.metrics
|
||||
.unrealized
|
||||
.investor_cap_in_profit_raw
|
||||
.push(CentsSquaredSats::new(lth_icap.0));
|
||||
.capitalized_cap_in_profit_raw
|
||||
.push(CentsSquaredSats::new(lth_ccap.0));
|
||||
lth.metrics
|
||||
.unrealized
|
||||
.investor_cap_in_loss_raw
|
||||
.push(CentsSquaredSats::new(lth_icap.1));
|
||||
.capitalized_cap_in_loss_raw
|
||||
.push(CentsSquaredSats::new(lth_ccap.1));
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -1,8 +1,9 @@
|
||||
use std::{cmp::Reverse, collections::BinaryHeap, fs, path::Path};
|
||||
|
||||
use brk_cohort::{Filtered, PROFITABILITY_RANGE_COUNT, TERM_NAMES};
|
||||
use brk_cohort::{AGE_RANGE_NAMES, CohortContext, Filtered, PROFITABILITY_RANGE_COUNT, TERM_NAMES};
|
||||
use rayon::prelude::*;
|
||||
use brk_error::Result;
|
||||
use brk_types::{BasisPoints16, Cents, CentsCompact, CostBasisDistribution, Date, Dollars, Sats};
|
||||
use brk_types::{BasisPoints16, Cents, CentsCompact, UrpdRaw, Date, Dollars, Sats};
|
||||
|
||||
use crate::distribution::metrics::{CostBasis, ProfitabilityMetrics};
|
||||
|
||||
@@ -57,6 +58,30 @@ impl UTXOCohorts {
|
||||
fn write_disk_distributions(&mut self, date: Date, states_path: &Path) -> Result<()> {
|
||||
let sth_filter = self.sth.metrics.filter.clone();
|
||||
|
||||
self.age_range
|
||||
.iter()
|
||||
.zip(AGE_RANGE_NAMES.iter())
|
||||
.collect::<Vec<_>>()
|
||||
.into_par_iter()
|
||||
.try_for_each(|(sub, name)| -> Result<()> {
|
||||
let Some(state) = sub.state.as_ref() else {
|
||||
return Ok(());
|
||||
};
|
||||
let mut merged: Vec<(CentsCompact, Sats)> = Vec::new();
|
||||
for (&price, &sats) in state.cost_basis_map().iter() {
|
||||
let rounded = price.round_to_dollar(COST_BASIS_PRICE_DIGITS);
|
||||
if let Some(last) = merged.last_mut()
|
||||
&& last.0 == rounded
|
||||
{
|
||||
last.1 += sats;
|
||||
} else {
|
||||
merged.push((rounded, sats));
|
||||
}
|
||||
}
|
||||
let full = CohortContext::Utxo.prefixed(name.id);
|
||||
write_distribution(states_path, &full, date, merged)
|
||||
})?;
|
||||
|
||||
let maps: Vec<_> = self
|
||||
.age_range
|
||||
.iter()
|
||||
@@ -84,9 +109,13 @@ impl UTXOCohorts {
|
||||
|
||||
merge_k_way(&maps, &mut targets);
|
||||
|
||||
write_distribution(states_path, "all", date, targets.all.merged)?;
|
||||
write_distribution(states_path, TERM_NAMES.short.id, date, targets.sth.merged)?;
|
||||
write_distribution(states_path, TERM_NAMES.long.id, date, targets.lth.merged)?;
|
||||
[
|
||||
("all", targets.all.merged),
|
||||
(TERM_NAMES.short.id, targets.sth.merged),
|
||||
(TERM_NAMES.long.id, targets.lth.merged),
|
||||
]
|
||||
.into_par_iter()
|
||||
.try_for_each(|(name, merged)| write_distribution(states_path, name, date, merged))?;
|
||||
|
||||
Ok(())
|
||||
}
|
||||
@@ -122,15 +151,15 @@ fn push_profitability(
|
||||
|
||||
fn write_distribution(
|
||||
states_path: &Path,
|
||||
name: &str,
|
||||
full_name: &str,
|
||||
date: Date,
|
||||
merged: Vec<(CentsCompact, Sats)>,
|
||||
) -> Result<()> {
|
||||
let dir = states_path.join(format!("utxo_{name}_cost_basis/by_date"));
|
||||
let dir = states_path.join(full_name).join("urpd");
|
||||
fs::create_dir_all(&dir)?;
|
||||
fs::write(
|
||||
dir.join(date.to_string()),
|
||||
CostBasisDistribution::serialize_iter(merged.into_iter())?,
|
||||
UrpdRaw::serialize_iter(merged.into_iter())?,
|
||||
)?;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
@@ -11,7 +11,7 @@ use vecdb::{AnyStoredVec, AnyVec, Exit, ReadableVec, VecIndex, WritableVec, unli
|
||||
|
||||
use crate::{
|
||||
distribution::{
|
||||
addr::{AddrTypeToActivityCounts, AddrTypeToAddrCount},
|
||||
addr::AddrMetricsState,
|
||||
block::{
|
||||
AddrCache, InputsResult, process_inputs, process_outputs, process_received,
|
||||
process_sent,
|
||||
@@ -190,24 +190,9 @@ pub(crate) fn process_blocks(
|
||||
.first_index
|
||||
.collect_range_at(start_usize, end_usize);
|
||||
|
||||
// Track running totals - recover from previous height if resuming
|
||||
debug!("recovering addr_counts from height {}", starting_height);
|
||||
let (mut addr_counts, mut empty_addr_counts) = if starting_height > Height::ZERO {
|
||||
let addr_counts =
|
||||
AddrTypeToAddrCount::from((&vecs.addrs.funded.by_addr_type, starting_height));
|
||||
let empty_addr_counts =
|
||||
AddrTypeToAddrCount::from((&vecs.addrs.empty.by_addr_type, starting_height));
|
||||
(addr_counts, empty_addr_counts)
|
||||
} else {
|
||||
(
|
||||
AddrTypeToAddrCount::default(),
|
||||
AddrTypeToAddrCount::default(),
|
||||
)
|
||||
};
|
||||
debug!("addr_counts recovered");
|
||||
|
||||
// Track activity counts - reset each block
|
||||
let mut activity_counts = AddrTypeToActivityCounts::default();
|
||||
debug!("recovering addr metrics state from height {}", starting_height);
|
||||
let mut state = AddrMetricsState::from((&vecs.addrs, starting_height));
|
||||
debug!("addr metrics state recovered");
|
||||
|
||||
debug!("creating AddrCache");
|
||||
let mut cache = AddrCache::new();
|
||||
@@ -223,9 +208,7 @@ pub(crate) fn process_blocks(
|
||||
vecs.utxo_cohorts
|
||||
.par_iter_vecs_mut()
|
||||
.chain(vecs.addr_cohorts.par_iter_vecs_mut())
|
||||
.chain(vecs.addrs.funded.par_iter_height_mut())
|
||||
.chain(vecs.addrs.empty.par_iter_height_mut())
|
||||
.chain(vecs.addrs.activity.par_iter_height_mut())
|
||||
.chain(vecs.addrs.par_iter_height_mut())
|
||||
.chain(rayon::iter::once(
|
||||
&mut vecs.coinblocks_destroyed.block as &mut dyn AnyStoredVec,
|
||||
))
|
||||
@@ -276,8 +259,7 @@ pub(crate) fn process_blocks(
|
||||
p2wsh: TypeIndex::from(first_p2wsh_vec[offset].to_usize()),
|
||||
};
|
||||
|
||||
// Reset per-block activity counts
|
||||
activity_counts.reset();
|
||||
state.reset_per_block();
|
||||
|
||||
// Process outputs, inputs, and tick-tock in parallel via rayon::join.
|
||||
// Collection (build tx_index mappings + bulk mmap reads) is merged into the
|
||||
@@ -438,27 +420,21 @@ pub(crate) fn process_blocks(
|
||||
|| -> Result<()> {
|
||||
let mut lookup = cache.as_lookup();
|
||||
|
||||
// Process received outputs (addresses receiving funds)
|
||||
process_received(
|
||||
outputs_result.received_data,
|
||||
&mut vecs.addr_cohorts,
|
||||
&mut lookup,
|
||||
block_price,
|
||||
&mut addr_counts,
|
||||
&mut empty_addr_counts,
|
||||
&mut activity_counts,
|
||||
&mut state,
|
||||
);
|
||||
|
||||
// Process sent inputs (addresses sending funds)
|
||||
process_sent(
|
||||
inputs_result.sent_data,
|
||||
&mut vecs.addr_cohorts,
|
||||
&mut lookup,
|
||||
block_price,
|
||||
ctx.price_range_max,
|
||||
&mut addr_counts,
|
||||
&mut empty_addr_counts,
|
||||
&mut activity_counts,
|
||||
&mut state,
|
||||
&received_addrs,
|
||||
height_to_price_vec,
|
||||
height_to_timestamp_vec,
|
||||
@@ -473,14 +449,10 @@ pub(crate) fn process_blocks(
|
||||
// Update Fenwick tree from pending deltas (must happen before push_cohort_states drains pending)
|
||||
vecs.utxo_cohorts.update_fenwick_from_pending();
|
||||
|
||||
// Push to height-indexed vectors
|
||||
vecs.addrs
|
||||
.funded
|
||||
.push_height(addr_counts.sum(), &addr_counts);
|
||||
vecs.addrs
|
||||
.empty
|
||||
.push_height(empty_addr_counts.sum(), &empty_addr_counts);
|
||||
vecs.addrs.activity.push_height(&activity_counts);
|
||||
let activity_totals = state.activity.totals();
|
||||
let active_addr_count =
|
||||
activity_totals.sending + activity_totals.receiving - activity_totals.bidirectional;
|
||||
vecs.addrs.push_height(&state, active_addr_count);
|
||||
|
||||
let is_last_of_day = is_last_of_day[offset];
|
||||
let date_opt = is_last_of_day.then(|| Date::from(timestamp));
|
||||
@@ -553,7 +525,7 @@ fn push_cohort_states(
|
||||
height: Height,
|
||||
height_price: Cents,
|
||||
) {
|
||||
// Phase 1: push + unrealized (no reset yet — states still needed for aggregation)
|
||||
// Phase 1: push + unrealized (no reset yet, states still needed for aggregation)
|
||||
rayon::join(
|
||||
|| {
|
||||
utxo_cohorts.par_iter_separate_mut().for_each(|v| {
|
||||
|
||||
@@ -76,9 +76,7 @@ pub(crate) fn write(
|
||||
vecs.any_addr_indexes
|
||||
.par_iter_mut()
|
||||
.chain(vecs.addrs_data.par_iter_mut())
|
||||
.chain(vecs.addrs.funded.par_iter_height_mut())
|
||||
.chain(vecs.addrs.empty.par_iter_height_mut())
|
||||
.chain(vecs.addrs.activity.par_iter_height_mut())
|
||||
.chain(vecs.addrs.par_iter_stateful_height_mut())
|
||||
.chain(
|
||||
[
|
||||
&mut vecs.supply_state as &mut dyn AnyStoredVec,
|
||||
|
||||
@@ -9,7 +9,7 @@ use crate::{
|
||||
metrics::ImportConfig,
|
||||
state::{CohortState, CostBasisOps, RealizedOps},
|
||||
},
|
||||
internal::{AmountPerBlockCumulativeRolling, PerBlockCumulativeRolling},
|
||||
internal::{ValuePerBlockCumulativeRolling, PerBlockCumulativeRolling},
|
||||
prices,
|
||||
};
|
||||
|
||||
@@ -24,9 +24,9 @@ pub struct ActivityCore<M: StorageMode = Rw> {
|
||||
|
||||
pub coindays_destroyed: PerBlockCumulativeRolling<StoredF64, StoredF64, M>,
|
||||
#[traversable(wrap = "transfer_volume", rename = "in_profit")]
|
||||
pub transfer_volume_in_profit: AmountPerBlockCumulativeRolling<M>,
|
||||
pub transfer_volume_in_profit: ValuePerBlockCumulativeRolling<M>,
|
||||
#[traversable(wrap = "transfer_volume", rename = "in_loss")]
|
||||
pub transfer_volume_in_loss: AmountPerBlockCumulativeRolling<M>,
|
||||
pub transfer_volume_in_loss: ValuePerBlockCumulativeRolling<M>,
|
||||
}
|
||||
|
||||
impl ActivityCore {
|
||||
|
||||
@@ -2,7 +2,7 @@ use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{Indexes, StoredF32, StoredF64, Version};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use vecdb::{AnyStoredVec, Exit, ReadableCloneableVec, Rw, StorageMode};
|
||||
use vecdb::{AnyStoredVec, Exit, Rw, StorageMode};
|
||||
|
||||
use crate::internal::{Identity, LazyPerBlock, PerBlock, Windows};
|
||||
|
||||
@@ -33,15 +33,10 @@ impl ActivityFull {
|
||||
let v1 = Version::ONE;
|
||||
let inner = ActivityCore::forced_import(cfg)?;
|
||||
|
||||
let coinyears_destroyed = LazyPerBlock::from_height_source::<Identity<StoredF64>>(
|
||||
let coinyears_destroyed = LazyPerBlock::from_height_source::<Identity<StoredF64>, _>(
|
||||
&cfg.name("coinyears_destroyed"),
|
||||
cfg.version + v1,
|
||||
inner
|
||||
.coindays_destroyed
|
||||
.sum
|
||||
._1y
|
||||
.height
|
||||
.read_only_boxed_clone(),
|
||||
inner.coindays_destroyed.sum._1y.height.clone(),
|
||||
cfg.indexes,
|
||||
);
|
||||
|
||||
|
||||
@@ -8,13 +8,13 @@ use crate::{
|
||||
metrics::ImportConfig,
|
||||
state::{CohortState, CostBasisOps, RealizedOps},
|
||||
},
|
||||
internal::AmountPerBlockCumulativeRolling,
|
||||
internal::ValuePerBlockCumulativeRolling,
|
||||
prices,
|
||||
};
|
||||
|
||||
#[derive(Traversable)]
|
||||
pub struct ActivityMinimal<M: StorageMode = Rw> {
|
||||
pub transfer_volume: AmountPerBlockCumulativeRolling<M>,
|
||||
pub transfer_volume: ValuePerBlockCumulativeRolling<M>,
|
||||
}
|
||||
|
||||
impl ActivityMinimal {
|
||||
|
||||
@@ -2,8 +2,7 @@ use brk_cohort::Filter;
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{Cents, Dollars, Height, Indexes, Version};
|
||||
use vecdb::AnyStoredVec;
|
||||
use vecdb::{Exit, ReadOnlyClone, ReadableVec, Rw, StorageMode};
|
||||
use vecdb::{AnyStoredVec, Exit, ReadOnlyClone, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use crate::{
|
||||
blocks,
|
||||
@@ -119,7 +118,7 @@ impl AllCohortMetrics {
|
||||
|
||||
self.unrealized.compute(
|
||||
starting_indexes.height,
|
||||
&prices.cached_spot_cents,
|
||||
&prices.spot.cents.height,
|
||||
&self.realized.price.cents.height,
|
||||
exit,
|
||||
)?;
|
||||
@@ -139,23 +138,28 @@ impl AllCohortMetrics {
|
||||
|
||||
self.cost_basis.compute_prices(
|
||||
starting_indexes,
|
||||
&prices.cached_spot_cents,
|
||||
&prices.spot.cents.height,
|
||||
&self.unrealized.invested_capital.in_profit.cents.height,
|
||||
&self.unrealized.invested_capital.in_loss.cents.height,
|
||||
&self.supply.in_profit.sats.height,
|
||||
&self.supply.in_loss.sats.height,
|
||||
&self.unrealized.investor_cap_in_profit_raw,
|
||||
&self.unrealized.investor_cap_in_loss_raw,
|
||||
&self.unrealized.capitalized_cap_in_profit_raw,
|
||||
&self.unrealized.capitalized_cap_in_loss_raw,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
self.unrealized
|
||||
.compute_sentiment(starting_indexes, &prices.cached_spot_cents, exit)?;
|
||||
.compute_sentiment(starting_indexes, &prices.spot.cents.height, exit)?;
|
||||
|
||||
let own_supply_sats = self.supply.total.sats.height.read_only_clone();
|
||||
self.supply
|
||||
.compute_dominance(starting_indexes.height, &own_supply_sats, exit)?;
|
||||
|
||||
self.relative.compute(
|
||||
starting_indexes.height,
|
||||
&self.supply,
|
||||
&self.unrealized,
|
||||
&self.realized,
|
||||
height_to_market_cap,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
@@ -6,14 +6,13 @@ use vecdb::{AnyStoredVec, Exit, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use crate::{
|
||||
distribution::metrics::{
|
||||
ActivityCore, CohortMetricsBase, ImportConfig, OutputsBase, RealizedCore, RelativeToAll,
|
||||
SupplyCore, UnrealizedCore,
|
||||
ActivityCore, CohortMetricsBase, ImportConfig, OutputsBase, RealizedCore, SupplyCore,
|
||||
UnrealizedCore,
|
||||
},
|
||||
prices,
|
||||
};
|
||||
|
||||
/// Basic cohort metrics: no extensions, with relative (rel_to_all).
|
||||
/// Used by: age_range cohorts.
|
||||
/// Basic cohort metrics: no extensions, used by age_range cohorts.
|
||||
#[derive(Traversable)]
|
||||
pub struct BasicCohortMetrics<M: StorageMode = Rw> {
|
||||
#[traversable(skip)]
|
||||
@@ -23,8 +22,6 @@ pub struct BasicCohortMetrics<M: StorageMode = Rw> {
|
||||
pub activity: Box<ActivityCore<M>>,
|
||||
pub realized: Box<RealizedCore<M>>,
|
||||
pub unrealized: Box<UnrealizedCore<M>>,
|
||||
#[traversable(flatten)]
|
||||
pub relative: Box<RelativeToAll<M>>,
|
||||
}
|
||||
|
||||
impl CohortMetricsBase for BasicCohortMetrics {
|
||||
@@ -51,8 +48,6 @@ impl BasicCohortMetrics {
|
||||
let unrealized = UnrealizedCore::forced_import(cfg)?;
|
||||
let realized = RealizedCore::forced_import(cfg)?;
|
||||
|
||||
let relative = RelativeToAll::forced_import(cfg)?;
|
||||
|
||||
Ok(Self {
|
||||
filter: cfg.filter.clone(),
|
||||
supply: Box::new(supply),
|
||||
@@ -60,7 +55,6 @@ impl BasicCohortMetrics {
|
||||
activity: Box::new(ActivityCore::forced_import(cfg)?),
|
||||
realized: Box::new(realized),
|
||||
unrealized: Box::new(unrealized),
|
||||
relative: Box::new(relative),
|
||||
})
|
||||
}
|
||||
|
||||
@@ -82,13 +76,13 @@ impl BasicCohortMetrics {
|
||||
|
||||
self.unrealized.compute(
|
||||
starting_indexes.height,
|
||||
&prices.cached_spot_cents,
|
||||
&prices.spot.cents.height,
|
||||
&self.realized.price.cents.height,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
self.relative
|
||||
.compute(starting_indexes.height, &self.supply, all_supply_sats, exit)?;
|
||||
self.supply
|
||||
.compute_dominance(starting_indexes.height, all_supply_sats, exit)?;
|
||||
|
||||
self.outputs
|
||||
.compute_part2(starting_indexes.height, all_utxo_count, exit)?;
|
||||
|
||||
@@ -6,8 +6,8 @@ use vecdb::{AnyStoredVec, Exit, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use crate::{
|
||||
distribution::metrics::{
|
||||
ActivityCore, CohortMetricsBase, ImportConfig, OutputsBase, RealizedCore, RelativeToAll,
|
||||
SupplyCore, UnrealizedCore,
|
||||
ActivityCore, CohortMetricsBase, ImportConfig, OutputsBase, RealizedCore, SupplyCore,
|
||||
UnrealizedCore,
|
||||
},
|
||||
prices,
|
||||
};
|
||||
@@ -21,8 +21,6 @@ pub struct CoreCohortMetrics<M: StorageMode = Rw> {
|
||||
pub activity: Box<ActivityCore<M>>,
|
||||
pub realized: Box<RealizedCore<M>>,
|
||||
pub unrealized: Box<UnrealizedCore<M>>,
|
||||
#[traversable(flatten)]
|
||||
pub relative: Box<RelativeToAll<M>>,
|
||||
}
|
||||
|
||||
impl CoreCohortMetrics {
|
||||
@@ -34,7 +32,6 @@ impl CoreCohortMetrics {
|
||||
activity: Box::new(ActivityCore::forced_import(cfg)?),
|
||||
realized: Box::new(RealizedCore::forced_import(cfg)?),
|
||||
unrealized: Box::new(UnrealizedCore::forced_import(cfg)?),
|
||||
relative: Box::new(RelativeToAll::forced_import(cfg)?),
|
||||
})
|
||||
}
|
||||
|
||||
@@ -140,13 +137,13 @@ impl CoreCohortMetrics {
|
||||
|
||||
self.unrealized.compute(
|
||||
starting_indexes.height,
|
||||
&prices.cached_spot_cents,
|
||||
&prices.spot.cents.height,
|
||||
&self.realized.price.cents.height,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
self.relative
|
||||
.compute(starting_indexes.height, &self.supply, all_supply_sats, exit)?;
|
||||
self.supply
|
||||
.compute_dominance(starting_indexes.height, all_supply_sats, exit)?;
|
||||
|
||||
self.outputs
|
||||
.compute_part2(starting_indexes.height, all_utxo_count, exit)?;
|
||||
|
||||
@@ -108,32 +108,35 @@ impl ExtendedCohortMetrics {
|
||||
|
||||
self.unrealized.compute(
|
||||
starting_indexes.height,
|
||||
&prices.cached_spot_cents,
|
||||
&prices.spot.cents.height,
|
||||
&self.realized.price.cents.height,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
self.cost_basis.compute_prices(
|
||||
starting_indexes,
|
||||
&prices.cached_spot_cents,
|
||||
&prices.spot.cents.height,
|
||||
&self.unrealized.invested_capital.in_profit.cents.height,
|
||||
&self.unrealized.invested_capital.in_loss.cents.height,
|
||||
&self.supply.in_profit.sats.height,
|
||||
&self.supply.in_loss.sats.height,
|
||||
&self.unrealized.investor_cap_in_profit_raw,
|
||||
&self.unrealized.investor_cap_in_loss_raw,
|
||||
&self.unrealized.capitalized_cap_in_profit_raw,
|
||||
&self.unrealized.capitalized_cap_in_loss_raw,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
self.unrealized
|
||||
.compute_sentiment(starting_indexes, &prices.cached_spot_cents, exit)?;
|
||||
.compute_sentiment(starting_indexes, &prices.spot.cents.height, exit)?;
|
||||
|
||||
self.supply
|
||||
.compute_dominance(starting_indexes.height, all_supply_sats, exit)?;
|
||||
|
||||
self.relative.compute(
|
||||
starting_indexes.height,
|
||||
&self.supply,
|
||||
&self.unrealized,
|
||||
&self.realized,
|
||||
height_to_market_cap,
|
||||
all_supply_sats,
|
||||
&self.supply.total.usd.height,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
use brk_cohort::Filter;
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{Height, Indexes, StoredU64};
|
||||
use brk_types::{Height, Indexes, Sats, StoredU64};
|
||||
use vecdb::{AnyStoredVec, Exit, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use crate::{
|
||||
@@ -112,6 +112,7 @@ impl MinimalCohortMetrics {
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
starting_indexes: &Indexes,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
all_utxo_count: &impl ReadableVec<Height, StoredU64>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
@@ -124,11 +125,14 @@ impl MinimalCohortMetrics {
|
||||
|
||||
self.unrealized.compute(
|
||||
starting_indexes.height,
|
||||
&prices.cached_spot_cents,
|
||||
&prices.spot.cents.height,
|
||||
&self.realized.price.cents.height,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
self.supply
|
||||
.compute_dominance(starting_indexes.height, all_supply_sats, exit)?;
|
||||
|
||||
self.outputs
|
||||
.compute_part2(starting_indexes.height, all_utxo_count, exit)?;
|
||||
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
use brk_cohort::Filter;
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{Height, Indexes, StoredU64};
|
||||
use brk_types::{Height, Indexes, Sats, StoredU64};
|
||||
use vecdb::{AnyStoredVec, Exit, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use crate::{
|
||||
@@ -74,6 +74,7 @@ impl TypeCohortMetrics {
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
starting_indexes: &Indexes,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
all_utxo_count: &impl ReadableVec<Height, StoredU64>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
@@ -86,11 +87,14 @@ impl TypeCohortMetrics {
|
||||
|
||||
self.unrealized.compute(
|
||||
starting_indexes.height,
|
||||
&prices.cached_spot_cents,
|
||||
&prices.spot.cents.height,
|
||||
&self.realized.price.cents.height,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
self.supply
|
||||
.compute_dominance(starting_indexes.height, all_supply_sats, exit)?;
|
||||
|
||||
self.outputs
|
||||
.compute_part2(starting_indexes.height, all_utxo_count, exit)?;
|
||||
|
||||
|
||||
@@ -7,11 +7,11 @@ use vecdb::{BytesVec, BytesVecValue, Database, ImportableVec};
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{
|
||||
AmountPerBlock, AmountPerBlockCumulative, AmountPerBlockCumulativeRolling,
|
||||
CachedWindowStarts, CentsType, FiatPerBlock, FiatPerBlockCumulativeWithSums, NumericValue,
|
||||
PerBlock, PerBlockCumulativeRolling, PercentPerBlock, PercentRollingWindows, Price,
|
||||
ValuePerBlock, ValuePerBlockCumulative, ValuePerBlockCumulativeRolling, FiatType,
|
||||
FiatPerBlock, FiatPerBlockCumulativeWithSums, NumericValue, PerBlock,
|
||||
PerBlockCumulativeRolling, PercentPerBlock, PercentRollingWindows, Price,
|
||||
PriceWithRatioExtendedPerBlock, PriceWithRatioPerBlock, RatioPerBlock,
|
||||
RollingWindow24hPerBlock, RollingWindows, RollingWindowsFrom1w,
|
||||
RollingWindow24hPerBlock, RollingWindows, RollingWindowsFrom1w, WindowStartVec, Windows,
|
||||
},
|
||||
};
|
||||
|
||||
@@ -35,8 +35,8 @@ macro_rules! impl_config_import {
|
||||
|
||||
// Non-generic types
|
||||
impl_config_import!(
|
||||
AmountPerBlock,
|
||||
AmountPerBlockCumulative,
|
||||
ValuePerBlock,
|
||||
ValuePerBlockCumulative,
|
||||
PriceWithRatioPerBlock,
|
||||
PriceWithRatioExtendedPerBlock,
|
||||
RatioPerBlock<BasisPoints32>,
|
||||
@@ -79,7 +79,7 @@ impl<T: NumericValue + JsonSchema> ConfigImport for RollingWindow24hPerBlock<T>
|
||||
Self::forced_import(cfg.db, &cfg.name(suffix), cfg.version + offset, cfg.indexes)
|
||||
}
|
||||
}
|
||||
impl ConfigImport for AmountPerBlockCumulativeRolling {
|
||||
impl ConfigImport for ValuePerBlockCumulativeRolling {
|
||||
fn config_import(cfg: &ImportConfig, suffix: &str, offset: Version) -> Result<Self> {
|
||||
Self::forced_import(
|
||||
cfg.db,
|
||||
@@ -90,7 +90,7 @@ impl ConfigImport for AmountPerBlockCumulativeRolling {
|
||||
)
|
||||
}
|
||||
}
|
||||
impl<C: CentsType> ConfigImport for FiatPerBlockCumulativeWithSums<C> {
|
||||
impl<C: FiatType> ConfigImport for FiatPerBlockCumulativeWithSums<C> {
|
||||
fn config_import(cfg: &ImportConfig, suffix: &str, offset: Version) -> Result<Self> {
|
||||
Self::forced_import(
|
||||
cfg.db,
|
||||
@@ -106,7 +106,7 @@ impl<T: NumericValue + JsonSchema> ConfigImport for RollingWindowsFrom1w<T> {
|
||||
Self::forced_import(cfg.db, &cfg.name(suffix), cfg.version + offset, cfg.indexes)
|
||||
}
|
||||
}
|
||||
impl<C: CentsType> ConfigImport for FiatPerBlock<C> {
|
||||
impl<C: FiatType> ConfigImport for FiatPerBlock<C> {
|
||||
fn config_import(cfg: &ImportConfig, suffix: &str, offset: Version) -> Result<Self> {
|
||||
Self::forced_import(cfg.db, &cfg.name(suffix), cfg.version + offset, cfg.indexes)
|
||||
}
|
||||
@@ -128,7 +128,7 @@ pub struct ImportConfig<'a> {
|
||||
pub full_name: &'a str,
|
||||
pub version: Version,
|
||||
pub indexes: &'a indexes::Vecs,
|
||||
pub cached_starts: &'a CachedWindowStarts,
|
||||
pub cached_starts: &'a Windows<&'a WindowStartVec>,
|
||||
}
|
||||
|
||||
impl<'a> ImportConfig<'a> {
|
||||
|
||||
@@ -153,8 +153,8 @@ impl CostBasis {
|
||||
invested_cap_in_loss: &impl ReadableVec<Height, Cents>,
|
||||
supply_in_profit_sats: &impl ReadableVec<Height, Sats>,
|
||||
supply_in_loss_sats: &impl ReadableVec<Height, Sats>,
|
||||
investor_cap_in_profit_raw: &impl ReadableVec<Height, CentsSquaredSats>,
|
||||
investor_cap_in_loss_raw: &impl ReadableVec<Height, CentsSquaredSats>,
|
||||
capitalized_cap_in_profit_raw: &impl ReadableVec<Height, CentsSquaredSats>,
|
||||
capitalized_cap_in_loss_raw: &impl ReadableVec<Height, CentsSquaredSats>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.in_profit.per_coin.cents.height.compute_transform3(
|
||||
@@ -193,29 +193,29 @@ impl CostBasis {
|
||||
)?;
|
||||
self.in_profit.per_dollar.cents.height.compute_transform3(
|
||||
starting_indexes.height,
|
||||
investor_cap_in_profit_raw,
|
||||
capitalized_cap_in_profit_raw,
|
||||
invested_cap_in_profit,
|
||||
spot,
|
||||
|(h, investor_cap, invested_cents, spot, ..)| {
|
||||
|(h, capitalized_cap, invested_cents, spot, ..)| {
|
||||
let invested_raw = invested_cents.as_u128() * Sats::ONE_BTC_U128;
|
||||
if invested_raw == 0 {
|
||||
return (h, spot);
|
||||
}
|
||||
(h, Cents::new((investor_cap.inner() / invested_raw) as u64))
|
||||
(h, Cents::new((capitalized_cap.inner() / invested_raw) as u64))
|
||||
},
|
||||
exit,
|
||||
)?;
|
||||
self.in_loss.per_dollar.cents.height.compute_transform3(
|
||||
starting_indexes.height,
|
||||
investor_cap_in_loss_raw,
|
||||
capitalized_cap_in_loss_raw,
|
||||
invested_cap_in_loss,
|
||||
spot,
|
||||
|(h, investor_cap, invested_cents, spot, ..)| {
|
||||
|(h, capitalized_cap, invested_cents, spot, ..)| {
|
||||
let invested_raw = invested_cents.as_u128() * Sats::ONE_BTC_U128;
|
||||
if invested_raw == 0 {
|
||||
return (h, spot);
|
||||
}
|
||||
(h, Cents::new((investor_cap.inner() / invested_raw) as u64))
|
||||
(h, Cents::new((capitalized_cap.inner() / invested_raw) as u64))
|
||||
},
|
||||
exit,
|
||||
)?;
|
||||
|
||||
@@ -132,8 +132,8 @@ pub use profitability::ProfitabilityMetrics;
|
||||
pub use realized::{
|
||||
AdjustedSopr, RealizedCore, RealizedFull, RealizedFullAccum, RealizedLike, RealizedMinimal,
|
||||
};
|
||||
pub use relative::{RelativeForAll, RelativeToAll, RelativeWithExtended};
|
||||
pub use supply::{SupplyBase, SupplyCore};
|
||||
pub use relative::{RelativeForAll, RelativeWithExtended};
|
||||
pub use supply::{AvgAmountMetrics, SupplyBase, SupplyCore};
|
||||
pub use unrealized::{
|
||||
UnrealizedBasic, UnrealizedCore, UnrealizedFull, UnrealizedLike, UnrealizedMinimal,
|
||||
};
|
||||
|
||||
@@ -7,7 +7,7 @@ use vecdb::{AnyStoredVec, AnyVec, Database, Exit, Rw, StorageMode, WritableVec};
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{
|
||||
AmountPerBlock, AmountPerBlockWithDeltas, CachedWindowStarts, PerBlock, RatioPerBlock,
|
||||
ValuePerBlock, ValuePerBlockWithDeltas, PerBlock, RatioPerBlock, WindowStartVec, Windows,
|
||||
},
|
||||
prices,
|
||||
};
|
||||
@@ -20,7 +20,7 @@ pub struct WithSth<All, Sth = All> {
|
||||
|
||||
#[derive(Traversable)]
|
||||
pub struct ProfitabilityBucket<M: StorageMode = Rw> {
|
||||
pub supply: WithSth<AmountPerBlockWithDeltas<M>, AmountPerBlock<M>>,
|
||||
pub supply: WithSth<ValuePerBlockWithDeltas<M>, ValuePerBlock<M>>,
|
||||
pub realized_cap: WithSth<PerBlock<Dollars, M>>,
|
||||
pub unrealized_pnl: WithSth<PerBlock<Dollars, M>>,
|
||||
pub nupl: RatioPerBlock<BasisPointsSigned32, M>,
|
||||
@@ -43,18 +43,18 @@ impl ProfitabilityBucket {
|
||||
name: &str,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
cached_starts: &CachedWindowStarts,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
) -> Result<Self> {
|
||||
Ok(Self {
|
||||
supply: WithSth {
|
||||
all: AmountPerBlockWithDeltas::forced_import(
|
||||
all: ValuePerBlockWithDeltas::forced_import(
|
||||
db,
|
||||
&format!("{name}_supply"),
|
||||
version,
|
||||
indexes,
|
||||
cached_starts,
|
||||
)?,
|
||||
sth: AmountPerBlock::forced_import(
|
||||
sth: ValuePerBlock::forced_import(
|
||||
db,
|
||||
&format!("{name}_sth_supply"),
|
||||
version,
|
||||
@@ -126,7 +126,7 @@ impl ProfitabilityBucket {
|
||||
|
||||
self.unrealized_pnl.all.height.compute_transform3(
|
||||
max_from,
|
||||
&prices.cached_spot_cents,
|
||||
&prices.spot.cents.height,
|
||||
&self.realized_cap.all.height,
|
||||
&self.supply.all.sats.height,
|
||||
|(i, spot, cap, supply, ..)| {
|
||||
@@ -139,7 +139,7 @@ impl ProfitabilityBucket {
|
||||
)?;
|
||||
self.unrealized_pnl.sth.height.compute_transform3(
|
||||
max_from,
|
||||
&prices.cached_spot_cents,
|
||||
&prices.spot.cents.height,
|
||||
&self.realized_cap.sth.height,
|
||||
&self.supply.sth.sats.height,
|
||||
|(i, spot, cap, supply, ..)| {
|
||||
@@ -153,7 +153,7 @@ impl ProfitabilityBucket {
|
||||
|
||||
self.nupl.bps.height.compute_transform3(
|
||||
max_from,
|
||||
&prices.cached_spot_cents,
|
||||
&prices.spot.cents.height,
|
||||
&self.realized_cap.all.height,
|
||||
&self.supply.all.sats.height,
|
||||
|(i, spot, cap_dollars, supply_sats, ..)| {
|
||||
@@ -267,7 +267,7 @@ impl ProfitabilityMetrics {
|
||||
db: &Database,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
cached_starts: &CachedWindowStarts,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
) -> Result<Self> {
|
||||
let range = ProfitabilityRange::try_new(|name| {
|
||||
ProfitabilityBucket::forced_import(db, name, version, indexes, cached_starts)
|
||||
|
||||
@@ -62,10 +62,10 @@ impl RealizedCore {
|
||||
);
|
||||
|
||||
let neg_loss_sum = minimal.loss.sum.0.map_with_suffix(|suffix, slot| {
|
||||
LazyPerBlock::from_height_source::<NegCentsUnsignedToDollars>(
|
||||
LazyPerBlock::from_height_source::<NegCentsUnsignedToDollars, _>(
|
||||
&cfg.name(&format!("realized_loss_neg_sum_{suffix}")),
|
||||
cfg.version + Version::ONE,
|
||||
slot.cents.height.read_only_boxed_clone(),
|
||||
slot.cents.height.clone(),
|
||||
cfg.indexes,
|
||||
)
|
||||
});
|
||||
|
||||
@@ -11,7 +11,7 @@ use crate::{
|
||||
blocks,
|
||||
distribution::state::{CohortState, CostBasisData, RealizedState, WithCapital},
|
||||
internal::{
|
||||
AmountPerBlockCumulativeRolling, FiatPerBlockCumulativeWithSums, PercentPerBlock,
|
||||
ValuePerBlockCumulativeRolling, FiatPerBlockCumulativeWithSums, PercentPerBlock,
|
||||
PercentRollingWindows, PriceWithRatioExtendedPerBlock, RatioCents64, RatioCentsBp32,
|
||||
RatioCentsSignedCentsBps32, RatioCentsSignedDollarsBps32, RatioDollarsBp32,
|
||||
RatioPerBlockPercentiles, RatioPerBlockStdDevBands, RatioSma, RollingWindows,
|
||||
@@ -45,7 +45,7 @@ pub struct RealizedPeakRegret<M: StorageMode = Rw> {
|
||||
}
|
||||
|
||||
#[derive(Traversable)]
|
||||
pub struct RealizedInvestor<M: StorageMode = Rw> {
|
||||
pub struct RealizedCapitalized<M: StorageMode = Rw> {
|
||||
pub price: PriceWithRatioExtendedPerBlock<M>,
|
||||
#[traversable(hidden)]
|
||||
pub cap_raw: M::Stored<BytesVec<Height, CentsSquaredSats>>,
|
||||
@@ -63,7 +63,7 @@ pub struct RealizedFull<M: StorageMode = Rw> {
|
||||
pub net_pnl: RealizedNetPnl<M>,
|
||||
pub sopr: RealizedSopr<M>,
|
||||
pub peak_regret: RealizedPeakRegret<M>,
|
||||
pub investor: RealizedInvestor<M>,
|
||||
pub capitalized: RealizedCapitalized<M>,
|
||||
|
||||
pub profit_to_loss_ratio: RollingWindows<StoredF64, M>,
|
||||
|
||||
@@ -108,10 +108,10 @@ impl RealizedFull {
|
||||
value: cfg.import("realized_peak_regret", Version::new(3))?,
|
||||
};
|
||||
|
||||
// Investor
|
||||
let investor = RealizedInvestor {
|
||||
price: cfg.import("investor_price", v0)?,
|
||||
cap_raw: cfg.import("investor_cap_raw", v0)?,
|
||||
// Capitalized
|
||||
let capitalized = RealizedCapitalized {
|
||||
price: cfg.import("capitalized_price", v0)?,
|
||||
cap_raw: cfg.import("capitalized_cap_raw", v0)?,
|
||||
};
|
||||
|
||||
// Price ratio stats
|
||||
@@ -125,7 +125,7 @@ impl RealizedFull {
|
||||
net_pnl,
|
||||
sopr,
|
||||
peak_regret,
|
||||
investor,
|
||||
capitalized,
|
||||
profit_to_loss_ratio: cfg.import("realized_profit_to_loss_ratio", v1)?,
|
||||
cap_raw: cfg.import("cap_raw", v0)?,
|
||||
cap_to_own_mcap: cfg.import("realized_cap_to_own_mcap", v1)?,
|
||||
@@ -151,13 +151,13 @@ impl RealizedFull {
|
||||
}
|
||||
|
||||
pub(crate) fn min_stateful_len(&self) -> usize {
|
||||
self.investor
|
||||
self.capitalized
|
||||
.price
|
||||
.cents
|
||||
.height
|
||||
.len()
|
||||
.min(self.cap_raw.len())
|
||||
.min(self.investor.cap_raw.len())
|
||||
.min(self.capitalized.cap_raw.len())
|
||||
.min(self.peak_regret.value.block.cents.len())
|
||||
}
|
||||
|
||||
@@ -167,15 +167,15 @@ impl RealizedFull {
|
||||
state: &CohortState<RealizedState, CostBasisData<WithCapital>>,
|
||||
) {
|
||||
self.core.push_state(state);
|
||||
self.investor
|
||||
self.capitalized
|
||||
.price
|
||||
.cents
|
||||
.height
|
||||
.push(state.realized.investor_price());
|
||||
.push(state.realized.capitalized_price());
|
||||
self.cap_raw.push(state.realized.cap_raw());
|
||||
self.investor
|
||||
self.capitalized
|
||||
.cap_raw
|
||||
.push(state.realized.investor_cap_raw());
|
||||
.push(state.realized.capitalized_cap_raw());
|
||||
self.peak_regret
|
||||
.value
|
||||
.block
|
||||
@@ -185,9 +185,9 @@ impl RealizedFull {
|
||||
|
||||
pub(crate) fn collect_vecs_mut(&mut self) -> Vec<&mut dyn AnyStoredVec> {
|
||||
let mut vecs = self.core.collect_vecs_mut();
|
||||
vecs.push(&mut self.investor.price.cents.height);
|
||||
vecs.push(&mut self.capitalized.price.cents.height);
|
||||
vecs.push(&mut self.cap_raw as &mut dyn AnyStoredVec);
|
||||
vecs.push(&mut self.investor.cap_raw as &mut dyn AnyStoredVec);
|
||||
vecs.push(&mut self.capitalized.cap_raw as &mut dyn AnyStoredVec);
|
||||
vecs.push(&mut self.peak_regret.value.block.cents);
|
||||
vecs
|
||||
}
|
||||
@@ -207,17 +207,17 @@ impl RealizedFull {
|
||||
#[inline(always)]
|
||||
pub(crate) fn push_accum(&mut self, accum: &RealizedFullAccum) {
|
||||
self.cap_raw.push(accum.cap_raw);
|
||||
self.investor.cap_raw.push(accum.investor_cap_raw);
|
||||
self.capitalized.cap_raw.push(accum.capitalized_cap_raw);
|
||||
|
||||
let investor_price = {
|
||||
let capitalized_price = {
|
||||
let cap = accum.cap_raw.as_u128();
|
||||
if cap == 0 {
|
||||
Cents::ZERO
|
||||
} else {
|
||||
Cents::new((accum.investor_cap_raw / cap) as u64)
|
||||
Cents::new((accum.capitalized_cap_raw / cap) as u64)
|
||||
}
|
||||
};
|
||||
self.investor.price.cents.height.push(investor_price);
|
||||
self.capitalized.price.cents.height.push(capitalized_price);
|
||||
|
||||
self.peak_regret.value.block.cents.push(accum.peak_regret());
|
||||
}
|
||||
@@ -243,7 +243,7 @@ impl RealizedFull {
|
||||
starting_indexes: &Indexes,
|
||||
height_to_supply: &impl ReadableVec<Height, Bitcoin>,
|
||||
height_to_market_cap: &impl ReadableVec<Height, Dollars>,
|
||||
activity_transfer_volume: &AmountPerBlockCumulativeRolling,
|
||||
activity_transfer_volume: &ValuePerBlockCumulativeRolling,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.core.compute_rest_part2(
|
||||
@@ -298,8 +298,8 @@ impl RealizedFull {
|
||||
exit,
|
||||
)?;
|
||||
|
||||
// Investor price ratio, percentiles and bands
|
||||
self.investor
|
||||
// Capitalized price ratio, percentiles and bands
|
||||
self.capitalized
|
||||
.price
|
||||
.compute_rest(prices, starting_indexes, exit)?;
|
||||
|
||||
@@ -374,14 +374,14 @@ impl RealizedFull {
|
||||
#[derive(Default)]
|
||||
pub struct RealizedFullAccum {
|
||||
pub(crate) cap_raw: CentsSats,
|
||||
pub(crate) investor_cap_raw: CentsSquaredSats,
|
||||
pub(crate) capitalized_cap_raw: CentsSquaredSats,
|
||||
peak_regret: CentsSats,
|
||||
}
|
||||
|
||||
impl RealizedFullAccum {
|
||||
pub(crate) fn add(&mut self, state: &RealizedState) {
|
||||
self.cap_raw += state.cap_raw();
|
||||
self.investor_cap_raw += state.investor_cap_raw();
|
||||
self.capitalized_cap_raw += state.capitalized_cap_raw();
|
||||
self.peak_regret += CentsSats::new(state.peak_regret_raw());
|
||||
}
|
||||
|
||||
|
||||
@@ -118,11 +118,11 @@ impl RealizedMinimal {
|
||||
|(i, cap_cents, supply, ..)| {
|
||||
let cap = cap_cents.as_u128();
|
||||
let supply_sats = Sats::from(supply).as_u128();
|
||||
if supply_sats == 0 {
|
||||
(i, Cents::ZERO)
|
||||
} else {
|
||||
(i, Cents::from(cap * Sats::ONE_BTC_U128 / supply_sats))
|
||||
}
|
||||
let cents = (cap * Sats::ONE_BTC_U128)
|
||||
.checked_div(supply_sats)
|
||||
.map(Cents::from)
|
||||
.unwrap_or(Cents::ZERO);
|
||||
(i, cents)
|
||||
},
|
||||
exit,
|
||||
)?)
|
||||
|
||||
@@ -4,9 +4,9 @@ use brk_types::{Dollars, Height};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use vecdb::{Exit, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use crate::distribution::metrics::{ImportConfig, SupplyCore, UnrealizedFull};
|
||||
use crate::distribution::metrics::{ImportConfig, RealizedFull, SupplyCore, UnrealizedFull};
|
||||
|
||||
use super::{RelativeExtendedOwnPnl, RelativeFull};
|
||||
use super::{RelativeExtendedOwnPnl, RelativeFull, RelativeInvestedCapital};
|
||||
|
||||
/// Relative metrics for the "all" cohort (base + own_pnl, NO rel_to_all).
|
||||
#[derive(Deref, DerefMut, Traversable)]
|
||||
@@ -17,6 +17,8 @@ pub struct RelativeForAll<M: StorageMode = Rw> {
|
||||
pub base: RelativeFull<M>,
|
||||
#[traversable(flatten)]
|
||||
pub extended_own_pnl: RelativeExtendedOwnPnl<M>,
|
||||
#[traversable(flatten)]
|
||||
pub invested_capital: RelativeInvestedCapital<M>,
|
||||
}
|
||||
|
||||
impl RelativeForAll {
|
||||
@@ -24,6 +26,7 @@ impl RelativeForAll {
|
||||
Ok(Self {
|
||||
base: RelativeFull::forced_import(cfg)?,
|
||||
extended_own_pnl: RelativeExtendedOwnPnl::forced_import(cfg)?,
|
||||
invested_capital: RelativeInvestedCapital::forced_import(cfg)?,
|
||||
})
|
||||
}
|
||||
|
||||
@@ -32,6 +35,7 @@ impl RelativeForAll {
|
||||
max_from: Height,
|
||||
supply: &SupplyCore,
|
||||
unrealized: &UnrealizedFull,
|
||||
realized: &RealizedFull,
|
||||
market_cap: &impl ReadableVec<Height, Dollars>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
@@ -43,6 +47,8 @@ impl RelativeForAll {
|
||||
&unrealized.gross_pnl.usd.height,
|
||||
exit,
|
||||
)?;
|
||||
self.invested_capital
|
||||
.compute(max_from, unrealized, realized, exit)?;
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
@@ -11,10 +11,10 @@ use crate::{
|
||||
/// Full relative metrics (sth/lth/all tier).
|
||||
#[derive(Traversable)]
|
||||
pub struct RelativeFull<M: StorageMode = Rw> {
|
||||
#[traversable(wrap = "supply/in_profit", rename = "to_own")]
|
||||
pub supply_in_profit_to_own: PercentPerBlock<BasisPoints16, M>,
|
||||
#[traversable(wrap = "supply/in_loss", rename = "to_own")]
|
||||
pub supply_in_loss_to_own: PercentPerBlock<BasisPoints16, M>,
|
||||
#[traversable(wrap = "supply/in_profit", rename = "share")]
|
||||
pub supply_in_profit_share: PercentPerBlock<BasisPoints16, M>,
|
||||
#[traversable(wrap = "supply/in_loss", rename = "share")]
|
||||
pub supply_in_loss_share: PercentPerBlock<BasisPoints16, M>,
|
||||
|
||||
#[traversable(wrap = "unrealized/profit", rename = "to_mcap")]
|
||||
pub unrealized_profit_to_mcap: PercentPerBlock<BasisPoints16, M>,
|
||||
@@ -28,8 +28,8 @@ impl RelativeFull {
|
||||
let v2 = Version::new(2);
|
||||
|
||||
Ok(Self {
|
||||
supply_in_profit_to_own: cfg.import("supply_in_profit_to_own", v1)?,
|
||||
supply_in_loss_to_own: cfg.import("supply_in_loss_to_own", v1)?,
|
||||
supply_in_profit_share: cfg.import("supply_in_profit_share", v1)?,
|
||||
supply_in_loss_share: cfg.import("supply_in_loss_share", v1)?,
|
||||
unrealized_profit_to_mcap: cfg.import("unrealized_profit_to_mcap", v2)?,
|
||||
unrealized_loss_to_mcap: cfg.import("unrealized_loss_to_mcap", v2)?,
|
||||
})
|
||||
@@ -43,14 +43,14 @@ impl RelativeFull {
|
||||
market_cap: &impl ReadableVec<Height, Dollars>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.supply_in_profit_to_own
|
||||
self.supply_in_profit_share
|
||||
.compute_binary::<Sats, Sats, RatioSatsBp16>(
|
||||
max_from,
|
||||
&supply.in_profit.sats.height,
|
||||
&supply.total.sats.height,
|
||||
exit,
|
||||
)?;
|
||||
self.supply_in_loss_to_own
|
||||
self.supply_in_loss_share
|
||||
.compute_binary::<Sats, Sats, RatioSatsBp16>(
|
||||
max_from,
|
||||
&supply.in_loss.sats.height,
|
||||
|
||||
@@ -0,0 +1,53 @@
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints16, Cents, Height, Version};
|
||||
use vecdb::{Exit, Rw, StorageMode};
|
||||
|
||||
use crate::internal::{PercentPerBlock, RatioCentsBp16};
|
||||
|
||||
use crate::distribution::metrics::{ImportConfig, RealizedFull, UnrealizedFull};
|
||||
|
||||
/// Shares of invested capital in profit / in loss relative to own realized cap.
|
||||
/// Present for cohorts with `UnrealizedFull` (all, sth, lth).
|
||||
#[derive(Traversable)]
|
||||
pub struct RelativeInvestedCapital<M: StorageMode = Rw> {
|
||||
#[traversable(wrap = "invested_capital/in_profit", rename = "share")]
|
||||
pub in_profit_share: PercentPerBlock<BasisPoints16, M>,
|
||||
#[traversable(wrap = "invested_capital/in_loss", rename = "share")]
|
||||
pub in_loss_share: PercentPerBlock<BasisPoints16, M>,
|
||||
}
|
||||
|
||||
impl RelativeInvestedCapital {
|
||||
pub(crate) fn forced_import(cfg: &ImportConfig) -> Result<Self> {
|
||||
let v0 = Version::ZERO;
|
||||
Ok(Self {
|
||||
in_profit_share: cfg.import("invested_capital_in_profit_share", v0)?,
|
||||
in_loss_share: cfg.import("invested_capital_in_loss_share", v0)?,
|
||||
})
|
||||
}
|
||||
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
max_from: Height,
|
||||
unrealized: &UnrealizedFull,
|
||||
realized: &RealizedFull,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
let realized_cap = &realized.core.minimal.cap.cents.height;
|
||||
self.in_profit_share
|
||||
.compute_binary::<Cents, Cents, RatioCentsBp16>(
|
||||
max_from,
|
||||
&unrealized.invested_capital.in_profit.cents.height,
|
||||
realized_cap,
|
||||
exit,
|
||||
)?;
|
||||
self.in_loss_share
|
||||
.compute_binary::<Cents, Cents, RatioCentsBp16>(
|
||||
max_from,
|
||||
&unrealized.invested_capital.in_loss.cents.height,
|
||||
realized_cap,
|
||||
exit,
|
||||
)?;
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
@@ -2,12 +2,12 @@ mod extended_own_market_cap;
|
||||
mod extended_own_pnl;
|
||||
mod for_all;
|
||||
mod full;
|
||||
mod to_all;
|
||||
mod invested_capital;
|
||||
mod with_extended;
|
||||
|
||||
pub use extended_own_market_cap::RelativeExtendedOwnMarketCap;
|
||||
pub use extended_own_pnl::RelativeExtendedOwnPnl;
|
||||
pub use for_all::RelativeForAll;
|
||||
pub use full::RelativeFull;
|
||||
pub use to_all::RelativeToAll;
|
||||
pub use invested_capital::RelativeInvestedCapital;
|
||||
pub use with_extended::RelativeWithExtended;
|
||||
|
||||
@@ -1,62 +0,0 @@
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPoints16, Height, Sats, Version};
|
||||
use vecdb::{Exit, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use crate::internal::{PercentPerBlock, RatioSatsBp16};
|
||||
|
||||
use crate::distribution::metrics::{ImportConfig, SupplyCore};
|
||||
|
||||
/// Relative-to-all metrics (not present for the "all" cohort itself).
|
||||
#[derive(Traversable)]
|
||||
pub struct RelativeToAll<M: StorageMode = Rw> {
|
||||
#[traversable(wrap = "supply", rename = "to_circulating")]
|
||||
pub supply_to_circulating: PercentPerBlock<BasisPoints16, M>,
|
||||
#[traversable(wrap = "supply/in_profit", rename = "to_circulating")]
|
||||
pub supply_in_profit_to_circulating: PercentPerBlock<BasisPoints16, M>,
|
||||
#[traversable(wrap = "supply/in_loss", rename = "to_circulating")]
|
||||
pub supply_in_loss_to_circulating: PercentPerBlock<BasisPoints16, M>,
|
||||
}
|
||||
|
||||
impl RelativeToAll {
|
||||
pub(crate) fn forced_import(cfg: &ImportConfig) -> Result<Self> {
|
||||
Ok(Self {
|
||||
supply_to_circulating: cfg.import("supply_to_circulating", Version::ONE)?,
|
||||
supply_in_profit_to_circulating: cfg
|
||||
.import("supply_in_profit_to_circulating", Version::ONE)?,
|
||||
supply_in_loss_to_circulating: cfg
|
||||
.import("supply_in_loss_to_circulating", Version::ONE)?,
|
||||
})
|
||||
}
|
||||
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
max_from: Height,
|
||||
supply: &SupplyCore,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.supply_to_circulating
|
||||
.compute_binary::<Sats, Sats, RatioSatsBp16>(
|
||||
max_from,
|
||||
&supply.total.sats.height,
|
||||
all_supply_sats,
|
||||
exit,
|
||||
)?;
|
||||
self.supply_in_profit_to_circulating
|
||||
.compute_binary::<Sats, Sats, RatioSatsBp16>(
|
||||
max_from,
|
||||
&supply.in_profit.sats.height,
|
||||
all_supply_sats,
|
||||
exit,
|
||||
)?;
|
||||
self.supply_in_loss_to_circulating
|
||||
.compute_binary::<Sats, Sats, RatioSatsBp16>(
|
||||
max_from,
|
||||
&supply.in_loss.sats.height,
|
||||
all_supply_sats,
|
||||
exit,
|
||||
)?;
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
@@ -1,14 +1,16 @@
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{Dollars, Height, Sats};
|
||||
use brk_types::{Dollars, Height};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use vecdb::{Exit, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use crate::distribution::metrics::{ImportConfig, SupplyCore, UnrealizedFull};
|
||||
use crate::distribution::metrics::{ImportConfig, RealizedFull, SupplyCore, UnrealizedFull};
|
||||
|
||||
use super::{RelativeExtendedOwnMarketCap, RelativeExtendedOwnPnl, RelativeFull, RelativeToAll};
|
||||
use super::{
|
||||
RelativeExtendedOwnMarketCap, RelativeExtendedOwnPnl, RelativeFull, RelativeInvestedCapital,
|
||||
};
|
||||
|
||||
/// Full extended relative metrics (base + rel_to_all + own_market_cap + own_pnl).
|
||||
/// Full extended relative metrics (base + own_market_cap + own_pnl + invested_capital).
|
||||
/// Used by: sth, lth cohorts.
|
||||
#[derive(Deref, DerefMut, Traversable)]
|
||||
pub struct RelativeWithExtended<M: StorageMode = Rw> {
|
||||
@@ -17,20 +19,20 @@ pub struct RelativeWithExtended<M: StorageMode = Rw> {
|
||||
#[traversable(flatten)]
|
||||
pub base: RelativeFull<M>,
|
||||
#[traversable(flatten)]
|
||||
pub rel_to_all: RelativeToAll<M>,
|
||||
#[traversable(flatten)]
|
||||
pub extended_own_market_cap: RelativeExtendedOwnMarketCap<M>,
|
||||
#[traversable(flatten)]
|
||||
pub extended_own_pnl: RelativeExtendedOwnPnl<M>,
|
||||
#[traversable(flatten)]
|
||||
pub invested_capital: RelativeInvestedCapital<M>,
|
||||
}
|
||||
|
||||
impl RelativeWithExtended {
|
||||
pub(crate) fn forced_import(cfg: &ImportConfig) -> Result<Self> {
|
||||
Ok(Self {
|
||||
base: RelativeFull::forced_import(cfg)?,
|
||||
rel_to_all: RelativeToAll::forced_import(cfg)?,
|
||||
extended_own_market_cap: RelativeExtendedOwnMarketCap::forced_import(cfg)?,
|
||||
extended_own_pnl: RelativeExtendedOwnPnl::forced_import(cfg)?,
|
||||
invested_capital: RelativeInvestedCapital::forced_import(cfg)?,
|
||||
})
|
||||
}
|
||||
|
||||
@@ -40,15 +42,13 @@ impl RelativeWithExtended {
|
||||
max_from: Height,
|
||||
supply: &SupplyCore,
|
||||
unrealized: &UnrealizedFull,
|
||||
realized: &RealizedFull,
|
||||
market_cap: &impl ReadableVec<Height, Dollars>,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
own_market_cap: &impl ReadableVec<Height, Dollars>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.base
|
||||
.compute(max_from, supply, &unrealized.inner.basic, market_cap, exit)?;
|
||||
self.rel_to_all
|
||||
.compute(max_from, supply, all_supply_sats, exit)?;
|
||||
self.extended_own_market_cap
|
||||
.compute(max_from, &unrealized.inner, own_market_cap, exit)?;
|
||||
self.extended_own_pnl.compute(
|
||||
@@ -57,6 +57,8 @@ impl RelativeWithExtended {
|
||||
&unrealized.gross_pnl.usd.height,
|
||||
exit,
|
||||
)?;
|
||||
self.invested_capital
|
||||
.compute(max_from, unrealized, realized, exit)?;
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
@@ -0,0 +1,77 @@
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{Height, Sats, StoredU64, Version};
|
||||
use vecdb::{AnyStoredVec, Database, Exit, ReadableVec, Rw, StorageMode, WritableVec};
|
||||
|
||||
use crate::{indexes, internal::ValuePerBlock, prices};
|
||||
|
||||
/// Average amount held per UTXO and per funded address.
|
||||
///
|
||||
/// `utxo = supply / utxo_count`, `addr = supply / funded_addr_count`.
|
||||
#[derive(Traversable)]
|
||||
pub struct AvgAmountMetrics<M: StorageMode = Rw> {
|
||||
pub utxo: ValuePerBlock<M>,
|
||||
pub addr: ValuePerBlock<M>,
|
||||
}
|
||||
|
||||
impl AvgAmountMetrics {
|
||||
pub(crate) fn forced_import(
|
||||
db: &Database,
|
||||
prefix: &str,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
) -> Result<Self> {
|
||||
let name = |suffix: &str| {
|
||||
if prefix.is_empty() {
|
||||
suffix.to_string()
|
||||
} else {
|
||||
format!("{prefix}_{suffix}")
|
||||
}
|
||||
};
|
||||
Ok(Self {
|
||||
utxo: ValuePerBlock::forced_import(db, &name("avg_utxo_amount"), version, indexes)?,
|
||||
addr: ValuePerBlock::forced_import(db, &name("avg_addr_amount"), version, indexes)?,
|
||||
})
|
||||
}
|
||||
|
||||
pub(crate) fn collect_vecs_mut(&mut self) -> Vec<&mut dyn AnyStoredVec> {
|
||||
vec![
|
||||
&mut self.utxo.sats.height as &mut dyn AnyStoredVec,
|
||||
&mut self.utxo.cents.height,
|
||||
&mut self.addr.sats.height,
|
||||
&mut self.addr.cents.height,
|
||||
]
|
||||
}
|
||||
|
||||
pub(crate) fn reset_height(&mut self) -> Result<()> {
|
||||
self.utxo.sats.height.reset()?;
|
||||
self.utxo.cents.height.reset()?;
|
||||
self.addr.sats.height.reset()?;
|
||||
self.addr.cents.height.reset()?;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
utxo_count: &impl ReadableVec<Height, StoredU64>,
|
||||
funded_addr_count: &impl ReadableVec<Height, StoredU64>,
|
||||
max_from: Height,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.utxo
|
||||
.sats
|
||||
.height
|
||||
.compute_divide(max_from, supply_sats, utxo_count, exit)?;
|
||||
self.utxo.compute(prices, max_from, exit)?;
|
||||
|
||||
self.addr
|
||||
.sats
|
||||
.height
|
||||
.compute_divide(max_from, supply_sats, funded_addr_count, exit)?;
|
||||
self.addr.compute(prices, max_from, exit)?;
|
||||
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
@@ -1,29 +1,33 @@
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{BasisPointsSigned32, Height, Indexes, Sats, SatsSigned, Version};
|
||||
use vecdb::{AnyStoredVec, AnyVec, Exit, Rw, StorageMode, WritableVec};
|
||||
use brk_types::{BasisPoints16, BasisPointsSigned32, Height, Indexes, Sats, SatsSigned, Version};
|
||||
use vecdb::{AnyStoredVec, AnyVec, Exit, ReadableVec, Rw, StorageMode, WritableVec};
|
||||
|
||||
use crate::{
|
||||
distribution::state::{CohortState, CostBasisOps, RealizedOps},
|
||||
prices,
|
||||
};
|
||||
|
||||
use crate::internal::{AmountPerBlock, LazyRollingDeltasFromHeight};
|
||||
use crate::internal::{
|
||||
LazyRollingDeltasAmountFromHeight, PercentPerBlock, RatioSatsBp16, ValuePerBlock,
|
||||
};
|
||||
|
||||
use crate::distribution::metrics::ImportConfig;
|
||||
|
||||
/// Base supply metrics: total supply only (2 stored vecs).
|
||||
/// Base supply metrics: total supply + dominance (share of circulating).
|
||||
#[derive(Traversable)]
|
||||
pub struct SupplyBase<M: StorageMode = Rw> {
|
||||
pub total: AmountPerBlock<M>,
|
||||
pub delta: LazyRollingDeltasFromHeight<Sats, SatsSigned, BasisPointsSigned32>,
|
||||
pub total: ValuePerBlock<M>,
|
||||
pub delta: LazyRollingDeltasAmountFromHeight<Sats, SatsSigned, BasisPointsSigned32>,
|
||||
#[traversable(rename = "dominance")]
|
||||
pub dominance: PercentPerBlock<BasisPoints16, M>,
|
||||
}
|
||||
|
||||
impl SupplyBase {
|
||||
pub(crate) fn forced_import(cfg: &ImportConfig) -> Result<Self> {
|
||||
let supply: AmountPerBlock = cfg.import("supply", Version::ZERO)?;
|
||||
let supply: ValuePerBlock = cfg.import("supply", Version::ZERO)?;
|
||||
|
||||
let delta = LazyRollingDeltasFromHeight::new(
|
||||
let delta = LazyRollingDeltasAmountFromHeight::new(
|
||||
&cfg.name("supply_delta"),
|
||||
cfg.version + Version::ONE,
|
||||
&supply.sats.height,
|
||||
@@ -31,9 +35,12 @@ impl SupplyBase {
|
||||
cfg.indexes,
|
||||
);
|
||||
|
||||
let dominance = cfg.import("supply_dominance", Version::ZERO)?;
|
||||
|
||||
Ok(Self {
|
||||
total: supply,
|
||||
delta,
|
||||
dominance,
|
||||
})
|
||||
}
|
||||
|
||||
@@ -49,7 +56,8 @@ impl SupplyBase {
|
||||
pub(crate) fn collect_vecs_mut(&mut self) -> Vec<&mut dyn AnyStoredVec> {
|
||||
vec![
|
||||
&mut self.total.sats.height as &mut dyn AnyStoredVec,
|
||||
&mut self.total.cents.height as &mut dyn AnyStoredVec,
|
||||
&mut self.total.cents.height,
|
||||
&mut self.dominance.bps.height,
|
||||
]
|
||||
}
|
||||
|
||||
@@ -62,6 +70,21 @@ impl SupplyBase {
|
||||
self.total.compute(prices, max_from, exit)
|
||||
}
|
||||
|
||||
pub(crate) fn compute_dominance(
|
||||
&mut self,
|
||||
max_from: Height,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.dominance
|
||||
.compute_binary::<Sats, Sats, RatioSatsBp16>(
|
||||
max_from,
|
||||
&self.total.sats.height,
|
||||
all_supply_sats,
|
||||
exit,
|
||||
)
|
||||
}
|
||||
|
||||
pub(crate) fn compute_from_stateful(
|
||||
&mut self,
|
||||
starting_indexes: &Indexes,
|
||||
|
||||
@@ -7,7 +7,7 @@ use vecdb::{AnyStoredVec, AnyVec, Exit, Rw, StorageMode, WritableVec};
|
||||
use crate::{distribution::state::UnrealizedState, prices};
|
||||
|
||||
use crate::internal::{
|
||||
AmountPerBlock, HalveCents, HalveDollars, HalveSats, HalveSatsToBitcoin, LazyAmountPerBlock,
|
||||
ValuePerBlock, HalveCents, HalveDollars, HalveSats, HalveSatsToBitcoin, LazyValuePerBlock,
|
||||
};
|
||||
|
||||
use crate::distribution::metrics::ImportConfig;
|
||||
@@ -22,9 +22,9 @@ pub struct SupplyCore<M: StorageMode = Rw> {
|
||||
#[traversable(flatten)]
|
||||
pub base: SupplyBase<M>,
|
||||
|
||||
pub half: LazyAmountPerBlock,
|
||||
pub in_profit: AmountPerBlock<M>,
|
||||
pub in_loss: AmountPerBlock<M>,
|
||||
pub half: LazyValuePerBlock,
|
||||
pub in_profit: ValuePerBlock<M>,
|
||||
pub in_loss: ValuePerBlock<M>,
|
||||
}
|
||||
|
||||
impl SupplyCore {
|
||||
@@ -32,7 +32,7 @@ impl SupplyCore {
|
||||
let v0 = Version::ZERO;
|
||||
let base = SupplyBase::forced_import(cfg)?;
|
||||
|
||||
let half = LazyAmountPerBlock::from_block_source::<
|
||||
let half = LazyValuePerBlock::from_block_source::<
|
||||
HalveSats,
|
||||
HalveSatsToBitcoin,
|
||||
HalveCents,
|
||||
|
||||
@@ -1,5 +1,7 @@
|
||||
mod avg_amount;
|
||||
mod base;
|
||||
mod core;
|
||||
|
||||
pub use avg_amount::AvgAmountMetrics;
|
||||
pub use self::core::SupplyCore;
|
||||
pub use base::SupplyBase;
|
||||
|
||||
@@ -33,8 +33,8 @@ pub struct UnrealizedFull<M: StorageMode = Rw> {
|
||||
pub gross_pnl: FiatPerBlock<Cents, M>,
|
||||
pub invested_capital: UnrealizedInvestedCapital<M>,
|
||||
|
||||
pub investor_cap_in_profit_raw: M::Stored<BytesVec<Height, CentsSquaredSats>>,
|
||||
pub investor_cap_in_loss_raw: M::Stored<BytesVec<Height, CentsSquaredSats>>,
|
||||
pub capitalized_cap_in_profit_raw: M::Stored<BytesVec<Height, CentsSquaredSats>>,
|
||||
pub capitalized_cap_in_loss_raw: M::Stored<BytesVec<Height, CentsSquaredSats>>,
|
||||
|
||||
pub sentiment: UnrealizedSentiment<M>,
|
||||
}
|
||||
@@ -53,8 +53,8 @@ impl UnrealizedFull {
|
||||
in_loss: cfg.import("invested_capital_in_loss", v1)?,
|
||||
};
|
||||
|
||||
let investor_cap_in_profit_raw = cfg.import("investor_cap_in_profit_raw", v0)?;
|
||||
let investor_cap_in_loss_raw = cfg.import("investor_cap_in_loss_raw", v0)?;
|
||||
let capitalized_cap_in_profit_raw = cfg.import("capitalized_cap_in_profit_raw", v0)?;
|
||||
let capitalized_cap_in_loss_raw = cfg.import("capitalized_cap_in_loss_raw", v0)?;
|
||||
|
||||
let sentiment = UnrealizedSentiment {
|
||||
pain_index: cfg.import("pain_index", v1)?,
|
||||
@@ -66,33 +66,33 @@ impl UnrealizedFull {
|
||||
inner,
|
||||
gross_pnl,
|
||||
invested_capital,
|
||||
investor_cap_in_profit_raw,
|
||||
investor_cap_in_loss_raw,
|
||||
capitalized_cap_in_profit_raw,
|
||||
capitalized_cap_in_loss_raw,
|
||||
sentiment,
|
||||
})
|
||||
}
|
||||
|
||||
pub(crate) fn min_stateful_len(&self) -> usize {
|
||||
// Only check per-block pushed vecs (investor_cap_raw).
|
||||
// Only check per-block pushed vecs (capitalized_cap_raw).
|
||||
// Core-level vecs (profit/loss) are aggregated from age_range, not stateful.
|
||||
self.investor_cap_in_profit_raw
|
||||
self.capitalized_cap_in_profit_raw
|
||||
.len()
|
||||
.min(self.investor_cap_in_loss_raw.len())
|
||||
.min(self.capitalized_cap_in_loss_raw.len())
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub(crate) fn push_state_all(&mut self, state: &UnrealizedState) {
|
||||
self.inner.push_state(state);
|
||||
self.investor_cap_in_profit_raw
|
||||
.push(CentsSquaredSats::new(state.investor_cap_in_profit_raw));
|
||||
self.investor_cap_in_loss_raw
|
||||
.push(CentsSquaredSats::new(state.investor_cap_in_loss_raw));
|
||||
self.capitalized_cap_in_profit_raw
|
||||
.push(CentsSquaredSats::new(state.capitalized_cap_in_profit_raw));
|
||||
self.capitalized_cap_in_loss_raw
|
||||
.push(CentsSquaredSats::new(state.capitalized_cap_in_loss_raw));
|
||||
}
|
||||
|
||||
pub(crate) fn collect_vecs_mut(&mut self) -> Vec<&mut dyn AnyStoredVec> {
|
||||
let mut vecs = self.inner.collect_vecs_mut();
|
||||
vecs.push(&mut self.investor_cap_in_profit_raw as &mut dyn AnyStoredVec);
|
||||
vecs.push(&mut self.investor_cap_in_loss_raw as &mut dyn AnyStoredVec);
|
||||
vecs.push(&mut self.capitalized_cap_in_profit_raw as &mut dyn AnyStoredVec);
|
||||
vecs.push(&mut self.capitalized_cap_in_loss_raw as &mut dyn AnyStoredVec);
|
||||
vecs
|
||||
}
|
||||
|
||||
@@ -122,7 +122,7 @@ impl UnrealizedFull {
|
||||
.compute_transform3(
|
||||
starting_indexes.height,
|
||||
supply_in_profit_sats,
|
||||
&prices.cached_spot_cents,
|
||||
&prices.spot.cents.height,
|
||||
&self.inner.basic.profit.cents.height,
|
||||
|(h, supply_sats, spot, profit, ..): (_, Sats, Cents, Cents, _)| {
|
||||
let market_value = supply_sats.as_u128() * spot.as_u128() / Sats::ONE_BTC_U128;
|
||||
@@ -142,7 +142,7 @@ impl UnrealizedFull {
|
||||
.compute_transform3(
|
||||
starting_indexes.height,
|
||||
supply_in_loss_sats,
|
||||
&prices.cached_spot_cents,
|
||||
&prices.spot.cents.height,
|
||||
&self.inner.basic.loss.cents.height,
|
||||
|(h, supply_sats, spot, loss, ..): (_, Sats, Cents, Cents, _)| {
|
||||
let market_value = supply_sats.as_u128() * spot.as_u128() / Sats::ONE_BTC_U128;
|
||||
@@ -154,7 +154,7 @@ impl UnrealizedFull {
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Compute sentiment using investor_price (original formula).
|
||||
/// Compute sentiment using capitalized_price (original formula).
|
||||
/// Called after cost_basis.in_profit/loss are computed at the cohort level.
|
||||
pub(crate) fn compute_sentiment(
|
||||
&mut self,
|
||||
@@ -162,45 +162,45 @@ impl UnrealizedFull {
|
||||
spot: &impl ReadableVec<Height, Cents>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
// greed = spot - investor_price_winners
|
||||
// investor_price = investor_cap / invested_cap
|
||||
// greed = spot - capitalized_price_winners
|
||||
// capitalized_price = capitalized_cap / invested_cap
|
||||
// invested_cap is in Cents (already / ONE_BTC), multiply back for CentsSats scale
|
||||
self.sentiment.greed_index.cents.height.compute_transform3(
|
||||
starting_indexes.height,
|
||||
&self.investor_cap_in_profit_raw,
|
||||
&self.capitalized_cap_in_profit_raw,
|
||||
&self.invested_capital.in_profit.cents.height,
|
||||
spot,
|
||||
|(h, investor_cap, invested_cap_cents, spot, ..)| {
|
||||
|(h, capitalized_cap, invested_cap_cents, spot, ..)| {
|
||||
let invested_cap_raw = invested_cap_cents.as_u128() * Sats::ONE_BTC_U128;
|
||||
if invested_cap_raw == 0 {
|
||||
return (h, Cents::ZERO);
|
||||
}
|
||||
let investor_price = investor_cap.inner() / invested_cap_raw;
|
||||
let capitalized_price = capitalized_cap.inner() / invested_cap_raw;
|
||||
let spot_u128 = spot.as_u128();
|
||||
(
|
||||
h,
|
||||
Cents::new(spot_u128.saturating_sub(investor_price) as u64),
|
||||
Cents::new(spot_u128.saturating_sub(capitalized_price) as u64),
|
||||
)
|
||||
},
|
||||
exit,
|
||||
)?;
|
||||
|
||||
// pain = investor_price_losers - spot
|
||||
// pain = capitalized_price_losers - spot
|
||||
self.sentiment.pain_index.cents.height.compute_transform3(
|
||||
starting_indexes.height,
|
||||
&self.investor_cap_in_loss_raw,
|
||||
&self.capitalized_cap_in_loss_raw,
|
||||
&self.invested_capital.in_loss.cents.height,
|
||||
spot,
|
||||
|(h, investor_cap, invested_cap_cents, spot, ..)| {
|
||||
|(h, capitalized_cap, invested_cap_cents, spot, ..)| {
|
||||
let invested_cap_raw = invested_cap_cents.as_u128() * Sats::ONE_BTC_U128;
|
||||
if invested_cap_raw == 0 {
|
||||
return (h, Cents::ZERO);
|
||||
}
|
||||
let investor_price = investor_cap.inner() / invested_cap_raw;
|
||||
let capitalized_price = capitalized_cap.inner() / invested_cap_raw;
|
||||
let spot_u128 = spot.as_u128();
|
||||
(
|
||||
h,
|
||||
Cents::new(investor_price.saturating_sub(spot_u128) as u64),
|
||||
Cents::new(capitalized_price.saturating_sub(spot_u128) as u64),
|
||||
)
|
||||
},
|
||||
exit,
|
||||
|
||||
@@ -18,7 +18,7 @@ pub struct SendPrecomputed {
|
||||
pub current_ps: CentsSats,
|
||||
pub prev_ps: CentsSats,
|
||||
pub ath_ps: CentsSats,
|
||||
pub prev_investor_cap: CentsSquaredSats,
|
||||
pub prev_capitalized_cap: CentsSquaredSats,
|
||||
}
|
||||
|
||||
impl SendPrecomputed {
|
||||
@@ -42,7 +42,7 @@ impl SendPrecomputed {
|
||||
} else {
|
||||
CentsSats::from_price_sats(ath, sats)
|
||||
};
|
||||
let prev_investor_cap = prev_ps.to_investor_cap(prev_price);
|
||||
let prev_capitalized_cap = prev_ps.to_capitalized_cap(prev_price);
|
||||
Some(Self {
|
||||
sats,
|
||||
prev_price,
|
||||
@@ -50,7 +50,7 @@ impl SendPrecomputed {
|
||||
current_ps,
|
||||
prev_ps,
|
||||
ath_ps,
|
||||
prev_investor_cap,
|
||||
prev_capitalized_cap,
|
||||
})
|
||||
}
|
||||
}
|
||||
@@ -90,7 +90,7 @@ impl<R: RealizedOps, C: CostBasisOps> CohortState<R, C> {
|
||||
pub(crate) fn restore_realized_cap(&mut self) {
|
||||
self.realized.set_cap_raw(self.cost_basis.cap_raw());
|
||||
self.realized
|
||||
.set_investor_cap_raw(self.cost_basis.investor_cap_raw());
|
||||
.set_capitalized_cap_raw(self.cost_basis.capitalized_cap_raw());
|
||||
}
|
||||
|
||||
pub(crate) fn reset_cost_basis_data_if_needed(&mut self) -> Result<()> {
|
||||
@@ -117,12 +117,12 @@ impl<R: RealizedOps, C: CostBasisOps> CohortState<R, C> {
|
||||
|
||||
if s.supply_state.value > Sats::ZERO {
|
||||
self.realized
|
||||
.increment_snapshot(s.price_sats, s.investor_cap);
|
||||
.increment_snapshot(s.price_sats, s.capitalized_cap_raw);
|
||||
self.cost_basis.increment(
|
||||
s.realized_price,
|
||||
s.supply_state.value,
|
||||
s.price_sats,
|
||||
s.investor_cap,
|
||||
s.capitalized_cap_raw,
|
||||
);
|
||||
}
|
||||
}
|
||||
@@ -132,12 +132,12 @@ impl<R: RealizedOps, C: CostBasisOps> CohortState<R, C> {
|
||||
|
||||
if s.supply_state.value > Sats::ZERO {
|
||||
self.realized
|
||||
.decrement_snapshot(s.price_sats, s.investor_cap);
|
||||
.decrement_snapshot(s.price_sats, s.capitalized_cap_raw);
|
||||
self.cost_basis.decrement(
|
||||
s.realized_price,
|
||||
s.supply_state.value,
|
||||
s.price_sats,
|
||||
s.investor_cap,
|
||||
s.capitalized_cap_raw,
|
||||
);
|
||||
}
|
||||
}
|
||||
@@ -162,7 +162,7 @@ impl<R: RealizedOps, C: CostBasisOps> CohortState<R, C> {
|
||||
snapshot.realized_price,
|
||||
supply.value,
|
||||
snapshot.price_sats,
|
||||
snapshot.investor_cap,
|
||||
snapshot.capitalized_cap_raw,
|
||||
);
|
||||
}
|
||||
}
|
||||
@@ -184,7 +184,7 @@ impl<R: RealizedOps, C: CostBasisOps> CohortState<R, C> {
|
||||
current.realized_price,
|
||||
current.supply_state.value,
|
||||
current.price_sats,
|
||||
current.investor_cap,
|
||||
current.capitalized_cap_raw,
|
||||
);
|
||||
}
|
||||
|
||||
@@ -193,7 +193,7 @@ impl<R: RealizedOps, C: CostBasisOps> CohortState<R, C> {
|
||||
prev.realized_price,
|
||||
prev.supply_state.value,
|
||||
prev.price_sats,
|
||||
prev.investor_cap,
|
||||
prev.capitalized_cap_raw,
|
||||
);
|
||||
}
|
||||
}
|
||||
@@ -212,11 +212,11 @@ impl<R: RealizedOps, C: CostBasisOps> CohortState<R, C> {
|
||||
pre.current_ps,
|
||||
pre.prev_ps,
|
||||
pre.ath_ps,
|
||||
pre.prev_investor_cap,
|
||||
pre.prev_capitalized_cap,
|
||||
);
|
||||
|
||||
self.cost_basis
|
||||
.decrement(pre.prev_price, pre.sats, pre.prev_ps, pre.prev_investor_cap);
|
||||
.decrement(pre.prev_price, pre.sats, pre.prev_ps, pre.prev_capitalized_cap);
|
||||
}
|
||||
|
||||
pub(crate) fn send_utxo(
|
||||
@@ -265,17 +265,17 @@ impl<R: RealizedOps, C: CostBasisOps> CohortState<R, C> {
|
||||
let current_ps = CentsSats::from_price_sats(current_price, sats);
|
||||
let prev_ps = CentsSats::from_price_sats(prev_price, sats);
|
||||
let ath_ps = CentsSats::from_price_sats(ath, sats);
|
||||
let prev_investor_cap = prev_ps.to_investor_cap(prev_price);
|
||||
let prev_capitalized_cap = prev_ps.to_capitalized_cap(prev_price);
|
||||
|
||||
self.realized
|
||||
.send(sats, current_ps, prev_ps, ath_ps, prev_investor_cap);
|
||||
.send(sats, current_ps, prev_ps, ath_ps, prev_capitalized_cap);
|
||||
|
||||
if current.supply_state.value.is_not_zero() {
|
||||
self.cost_basis.increment(
|
||||
current.realized_price,
|
||||
current.supply_state.value,
|
||||
current.price_sats,
|
||||
current.investor_cap,
|
||||
current.capitalized_cap_raw,
|
||||
);
|
||||
}
|
||||
|
||||
@@ -284,7 +284,7 @@ impl<R: RealizedOps, C: CostBasisOps> CohortState<R, C> {
|
||||
prev.realized_price,
|
||||
prev.supply_state.value,
|
||||
prev.price_sats,
|
||||
prev.investor_cap,
|
||||
prev.capitalized_cap_raw,
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -6,13 +6,13 @@ use std::{
|
||||
|
||||
use brk_error::{Error, Result};
|
||||
use brk_types::{
|
||||
Cents, CentsCompact, CentsSats, CentsSquaredSats, CostBasisDistribution, Height, Sats,
|
||||
Cents, CentsCompact, CentsSats, CentsSquaredSats, UrpdRaw, Height, Sats,
|
||||
};
|
||||
use rustc_hash::FxHashMap;
|
||||
use vecdb::{Bytes, unlikely};
|
||||
|
||||
use super::{Accumulate, CachedUnrealizedState, UnrealizedState};
|
||||
use crate::distribution::state::pending::{PendingCapDelta, PendingDelta, PendingInvestorCapDelta};
|
||||
use crate::distribution::state::pending::{PendingCapDelta, PendingDelta, PendingCapitalizedCapRawDelta};
|
||||
|
||||
/// Type alias for the price-to-sats map used in cost basis data.
|
||||
pub(super) type CostBasisMap = BTreeMap<CentsCompact, Sats>;
|
||||
@@ -27,20 +27,20 @@ pub trait CostBasisOps: Send + Sync + 'static {
|
||||
fn with_price_rounding(self, digits: i32) -> Self;
|
||||
fn import_at_or_before(&mut self, height: Height) -> Result<Height>;
|
||||
fn cap_raw(&self) -> CentsSats;
|
||||
fn investor_cap_raw(&self) -> CentsSquaredSats;
|
||||
fn capitalized_cap_raw(&self) -> CentsSquaredSats;
|
||||
fn increment(
|
||||
&mut self,
|
||||
price: Cents,
|
||||
sats: Sats,
|
||||
price_sats: CentsSats,
|
||||
investor_cap: CentsSquaredSats,
|
||||
capitalized_cap: CentsSquaredSats,
|
||||
);
|
||||
fn decrement(
|
||||
&mut self,
|
||||
price: Cents,
|
||||
sats: Sats,
|
||||
price_sats: CentsSats,
|
||||
investor_cap: CentsSquaredSats,
|
||||
capitalized_cap: CentsSquaredSats,
|
||||
);
|
||||
fn apply_pending(&mut self);
|
||||
fn init(&mut self);
|
||||
@@ -78,23 +78,18 @@ pub struct CostBasisRaw {
|
||||
}
|
||||
|
||||
impl CostBasisRaw {
|
||||
pub(super) fn path_by_height(&self) -> PathBuf {
|
||||
self.pathbuf.join("by_height")
|
||||
}
|
||||
|
||||
pub(super) fn path_state(&self, height: Height) -> PathBuf {
|
||||
self.path_by_height().join(height.to_string())
|
||||
self.pathbuf.join(height.to_string())
|
||||
}
|
||||
|
||||
pub(super) fn read_dir(
|
||||
&self,
|
||||
keep_only_before: Option<Height>,
|
||||
) -> Result<BTreeMap<Height, PathBuf>> {
|
||||
let by_height = self.path_by_height();
|
||||
if !by_height.exists() {
|
||||
if !self.pathbuf.exists() {
|
||||
return Ok(BTreeMap::new());
|
||||
}
|
||||
Ok(fs::read_dir(&by_height)?
|
||||
Ok(fs::read_dir(&self.pathbuf)?
|
||||
.filter_map(|entry| {
|
||||
let path = entry.ok()?.path();
|
||||
let name = path.file_name()?.to_str()?;
|
||||
@@ -150,7 +145,7 @@ impl CostBasisRaw {
|
||||
impl CostBasisOps for CostBasisRaw {
|
||||
fn create(path: &Path, name: &str) -> Self {
|
||||
Self {
|
||||
pathbuf: path.join(format!("{name}_cost_basis")),
|
||||
pathbuf: path.join(name).join("cost_basis"),
|
||||
state: None,
|
||||
pending_cap: PendingCapDelta::default(),
|
||||
}
|
||||
@@ -170,7 +165,7 @@ impl CostBasisOps for CostBasisRaw {
|
||||
self.state = Some(if data.len() == 16 {
|
||||
RawState::deserialize(&data)?
|
||||
} else {
|
||||
let (_, rest) = CostBasisDistribution::deserialize_with_rest(&data)?;
|
||||
let (_, rest) = UrpdRaw::deserialize_with_rest(&data)?;
|
||||
RawState::deserialize(rest)?
|
||||
});
|
||||
self.pending_cap = PendingCapDelta::default();
|
||||
@@ -182,7 +177,7 @@ impl CostBasisOps for CostBasisRaw {
|
||||
self.state.as_ref().unwrap().cap_raw
|
||||
}
|
||||
|
||||
fn investor_cap_raw(&self) -> CentsSquaredSats {
|
||||
fn capitalized_cap_raw(&self) -> CentsSquaredSats {
|
||||
CentsSquaredSats::ZERO
|
||||
}
|
||||
|
||||
@@ -192,7 +187,7 @@ impl CostBasisOps for CostBasisRaw {
|
||||
_price: Cents,
|
||||
_sats: Sats,
|
||||
price_sats: CentsSats,
|
||||
_investor_cap: CentsSquaredSats,
|
||||
_capitalized_cap: CentsSquaredSats,
|
||||
) {
|
||||
self.pending_cap.inc += price_sats;
|
||||
}
|
||||
@@ -203,7 +198,7 @@ impl CostBasisOps for CostBasisRaw {
|
||||
_price: Cents,
|
||||
_sats: Sats,
|
||||
price_sats: CentsSats,
|
||||
_investor_cap: CentsSquaredSats,
|
||||
_capitalized_cap: CentsSquaredSats,
|
||||
) {
|
||||
self.pending_cap.dec += price_sats;
|
||||
}
|
||||
@@ -219,7 +214,7 @@ impl CostBasisOps for CostBasisRaw {
|
||||
|
||||
fn clean(&mut self) -> Result<()> {
|
||||
let _ = fs::remove_dir_all(&self.pathbuf);
|
||||
fs::create_dir_all(self.path_by_height())?;
|
||||
fs::create_dir_all(&self.pathbuf)?;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
@@ -240,17 +235,17 @@ impl CostBasisOps for CostBasisRaw {
|
||||
/// Composes `CostBasisRaw` for scalar tracking, adds map, pending, and cache.
|
||||
///
|
||||
/// Generic over the accumulator `S`:
|
||||
/// - `WithCapital`: tracks all fields including invested capital + investor cap (128 bytes)
|
||||
/// - `WithCapital`: tracks all fields including invested capital + capitalized cap (128 bytes)
|
||||
/// - `WithoutCapital`: tracks only supply + unrealized profit/loss (64 bytes, 1 cache line)
|
||||
#[derive(Clone, Debug)]
|
||||
pub struct CostBasisData<S: Accumulate> {
|
||||
raw: CostBasisRaw,
|
||||
map: Option<CostBasisDistribution>,
|
||||
map: Option<UrpdRaw>,
|
||||
pending: FxHashMap<CentsCompact, PendingDelta>,
|
||||
cache: Option<CachedUnrealizedState<S>>,
|
||||
rounding_digits: Option<i32>,
|
||||
investor_cap_raw: CentsSquaredSats,
|
||||
pending_investor_cap: PendingInvestorCapDelta,
|
||||
capitalized_cap_raw: CentsSquaredSats,
|
||||
pending_capitalized_cap: PendingCapitalizedCapRawDelta,
|
||||
}
|
||||
|
||||
impl<S: Accumulate> CostBasisData<S> {
|
||||
@@ -351,8 +346,8 @@ impl<S: Accumulate> CostBasisOps for CostBasisData<S> {
|
||||
pending: FxHashMap::default(),
|
||||
cache: None,
|
||||
rounding_digits: None,
|
||||
investor_cap_raw: CentsSquaredSats::ZERO,
|
||||
pending_investor_cap: PendingInvestorCapDelta::default(),
|
||||
capitalized_cap_raw: CentsSquaredSats::ZERO,
|
||||
pending_capitalized_cap: PendingCapitalizedCapRawDelta::default(),
|
||||
}
|
||||
}
|
||||
|
||||
@@ -367,7 +362,7 @@ impl<S: Accumulate> CostBasisOps for CostBasisData<S> {
|
||||
"No cost basis state found at or before height".into(),
|
||||
))?;
|
||||
let data = fs::read(path)?;
|
||||
let (base, rest) = CostBasisDistribution::deserialize_with_rest(&data)?;
|
||||
let (base, rest) = UrpdRaw::deserialize_with_rest(&data)?;
|
||||
self.map = Some(base);
|
||||
self.raw.state = Some(RawState::deserialize(rest)?);
|
||||
debug_assert!(
|
||||
@@ -375,10 +370,10 @@ impl<S: Accumulate> CostBasisOps for CostBasisData<S> {
|
||||
"CostBasisData state too short: {} bytes",
|
||||
rest.len()
|
||||
);
|
||||
self.investor_cap_raw = CentsSquaredSats::from_bytes(&rest[16..32])?;
|
||||
self.capitalized_cap_raw = CentsSquaredSats::from_bytes(&rest[16..32])?;
|
||||
self.pending.clear();
|
||||
self.raw.pending_cap = PendingCapDelta::default();
|
||||
self.pending_investor_cap = PendingInvestorCapDelta::default();
|
||||
self.pending_capitalized_cap = PendingCapitalizedCapRawDelta::default();
|
||||
self.cache = None;
|
||||
Ok(height)
|
||||
}
|
||||
@@ -387,8 +382,8 @@ impl<S: Accumulate> CostBasisOps for CostBasisData<S> {
|
||||
self.raw.cap_raw()
|
||||
}
|
||||
|
||||
fn investor_cap_raw(&self) -> CentsSquaredSats {
|
||||
self.investor_cap_raw
|
||||
fn capitalized_cap_raw(&self) -> CentsSquaredSats {
|
||||
self.capitalized_cap_raw
|
||||
}
|
||||
|
||||
#[inline]
|
||||
@@ -397,13 +392,13 @@ impl<S: Accumulate> CostBasisOps for CostBasisData<S> {
|
||||
price: Cents,
|
||||
sats: Sats,
|
||||
price_sats: CentsSats,
|
||||
investor_cap: CentsSquaredSats,
|
||||
capitalized_cap: CentsSquaredSats,
|
||||
) {
|
||||
let price = self.round_price(price);
|
||||
self.pending.entry(price.into()).or_default().inc += sats;
|
||||
self.raw.pending_cap.inc += price_sats;
|
||||
if investor_cap != CentsSquaredSats::ZERO {
|
||||
self.pending_investor_cap.inc += investor_cap;
|
||||
if capitalized_cap != CentsSquaredSats::ZERO {
|
||||
self.pending_capitalized_cap.inc += capitalized_cap;
|
||||
}
|
||||
if let Some(cache) = self.cache.as_mut() {
|
||||
cache.on_receive(price, sats);
|
||||
@@ -416,13 +411,13 @@ impl<S: Accumulate> CostBasisOps for CostBasisData<S> {
|
||||
price: Cents,
|
||||
sats: Sats,
|
||||
price_sats: CentsSats,
|
||||
investor_cap: CentsSquaredSats,
|
||||
capitalized_cap: CentsSquaredSats,
|
||||
) {
|
||||
let price = self.round_price(price);
|
||||
self.pending.entry(price.into()).or_default().dec += sats;
|
||||
self.raw.pending_cap.dec += price_sats;
|
||||
if investor_cap != CentsSquaredSats::ZERO {
|
||||
self.pending_investor_cap.dec += investor_cap;
|
||||
if capitalized_cap != CentsSquaredSats::ZERO {
|
||||
self.pending_capitalized_cap.dec += capitalized_cap;
|
||||
}
|
||||
if let Some(cache) = self.cache.as_mut() {
|
||||
cache.on_send(price, sats);
|
||||
@@ -432,28 +427,28 @@ impl<S: Accumulate> CostBasisOps for CostBasisData<S> {
|
||||
fn apply_pending(&mut self) {
|
||||
self.apply_map_pending();
|
||||
self.raw.apply_pending_cap();
|
||||
self.investor_cap_raw += self.pending_investor_cap.inc;
|
||||
self.capitalized_cap_raw += self.pending_capitalized_cap.inc;
|
||||
debug_assert!(
|
||||
self.investor_cap_raw >= self.pending_investor_cap.dec,
|
||||
"CostBasis investor_cap_raw underflow!\n\
|
||||
self.capitalized_cap_raw >= self.pending_capitalized_cap.dec,
|
||||
"CostBasis capitalized_cap_raw underflow!\n\
|
||||
Path: {:?}\n\
|
||||
Current (after increments): {:?}\n\
|
||||
Trying to decrement by: {:?}",
|
||||
self.raw.pathbuf,
|
||||
self.investor_cap_raw,
|
||||
self.pending_investor_cap.dec
|
||||
self.capitalized_cap_raw,
|
||||
self.pending_capitalized_cap.dec
|
||||
);
|
||||
self.investor_cap_raw -= self.pending_investor_cap.dec;
|
||||
self.pending_investor_cap = PendingInvestorCapDelta::default();
|
||||
self.capitalized_cap_raw -= self.pending_capitalized_cap.dec;
|
||||
self.pending_capitalized_cap = PendingCapitalizedCapRawDelta::default();
|
||||
}
|
||||
|
||||
fn init(&mut self) {
|
||||
self.raw.init();
|
||||
self.map.replace(CostBasisDistribution::default());
|
||||
self.map.replace(UrpdRaw::default());
|
||||
self.pending.clear();
|
||||
self.cache = None;
|
||||
self.investor_cap_raw = CentsSquaredSats::ZERO;
|
||||
self.pending_investor_cap = PendingInvestorCapDelta::default();
|
||||
self.capitalized_cap_raw = CentsSquaredSats::ZERO;
|
||||
self.pending_capitalized_cap = PendingCapitalizedCapRawDelta::default();
|
||||
}
|
||||
|
||||
fn clean(&mut self) -> Result<()> {
|
||||
@@ -469,7 +464,7 @@ impl<S: Accumulate> CostBasisOps for CostBasisData<S> {
|
||||
let raw_state = self.raw.state.as_ref().unwrap();
|
||||
let mut buffer = self.map.as_ref().unwrap().serialize()?;
|
||||
buffer.extend(raw_state.cap_raw.to_bytes());
|
||||
buffer.extend(self.investor_cap_raw.to_bytes());
|
||||
buffer.extend(self.capitalized_cap_raw.to_bytes());
|
||||
fs::write(self.raw.path_state(height), buffer)?;
|
||||
|
||||
Ok(())
|
||||
|
||||
@@ -18,11 +18,11 @@ pub trait RealizedOps: Default + Clone + Send + Sync + 'static {
|
||||
Sats::ZERO
|
||||
}
|
||||
fn set_cap_raw(&mut self, cap_raw: CentsSats);
|
||||
fn set_investor_cap_raw(&mut self, investor_cap_raw: CentsSquaredSats);
|
||||
fn set_capitalized_cap_raw(&mut self, capitalized_cap_raw: CentsSquaredSats);
|
||||
fn reset_single_iteration_values(&mut self);
|
||||
fn increment(&mut self, price: Cents, sats: Sats);
|
||||
fn increment_snapshot(&mut self, price_sats: CentsSats, investor_cap: CentsSquaredSats);
|
||||
fn decrement_snapshot(&mut self, price_sats: CentsSats, investor_cap: CentsSquaredSats);
|
||||
fn increment_snapshot(&mut self, price_sats: CentsSats, capitalized_cap: CentsSquaredSats);
|
||||
fn decrement_snapshot(&mut self, price_sats: CentsSats, capitalized_cap: CentsSquaredSats);
|
||||
fn receive(&mut self, price: Cents, sats: Sats) {
|
||||
self.increment(price, sats);
|
||||
}
|
||||
@@ -32,7 +32,7 @@ pub trait RealizedOps: Default + Clone + Send + Sync + 'static {
|
||||
current_ps: CentsSats,
|
||||
prev_ps: CentsSats,
|
||||
ath_ps: CentsSats,
|
||||
prev_investor_cap: CentsSquaredSats,
|
||||
prev_capitalized_cap: CentsSquaredSats,
|
||||
);
|
||||
}
|
||||
|
||||
@@ -85,7 +85,7 @@ impl RealizedOps for MinimalRealizedState {
|
||||
}
|
||||
|
||||
#[inline]
|
||||
fn set_investor_cap_raw(&mut self, _investor_cap_raw: CentsSquaredSats) {}
|
||||
fn set_capitalized_cap_raw(&mut self, _capitalized_cap_raw: CentsSquaredSats) {}
|
||||
|
||||
#[inline]
|
||||
fn reset_single_iteration_values(&mut self) {
|
||||
@@ -104,12 +104,12 @@ impl RealizedOps for MinimalRealizedState {
|
||||
}
|
||||
|
||||
#[inline]
|
||||
fn increment_snapshot(&mut self, price_sats: CentsSats, _investor_cap: CentsSquaredSats) {
|
||||
fn increment_snapshot(&mut self, price_sats: CentsSats, _capitalized_cap: CentsSquaredSats) {
|
||||
self.cap_raw += price_sats.as_u128();
|
||||
}
|
||||
|
||||
#[inline]
|
||||
fn decrement_snapshot(&mut self, price_sats: CentsSats, _investor_cap: CentsSquaredSats) {
|
||||
fn decrement_snapshot(&mut self, price_sats: CentsSats, _capitalized_cap: CentsSquaredSats) {
|
||||
self.cap_raw -= price_sats.as_u128();
|
||||
}
|
||||
|
||||
@@ -120,7 +120,7 @@ impl RealizedOps for MinimalRealizedState {
|
||||
current_ps: CentsSats,
|
||||
prev_ps: CentsSats,
|
||||
_ath_ps: CentsSats,
|
||||
_prev_investor_cap: CentsSquaredSats,
|
||||
_prev_capitalized_cap: CentsSquaredSats,
|
||||
) {
|
||||
match current_ps.cmp(&prev_ps) {
|
||||
Ordering::Greater => {
|
||||
@@ -184,7 +184,7 @@ impl RealizedOps for CoreRealizedState {
|
||||
}
|
||||
|
||||
#[inline]
|
||||
fn set_investor_cap_raw(&mut self, _investor_cap_raw: CentsSquaredSats) {}
|
||||
fn set_capitalized_cap_raw(&mut self, _capitalized_cap_raw: CentsSquaredSats) {}
|
||||
|
||||
#[inline]
|
||||
fn reset_single_iteration_values(&mut self) {
|
||||
@@ -199,13 +199,13 @@ impl RealizedOps for CoreRealizedState {
|
||||
}
|
||||
|
||||
#[inline]
|
||||
fn increment_snapshot(&mut self, price_sats: CentsSats, _investor_cap: CentsSquaredSats) {
|
||||
self.minimal.increment_snapshot(price_sats, _investor_cap);
|
||||
fn increment_snapshot(&mut self, price_sats: CentsSats, _capitalized_cap: CentsSquaredSats) {
|
||||
self.minimal.increment_snapshot(price_sats, _capitalized_cap);
|
||||
}
|
||||
|
||||
#[inline]
|
||||
fn decrement_snapshot(&mut self, price_sats: CentsSats, _investor_cap: CentsSquaredSats) {
|
||||
self.minimal.decrement_snapshot(price_sats, _investor_cap);
|
||||
fn decrement_snapshot(&mut self, price_sats: CentsSats, _capitalized_cap: CentsSquaredSats) {
|
||||
self.minimal.decrement_snapshot(price_sats, _capitalized_cap);
|
||||
}
|
||||
|
||||
#[inline]
|
||||
@@ -215,10 +215,10 @@ impl RealizedOps for CoreRealizedState {
|
||||
current_ps: CentsSats,
|
||||
prev_ps: CentsSats,
|
||||
ath_ps: CentsSats,
|
||||
prev_investor_cap: CentsSquaredSats,
|
||||
prev_capitalized_cap: CentsSquaredSats,
|
||||
) {
|
||||
self.minimal
|
||||
.send(sats, current_ps, prev_ps, ath_ps, prev_investor_cap);
|
||||
.send(sats, current_ps, prev_ps, ath_ps, prev_capitalized_cap);
|
||||
match current_ps.cmp(&prev_ps) {
|
||||
Ordering::Greater | Ordering::Equal => {
|
||||
self.sent_in_profit += sats;
|
||||
@@ -242,8 +242,8 @@ impl CoreRealizedState {
|
||||
#[derive(Debug, Default, Clone)]
|
||||
pub struct RealizedState {
|
||||
core: CoreRealizedState,
|
||||
/// Raw investor cap: Σ(price² × sats)
|
||||
investor_cap_raw: CentsSquaredSats,
|
||||
/// Raw capitalized cap: Σ(price² × sats)
|
||||
capitalized_cap_raw: CentsSquaredSats,
|
||||
/// Raw realized peak regret: Σ((peak - sell_price) × sats)
|
||||
peak_regret_raw: u128,
|
||||
}
|
||||
@@ -287,8 +287,8 @@ impl RealizedOps for RealizedState {
|
||||
}
|
||||
|
||||
#[inline]
|
||||
fn set_investor_cap_raw(&mut self, investor_cap_raw: CentsSquaredSats) {
|
||||
self.investor_cap_raw = investor_cap_raw;
|
||||
fn set_capitalized_cap_raw(&mut self, capitalized_cap_raw: CentsSquaredSats) {
|
||||
self.capitalized_cap_raw = capitalized_cap_raw;
|
||||
}
|
||||
|
||||
#[inline]
|
||||
@@ -301,20 +301,20 @@ impl RealizedOps for RealizedState {
|
||||
fn increment(&mut self, price: Cents, sats: Sats) {
|
||||
self.core.increment(price, sats);
|
||||
if sats.is_not_zero() {
|
||||
self.investor_cap_raw += CentsSats::from_price_sats(price, sats).to_investor_cap(price);
|
||||
self.capitalized_cap_raw += CentsSats::from_price_sats(price, sats).to_capitalized_cap(price);
|
||||
}
|
||||
}
|
||||
|
||||
#[inline]
|
||||
fn increment_snapshot(&mut self, price_sats: CentsSats, investor_cap: CentsSquaredSats) {
|
||||
self.core.increment_snapshot(price_sats, investor_cap);
|
||||
self.investor_cap_raw += investor_cap;
|
||||
fn increment_snapshot(&mut self, price_sats: CentsSats, capitalized_cap: CentsSquaredSats) {
|
||||
self.core.increment_snapshot(price_sats, capitalized_cap);
|
||||
self.capitalized_cap_raw += capitalized_cap;
|
||||
}
|
||||
|
||||
#[inline]
|
||||
fn decrement_snapshot(&mut self, price_sats: CentsSats, investor_cap: CentsSquaredSats) {
|
||||
self.core.decrement_snapshot(price_sats, investor_cap);
|
||||
self.investor_cap_raw -= investor_cap;
|
||||
fn decrement_snapshot(&mut self, price_sats: CentsSats, capitalized_cap: CentsSquaredSats) {
|
||||
self.core.decrement_snapshot(price_sats, capitalized_cap);
|
||||
self.capitalized_cap_raw -= capitalized_cap;
|
||||
}
|
||||
|
||||
#[inline]
|
||||
@@ -324,26 +324,26 @@ impl RealizedOps for RealizedState {
|
||||
current_ps: CentsSats,
|
||||
prev_ps: CentsSats,
|
||||
ath_ps: CentsSats,
|
||||
prev_investor_cap: CentsSquaredSats,
|
||||
prev_capitalized_cap: CentsSquaredSats,
|
||||
) {
|
||||
self.core
|
||||
.send(sats, current_ps, prev_ps, ath_ps, prev_investor_cap);
|
||||
.send(sats, current_ps, prev_ps, ath_ps, prev_capitalized_cap);
|
||||
|
||||
self.peak_regret_raw += (ath_ps - current_ps).as_u128();
|
||||
self.investor_cap_raw -= prev_investor_cap;
|
||||
self.capitalized_cap_raw -= prev_capitalized_cap;
|
||||
}
|
||||
}
|
||||
|
||||
impl RealizedState {
|
||||
/// Get investor price as CentsUnsigned.
|
||||
/// investor_price = Σ(price² × sats) / Σ(price × sats)
|
||||
/// Get capitalized price as CentsUnsigned.
|
||||
/// capitalized_price = Σ(price² × sats) / Σ(price × sats)
|
||||
#[inline]
|
||||
pub(crate) fn investor_price(&self) -> Cents {
|
||||
pub(crate) fn capitalized_price(&self) -> Cents {
|
||||
let cap_raw = self.core.cap_raw_u128();
|
||||
if cap_raw == 0 {
|
||||
return Cents::ZERO;
|
||||
}
|
||||
Cents::new((self.investor_cap_raw / cap_raw) as u64)
|
||||
Cents::new((self.capitalized_cap_raw / cap_raw) as u64)
|
||||
}
|
||||
|
||||
/// Get raw realized cap for aggregation.
|
||||
@@ -352,10 +352,10 @@ impl RealizedState {
|
||||
CentsSats::new(self.core.cap_raw_u128())
|
||||
}
|
||||
|
||||
/// Get raw investor cap for aggregation.
|
||||
/// Get raw capitalized cap for aggregation.
|
||||
#[inline]
|
||||
pub(crate) fn investor_cap_raw(&self) -> CentsSquaredSats {
|
||||
self.investor_cap_raw
|
||||
pub(crate) fn capitalized_cap_raw(&self) -> CentsSquaredSats {
|
||||
self.capitalized_cap_raw
|
||||
}
|
||||
|
||||
/// Get realized peak regret as CentsUnsigned.
|
||||
|
||||
@@ -10,8 +10,8 @@ pub struct UnrealizedState {
|
||||
pub supply_in_loss: Sats,
|
||||
pub unrealized_profit: Cents,
|
||||
pub unrealized_loss: Cents,
|
||||
pub investor_cap_in_profit_raw: u128,
|
||||
pub investor_cap_in_loss_raw: u128,
|
||||
pub capitalized_cap_in_profit_raw: u128,
|
||||
pub capitalized_cap_in_loss_raw: u128,
|
||||
}
|
||||
|
||||
impl UnrealizedState {
|
||||
@@ -20,8 +20,8 @@ impl UnrealizedState {
|
||||
supply_in_loss: Sats::ZERO,
|
||||
unrealized_profit: Cents::ZERO,
|
||||
unrealized_loss: Cents::ZERO,
|
||||
investor_cap_in_profit_raw: 0,
|
||||
investor_cap_in_loss_raw: 0,
|
||||
capitalized_cap_in_profit_raw: 0,
|
||||
capitalized_cap_in_loss_raw: 0,
|
||||
};
|
||||
}
|
||||
|
||||
@@ -34,12 +34,12 @@ pub struct WithoutCapital {
|
||||
pub(crate) unrealized_loss: u128,
|
||||
}
|
||||
|
||||
/// Full cache state: core + investor cap (for sentiment computation).
|
||||
/// Full cache state: core + capitalized cap (for sentiment computation).
|
||||
#[derive(Debug, Default, Clone)]
|
||||
pub struct WithCapital {
|
||||
core: WithoutCapital,
|
||||
investor_cap_in_profit: u128,
|
||||
investor_cap_in_loss: u128,
|
||||
capitalized_cap_in_profit: u128,
|
||||
capitalized_cap_in_loss: u128,
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
@@ -116,8 +116,8 @@ impl Accumulate for WithoutCapital {
|
||||
impl Accumulate for WithCapital {
|
||||
fn to_output(&self) -> UnrealizedState {
|
||||
UnrealizedState {
|
||||
investor_cap_in_profit_raw: self.investor_cap_in_profit,
|
||||
investor_cap_in_loss_raw: self.investor_cap_in_loss,
|
||||
capitalized_cap_in_profit_raw: self.capitalized_cap_in_profit,
|
||||
capitalized_cap_in_loss_raw: self.capitalized_cap_in_loss,
|
||||
..Accumulate::to_output(&self.core)
|
||||
}
|
||||
}
|
||||
@@ -133,25 +133,25 @@ impl Accumulate for WithCapital {
|
||||
fn accumulate_profit(&mut self, price_u128: u128, sats: Sats) {
|
||||
self.core.supply_in_profit += sats;
|
||||
let invested = price_u128 * sats.as_u128();
|
||||
self.investor_cap_in_profit += price_u128 * invested;
|
||||
self.capitalized_cap_in_profit += price_u128 * invested;
|
||||
}
|
||||
#[inline(always)]
|
||||
fn accumulate_loss(&mut self, price_u128: u128, sats: Sats) {
|
||||
self.core.supply_in_loss += sats;
|
||||
let invested = price_u128 * sats.as_u128();
|
||||
self.investor_cap_in_loss += price_u128 * invested;
|
||||
self.capitalized_cap_in_loss += price_u128 * invested;
|
||||
}
|
||||
#[inline(always)]
|
||||
fn deaccumulate_profit(&mut self, price_u128: u128, sats: Sats) {
|
||||
self.core.supply_in_profit -= sats;
|
||||
let invested = price_u128 * sats.as_u128();
|
||||
self.investor_cap_in_profit -= price_u128 * invested;
|
||||
self.capitalized_cap_in_profit -= price_u128 * invested;
|
||||
}
|
||||
#[inline(always)]
|
||||
fn deaccumulate_loss(&mut self, price_u128: u128, sats: Sats) {
|
||||
self.core.supply_in_loss -= sats;
|
||||
let invested = price_u128 * sats.as_u128();
|
||||
self.investor_cap_in_loss -= price_u128 * invested;
|
||||
self.capitalized_cap_in_loss -= price_u128 * invested;
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -13,7 +13,7 @@ impl PendingCapDelta {
|
||||
}
|
||||
|
||||
#[derive(Clone, Debug, Default)]
|
||||
pub(crate) struct PendingInvestorCapDelta {
|
||||
pub(crate) struct PendingCapitalizedCapRawDelta {
|
||||
pub inc: CentsSquaredSats,
|
||||
pub dec: CentsSquaredSats,
|
||||
}
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
use std::path::{Path, PathBuf};
|
||||
|
||||
use brk_cohort::{ByAddrType, Filter};
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Indexer;
|
||||
use brk_traversable::Traversable;
|
||||
@@ -7,9 +8,10 @@ use brk_types::{
|
||||
Cents, EmptyAddrData, EmptyAddrIndex, FundedAddrData, FundedAddrIndex, Height, Indexes,
|
||||
StoredF64, SupplyState, Timestamp, TxIndex, Version,
|
||||
};
|
||||
use rayon::prelude::*;
|
||||
use tracing::{debug, info};
|
||||
use vecdb::{
|
||||
AnyVec, BytesVec, Database, Exit, ImportableVec, LazyVecFrom1, ReadOnlyClone,
|
||||
AnyStoredVec, AnyVec, BytesVec, Database, Exit, ImportableVec, LazyVecFrom1, ReadOnlyClone,
|
||||
ReadableCloneableVec, ReadableVec, Rw, Stamp, StorageMode, WritableVec,
|
||||
};
|
||||
|
||||
@@ -24,7 +26,7 @@ use crate::{
|
||||
},
|
||||
indexes, inputs,
|
||||
internal::{
|
||||
CachedWindowStarts, PerBlockCumulativeRolling,
|
||||
PerBlockCumulativeRolling, WindowStartVec, Windows, WithAddrTypes,
|
||||
db_utils::{finalize_db, open_db},
|
||||
},
|
||||
outputs, prices, transactions,
|
||||
@@ -32,10 +34,14 @@ use crate::{
|
||||
|
||||
use super::{
|
||||
AddrCohorts, AddrsDataVecs, AnyAddrIndexesVecs, RangeMap, UTXOCohorts,
|
||||
addr::{AddrActivityVecs, AddrCountsVecs, DeltaVecs, NewAddrCountVecs, TotalAddrCountVecs},
|
||||
addr::{
|
||||
AddrActivityVecs, AddrCountsVecs, AddrMetricsState, DeltaVecs, ExposedAddrVecs,
|
||||
NewAddrCountVecs, ReusedAddrVecs, TotalAddrCountVecs,
|
||||
},
|
||||
metrics::AvgAmountMetrics,
|
||||
};
|
||||
|
||||
const VERSION: Version = Version::new(22);
|
||||
const VERSION: Version = Version::new(23);
|
||||
|
||||
#[derive(Traversable)]
|
||||
pub struct AddrMetricsVecs<M: StorageMode = Rw> {
|
||||
@@ -44,7 +50,11 @@ pub struct AddrMetricsVecs<M: StorageMode = Rw> {
|
||||
pub activity: AddrActivityVecs<M>,
|
||||
pub total: TotalAddrCountVecs<M>,
|
||||
pub new: NewAddrCountVecs<M>,
|
||||
pub reused: ReusedAddrVecs<M>,
|
||||
pub respent: ReusedAddrVecs<M>,
|
||||
pub exposed: ExposedAddrVecs<M>,
|
||||
pub delta: DeltaVecs,
|
||||
pub avg_amount: WithAddrTypes<AvgAmountMetrics<M>>,
|
||||
#[traversable(wrap = "indexes", rename = "funded")]
|
||||
pub funded_index:
|
||||
LazyVecFrom1<FundedAddrIndex, FundedAddrIndex, FundedAddrIndex, FundedAddrData>,
|
||||
@@ -52,6 +62,71 @@ pub struct AddrMetricsVecs<M: StorageMode = Rw> {
|
||||
pub empty_index: LazyVecFrom1<EmptyAddrIndex, EmptyAddrIndex, EmptyAddrIndex, EmptyAddrData>,
|
||||
}
|
||||
|
||||
impl AddrMetricsVecs {
|
||||
pub(crate) fn reset_height(&mut self) -> Result<()> {
|
||||
self.funded.reset_height()?;
|
||||
self.empty.reset_height()?;
|
||||
self.activity.reset_height()?;
|
||||
self.reused.reset_height()?;
|
||||
self.respent.reset_height()?;
|
||||
self.exposed.reset_height()?;
|
||||
self.avg_amount.reset_height()?;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
pub(crate) fn min_stateful_len(&self) -> usize {
|
||||
self.funded
|
||||
.min_stateful_len()
|
||||
.min(self.empty.min_stateful_len())
|
||||
.min(self.activity.min_stateful_len())
|
||||
.min(self.reused.min_stateful_len())
|
||||
.min(self.respent.min_stateful_len())
|
||||
.min(self.exposed.min_stateful_len())
|
||||
}
|
||||
|
||||
/// Stateful vecs pushed per block. Mirrors [`Self::push_height`] and
|
||||
/// [`Self::min_stateful_len`]. Used by the stamped write path.
|
||||
pub(crate) fn par_iter_stateful_height_mut(
|
||||
&mut self,
|
||||
) -> impl ParallelIterator<Item = &mut dyn AnyStoredVec> {
|
||||
self.funded
|
||||
.par_iter_height_mut()
|
||||
.chain(self.empty.par_iter_height_mut())
|
||||
.chain(self.activity.par_iter_height_mut())
|
||||
.chain(self.reused.par_iter_height_mut())
|
||||
.chain(self.respent.par_iter_height_mut())
|
||||
.chain(self.exposed.par_iter_height_mut())
|
||||
}
|
||||
|
||||
/// All height-indexed vecs including derived (`avg_amount`). Used for
|
||||
/// bulk truncation, where derived vecs must follow the stateful ones.
|
||||
pub(crate) fn par_iter_height_mut(
|
||||
&mut self,
|
||||
) -> impl ParallelIterator<Item = &mut dyn AnyStoredVec> {
|
||||
self.funded
|
||||
.par_iter_height_mut()
|
||||
.chain(self.empty.par_iter_height_mut())
|
||||
.chain(self.activity.par_iter_height_mut())
|
||||
.chain(self.reused.par_iter_height_mut())
|
||||
.chain(self.respent.par_iter_height_mut())
|
||||
.chain(self.exposed.par_iter_height_mut())
|
||||
.chain(self.avg_amount.par_iter_height_mut())
|
||||
}
|
||||
|
||||
/// Push one block's worth of per-addr-type running totals to all
|
||||
/// height-indexed vecs. `active_addr_count` is the block-level total
|
||||
/// of active addresses (sending + receiving - bidirectional).
|
||||
#[inline(always)]
|
||||
pub(crate) fn push_height(&mut self, state: &AddrMetricsState, active_addr_count: u32) {
|
||||
self.funded.push_counts(&state.funded);
|
||||
self.empty.push_counts(&state.empty);
|
||||
self.activity.push_height(&state.activity);
|
||||
self.exposed.push_height(&state.exposed);
|
||||
self.reused.push_height(&state.reused, active_addr_count);
|
||||
self.respent.push_height(&state.respent, active_addr_count);
|
||||
}
|
||||
}
|
||||
|
||||
#[derive(Traversable)]
|
||||
pub struct Vecs<M: StorageMode = Rw> {
|
||||
#[traversable(skip)]
|
||||
@@ -102,7 +177,7 @@ impl Vecs {
|
||||
parent: &Path,
|
||||
parent_version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
cached_starts: &CachedWindowStarts,
|
||||
cached_starts: &Windows<&WindowStartVec>,
|
||||
) -> Result<Self> {
|
||||
let db_path = parent.join(super::DB_NAME);
|
||||
let states_path = db_path.join("states");
|
||||
@@ -146,7 +221,7 @@ impl Vecs {
|
||||
let empty_addr_count =
|
||||
AddrCountsVecs::forced_import(&db, "empty_addr_count", version, indexes)?;
|
||||
let addr_activity =
|
||||
AddrActivityVecs::forced_import(&db, "addr_activity", version, indexes, cached_starts)?;
|
||||
AddrActivityVecs::forced_import(&db, version, indexes, cached_starts)?;
|
||||
|
||||
// Stored total = addr_count + empty_addr_count (global + per-type, with all derived indexes)
|
||||
let total_addr_count = TotalAddrCountVecs::forced_import(&db, version, indexes)?;
|
||||
@@ -154,9 +229,24 @@ impl Vecs {
|
||||
// Per-block delta of total (global + per-type)
|
||||
let new_addr_count = NewAddrCountVecs::forced_import(&db, version, indexes, cached_starts)?;
|
||||
|
||||
// Reused address tracking (counts + per-block uses + percent).
|
||||
// `reused_*` uses the receive-side predicate (funded_txo_count > 1,
|
||||
// industry standard). `respent_*` uses the spend-side counterpart
|
||||
// (spent_txo_count > 1, strictly more restrictive).
|
||||
let reused_addr_count =
|
||||
ReusedAddrVecs::forced_import(&db, "reused", version, indexes, cached_starts)?;
|
||||
let respent_addr_count =
|
||||
ReusedAddrVecs::forced_import(&db, "respent", version, indexes, cached_starts)?;
|
||||
|
||||
// Exposed address tracking (counts + supply) - quantum / pubkey-exposure sense
|
||||
let exposed_addr_vecs = ExposedAddrVecs::forced_import(&db, version, indexes)?;
|
||||
|
||||
// Growth rate: delta change + rate (global + per-type)
|
||||
let delta = DeltaVecs::new(version, &addr_count, cached_starts, indexes);
|
||||
|
||||
// Average amount (supply / utxo_count, supply / funded_addr_count) for `all` and per addr type.
|
||||
let avg_amount = WithAddrTypes::<AvgAmountMetrics>::forced_import(&db, version, indexes)?;
|
||||
|
||||
let this = Self {
|
||||
supply_state: BytesVec::forced_import_with(
|
||||
vecdb::ImportOptions::new(&db, "supply_state", version)
|
||||
@@ -169,7 +259,11 @@ impl Vecs {
|
||||
activity: addr_activity,
|
||||
total: total_addr_count,
|
||||
new: new_addr_count,
|
||||
reused: reused_addr_count,
|
||||
respent: respent_addr_count,
|
||||
exposed: exposed_addr_vecs,
|
||||
delta,
|
||||
avg_amount,
|
||||
funded_index: funded_addr_index,
|
||||
empty_index: empty_addr_index,
|
||||
},
|
||||
@@ -282,9 +376,7 @@ impl Vecs {
|
||||
|
||||
if needs_fresh_start {
|
||||
self.supply_state.reset()?;
|
||||
self.addrs.funded.reset_height()?;
|
||||
self.addrs.empty.reset_height()?;
|
||||
self.addrs.activity.reset_height()?;
|
||||
self.addrs.reset_height()?;
|
||||
reset_state(
|
||||
&mut self.any_addr_indexes,
|
||||
&mut self.addrs_data,
|
||||
@@ -454,6 +546,65 @@ impl Vecs {
|
||||
// 6b. Compute address count sum (by addr_type -> all)
|
||||
self.addrs.funded.compute_rest(starting_indexes, exit)?;
|
||||
self.addrs.empty.compute_rest(starting_indexes, exit)?;
|
||||
let t = &self.utxo_cohorts.type_;
|
||||
let type_supply_sats = ByAddrType::new(|filter| {
|
||||
let Filter::Type(ot) = filter else { unreachable!() };
|
||||
&t.get(ot).metrics.supply.total.sats.height
|
||||
});
|
||||
let all_supply_sats = &self.utxo_cohorts.all.metrics.supply.total.sats.height;
|
||||
self.addrs.reused.compute_rest(
|
||||
starting_indexes,
|
||||
&outputs.by_type,
|
||||
&inputs.by_type,
|
||||
prices,
|
||||
all_supply_sats,
|
||||
&type_supply_sats,
|
||||
exit,
|
||||
)?;
|
||||
self.addrs.respent.compute_rest(
|
||||
starting_indexes,
|
||||
&outputs.by_type,
|
||||
&inputs.by_type,
|
||||
prices,
|
||||
all_supply_sats,
|
||||
&type_supply_sats,
|
||||
exit,
|
||||
)?;
|
||||
self.addrs.exposed.compute_rest(
|
||||
starting_indexes,
|
||||
prices,
|
||||
all_supply_sats,
|
||||
&type_supply_sats,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
// Average amount (supply / utxo_count, supply / funded_addr_count) for `all` and per addr type.
|
||||
let all_m = &self.utxo_cohorts.all.metrics;
|
||||
self.addrs.avg_amount.all.compute(
|
||||
prices,
|
||||
&all_m.supply.total.sats.height,
|
||||
&all_m.outputs.unspent_count.height,
|
||||
&self.addrs.funded.all.height,
|
||||
starting_indexes.height,
|
||||
exit,
|
||||
)?;
|
||||
for ((ot, avg), (_, funded)) in self
|
||||
.addrs
|
||||
.avg_amount
|
||||
.by_addr_type
|
||||
.iter_mut()
|
||||
.zip(self.addrs.funded.by_addr_type.iter())
|
||||
{
|
||||
let type_m = &t.get(ot).metrics;
|
||||
avg.compute(
|
||||
prices,
|
||||
&type_m.supply.total.sats.height,
|
||||
&type_m.outputs.unspent_count.height,
|
||||
&funded.height,
|
||||
starting_indexes.height,
|
||||
exit,
|
||||
)?;
|
||||
}
|
||||
|
||||
// 6c. Compute total_addr_count = addr_count + empty_addr_count
|
||||
self.addrs.total.compute(
|
||||
@@ -490,6 +641,15 @@ impl Vecs {
|
||||
exit,
|
||||
)?;
|
||||
|
||||
let all_supply_sats = self
|
||||
.utxo_cohorts
|
||||
.all
|
||||
.metrics
|
||||
.supply
|
||||
.total
|
||||
.sats
|
||||
.height
|
||||
.read_only_clone();
|
||||
let all_utxo_count = self
|
||||
.utxo_cohorts
|
||||
.all
|
||||
@@ -498,8 +658,13 @@ impl Vecs {
|
||||
.unspent_count
|
||||
.height
|
||||
.read_only_clone();
|
||||
self.addr_cohorts
|
||||
.compute_rest_part2(prices, starting_indexes, &all_utxo_count, exit)?;
|
||||
self.addr_cohorts.compute_rest_part2(
|
||||
prices,
|
||||
starting_indexes,
|
||||
&all_supply_sats,
|
||||
&all_utxo_count,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
let exit = exit.clone();
|
||||
self.db.run_bg(move |db| {
|
||||
@@ -521,9 +686,7 @@ impl Vecs {
|
||||
.min(Height::from(self.supply_state.len()))
|
||||
.min(self.any_addr_indexes.min_stamped_len())
|
||||
.min(self.addrs_data.min_stamped_len())
|
||||
.min(Height::from(self.addrs.funded.min_stateful_len()))
|
||||
.min(Height::from(self.addrs.empty.min_stateful_len()))
|
||||
.min(Height::from(self.addrs.activity.min_stateful_len()))
|
||||
.min(Height::from(self.addrs.min_stateful_len()))
|
||||
.min(Height::from(self.coinblocks_destroyed.block.len()))
|
||||
}
|
||||
}
|
||||
|
||||
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user