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v0.3.0-beta.10
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@@ -1,15 +0,0 @@
|
||||
name: Check outdated dependencies
|
||||
|
||||
on:
|
||||
schedule:
|
||||
- cron: "0 9 * * 1"
|
||||
workflow_dispatch:
|
||||
|
||||
jobs:
|
||||
outdated:
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
- uses: dtolnay/rust-toolchain@stable
|
||||
- run: cargo install cargo-outdated
|
||||
- run: cargo outdated --exit-code 1 --depth 1
|
||||
@@ -1,296 +0,0 @@
|
||||
# This file was autogenerated by dist: https://axodotdev.github.io/cargo-dist
|
||||
#
|
||||
# Copyright 2022-2024, axodotdev
|
||||
# SPDX-License-Identifier: MIT or Apache-2.0
|
||||
#
|
||||
# CI that:
|
||||
#
|
||||
# * checks for a Git Tag that looks like a release
|
||||
# * builds artifacts with dist (archives, installers, hashes)
|
||||
# * uploads those artifacts to temporary workflow zip
|
||||
# * on success, uploads the artifacts to a GitHub Release
|
||||
#
|
||||
# Note that the GitHub Release will be created with a generated
|
||||
# title/body based on your changelogs.
|
||||
|
||||
name: Release
|
||||
permissions:
|
||||
"contents": "write"
|
||||
|
||||
# This task will run whenever you push a git tag that looks like a version
|
||||
# like "1.0.0", "v0.1.0-prerelease.1", "my-app/0.1.0", "releases/v1.0.0", etc.
|
||||
# Various formats will be parsed into a VERSION and an optional PACKAGE_NAME, where
|
||||
# PACKAGE_NAME must be the name of a Cargo package in your workspace, and VERSION
|
||||
# must be a Cargo-style SemVer Version (must have at least major.minor.patch).
|
||||
#
|
||||
# If PACKAGE_NAME is specified, then the announcement will be for that
|
||||
# package (erroring out if it doesn't have the given version or isn't dist-able).
|
||||
#
|
||||
# If PACKAGE_NAME isn't specified, then the announcement will be for all
|
||||
# (dist-able) packages in the workspace with that version (this mode is
|
||||
# intended for workspaces with only one dist-able package, or with all dist-able
|
||||
# packages versioned/released in lockstep).
|
||||
#
|
||||
# If you push multiple tags at once, separate instances of this workflow will
|
||||
# spin up, creating an independent announcement for each one. However, GitHub
|
||||
# will hard limit this to 3 tags per commit, as it will assume more tags is a
|
||||
# mistake.
|
||||
#
|
||||
# If there's a prerelease-style suffix to the version, then the release(s)
|
||||
# will be marked as a prerelease.
|
||||
on:
|
||||
pull_request:
|
||||
push:
|
||||
tags:
|
||||
- '**[0-9]+.[0-9]+.[0-9]+*'
|
||||
|
||||
jobs:
|
||||
# Run 'dist plan' (or host) to determine what tasks we need to do
|
||||
plan:
|
||||
runs-on: "ubuntu-22.04"
|
||||
outputs:
|
||||
val: ${{ steps.plan.outputs.manifest }}
|
||||
tag: ${{ !github.event.pull_request && github.ref_name || '' }}
|
||||
tag-flag: ${{ !github.event.pull_request && format('--tag={0}', github.ref_name) || '' }}
|
||||
publishing: ${{ !github.event.pull_request }}
|
||||
env:
|
||||
GH_TOKEN: ${{ secrets.GITHUB_TOKEN }}
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
with:
|
||||
persist-credentials: false
|
||||
submodules: recursive
|
||||
- name: Install dist
|
||||
# we specify bash to get pipefail; it guards against the `curl` command
|
||||
# failing. otherwise `sh` won't catch that `curl` returned non-0
|
||||
shell: bash
|
||||
run: "curl --proto '=https' --tlsv1.2 -LsSf https://github.com/axodotdev/cargo-dist/releases/download/v0.30.2/cargo-dist-installer.sh | sh"
|
||||
- name: Cache dist
|
||||
uses: actions/upload-artifact@v4
|
||||
with:
|
||||
name: cargo-dist-cache
|
||||
path: ~/.cargo/bin/dist
|
||||
# sure would be cool if github gave us proper conditionals...
|
||||
# so here's a doubly-nested ternary-via-truthiness to try to provide the best possible
|
||||
# functionality based on whether this is a pull_request, and whether it's from a fork.
|
||||
# (PRs run on the *source* but secrets are usually on the *target* -- that's *good*
|
||||
# but also really annoying to build CI around when it needs secrets to work right.)
|
||||
- id: plan
|
||||
run: |
|
||||
dist ${{ (!github.event.pull_request && format('host --steps=create --tag={0}', github.ref_name)) || 'plan' }} --output-format=json > plan-dist-manifest.json
|
||||
echo "dist ran successfully"
|
||||
cat plan-dist-manifest.json
|
||||
echo "manifest=$(jq -c "." plan-dist-manifest.json)" >> "$GITHUB_OUTPUT"
|
||||
- name: "Upload dist-manifest.json"
|
||||
uses: actions/upload-artifact@v4
|
||||
with:
|
||||
name: artifacts-plan-dist-manifest
|
||||
path: plan-dist-manifest.json
|
||||
|
||||
# Build and packages all the platform-specific things
|
||||
build-local-artifacts:
|
||||
name: build-local-artifacts (${{ join(matrix.targets, ', ') }})
|
||||
# Let the initial task tell us to not run (currently very blunt)
|
||||
needs:
|
||||
- plan
|
||||
if: ${{ fromJson(needs.plan.outputs.val).ci.github.artifacts_matrix.include != null && (needs.plan.outputs.publishing == 'true' || fromJson(needs.plan.outputs.val).ci.github.pr_run_mode == 'upload') }}
|
||||
strategy:
|
||||
fail-fast: false
|
||||
# Target platforms/runners are computed by dist in create-release.
|
||||
# Each member of the matrix has the following arguments:
|
||||
#
|
||||
# - runner: the github runner
|
||||
# - dist-args: cli flags to pass to dist
|
||||
# - install-dist: expression to run to install dist on the runner
|
||||
#
|
||||
# Typically there will be:
|
||||
# - 1 "global" task that builds universal installers
|
||||
# - N "local" tasks that build each platform's binaries and platform-specific installers
|
||||
matrix: ${{ fromJson(needs.plan.outputs.val).ci.github.artifacts_matrix }}
|
||||
runs-on: ${{ matrix.runner }}
|
||||
container: ${{ matrix.container && matrix.container.image || null }}
|
||||
env:
|
||||
GH_TOKEN: ${{ secrets.GITHUB_TOKEN }}
|
||||
BUILD_MANIFEST_NAME: target/distrib/${{ join(matrix.targets, '-') }}-dist-manifest.json
|
||||
steps:
|
||||
- name: enable windows longpaths
|
||||
run: |
|
||||
git config --global core.longpaths true
|
||||
- uses: actions/checkout@v4
|
||||
with:
|
||||
persist-credentials: false
|
||||
submodules: recursive
|
||||
- name: Install Rust non-interactively if not already installed
|
||||
if: ${{ matrix.container }}
|
||||
run: |
|
||||
if ! command -v cargo > /dev/null 2>&1; then
|
||||
curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh -s -- -y
|
||||
echo "$HOME/.cargo/bin" >> $GITHUB_PATH
|
||||
fi
|
||||
- name: Install dist
|
||||
run: ${{ matrix.install_dist.run }}
|
||||
# Get the dist-manifest
|
||||
- name: Fetch local artifacts
|
||||
uses: actions/download-artifact@v4
|
||||
with:
|
||||
pattern: artifacts-*
|
||||
path: target/distrib/
|
||||
merge-multiple: true
|
||||
- name: Install dependencies
|
||||
run: |
|
||||
${{ matrix.packages_install }}
|
||||
- name: Build artifacts
|
||||
run: |
|
||||
# Actually do builds and make zips and whatnot
|
||||
dist build ${{ needs.plan.outputs.tag-flag }} --print=linkage --output-format=json ${{ matrix.dist_args }} > dist-manifest.json
|
||||
echo "dist ran successfully"
|
||||
- id: cargo-dist
|
||||
name: Post-build
|
||||
# We force bash here just because github makes it really hard to get values up
|
||||
# to "real" actions without writing to env-vars, and writing to env-vars has
|
||||
# inconsistent syntax between shell and powershell.
|
||||
shell: bash
|
||||
run: |
|
||||
# Parse out what we just built and upload it to scratch storage
|
||||
echo "paths<<EOF" >> "$GITHUB_OUTPUT"
|
||||
dist print-upload-files-from-manifest --manifest dist-manifest.json >> "$GITHUB_OUTPUT"
|
||||
echo "EOF" >> "$GITHUB_OUTPUT"
|
||||
|
||||
cp dist-manifest.json "$BUILD_MANIFEST_NAME"
|
||||
- name: "Upload artifacts"
|
||||
uses: actions/upload-artifact@v4
|
||||
with:
|
||||
name: artifacts-build-local-${{ join(matrix.targets, '_') }}
|
||||
path: |
|
||||
${{ steps.cargo-dist.outputs.paths }}
|
||||
${{ env.BUILD_MANIFEST_NAME }}
|
||||
|
||||
# Build and package all the platform-agnostic(ish) things
|
||||
build-global-artifacts:
|
||||
needs:
|
||||
- plan
|
||||
- build-local-artifacts
|
||||
runs-on: "ubuntu-22.04"
|
||||
env:
|
||||
GH_TOKEN: ${{ secrets.GITHUB_TOKEN }}
|
||||
BUILD_MANIFEST_NAME: target/distrib/global-dist-manifest.json
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
with:
|
||||
persist-credentials: false
|
||||
submodules: recursive
|
||||
- name: Install cached dist
|
||||
uses: actions/download-artifact@v4
|
||||
with:
|
||||
name: cargo-dist-cache
|
||||
path: ~/.cargo/bin/
|
||||
- run: chmod +x ~/.cargo/bin/dist
|
||||
# Get all the local artifacts for the global tasks to use (for e.g. checksums)
|
||||
- name: Fetch local artifacts
|
||||
uses: actions/download-artifact@v4
|
||||
with:
|
||||
pattern: artifacts-*
|
||||
path: target/distrib/
|
||||
merge-multiple: true
|
||||
- id: cargo-dist
|
||||
shell: bash
|
||||
run: |
|
||||
dist build ${{ needs.plan.outputs.tag-flag }} --output-format=json "--artifacts=global" > dist-manifest.json
|
||||
echo "dist ran successfully"
|
||||
|
||||
# Parse out what we just built and upload it to scratch storage
|
||||
echo "paths<<EOF" >> "$GITHUB_OUTPUT"
|
||||
jq --raw-output ".upload_files[]" dist-manifest.json >> "$GITHUB_OUTPUT"
|
||||
echo "EOF" >> "$GITHUB_OUTPUT"
|
||||
|
||||
cp dist-manifest.json "$BUILD_MANIFEST_NAME"
|
||||
- name: "Upload artifacts"
|
||||
uses: actions/upload-artifact@v4
|
||||
with:
|
||||
name: artifacts-build-global
|
||||
path: |
|
||||
${{ steps.cargo-dist.outputs.paths }}
|
||||
${{ env.BUILD_MANIFEST_NAME }}
|
||||
# Determines if we should publish/announce
|
||||
host:
|
||||
needs:
|
||||
- plan
|
||||
- build-local-artifacts
|
||||
- build-global-artifacts
|
||||
# Only run if we're "publishing", and only if plan, local and global didn't fail (skipped is fine)
|
||||
if: ${{ always() && needs.plan.result == 'success' && needs.plan.outputs.publishing == 'true' && (needs.build-global-artifacts.result == 'skipped' || needs.build-global-artifacts.result == 'success') && (needs.build-local-artifacts.result == 'skipped' || needs.build-local-artifacts.result == 'success') }}
|
||||
env:
|
||||
GH_TOKEN: ${{ secrets.GITHUB_TOKEN }}
|
||||
runs-on: "ubuntu-22.04"
|
||||
outputs:
|
||||
val: ${{ steps.host.outputs.manifest }}
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
with:
|
||||
persist-credentials: false
|
||||
submodules: recursive
|
||||
- name: Install cached dist
|
||||
uses: actions/download-artifact@v4
|
||||
with:
|
||||
name: cargo-dist-cache
|
||||
path: ~/.cargo/bin/
|
||||
- run: chmod +x ~/.cargo/bin/dist
|
||||
# Fetch artifacts from scratch-storage
|
||||
- name: Fetch artifacts
|
||||
uses: actions/download-artifact@v4
|
||||
with:
|
||||
pattern: artifacts-*
|
||||
path: target/distrib/
|
||||
merge-multiple: true
|
||||
- id: host
|
||||
shell: bash
|
||||
run: |
|
||||
dist host ${{ needs.plan.outputs.tag-flag }} --steps=upload --steps=release --output-format=json > dist-manifest.json
|
||||
echo "artifacts uploaded and released successfully"
|
||||
cat dist-manifest.json
|
||||
echo "manifest=$(jq -c "." dist-manifest.json)" >> "$GITHUB_OUTPUT"
|
||||
- name: "Upload dist-manifest.json"
|
||||
uses: actions/upload-artifact@v4
|
||||
with:
|
||||
# Overwrite the previous copy
|
||||
name: artifacts-dist-manifest
|
||||
path: dist-manifest.json
|
||||
# Create a GitHub Release while uploading all files to it
|
||||
- name: "Download GitHub Artifacts"
|
||||
uses: actions/download-artifact@v4
|
||||
with:
|
||||
pattern: artifacts-*
|
||||
path: artifacts
|
||||
merge-multiple: true
|
||||
- name: Cleanup
|
||||
run: |
|
||||
# Remove the granular manifests
|
||||
rm -f artifacts/*-dist-manifest.json
|
||||
- name: Create GitHub Release
|
||||
env:
|
||||
PRERELEASE_FLAG: "${{ fromJson(steps.host.outputs.manifest).announcement_is_prerelease && '--prerelease' || '' }}"
|
||||
ANNOUNCEMENT_TITLE: "${{ fromJson(steps.host.outputs.manifest).announcement_title }}"
|
||||
ANNOUNCEMENT_BODY: "${{ fromJson(steps.host.outputs.manifest).announcement_github_body }}"
|
||||
RELEASE_COMMIT: "${{ github.sha }}"
|
||||
run: |
|
||||
# Write and read notes from a file to avoid quoting breaking things
|
||||
echo "$ANNOUNCEMENT_BODY" > $RUNNER_TEMP/notes.txt
|
||||
|
||||
gh release create "${{ needs.plan.outputs.tag }}" --target "$RELEASE_COMMIT" $PRERELEASE_FLAG --title "$ANNOUNCEMENT_TITLE" --notes-file "$RUNNER_TEMP/notes.txt" artifacts/*
|
||||
|
||||
announce:
|
||||
needs:
|
||||
- plan
|
||||
- host
|
||||
# use "always() && ..." to allow us to wait for all publish jobs while
|
||||
# still allowing individual publish jobs to skip themselves (for prereleases).
|
||||
# "host" however must run to completion, no skipping allowed!
|
||||
if: ${{ always() && needs.host.result == 'success' }}
|
||||
runs-on: "ubuntu-22.04"
|
||||
env:
|
||||
GH_TOKEN: ${{ secrets.GITHUB_TOKEN }}
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
with:
|
||||
persist-credentials: false
|
||||
submodules: recursive
|
||||
@@ -18,6 +18,7 @@ _*
|
||||
/*.py
|
||||
/*.json
|
||||
/*.html
|
||||
!/btc-cycle-sim.html
|
||||
/research
|
||||
/filter_*
|
||||
/heatmaps*
|
||||
|
||||
Generated
+221
-351
File diff suppressed because it is too large
Load Diff
+31
-41
@@ -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.10"
|
||||
package.version = "0.3.5"
|
||||
package.homepage = "https://bitcoinresearchkit.org"
|
||||
package.repository = "https://github.com/bitcoinresearchkit/brk"
|
||||
package.readme = "README.md"
|
||||
@@ -28,9 +28,6 @@ lto = false
|
||||
strip = false
|
||||
inherits = "release"
|
||||
|
||||
[profile.dist]
|
||||
inherits = "release"
|
||||
|
||||
[profile.profiling]
|
||||
inherits = "release"
|
||||
debug = true
|
||||
@@ -38,38 +35,38 @@ debug = true
|
||||
[workspace.dependencies]
|
||||
aide = { version = "0.16.0-alpha.4", features = ["axum-json", "axum-query"] }
|
||||
axum = { version = "0.8.9", default-features = false, features = ["http1", "json", "query", "tokio", "tracing"] }
|
||||
bitcoin = { version = "0.32.9", features = ["serde"] }
|
||||
brk_alloc = { version = "0.3.0-beta.10", path = "crates/brk_alloc" }
|
||||
brk_bencher = { version = "0.3.0-beta.10", path = "crates/brk_bencher" }
|
||||
brk_bindgen = { version = "0.3.0-beta.10", path = "crates/brk_bindgen" }
|
||||
brk_cli = { version = "0.3.0-beta.10", path = "crates/brk_cli" }
|
||||
brk_client = { version = "0.3.0-beta.10", path = "crates/brk_client" }
|
||||
brk_cohort = { version = "0.3.0-beta.10", path = "crates/brk_cohort" }
|
||||
brk_computer = { version = "0.3.0-beta.10", path = "crates/brk_computer" }
|
||||
brk_error = { version = "0.3.0-beta.10", path = "crates/brk_error" }
|
||||
brk_fetcher = { version = "0.3.0-beta.10", path = "crates/brk_fetcher" }
|
||||
brk_indexer = { version = "0.3.0-beta.10", path = "crates/brk_indexer" }
|
||||
brk_iterator = { version = "0.3.0-beta.10", path = "crates/brk_iterator" }
|
||||
brk_logger = { version = "0.3.0-beta.10", path = "crates/brk_logger" }
|
||||
brk_mempool = { version = "0.3.0-beta.10", path = "crates/brk_mempool" }
|
||||
brk_oracle = { version = "0.3.0-beta.10", path = "crates/brk_oracle" }
|
||||
brk_query = { version = "0.3.0-beta.10", path = "crates/brk_query", features = ["tokio"] }
|
||||
brk_reader = { version = "0.3.0-beta.10", path = "crates/brk_reader" }
|
||||
brk_rpc = { version = "0.3.0-beta.10", path = "crates/brk_rpc" }
|
||||
brk_server = { version = "0.3.0-beta.10", path = "crates/brk_server" }
|
||||
brk_store = { version = "0.3.0-beta.10", path = "crates/brk_store" }
|
||||
brk_traversable = { version = "0.3.0-beta.10", path = "crates/brk_traversable", features = ["pco", "derive"] }
|
||||
brk_traversable_derive = { version = "0.3.0-beta.10", path = "crates/brk_traversable_derive" }
|
||||
brk_types = { version = "0.3.0-beta.10", path = "crates/brk_types" }
|
||||
brk_website = { version = "0.3.0-beta.10", path = "crates/brk_website" }
|
||||
bitcoin = { version = "0.32.10", features = ["serde"] }
|
||||
brk_alloc = { version = "0.3.5", path = "crates/brk_alloc" }
|
||||
brk_bencher = { version = "0.3.5", path = "crates/brk_bencher" }
|
||||
brk_bindgen = { version = "0.3.5", path = "crates/brk_bindgen" }
|
||||
brk_cli = { version = "0.3.5", path = "crates/brk_cli" }
|
||||
brk_client = { version = "0.3.5", path = "crates/brk_client" }
|
||||
brk_cohort = { version = "0.3.5", path = "crates/brk_cohort" }
|
||||
brk_computer = { version = "0.3.5", path = "crates/brk_computer" }
|
||||
brk_error = { version = "0.3.5", path = "crates/brk_error" }
|
||||
brk_fetcher = { version = "0.3.5", path = "crates/brk_fetcher" }
|
||||
brk_indexer = { version = "0.3.5", path = "crates/brk_indexer" }
|
||||
brk_iterator = { version = "0.3.5", path = "crates/brk_iterator" }
|
||||
brk_logger = { version = "0.3.5", path = "crates/brk_logger" }
|
||||
brk_mempool = { version = "0.3.5", path = "crates/brk_mempool" }
|
||||
brk_oracle = { version = "0.3.5", path = "crates/brk_oracle" }
|
||||
brk_query = { version = "0.3.5", path = "crates/brk_query", features = ["tokio"] }
|
||||
brk_reader = { version = "0.3.5", path = "crates/brk_reader" }
|
||||
brk_rpc = { version = "0.3.5", path = "crates/brk_rpc" }
|
||||
brk_server = { version = "0.3.5", path = "crates/brk_server" }
|
||||
brk_store = { version = "0.3.5", path = "crates/brk_store" }
|
||||
brk_traversable = { version = "0.3.5", path = "crates/brk_traversable", features = ["pco", "derive"] }
|
||||
brk_traversable_derive = { version = "0.3.5", path = "crates/brk_traversable_derive" }
|
||||
brk_types = { version = "0.3.5", path = "crates/brk_types" }
|
||||
brk_website = { version = "0.3.5", path = "crates/brk_website" }
|
||||
byteview = "0.10.1"
|
||||
color-eyre = "0.6.5"
|
||||
corepc-jsonrpc = { package = "jsonrpc", version = "0.19.0", features = ["simple_http"], default-features = false }
|
||||
corepc-types = { version = "0.13.0", features = ["std"], default-features = false }
|
||||
corepc-types = { version = "0.15.0", features = ["std"], default-features = false }
|
||||
derive_more = { version = "2.1.1", features = ["deref", "deref_mut"] }
|
||||
fjall = "=3.0.4"
|
||||
fjall = "3.1.5"
|
||||
indexmap = { version = "2.14.0", features = ["serde"] }
|
||||
jiff = { version = "0.2.24", features = ["perf-inline", "tz-system"], default-features = false }
|
||||
jiff = { version = "0.2.29", features = ["perf-inline", "tz-system"], default-features = false }
|
||||
owo-colors = "4.3.0"
|
||||
parking_lot = "0.12.5"
|
||||
pco = "1.0.2"
|
||||
@@ -79,10 +76,10 @@ schemars = { version = "1.2.1", features = ["indexmap2"] }
|
||||
serde = "1.0.228"
|
||||
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"
|
||||
serde_json = { version = "1.0.150", features = ["float_roundtrip", "preserve_order"] }
|
||||
smallvec = "1.15.2"
|
||||
tokio = { version = "1.52.3", features = ["rt-multi-thread"] }
|
||||
tower-http = { version = "0.6.10", features = ["catch-panic", "compression-br", "compression-gzip", "compression-zstd", "cors", "normalize-path", "timeout", "trace"] }
|
||||
tower-http = { version = "0.7.0", features = ["catch-panic", "compression-br", "compression-gzip", "compression-zstd", "cors", "normalize-path", "timeout", "trace"] }
|
||||
tower-layer = "0.3"
|
||||
tracing = { version = "0.1", default-features = false, features = ["std"] }
|
||||
ureq = { version = "3.3.0", features = ["json"] }
|
||||
@@ -95,10 +92,3 @@ tag-name = "v{{version}}"
|
||||
pre-release-commit-message = "release: v{{version}}"
|
||||
tag-message = "release: v{{version}}"
|
||||
allow-branch = ["main", "next"]
|
||||
|
||||
[workspace.metadata.dist]
|
||||
cargo-dist-version = "0.30.2"
|
||||
ci = "github"
|
||||
allow-dirty = ["ci"]
|
||||
installers = []
|
||||
targets = ["aarch64-apple-darwin", "aarch64-unknown-linux-gnu", "x86_64-unknown-linux-gnu"]
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
MIT License
|
||||
|
||||
Copyright (c) 2025 bitcoinresearchkit, kibo.money, satonomics
|
||||
Copyright (c) 2025 Bitcoin Research Kit
|
||||
|
||||
Permission is hereby granted, free of charge, to any person obtaining a copy
|
||||
of this software and associated documentation files (the "Software"), to deal
|
||||
@@ -8,5 +8,5 @@ homepage.workspace = true
|
||||
repository.workspace = true
|
||||
|
||||
[dependencies]
|
||||
libmimalloc-sys = { version = "0.1.47", features = ["extended"] }
|
||||
mimalloc = { version = "0.1.50" }
|
||||
libmimalloc-sys = { version = "0.1.49", features = ["extended"] }
|
||||
mimalloc = { version = "0.1.52" }
|
||||
|
||||
@@ -6,9 +6,9 @@
|
||||
use std::collections::BTreeMap;
|
||||
|
||||
use brk_cohort::{
|
||||
AGE_RANGE_NAMES, AMOUNT_RANGE_NAMES, CLASS_NAMES, EPOCH_NAMES, LOSS_NAMES, OVER_AGE_NAMES,
|
||||
OVER_AMOUNT_NAMES, PROFIT_NAMES, PROFITABILITY_RANGE_NAMES, SPENDABLE_TYPE_NAMES, TERM_NAMES,
|
||||
UNDER_AGE_NAMES, UNDER_AMOUNT_NAMES,
|
||||
AGE_RANGE_NAMES, AMOUNT_RANGE_NAMES, CLASS_NAMES, ENTRY_NAMES, EPOCH_NAMES, LOSS_NAMES,
|
||||
OVER_AGE_NAMES, OVER_AMOUNT_NAMES, PROFIT_NAMES, PROFITABILITY_RANGE_NAMES,
|
||||
SPENDABLE_TYPE_NAMES, TERM_NAMES, UNDER_AGE_NAMES, UNDER_AMOUNT_NAMES,
|
||||
};
|
||||
use brk_types::{Index, pools};
|
||||
use serde::Serialize;
|
||||
@@ -59,6 +59,7 @@ impl CohortConstants {
|
||||
("TERM_NAMES", to_value(&TERM_NAMES)),
|
||||
("EPOCH_NAMES", to_value(&EPOCH_NAMES)),
|
||||
("CLASS_NAMES", to_value(&CLASS_NAMES)),
|
||||
("ENTRY_NAMES", to_value(&ENTRY_NAMES)),
|
||||
("SPENDABLE_TYPE_NAMES", to_value(&SPENDABLE_TYPE_NAMES)),
|
||||
("AGE_RANGE_NAMES", to_value(&AGE_RANGE_NAMES)),
|
||||
("UNDER_AGE_NAMES", to_value(&UNDER_AGE_NAMES)),
|
||||
|
||||
@@ -51,7 +51,7 @@ fn generate_get_method(output: &mut String, endpoint: &Endpoint) {
|
||||
}
|
||||
writeln!(
|
||||
output,
|
||||
" * @param {{{{ signal?: AbortSignal, onValue?: (value: {}) => void }}}} [options]",
|
||||
" * @param {{{{ signal?: AbortSignal, onValue?: (value: {}) => void, cache?: boolean }}}} [options]",
|
||||
return_type
|
||||
)
|
||||
.unwrap();
|
||||
@@ -60,22 +60,22 @@ fn generate_get_method(output: &mut String, endpoint: &Endpoint) {
|
||||
|
||||
let params = build_method_params(endpoint);
|
||||
let params_with_opts = if params.is_empty() {
|
||||
"{ signal, onValue } = {}".to_string()
|
||||
"{ signal, onValue, cache } = {}".to_string()
|
||||
} else {
|
||||
format!("{}, {{ signal, onValue }} = {{}}", params)
|
||||
format!("{}, {{ signal, onValue, cache }} = {{}}", params)
|
||||
};
|
||||
writeln!(output, " async {}({}) {{", method_name, params_with_opts).unwrap();
|
||||
|
||||
let path = build_path_template(&endpoint.path, &endpoint.path_params);
|
||||
|
||||
let fetch_call: String = if endpoint.returns_binary() {
|
||||
"this.getBytes(path, { signal, onValue })".to_string()
|
||||
"this.getBytes(path, { signal, onValue, cache })".to_string()
|
||||
} else if endpoint.returns_json() {
|
||||
"this.getJson(path, { signal, onValue })".to_string()
|
||||
"this.getJson(path, { signal, onValue, cache })".to_string()
|
||||
} else if endpoint.response_kind.text_is_numeric() {
|
||||
"Number(await this.getText(path, { signal, onValue: onValue ? (v) => onValue(Number(v)) : undefined }))".to_string()
|
||||
"Number(await this.getText(path, { signal, cache, onValue: onValue ? (v) => onValue(Number(v)) : undefined }))".to_string()
|
||||
} else {
|
||||
"this.getText(path, { signal, onValue })".to_string()
|
||||
"this.getText(path, { signal, onValue, cache })".to_string()
|
||||
};
|
||||
|
||||
write_path_assignment(output, endpoint, &path);
|
||||
@@ -83,7 +83,7 @@ fn generate_get_method(output: &mut String, endpoint: &Endpoint) {
|
||||
if endpoint.supports_csv {
|
||||
writeln!(
|
||||
output,
|
||||
" if (format === 'csv') return this.getText(path, {{ signal, onValue }});"
|
||||
" if (format === 'csv') return this.getText(path, {{ signal, onValue, cache }});"
|
||||
)
|
||||
.unwrap();
|
||||
}
|
||||
|
||||
@@ -51,6 +51,12 @@ const _openBrowserCache = (option) => {{
|
||||
return caches.open(name).catch(() => null);
|
||||
}};
|
||||
|
||||
/**
|
||||
* @param {{string}} url
|
||||
* @returns {{URL}}
|
||||
*/
|
||||
const _parseBaseUrl = (url) => new URL(url, typeof location === 'undefined' ? undefined : location.href);
|
||||
|
||||
/**
|
||||
* Custom error class for BRK client errors
|
||||
*/
|
||||
@@ -403,6 +409,9 @@ class BrkClientBase {{
|
||||
const isString = typeof options === 'string';
|
||||
const rawUrl = isString ? options : options.baseUrl;
|
||||
this.baseUrl = rawUrl.endsWith('/') ? rawUrl.slice(0, -1) : rawUrl;
|
||||
const url = _parseBaseUrl(this.baseUrl);
|
||||
this.url = url.href.endsWith('/') ? url.href.slice(0, -1) : url.href;
|
||||
this.domain = url.hostname;
|
||||
this.timeout = isString ? 5000 : (options.timeout ?? 5000);
|
||||
/** @type {{Promise<Cache | null>}} */
|
||||
this._browserCachePromise = _openBrowserCache(isString ? undefined : options.browserCache);
|
||||
@@ -448,14 +457,17 @@ class BrkClientBase {{
|
||||
|
||||
/**
|
||||
* @param {{string}} path
|
||||
* @param {{{{ signal?: AbortSignal }}}} [options]
|
||||
* @param {{{{ signal?: AbortSignal, cache?: boolean }}}} [options]
|
||||
* @returns {{Promise<Response>}}
|
||||
*/
|
||||
async get(path, {{ signal }} = {{}}) {{
|
||||
async get(path, {{ signal, cache = true }} = {{}}) {{
|
||||
const url = `${{this.baseUrl}}${{path}}`;
|
||||
const signals = [AbortSignal.timeout(this.timeout)];
|
||||
if (signal) signals.push(signal);
|
||||
const res = await fetch(url, {{ signal: AbortSignal.any(signals) }});
|
||||
/** @type {{RequestInit}} */
|
||||
const init = {{ signal: AbortSignal.any(signals) }};
|
||||
if (!cache) init.cache = 'no-store';
|
||||
const res = await fetch(url, init);
|
||||
if (!res.ok) throw new BrkError(`HTTP ${{res.status}}: ${{url}}`, res.status);
|
||||
return res;
|
||||
}}
|
||||
@@ -475,14 +487,21 @@ class BrkClientBase {{
|
||||
* @template T
|
||||
* @param {{string}} path
|
||||
* @param {{(res: Response) => Promise<T>}} parse - Response body reader
|
||||
* @param {{{{ onValue?: (value: T) => void, signal?: AbortSignal }}}} [options]
|
||||
* @param {{{{ onValue?: (value: T) => void, signal?: AbortSignal, cache?: boolean }}}} [options]
|
||||
* @returns {{Promise<T>}}
|
||||
*/
|
||||
async _getCached(path, parse, {{ onValue, signal }} = {{}}) {{
|
||||
async _getCached(path, parse, {{ onValue, signal, cache = true }} = {{}}) {{
|
||||
if (!cache) {{
|
||||
const res = await this.get(path, {{ signal, cache }});
|
||||
const value = await parse(res);
|
||||
if (onValue) onValue(value);
|
||||
return value;
|
||||
}}
|
||||
|
||||
const url = `${{this.baseUrl}}${{path}}`;
|
||||
/** @type {{_MemEntry<T> | undefined}} */
|
||||
const memHit = this._memGet(url);
|
||||
const browserCache = this._browserCache ?? await this._browserCachePromise;
|
||||
const browserCache = this._browserCache;
|
||||
|
||||
// L1 fast path: deliver from memCache, revalidate via network.
|
||||
// ETag match → zero parse, zero clone, zero cache write, no second onValue fire.
|
||||
@@ -497,8 +516,8 @@ class BrkClientBase {{
|
||||
this._memSet(url, netEtag, value);
|
||||
if (onValue) onValue(value);
|
||||
if (cloned && browserCache) {{
|
||||
const cache = browserCache;
|
||||
_runIdle(() => cache.put(url, cloned));
|
||||
const cacheStore = browserCache;
|
||||
_runIdle(() => cacheStore.put(url, cloned));
|
||||
}}
|
||||
return value;
|
||||
}} catch {{
|
||||
@@ -531,8 +550,8 @@ class BrkClientBase {{
|
||||
this._memSet(url, netEtag, value);
|
||||
if (onValue) onValue(value);
|
||||
if (cloned && browserCache) {{
|
||||
const cache = browserCache;
|
||||
_runIdle(() => cache.put(url, cloned));
|
||||
const cacheStore = browserCache;
|
||||
_runIdle(() => cacheStore.put(url, cloned));
|
||||
}}
|
||||
return value;
|
||||
}} catch (e) {{
|
||||
@@ -546,7 +565,7 @@ class BrkClientBase {{
|
||||
* Make a GET request expecting a JSON response. Cached and supports `onValue`.
|
||||
* @template T
|
||||
* @param {{string}} path
|
||||
* @param {{{{ onValue?: (value: T) => void, signal?: AbortSignal }}}} [options]
|
||||
* @param {{{{ onValue?: (value: T) => void, signal?: AbortSignal, cache?: boolean }}}} [options]
|
||||
* @returns {{Promise<T>}}
|
||||
*/
|
||||
getJson(path, options) {{
|
||||
@@ -557,7 +576,7 @@ class BrkClientBase {{
|
||||
* Make a GET request expecting a text response (text/plain, text/csv, ...).
|
||||
* Cached and supports `onValue`, same as `getJson`.
|
||||
* @param {{string}} path
|
||||
* @param {{{{ onValue?: (value: string) => void, signal?: AbortSignal }}}} [options]
|
||||
* @param {{{{ onValue?: (value: string) => void, signal?: AbortSignal, cache?: boolean }}}} [options]
|
||||
* @returns {{Promise<string>}}
|
||||
*/
|
||||
getText(path, options) {{
|
||||
@@ -568,7 +587,7 @@ class BrkClientBase {{
|
||||
* Make a GET request expecting binary data (application/octet-stream).
|
||||
* Cached and supports `onValue`, same as `getJson`.
|
||||
* @param {{string}} path
|
||||
* @param {{{{ onValue?: (value: Uint8Array) => void, signal?: AbortSignal }}}} [options]
|
||||
* @param {{{{ onValue?: (value: Uint8Array) => void, signal?: AbortSignal, cache?: boolean }}}} [options]
|
||||
* @returns {{Promise<Uint8Array>}}
|
||||
*/
|
||||
getBytes(path, options) {{
|
||||
|
||||
@@ -31,6 +31,3 @@ vecdb = { workspace = true }
|
||||
[[bin]]
|
||||
name = "brk"
|
||||
path = "src/main.rs"
|
||||
|
||||
[package.metadata.dist]
|
||||
dist = true
|
||||
|
||||
@@ -30,6 +30,10 @@ Portable build (without native CPU optimizations):
|
||||
cargo install --locked brk_cli
|
||||
```
|
||||
|
||||
## Update
|
||||
|
||||
Updating is the same as installing: re-run the install command above. `cargo install` overwrites the existing binary in place. Indexed data is reused when the on-disk format is unchanged, otherwise it is reset and re-synced automatically on the next run.
|
||||
|
||||
## Run
|
||||
|
||||
```bash
|
||||
|
||||
@@ -17,7 +17,7 @@ fn main() -> brk_client::Result<()> {
|
||||
// day1() returns DateMetricEndpointBuilder, so fetch() returns DateMetricData
|
||||
let price_close = client
|
||||
.series()
|
||||
.prices
|
||||
.price
|
||||
.split
|
||||
.close
|
||||
.usd
|
||||
|
||||
+673
-34
@@ -1191,6 +1191,22 @@ pub struct CapCapitalizedGrossLossMvrvNetPeakPriceProfitSellSoprPattern {
|
||||
pub sopr: AdjustedRatioValuePattern,
|
||||
}
|
||||
|
||||
/// Pattern struct for repeated tree structure.
|
||||
pub struct CapCapitalizedGrossLossMvrvNetPeakPriceProfitSellSoprPattern2 {
|
||||
pub cap: CentsDeltaToUsdPattern,
|
||||
pub capitalized: PricePattern,
|
||||
pub gross_pnl: BlockCumulativeSumPattern,
|
||||
pub loss: BlockCumulativeNegativeSumPattern,
|
||||
pub mvrv: SeriesPattern1<StoredF32>,
|
||||
pub net_pnl: BlockChangeCumulativeDeltaSumPattern,
|
||||
pub peak_regret: BlockCumulativeSumPattern,
|
||||
pub price: BpsCentsPercentilesRatioSatsSmaStdUsdPattern,
|
||||
pub profit: BlockCumulativeSumPattern,
|
||||
pub profit_to_loss_ratio: _1m1w1y24hPattern<StoredF64>,
|
||||
pub sell_side_risk_ratio: _1m1w1y24hPattern8,
|
||||
pub sopr: RatioValuePattern2,
|
||||
}
|
||||
|
||||
/// Pattern struct for repeated tree structure.
|
||||
pub struct EmptyOpP2aP2msP2pk33P2pk65P2pkhP2shP2trP2wpkhP2wshUnknownPattern2 {
|
||||
pub empty: _1m1w1y24hBpsPercentRatioPattern,
|
||||
@@ -1658,6 +1674,17 @@ pub struct ActiveInputOutputSpendablePattern {
|
||||
pub spendable_output_to_reused_addr_share: _1m1w1y24hBpsPercentRatioPattern,
|
||||
}
|
||||
|
||||
/// Pattern struct for repeated tree structure.
|
||||
pub struct ActivityCostInvestedOutputsRealizedSupplyUnrealizedPattern2 {
|
||||
pub activity: CoindaysCoinyearsDormancyTransferPattern,
|
||||
pub cost_basis: InMaxMinPerSupplyPattern,
|
||||
pub invested_capital: InPattern,
|
||||
pub outputs: SpendingSpentUnspentPattern,
|
||||
pub realized: CapCapitalizedGrossLossMvrvNetPeakPriceProfitSellSoprPattern2,
|
||||
pub supply: DeltaDominanceHalfInTotalPattern2,
|
||||
pub unrealized: CapitalizedGrossInvestedLossNetNuplProfitSentimentPattern2,
|
||||
}
|
||||
|
||||
/// Pattern struct for repeated tree structure.
|
||||
pub struct CapLossMvrvNetPriceProfitSoprPattern {
|
||||
pub cap: CentsDeltaUsdPattern,
|
||||
@@ -3408,6 +3435,22 @@ impl PriceRatioPattern {
|
||||
}
|
||||
}
|
||||
|
||||
/// Pattern struct for repeated tree structure.
|
||||
pub struct RatioValuePattern2 {
|
||||
pub ratio: _1m1w1y24hPattern<StoredF64>,
|
||||
pub value_destroyed: AverageBlockCumulativeSumPattern<Cents>,
|
||||
}
|
||||
|
||||
impl RatioValuePattern2 {
|
||||
/// Create a new pattern node with accumulated series name.
|
||||
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
|
||||
Self {
|
||||
ratio: _1m1w1y24hPattern::new(client.clone(), _m(&acc, "sopr")),
|
||||
value_destroyed: AverageBlockCumulativeSumPattern::new(client.clone(), _m(&acc, "value_destroyed")),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Pattern struct for repeated tree structure.
|
||||
pub struct RatioValuePattern {
|
||||
pub ratio: _24hPattern,
|
||||
@@ -3534,7 +3577,7 @@ pub struct SeriesTree {
|
||||
pub investing: SeriesTree_Investing,
|
||||
pub market: SeriesTree_Market,
|
||||
pub pools: SeriesTree_Pools,
|
||||
pub prices: SeriesTree_Prices,
|
||||
pub price: SeriesTree_Price,
|
||||
pub supply: SeriesTree_Supply,
|
||||
pub cohorts: SeriesTree_Cohorts,
|
||||
}
|
||||
@@ -3556,7 +3599,7 @@ impl SeriesTree {
|
||||
investing: SeriesTree_Investing::new(client.clone(), format!("{base_path}_investing")),
|
||||
market: SeriesTree_Market::new(client.clone(), format!("{base_path}_market")),
|
||||
pools: SeriesTree_Pools::new(client.clone(), format!("{base_path}_pools")),
|
||||
prices: SeriesTree_Prices::new(client.clone(), format!("{base_path}_prices")),
|
||||
price: SeriesTree_Price::new(client.clone(), format!("{base_path}_price")),
|
||||
supply: SeriesTree_Supply::new(client.clone(), format!("{base_path}_supply")),
|
||||
cohorts: SeriesTree_Cohorts::new(client.clone(), format!("{base_path}_cohorts")),
|
||||
}
|
||||
@@ -7063,31 +7106,31 @@ impl SeriesTree_Pools_Minor {
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Prices {
|
||||
pub split: SeriesTree_Prices_Split,
|
||||
pub ohlc: SeriesTree_Prices_Ohlc,
|
||||
pub spot: SeriesTree_Prices_Spot,
|
||||
pub struct SeriesTree_Price {
|
||||
pub split: SeriesTree_Price_Split,
|
||||
pub ohlc: SeriesTree_Price_Ohlc,
|
||||
pub spot: SeriesTree_Price_Spot,
|
||||
}
|
||||
|
||||
impl SeriesTree_Prices {
|
||||
impl SeriesTree_Price {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
split: SeriesTree_Prices_Split::new(client.clone(), format!("{base_path}_split")),
|
||||
ohlc: SeriesTree_Prices_Ohlc::new(client.clone(), format!("{base_path}_ohlc")),
|
||||
spot: SeriesTree_Prices_Spot::new(client.clone(), format!("{base_path}_spot")),
|
||||
split: SeriesTree_Price_Split::new(client.clone(), format!("{base_path}_split")),
|
||||
ohlc: SeriesTree_Price_Ohlc::new(client.clone(), format!("{base_path}_ohlc")),
|
||||
spot: SeriesTree_Price_Spot::new(client.clone(), format!("{base_path}_spot")),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Prices_Split {
|
||||
pub struct SeriesTree_Price_Split {
|
||||
pub open: CentsSatsUsdPattern3,
|
||||
pub high: CentsSatsUsdPattern3,
|
||||
pub low: CentsSatsUsdPattern3,
|
||||
pub close: CentsSatsUsdPattern3,
|
||||
}
|
||||
|
||||
impl SeriesTree_Prices_Split {
|
||||
impl SeriesTree_Price_Split {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
open: CentsSatsUsdPattern3::new(client.clone(), "price_open".to_string()),
|
||||
@@ -7099,13 +7142,13 @@ impl SeriesTree_Prices_Split {
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Prices_Ohlc {
|
||||
pub struct SeriesTree_Price_Ohlc {
|
||||
pub usd: SeriesPattern2<OHLCDollars>,
|
||||
pub cents: SeriesPattern2<OHLCCents>,
|
||||
pub sats: SeriesPattern2<OHLCSats>,
|
||||
}
|
||||
|
||||
impl SeriesTree_Prices_Ohlc {
|
||||
impl SeriesTree_Price_Ohlc {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
usd: SeriesPattern2::new(client.clone(), "price_ohlc".to_string()),
|
||||
@@ -7116,13 +7159,13 @@ impl SeriesTree_Prices_Ohlc {
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Prices_Spot {
|
||||
pub struct SeriesTree_Price_Spot {
|
||||
pub usd: SeriesPattern1<Dollars>,
|
||||
pub cents: SeriesPattern1<Cents>,
|
||||
pub sats: SeriesPattern1<Sats>,
|
||||
}
|
||||
|
||||
impl SeriesTree_Prices_Spot {
|
||||
impl SeriesTree_Price_Spot {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
usd: SeriesPattern1::new(client.clone(), "price".to_string()),
|
||||
@@ -7199,6 +7242,7 @@ pub struct SeriesTree_Cohorts_Utxo {
|
||||
pub over_age: SeriesTree_Cohorts_Utxo_OverAge,
|
||||
pub epoch: SeriesTree_Cohorts_Utxo_Epoch,
|
||||
pub class: SeriesTree_Cohorts_Utxo_Class,
|
||||
pub entry: SeriesTree_Cohorts_Utxo_Entry,
|
||||
pub over_amount: SeriesTree_Cohorts_Utxo_OverAmount,
|
||||
pub amount_range: SeriesTree_Cohorts_Utxo_AmountRange,
|
||||
pub under_amount: SeriesTree_Cohorts_Utxo_UnderAmount,
|
||||
@@ -7218,6 +7262,7 @@ impl SeriesTree_Cohorts_Utxo {
|
||||
over_age: SeriesTree_Cohorts_Utxo_OverAge::new(client.clone(), format!("{base_path}_over_age")),
|
||||
epoch: SeriesTree_Cohorts_Utxo_Epoch::new(client.clone(), format!("{base_path}_epoch")),
|
||||
class: SeriesTree_Cohorts_Utxo_Class::new(client.clone(), format!("{base_path}_class")),
|
||||
entry: SeriesTree_Cohorts_Utxo_Entry::new(client.clone(), format!("{base_path}_entry")),
|
||||
over_amount: SeriesTree_Cohorts_Utxo_OverAmount::new(client.clone(), format!("{base_path}_over_amount")),
|
||||
amount_range: SeriesTree_Cohorts_Utxo_AmountRange::new(client.clone(), format!("{base_path}_amount_range")),
|
||||
under_amount: SeriesTree_Cohorts_Utxo_UnderAmount::new(client.clone(), format!("{base_path}_under_amount")),
|
||||
@@ -7999,7 +8044,7 @@ pub struct SeriesTree_Cohorts_Utxo_Lth_Realized {
|
||||
pub price: SeriesTree_Cohorts_Utxo_Lth_Realized_Price,
|
||||
pub mvrv: SeriesPattern1<StoredF32>,
|
||||
pub net_pnl: BlockChangeCumulativeDeltaSumPattern,
|
||||
pub sopr: SeriesTree_Cohorts_Utxo_Lth_Realized_Sopr,
|
||||
pub sopr: RatioValuePattern2,
|
||||
pub gross_pnl: BlockCumulativeSumPattern,
|
||||
pub sell_side_risk_ratio: _1m1w1y24hPattern8,
|
||||
pub peak_regret: BlockCumulativeSumPattern,
|
||||
@@ -8016,7 +8061,7 @@ impl SeriesTree_Cohorts_Utxo_Lth_Realized {
|
||||
price: SeriesTree_Cohorts_Utxo_Lth_Realized_Price::new(client.clone(), format!("{base_path}_price")),
|
||||
mvrv: SeriesPattern1::new(client.clone(), "lth_mvrv".to_string()),
|
||||
net_pnl: BlockChangeCumulativeDeltaSumPattern::new(client.clone(), "lth_net".to_string()),
|
||||
sopr: SeriesTree_Cohorts_Utxo_Lth_Realized_Sopr::new(client.clone(), format!("{base_path}_sopr")),
|
||||
sopr: RatioValuePattern2::new(client.clone(), "lth".to_string()),
|
||||
gross_pnl: BlockCumulativeSumPattern::new(client.clone(), "lth_realized_gross_pnl".to_string()),
|
||||
sell_side_risk_ratio: _1m1w1y24hPattern8::new(client.clone(), "lth_sell_side_risk_ratio".to_string()),
|
||||
peak_regret: BlockCumulativeSumPattern::new(client.clone(), "lth_realized_peak_regret".to_string()),
|
||||
@@ -8236,21 +8281,6 @@ impl SeriesTree_Cohorts_Utxo_Lth_Realized_Price_StdDev_1y {
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_Lth_Realized_Sopr {
|
||||
pub value_destroyed: AverageBlockCumulativeSumPattern<Cents>,
|
||||
pub ratio: _1m1w1y24hPattern<StoredF64>,
|
||||
}
|
||||
|
||||
impl SeriesTree_Cohorts_Utxo_Lth_Realized_Sopr {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
value_destroyed: AverageBlockCumulativeSumPattern::new(client.clone(), "lth_value_destroyed".to_string()),
|
||||
ratio: _1m1w1y24hPattern::new(client.clone(), "lth_sopr".to_string()),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_AgeRange {
|
||||
pub under_1h: ActivityOutputsRealizedSupplyUnrealizedPattern,
|
||||
@@ -8466,6 +8496,561 @@ impl SeriesTree_Cohorts_Utxo_Class {
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_Entry {
|
||||
pub discount: SeriesTree_Cohorts_Utxo_Entry_Discount,
|
||||
pub premium: SeriesTree_Cohorts_Utxo_Entry_Premium,
|
||||
}
|
||||
|
||||
impl SeriesTree_Cohorts_Utxo_Entry {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
discount: SeriesTree_Cohorts_Utxo_Entry_Discount::new(client.clone(), format!("{base_path}_discount")),
|
||||
premium: SeriesTree_Cohorts_Utxo_Entry_Premium::new(client.clone(), format!("{base_path}_premium")),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_Entry_Discount {
|
||||
pub supply: DeltaDominanceHalfInTotalPattern2,
|
||||
pub outputs: SpendingSpentUnspentPattern,
|
||||
pub activity: CoindaysCoinyearsDormancyTransferPattern,
|
||||
pub realized: SeriesTree_Cohorts_Utxo_Entry_Discount_Realized,
|
||||
pub cost_basis: InMaxMinPerSupplyPattern,
|
||||
pub unrealized: CapitalizedGrossInvestedLossNetNuplProfitSentimentPattern2,
|
||||
pub invested_capital: InPattern,
|
||||
}
|
||||
|
||||
impl SeriesTree_Cohorts_Utxo_Entry_Discount {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
supply: DeltaDominanceHalfInTotalPattern2::new(client.clone(), "veteran_supply".to_string()),
|
||||
outputs: SpendingSpentUnspentPattern::new(client.clone(), "veteran".to_string()),
|
||||
activity: CoindaysCoinyearsDormancyTransferPattern::new(client.clone(), "veteran".to_string()),
|
||||
realized: SeriesTree_Cohorts_Utxo_Entry_Discount_Realized::new(client.clone(), format!("{base_path}_realized")),
|
||||
cost_basis: InMaxMinPerSupplyPattern::new(client.clone(), "veteran".to_string()),
|
||||
unrealized: CapitalizedGrossInvestedLossNetNuplProfitSentimentPattern2::new(client.clone(), "veteran".to_string()),
|
||||
invested_capital: InPattern::new(client.clone(), "veteran_invested_capital_in".to_string()),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_Entry_Discount_Realized {
|
||||
pub cap: CentsDeltaToUsdPattern,
|
||||
pub profit: BlockCumulativeSumPattern,
|
||||
pub loss: BlockCumulativeNegativeSumPattern,
|
||||
pub price: SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price,
|
||||
pub mvrv: SeriesPattern1<StoredF32>,
|
||||
pub net_pnl: BlockChangeCumulativeDeltaSumPattern,
|
||||
pub sopr: RatioValuePattern2,
|
||||
pub gross_pnl: BlockCumulativeSumPattern,
|
||||
pub sell_side_risk_ratio: _1m1w1y24hPattern8,
|
||||
pub peak_regret: BlockCumulativeSumPattern,
|
||||
pub capitalized: PricePattern,
|
||||
pub profit_to_loss_ratio: _1m1w1y24hPattern<StoredF64>,
|
||||
}
|
||||
|
||||
impl SeriesTree_Cohorts_Utxo_Entry_Discount_Realized {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
cap: CentsDeltaToUsdPattern::new(client.clone(), "veteran_realized_cap".to_string()),
|
||||
profit: BlockCumulativeSumPattern::new(client.clone(), "veteran_realized_profit".to_string()),
|
||||
loss: BlockCumulativeNegativeSumPattern::new(client.clone(), "veteran_realized_loss".to_string()),
|
||||
price: SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price::new(client.clone(), format!("{base_path}_price")),
|
||||
mvrv: SeriesPattern1::new(client.clone(), "veteran_mvrv".to_string()),
|
||||
net_pnl: BlockChangeCumulativeDeltaSumPattern::new(client.clone(), "veteran_net".to_string()),
|
||||
sopr: RatioValuePattern2::new(client.clone(), "veteran".to_string()),
|
||||
gross_pnl: BlockCumulativeSumPattern::new(client.clone(), "veteran_realized_gross_pnl".to_string()),
|
||||
sell_side_risk_ratio: _1m1w1y24hPattern8::new(client.clone(), "veteran_sell_side_risk_ratio".to_string()),
|
||||
peak_regret: BlockCumulativeSumPattern::new(client.clone(), "veteran_realized_peak_regret".to_string()),
|
||||
capitalized: PricePattern::new(client.clone(), "veteran_capitalized_price".to_string()),
|
||||
profit_to_loss_ratio: _1m1w1y24hPattern::new(client.clone(), "veteran_realized_profit_to_loss_ratio".to_string()),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price {
|
||||
pub usd: SeriesPattern1<Dollars>,
|
||||
pub cents: SeriesPattern1<Cents>,
|
||||
pub sats: SeriesPattern1<SatsFract>,
|
||||
pub bps: SeriesPattern1<BasisPoints32>,
|
||||
pub ratio: SeriesPattern1<StoredF32>,
|
||||
pub percentiles: Pct0Pct1Pct2Pct5Pct95Pct98Pct99Pattern,
|
||||
pub sma: _1m1w1y2y4yAllPattern,
|
||||
pub std_dev: SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev,
|
||||
}
|
||||
|
||||
impl SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
usd: SeriesPattern1::new(client.clone(), "veteran_realized_price".to_string()),
|
||||
cents: SeriesPattern1::new(client.clone(), "veteran_realized_price_cents".to_string()),
|
||||
sats: SeriesPattern1::new(client.clone(), "veteran_realized_price_sats".to_string()),
|
||||
bps: SeriesPattern1::new(client.clone(), "veteran_realized_price_ratio_bps".to_string()),
|
||||
ratio: SeriesPattern1::new(client.clone(), "veteran_realized_price_ratio".to_string()),
|
||||
percentiles: Pct0Pct1Pct2Pct5Pct95Pct98Pct99Pattern::new(client.clone(), "veteran_realized_price".to_string()),
|
||||
sma: _1m1w1y2y4yAllPattern::new(client.clone(), "veteran_realized_price_ratio_sma".to_string()),
|
||||
std_dev: SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev::new(client.clone(), format!("{base_path}_std_dev")),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev {
|
||||
pub all: SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev_All,
|
||||
pub _4y: SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev_4y,
|
||||
pub _2y: SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev_2y,
|
||||
pub _1y: SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev_1y,
|
||||
}
|
||||
|
||||
impl SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
all: SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev_All::new(client.clone(), format!("{base_path}_all")),
|
||||
_4y: SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev_4y::new(client.clone(), format!("{base_path}_4y")),
|
||||
_2y: SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev_2y::new(client.clone(), format!("{base_path}_2y")),
|
||||
_1y: SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev_1y::new(client.clone(), format!("{base_path}_1y")),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev_All {
|
||||
pub sd: SeriesPattern1<StoredF32>,
|
||||
pub zscore: SeriesPattern1<StoredF32>,
|
||||
pub _0sd: CentsSatsUsdPattern,
|
||||
pub p0_5sd: PriceRatioPattern,
|
||||
pub p1sd: PriceRatioPattern,
|
||||
pub p1_5sd: PriceRatioPattern,
|
||||
pub p2sd: PriceRatioPattern,
|
||||
pub p2_5sd: PriceRatioPattern,
|
||||
pub p3sd: PriceRatioPattern,
|
||||
pub m0_5sd: PriceRatioPattern,
|
||||
pub m1sd: PriceRatioPattern,
|
||||
pub m1_5sd: PriceRatioPattern,
|
||||
pub m2sd: PriceRatioPattern,
|
||||
pub m2_5sd: PriceRatioPattern,
|
||||
pub m3sd: PriceRatioPattern,
|
||||
}
|
||||
|
||||
impl SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev_All {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
sd: SeriesPattern1::new(client.clone(), "veteran_realized_price_ratio_sd".to_string()),
|
||||
zscore: SeriesPattern1::new(client.clone(), "veteran_realized_price_ratio_zscore".to_string()),
|
||||
_0sd: CentsSatsUsdPattern::new(client.clone(), "veteran_realized_price_0sd".to_string()),
|
||||
p0_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p0_5sd".to_string()),
|
||||
p1sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p1sd".to_string()),
|
||||
p1_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p1_5sd".to_string()),
|
||||
p2sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p2sd".to_string()),
|
||||
p2_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p2_5sd".to_string()),
|
||||
p3sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p3sd".to_string()),
|
||||
m0_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m0_5sd".to_string()),
|
||||
m1sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m1sd".to_string()),
|
||||
m1_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m1_5sd".to_string()),
|
||||
m2sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m2sd".to_string()),
|
||||
m2_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m2_5sd".to_string()),
|
||||
m3sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m3sd".to_string()),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev_4y {
|
||||
pub sd: SeriesPattern1<StoredF32>,
|
||||
pub zscore: SeriesPattern1<StoredF32>,
|
||||
pub _0sd: CentsSatsUsdPattern,
|
||||
pub p0_5sd: PriceRatioPattern,
|
||||
pub p1sd: PriceRatioPattern,
|
||||
pub p1_5sd: PriceRatioPattern,
|
||||
pub p2sd: PriceRatioPattern,
|
||||
pub p2_5sd: PriceRatioPattern,
|
||||
pub p3sd: PriceRatioPattern,
|
||||
pub m0_5sd: PriceRatioPattern,
|
||||
pub m1sd: PriceRatioPattern,
|
||||
pub m1_5sd: PriceRatioPattern,
|
||||
pub m2sd: PriceRatioPattern,
|
||||
pub m2_5sd: PriceRatioPattern,
|
||||
pub m3sd: PriceRatioPattern,
|
||||
}
|
||||
|
||||
impl SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev_4y {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
sd: SeriesPattern1::new(client.clone(), "veteran_realized_price_ratio_sd_4y".to_string()),
|
||||
zscore: SeriesPattern1::new(client.clone(), "veteran_realized_price_ratio_zscore_4y".to_string()),
|
||||
_0sd: CentsSatsUsdPattern::new(client.clone(), "veteran_realized_price_0sd_4y".to_string()),
|
||||
p0_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p0_5sd_4y".to_string()),
|
||||
p1sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p1sd_4y".to_string()),
|
||||
p1_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p1_5sd_4y".to_string()),
|
||||
p2sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p2sd_4y".to_string()),
|
||||
p2_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p2_5sd_4y".to_string()),
|
||||
p3sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p3sd_4y".to_string()),
|
||||
m0_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m0_5sd_4y".to_string()),
|
||||
m1sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m1sd_4y".to_string()),
|
||||
m1_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m1_5sd_4y".to_string()),
|
||||
m2sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m2sd_4y".to_string()),
|
||||
m2_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m2_5sd_4y".to_string()),
|
||||
m3sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m3sd_4y".to_string()),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev_2y {
|
||||
pub sd: SeriesPattern1<StoredF32>,
|
||||
pub zscore: SeriesPattern1<StoredF32>,
|
||||
pub _0sd: CentsSatsUsdPattern,
|
||||
pub p0_5sd: PriceRatioPattern,
|
||||
pub p1sd: PriceRatioPattern,
|
||||
pub p1_5sd: PriceRatioPattern,
|
||||
pub p2sd: PriceRatioPattern,
|
||||
pub p2_5sd: PriceRatioPattern,
|
||||
pub p3sd: PriceRatioPattern,
|
||||
pub m0_5sd: PriceRatioPattern,
|
||||
pub m1sd: PriceRatioPattern,
|
||||
pub m1_5sd: PriceRatioPattern,
|
||||
pub m2sd: PriceRatioPattern,
|
||||
pub m2_5sd: PriceRatioPattern,
|
||||
pub m3sd: PriceRatioPattern,
|
||||
}
|
||||
|
||||
impl SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev_2y {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
sd: SeriesPattern1::new(client.clone(), "veteran_realized_price_ratio_sd_2y".to_string()),
|
||||
zscore: SeriesPattern1::new(client.clone(), "veteran_realized_price_ratio_zscore_2y".to_string()),
|
||||
_0sd: CentsSatsUsdPattern::new(client.clone(), "veteran_realized_price_0sd_2y".to_string()),
|
||||
p0_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p0_5sd_2y".to_string()),
|
||||
p1sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p1sd_2y".to_string()),
|
||||
p1_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p1_5sd_2y".to_string()),
|
||||
p2sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p2sd_2y".to_string()),
|
||||
p2_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p2_5sd_2y".to_string()),
|
||||
p3sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p3sd_2y".to_string()),
|
||||
m0_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m0_5sd_2y".to_string()),
|
||||
m1sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m1sd_2y".to_string()),
|
||||
m1_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m1_5sd_2y".to_string()),
|
||||
m2sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m2sd_2y".to_string()),
|
||||
m2_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m2_5sd_2y".to_string()),
|
||||
m3sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m3sd_2y".to_string()),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev_1y {
|
||||
pub sd: SeriesPattern1<StoredF32>,
|
||||
pub zscore: SeriesPattern1<StoredF32>,
|
||||
pub _0sd: CentsSatsUsdPattern,
|
||||
pub p0_5sd: PriceRatioPattern,
|
||||
pub p1sd: PriceRatioPattern,
|
||||
pub p1_5sd: PriceRatioPattern,
|
||||
pub p2sd: PriceRatioPattern,
|
||||
pub p2_5sd: PriceRatioPattern,
|
||||
pub p3sd: PriceRatioPattern,
|
||||
pub m0_5sd: PriceRatioPattern,
|
||||
pub m1sd: PriceRatioPattern,
|
||||
pub m1_5sd: PriceRatioPattern,
|
||||
pub m2sd: PriceRatioPattern,
|
||||
pub m2_5sd: PriceRatioPattern,
|
||||
pub m3sd: PriceRatioPattern,
|
||||
}
|
||||
|
||||
impl SeriesTree_Cohorts_Utxo_Entry_Discount_Realized_Price_StdDev_1y {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
sd: SeriesPattern1::new(client.clone(), "veteran_realized_price_ratio_sd_1y".to_string()),
|
||||
zscore: SeriesPattern1::new(client.clone(), "veteran_realized_price_ratio_zscore_1y".to_string()),
|
||||
_0sd: CentsSatsUsdPattern::new(client.clone(), "veteran_realized_price_0sd_1y".to_string()),
|
||||
p0_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p0_5sd_1y".to_string()),
|
||||
p1sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p1sd_1y".to_string()),
|
||||
p1_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p1_5sd_1y".to_string()),
|
||||
p2sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p2sd_1y".to_string()),
|
||||
p2_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p2_5sd_1y".to_string()),
|
||||
p3sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "p3sd_1y".to_string()),
|
||||
m0_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m0_5sd_1y".to_string()),
|
||||
m1sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m1sd_1y".to_string()),
|
||||
m1_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m1_5sd_1y".to_string()),
|
||||
m2sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m2sd_1y".to_string()),
|
||||
m2_5sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m2_5sd_1y".to_string()),
|
||||
m3sd: PriceRatioPattern::new(client.clone(), "veteran_realized_price".to_string(), "m3sd_1y".to_string()),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_Entry_Premium {
|
||||
pub supply: DeltaDominanceHalfInTotalPattern2,
|
||||
pub outputs: SpendingSpentUnspentPattern,
|
||||
pub activity: CoindaysCoinyearsDormancyTransferPattern,
|
||||
pub realized: SeriesTree_Cohorts_Utxo_Entry_Premium_Realized,
|
||||
pub cost_basis: InMaxMinPerSupplyPattern,
|
||||
pub unrealized: CapitalizedGrossInvestedLossNetNuplProfitSentimentPattern2,
|
||||
pub invested_capital: InPattern,
|
||||
}
|
||||
|
||||
impl SeriesTree_Cohorts_Utxo_Entry_Premium {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
supply: DeltaDominanceHalfInTotalPattern2::new(client.clone(), "rookie_supply".to_string()),
|
||||
outputs: SpendingSpentUnspentPattern::new(client.clone(), "rookie".to_string()),
|
||||
activity: CoindaysCoinyearsDormancyTransferPattern::new(client.clone(), "rookie".to_string()),
|
||||
realized: SeriesTree_Cohorts_Utxo_Entry_Premium_Realized::new(client.clone(), format!("{base_path}_realized")),
|
||||
cost_basis: InMaxMinPerSupplyPattern::new(client.clone(), "rookie".to_string()),
|
||||
unrealized: CapitalizedGrossInvestedLossNetNuplProfitSentimentPattern2::new(client.clone(), "rookie".to_string()),
|
||||
invested_capital: InPattern::new(client.clone(), "rookie_invested_capital_in".to_string()),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_Entry_Premium_Realized {
|
||||
pub cap: CentsDeltaToUsdPattern,
|
||||
pub profit: BlockCumulativeSumPattern,
|
||||
pub loss: BlockCumulativeNegativeSumPattern,
|
||||
pub price: SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price,
|
||||
pub mvrv: SeriesPattern1<StoredF32>,
|
||||
pub net_pnl: BlockChangeCumulativeDeltaSumPattern,
|
||||
pub sopr: RatioValuePattern2,
|
||||
pub gross_pnl: BlockCumulativeSumPattern,
|
||||
pub sell_side_risk_ratio: _1m1w1y24hPattern8,
|
||||
pub peak_regret: BlockCumulativeSumPattern,
|
||||
pub capitalized: PricePattern,
|
||||
pub profit_to_loss_ratio: _1m1w1y24hPattern<StoredF64>,
|
||||
}
|
||||
|
||||
impl SeriesTree_Cohorts_Utxo_Entry_Premium_Realized {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
cap: CentsDeltaToUsdPattern::new(client.clone(), "rookie_realized_cap".to_string()),
|
||||
profit: BlockCumulativeSumPattern::new(client.clone(), "rookie_realized_profit".to_string()),
|
||||
loss: BlockCumulativeNegativeSumPattern::new(client.clone(), "rookie_realized_loss".to_string()),
|
||||
price: SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price::new(client.clone(), format!("{base_path}_price")),
|
||||
mvrv: SeriesPattern1::new(client.clone(), "rookie_mvrv".to_string()),
|
||||
net_pnl: BlockChangeCumulativeDeltaSumPattern::new(client.clone(), "rookie_net".to_string()),
|
||||
sopr: RatioValuePattern2::new(client.clone(), "rookie".to_string()),
|
||||
gross_pnl: BlockCumulativeSumPattern::new(client.clone(), "rookie_realized_gross_pnl".to_string()),
|
||||
sell_side_risk_ratio: _1m1w1y24hPattern8::new(client.clone(), "rookie_sell_side_risk_ratio".to_string()),
|
||||
peak_regret: BlockCumulativeSumPattern::new(client.clone(), "rookie_realized_peak_regret".to_string()),
|
||||
capitalized: PricePattern::new(client.clone(), "rookie_capitalized_price".to_string()),
|
||||
profit_to_loss_ratio: _1m1w1y24hPattern::new(client.clone(), "rookie_realized_profit_to_loss_ratio".to_string()),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price {
|
||||
pub usd: SeriesPattern1<Dollars>,
|
||||
pub cents: SeriesPattern1<Cents>,
|
||||
pub sats: SeriesPattern1<SatsFract>,
|
||||
pub bps: SeriesPattern1<BasisPoints32>,
|
||||
pub ratio: SeriesPattern1<StoredF32>,
|
||||
pub percentiles: Pct0Pct1Pct2Pct5Pct95Pct98Pct99Pattern,
|
||||
pub sma: _1m1w1y2y4yAllPattern,
|
||||
pub std_dev: SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev,
|
||||
}
|
||||
|
||||
impl SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
usd: SeriesPattern1::new(client.clone(), "rookie_realized_price".to_string()),
|
||||
cents: SeriesPattern1::new(client.clone(), "rookie_realized_price_cents".to_string()),
|
||||
sats: SeriesPattern1::new(client.clone(), "rookie_realized_price_sats".to_string()),
|
||||
bps: SeriesPattern1::new(client.clone(), "rookie_realized_price_ratio_bps".to_string()),
|
||||
ratio: SeriesPattern1::new(client.clone(), "rookie_realized_price_ratio".to_string()),
|
||||
percentiles: Pct0Pct1Pct2Pct5Pct95Pct98Pct99Pattern::new(client.clone(), "rookie_realized_price".to_string()),
|
||||
sma: _1m1w1y2y4yAllPattern::new(client.clone(), "rookie_realized_price_ratio_sma".to_string()),
|
||||
std_dev: SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev::new(client.clone(), format!("{base_path}_std_dev")),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev {
|
||||
pub all: SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev_All,
|
||||
pub _4y: SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev_4y,
|
||||
pub _2y: SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev_2y,
|
||||
pub _1y: SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev_1y,
|
||||
}
|
||||
|
||||
impl SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
all: SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev_All::new(client.clone(), format!("{base_path}_all")),
|
||||
_4y: SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev_4y::new(client.clone(), format!("{base_path}_4y")),
|
||||
_2y: SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev_2y::new(client.clone(), format!("{base_path}_2y")),
|
||||
_1y: SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev_1y::new(client.clone(), format!("{base_path}_1y")),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev_All {
|
||||
pub sd: SeriesPattern1<StoredF32>,
|
||||
pub zscore: SeriesPattern1<StoredF32>,
|
||||
pub _0sd: CentsSatsUsdPattern,
|
||||
pub p0_5sd: PriceRatioPattern,
|
||||
pub p1sd: PriceRatioPattern,
|
||||
pub p1_5sd: PriceRatioPattern,
|
||||
pub p2sd: PriceRatioPattern,
|
||||
pub p2_5sd: PriceRatioPattern,
|
||||
pub p3sd: PriceRatioPattern,
|
||||
pub m0_5sd: PriceRatioPattern,
|
||||
pub m1sd: PriceRatioPattern,
|
||||
pub m1_5sd: PriceRatioPattern,
|
||||
pub m2sd: PriceRatioPattern,
|
||||
pub m2_5sd: PriceRatioPattern,
|
||||
pub m3sd: PriceRatioPattern,
|
||||
}
|
||||
|
||||
impl SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev_All {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
sd: SeriesPattern1::new(client.clone(), "rookie_realized_price_ratio_sd".to_string()),
|
||||
zscore: SeriesPattern1::new(client.clone(), "rookie_realized_price_ratio_zscore".to_string()),
|
||||
_0sd: CentsSatsUsdPattern::new(client.clone(), "rookie_realized_price_0sd".to_string()),
|
||||
p0_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p0_5sd".to_string()),
|
||||
p1sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p1sd".to_string()),
|
||||
p1_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p1_5sd".to_string()),
|
||||
p2sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p2sd".to_string()),
|
||||
p2_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p2_5sd".to_string()),
|
||||
p3sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p3sd".to_string()),
|
||||
m0_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m0_5sd".to_string()),
|
||||
m1sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m1sd".to_string()),
|
||||
m1_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m1_5sd".to_string()),
|
||||
m2sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m2sd".to_string()),
|
||||
m2_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m2_5sd".to_string()),
|
||||
m3sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m3sd".to_string()),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev_4y {
|
||||
pub sd: SeriesPattern1<StoredF32>,
|
||||
pub zscore: SeriesPattern1<StoredF32>,
|
||||
pub _0sd: CentsSatsUsdPattern,
|
||||
pub p0_5sd: PriceRatioPattern,
|
||||
pub p1sd: PriceRatioPattern,
|
||||
pub p1_5sd: PriceRatioPattern,
|
||||
pub p2sd: PriceRatioPattern,
|
||||
pub p2_5sd: PriceRatioPattern,
|
||||
pub p3sd: PriceRatioPattern,
|
||||
pub m0_5sd: PriceRatioPattern,
|
||||
pub m1sd: PriceRatioPattern,
|
||||
pub m1_5sd: PriceRatioPattern,
|
||||
pub m2sd: PriceRatioPattern,
|
||||
pub m2_5sd: PriceRatioPattern,
|
||||
pub m3sd: PriceRatioPattern,
|
||||
}
|
||||
|
||||
impl SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev_4y {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
sd: SeriesPattern1::new(client.clone(), "rookie_realized_price_ratio_sd_4y".to_string()),
|
||||
zscore: SeriesPattern1::new(client.clone(), "rookie_realized_price_ratio_zscore_4y".to_string()),
|
||||
_0sd: CentsSatsUsdPattern::new(client.clone(), "rookie_realized_price_0sd_4y".to_string()),
|
||||
p0_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p0_5sd_4y".to_string()),
|
||||
p1sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p1sd_4y".to_string()),
|
||||
p1_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p1_5sd_4y".to_string()),
|
||||
p2sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p2sd_4y".to_string()),
|
||||
p2_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p2_5sd_4y".to_string()),
|
||||
p3sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p3sd_4y".to_string()),
|
||||
m0_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m0_5sd_4y".to_string()),
|
||||
m1sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m1sd_4y".to_string()),
|
||||
m1_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m1_5sd_4y".to_string()),
|
||||
m2sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m2sd_4y".to_string()),
|
||||
m2_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m2_5sd_4y".to_string()),
|
||||
m3sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m3sd_4y".to_string()),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev_2y {
|
||||
pub sd: SeriesPattern1<StoredF32>,
|
||||
pub zscore: SeriesPattern1<StoredF32>,
|
||||
pub _0sd: CentsSatsUsdPattern,
|
||||
pub p0_5sd: PriceRatioPattern,
|
||||
pub p1sd: PriceRatioPattern,
|
||||
pub p1_5sd: PriceRatioPattern,
|
||||
pub p2sd: PriceRatioPattern,
|
||||
pub p2_5sd: PriceRatioPattern,
|
||||
pub p3sd: PriceRatioPattern,
|
||||
pub m0_5sd: PriceRatioPattern,
|
||||
pub m1sd: PriceRatioPattern,
|
||||
pub m1_5sd: PriceRatioPattern,
|
||||
pub m2sd: PriceRatioPattern,
|
||||
pub m2_5sd: PriceRatioPattern,
|
||||
pub m3sd: PriceRatioPattern,
|
||||
}
|
||||
|
||||
impl SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev_2y {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
sd: SeriesPattern1::new(client.clone(), "rookie_realized_price_ratio_sd_2y".to_string()),
|
||||
zscore: SeriesPattern1::new(client.clone(), "rookie_realized_price_ratio_zscore_2y".to_string()),
|
||||
_0sd: CentsSatsUsdPattern::new(client.clone(), "rookie_realized_price_0sd_2y".to_string()),
|
||||
p0_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p0_5sd_2y".to_string()),
|
||||
p1sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p1sd_2y".to_string()),
|
||||
p1_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p1_5sd_2y".to_string()),
|
||||
p2sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p2sd_2y".to_string()),
|
||||
p2_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p2_5sd_2y".to_string()),
|
||||
p3sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p3sd_2y".to_string()),
|
||||
m0_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m0_5sd_2y".to_string()),
|
||||
m1sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m1sd_2y".to_string()),
|
||||
m1_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m1_5sd_2y".to_string()),
|
||||
m2sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m2sd_2y".to_string()),
|
||||
m2_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m2_5sd_2y".to_string()),
|
||||
m3sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m3sd_2y".to_string()),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev_1y {
|
||||
pub sd: SeriesPattern1<StoredF32>,
|
||||
pub zscore: SeriesPattern1<StoredF32>,
|
||||
pub _0sd: CentsSatsUsdPattern,
|
||||
pub p0_5sd: PriceRatioPattern,
|
||||
pub p1sd: PriceRatioPattern,
|
||||
pub p1_5sd: PriceRatioPattern,
|
||||
pub p2sd: PriceRatioPattern,
|
||||
pub p2_5sd: PriceRatioPattern,
|
||||
pub p3sd: PriceRatioPattern,
|
||||
pub m0_5sd: PriceRatioPattern,
|
||||
pub m1sd: PriceRatioPattern,
|
||||
pub m1_5sd: PriceRatioPattern,
|
||||
pub m2sd: PriceRatioPattern,
|
||||
pub m2_5sd: PriceRatioPattern,
|
||||
pub m3sd: PriceRatioPattern,
|
||||
}
|
||||
|
||||
impl SeriesTree_Cohorts_Utxo_Entry_Premium_Realized_Price_StdDev_1y {
|
||||
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
|
||||
Self {
|
||||
sd: SeriesPattern1::new(client.clone(), "rookie_realized_price_ratio_sd_1y".to_string()),
|
||||
zscore: SeriesPattern1::new(client.clone(), "rookie_realized_price_ratio_zscore_1y".to_string()),
|
||||
_0sd: CentsSatsUsdPattern::new(client.clone(), "rookie_realized_price_0sd_1y".to_string()),
|
||||
p0_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p0_5sd_1y".to_string()),
|
||||
p1sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p1sd_1y".to_string()),
|
||||
p1_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p1_5sd_1y".to_string()),
|
||||
p2sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p2sd_1y".to_string()),
|
||||
p2_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p2_5sd_1y".to_string()),
|
||||
p3sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "p3sd_1y".to_string()),
|
||||
m0_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m0_5sd_1y".to_string()),
|
||||
m1sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m1sd_1y".to_string()),
|
||||
m1_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m1_5sd_1y".to_string()),
|
||||
m2sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m2sd_1y".to_string()),
|
||||
m2_5sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m2_5sd_1y".to_string()),
|
||||
m3sd: PriceRatioPattern::new(client.clone(), "rookie_realized_price".to_string(), "m3sd_1y".to_string()),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Series tree node.
|
||||
pub struct SeriesTree_Cohorts_Utxo_OverAmount {
|
||||
pub _1sat: ActivityOutputsRealizedSupplyUnrealizedPattern2,
|
||||
@@ -8953,7 +9538,7 @@ pub struct BrkClient {
|
||||
|
||||
impl BrkClient {
|
||||
/// Client version.
|
||||
pub const VERSION: &'static str = "v0.3.0-beta.9";
|
||||
pub const VERSION: &'static str = "v0.3.4";
|
||||
|
||||
/// Create a new client with the given base URL.
|
||||
pub fn new(base_url: impl Into<String>) -> Self {
|
||||
@@ -9281,6 +9866,15 @@ impl BrkClient {
|
||||
self.base.get_json(&path)
|
||||
}
|
||||
|
||||
/// Address hash-prefix matches
|
||||
///
|
||||
/// Find addresses by address type and address-payload hash prefix. Intended for privacy-preserving client-side wallet discovery without sending raw addresses or xpubs. Fetch metadata for the returned addresses through `/api/address/{address}`.
|
||||
///
|
||||
/// Endpoint: `GET /api/address/hash-prefix/{addr_type}/{prefix}`
|
||||
pub fn get_address_hash_prefix_matches(&self, addr_type: OutputType, prefix: &str) -> Result<AddrHashPrefixMatches> {
|
||||
self.base.get_json(&format!("/api/address/hash-prefix/{addr_type}/{prefix}"))
|
||||
}
|
||||
|
||||
/// Address information
|
||||
///
|
||||
/// Retrieve address information including balance and transaction counts. Supports all standard Bitcoin address types (P2PKH, P2SH, P2WPKH, P2WSH, P2TR).
|
||||
@@ -9856,6 +10450,51 @@ impl BrkClient {
|
||||
self.base.get_json(&format!("/api/mempool/price"))
|
||||
}
|
||||
|
||||
/// Live BTC/USD price
|
||||
///
|
||||
/// Current BTC/USD price in dollars. Same value as `/api/mempool/price`. Confirmed per-height history is available at `/api/vecs/height-to-price`.
|
||||
///
|
||||
/// Endpoint: `GET /api/oracle/price`
|
||||
pub fn get_oracle_price(&self) -> Result<Dollars> {
|
||||
self.base.get_json(&format!("/api/oracle/price"))
|
||||
}
|
||||
|
||||
/// Live payment output histogram
|
||||
///
|
||||
/// Live smoothed histogram of oracle-eligible payment outputs, binned by output value on the oracle log scale. It combines the committed oracle window with the forming mempool block. A flat array of log-scale bins.
|
||||
///
|
||||
/// Endpoint: `GET /api/oracle/histogram/payments/live`
|
||||
pub fn get_oracle_histogram_payments_live(&self) -> Result<Vec<i64>> {
|
||||
self.base.get_json(&format!("/api/oracle/histogram/payments/live"))
|
||||
}
|
||||
|
||||
/// Payment output histogram at height or day
|
||||
///
|
||||
/// Smoothed histogram of oracle-eligible payment outputs for a confirmed point. A block height (`840000`) gives that block's oracle payment histogram; a calendar date (`YYYY-MM-DD`) gives the average of that day's per-block payment histograms. A flat array of log-scale bins.
|
||||
///
|
||||
/// Endpoint: `GET /api/oracle/histogram/payments/{point}`
|
||||
pub fn get_oracle_histogram_payments(&self, point: &str) -> Result<Vec<i64>> {
|
||||
self.base.get_json(&format!("/api/oracle/histogram/payments/{point}"))
|
||||
}
|
||||
|
||||
/// Live output value histogram
|
||||
///
|
||||
/// Live unfiltered output value histogram for the forming mempool block. Every live output is binned by value on the oracle log scale; no oracle payment filters are applied. A flat array of log-scale bins, all zero when no mempool is configured.
|
||||
///
|
||||
/// Endpoint: `GET /api/oracle/histogram/outputs/live`
|
||||
pub fn get_oracle_histogram_outputs_live(&self) -> Result<Vec<i64>> {
|
||||
self.base.get_json(&format!("/api/oracle/histogram/outputs/live"))
|
||||
}
|
||||
|
||||
/// Output value histogram at height or day
|
||||
///
|
||||
/// Unfiltered output value histogram for a confirmed point. A block height (`840000`) gives every output in that block, coinbase included, binned by value on the oracle log scale; a calendar date (`YYYY-MM-DD`) sums every block that day. A flat array of log-scale bins.
|
||||
///
|
||||
/// Endpoint: `GET /api/oracle/histogram/outputs/{point}`
|
||||
pub fn get_oracle_histogram_outputs(&self, point: &str) -> Result<Vec<i64>> {
|
||||
self.base.get_json(&format!("/api/oracle/histogram/outputs/{point}"))
|
||||
}
|
||||
|
||||
/// Txid by index
|
||||
///
|
||||
/// Retrieve the transaction ID (txid) at a given global transaction index. Returns the txid as plain text.
|
||||
|
||||
@@ -0,0 +1,104 @@
|
||||
use brk_traversable::Traversable;
|
||||
use rayon::iter::{IntoParallelIterator, ParallelIterator};
|
||||
use serde::Serialize;
|
||||
|
||||
use super::{CohortName, Filter};
|
||||
|
||||
#[derive(Debug, Clone, Copy, PartialEq, Eq)]
|
||||
pub enum EntryPrice {
|
||||
Discount,
|
||||
Premium,
|
||||
}
|
||||
|
||||
impl EntryPrice {
|
||||
#[inline]
|
||||
pub const fn from_is_discount(is_discount: bool) -> Self {
|
||||
if is_discount {
|
||||
Self::Discount
|
||||
} else {
|
||||
Self::Premium
|
||||
}
|
||||
}
|
||||
|
||||
#[inline]
|
||||
pub const fn is_discount(self) -> bool {
|
||||
matches!(self, Self::Discount)
|
||||
}
|
||||
}
|
||||
|
||||
pub const ENTRY_FILTERS: ByEntry<Filter> = ByEntry {
|
||||
discount: Filter::Entry(EntryPrice::Discount),
|
||||
premium: Filter::Entry(EntryPrice::Premium),
|
||||
};
|
||||
|
||||
pub const ENTRY_NAMES: ByEntry<CohortName> = ByEntry {
|
||||
discount: CohortName::new("veteran", "Veteran", "Veteran Coins"),
|
||||
premium: CohortName::new("rookie", "Rookie", "Rookie Coins"),
|
||||
};
|
||||
|
||||
#[derive(Default, Clone, Traversable, Serialize)]
|
||||
pub struct ByEntry<T> {
|
||||
pub discount: T,
|
||||
pub premium: T,
|
||||
}
|
||||
|
||||
impl ByEntry<CohortName> {
|
||||
pub const fn names() -> &'static Self {
|
||||
&ENTRY_NAMES
|
||||
}
|
||||
}
|
||||
|
||||
impl<T> ByEntry<T> {
|
||||
pub fn new<F>(mut create: F) -> Self
|
||||
where
|
||||
F: FnMut(Filter, &'static str) -> T,
|
||||
{
|
||||
let f = ENTRY_FILTERS;
|
||||
let n = ENTRY_NAMES;
|
||||
Self {
|
||||
discount: create(f.discount, n.discount.id),
|
||||
premium: create(f.premium, n.premium.id),
|
||||
}
|
||||
}
|
||||
|
||||
pub fn try_new<F, E>(mut create: F) -> Result<Self, E>
|
||||
where
|
||||
F: FnMut(Filter, &'static str) -> Result<T, E>,
|
||||
{
|
||||
let f = ENTRY_FILTERS;
|
||||
let n = ENTRY_NAMES;
|
||||
Ok(Self {
|
||||
discount: create(f.discount, n.discount.id)?,
|
||||
premium: create(f.premium, n.premium.id)?,
|
||||
})
|
||||
}
|
||||
|
||||
pub fn get(&self, entry: EntryPrice) -> &T {
|
||||
match entry {
|
||||
EntryPrice::Discount => &self.discount,
|
||||
EntryPrice::Premium => &self.premium,
|
||||
}
|
||||
}
|
||||
|
||||
pub fn get_mut(&mut self, entry: EntryPrice) -> &mut T {
|
||||
match entry {
|
||||
EntryPrice::Discount => &mut self.discount,
|
||||
EntryPrice::Premium => &mut self.premium,
|
||||
}
|
||||
}
|
||||
|
||||
pub fn iter(&self) -> impl Iterator<Item = &T> {
|
||||
[&self.discount, &self.premium].into_iter()
|
||||
}
|
||||
|
||||
pub fn iter_mut(&mut self) -> impl Iterator<Item = &mut T> {
|
||||
[&mut self.discount, &mut self.premium].into_iter()
|
||||
}
|
||||
|
||||
pub fn par_iter_mut(&mut self) -> impl ParallelIterator<Item = &mut T>
|
||||
where
|
||||
T: Send + Sync,
|
||||
{
|
||||
[&mut self.discount, &mut self.premium].into_par_iter()
|
||||
}
|
||||
}
|
||||
@@ -24,7 +24,7 @@ impl CohortContext {
|
||||
/// Build full name for a filter, adding prefix only for Time/Amount filters.
|
||||
///
|
||||
/// Prefix rules:
|
||||
/// - No prefix: `All`, `Term`, `Epoch`, `Class`, `Type`
|
||||
/// - No prefix: `All`, `Term`, `Epoch`, `Class`, `Entry`, `Type`
|
||||
/// - Context prefix: `Time`, `Amount`
|
||||
pub fn full_name(&self, filter: &Filter, name: &str) -> String {
|
||||
match filter {
|
||||
@@ -32,6 +32,7 @@ impl CohortContext {
|
||||
| Filter::Term(_)
|
||||
| Filter::Epoch(_)
|
||||
| Filter::Class(_)
|
||||
| Filter::Entry(_)
|
||||
| Filter::Type(_) => name.to_string(),
|
||||
Filter::Time(_) | Filter::Amount(_) => self.prefixed(name),
|
||||
}
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
use brk_types::{Halving, OutputType, Sats, Year};
|
||||
|
||||
use super::{AmountFilter, CohortContext, Term, TimeFilter};
|
||||
use super::{AmountFilter, CohortContext, EntryPrice, Term, TimeFilter};
|
||||
|
||||
#[derive(Debug, Clone, PartialEq, Eq)]
|
||||
pub enum Filter {
|
||||
@@ -10,6 +10,7 @@ pub enum Filter {
|
||||
Amount(AmountFilter),
|
||||
Epoch(Halving),
|
||||
Class(Year),
|
||||
Entry(EntryPrice),
|
||||
Type(OutputType),
|
||||
}
|
||||
|
||||
@@ -68,7 +69,8 @@ impl Filter {
|
||||
}
|
||||
|
||||
/// Whether to compute extended metrics (realized cap ratios, profit/loss ratios, percentiles)
|
||||
/// For UTXO context: true only for age range cohorts (Range) and aggregate cohorts (All, Term)
|
||||
/// For UTXO context: true for age range cohorts (Range), aggregate cohorts (All, Term),
|
||||
/// and immutable entry valuation cohorts.
|
||||
/// For address context: always false
|
||||
pub fn is_extended(&self, context: CohortContext) -> bool {
|
||||
match context {
|
||||
@@ -76,7 +78,10 @@ impl Filter {
|
||||
CohortContext::Utxo => {
|
||||
matches!(
|
||||
self,
|
||||
Filter::All | Filter::Term(_) | Filter::Time(TimeFilter::Range(_))
|
||||
Filter::All
|
||||
| Filter::Term(_)
|
||||
| Filter::Time(TimeFilter::Range(_))
|
||||
| Filter::Entry(_)
|
||||
)
|
||||
}
|
||||
}
|
||||
|
||||
@@ -7,6 +7,7 @@ mod amount_range;
|
||||
mod by_addr_type;
|
||||
mod by_any_addr;
|
||||
mod by_epoch;
|
||||
mod by_entry;
|
||||
mod by_term;
|
||||
mod by_type;
|
||||
mod class;
|
||||
@@ -36,6 +37,7 @@ pub use amount_range::*;
|
||||
pub use by_addr_type::*;
|
||||
pub use by_any_addr::*;
|
||||
pub use by_epoch::*;
|
||||
pub use by_entry::*;
|
||||
pub use by_term::*;
|
||||
pub use by_type::*;
|
||||
pub use class::*;
|
||||
|
||||
@@ -2,8 +2,8 @@ use brk_traversable::Traversable;
|
||||
use rayon::prelude::*;
|
||||
|
||||
use crate::{
|
||||
AgeRange, AmountRange, ByEpoch, ByTerm, Class, Filter, OverAge, OverAmount, SpendableType,
|
||||
UnderAge, UnderAmount,
|
||||
AgeRange, AmountRange, ByEntry, ByEpoch, ByTerm, Class, Filter, OverAge, OverAmount,
|
||||
SpendableType, UnderAge, UnderAmount,
|
||||
};
|
||||
|
||||
#[derive(Default, Clone, Traversable)]
|
||||
@@ -12,6 +12,7 @@ pub struct UTXOGroups<T> {
|
||||
pub age_range: AgeRange<T>,
|
||||
pub epoch: ByEpoch<T>,
|
||||
pub class: Class<T>,
|
||||
pub entry: ByEntry<T>,
|
||||
pub over_age: OverAge<T>,
|
||||
pub over_amount: OverAmount<T>,
|
||||
pub amount_range: AmountRange<T>,
|
||||
@@ -31,6 +32,7 @@ impl<T> UTXOGroups<T> {
|
||||
age_range: AgeRange::new(&mut create),
|
||||
epoch: ByEpoch::new(&mut create),
|
||||
class: Class::new(&mut create),
|
||||
entry: ByEntry::new(&mut create),
|
||||
over_age: OverAge::new(&mut create),
|
||||
over_amount: OverAmount::new(&mut create),
|
||||
amount_range: AmountRange::new(&mut create),
|
||||
@@ -51,6 +53,7 @@ impl<T> UTXOGroups<T> {
|
||||
.chain(self.age_range.iter())
|
||||
.chain(self.epoch.iter())
|
||||
.chain(self.class.iter())
|
||||
.chain(self.entry.iter())
|
||||
.chain(self.amount_range.iter())
|
||||
.chain(self.under_amount.iter())
|
||||
.chain(self.type_.iter())
|
||||
@@ -66,6 +69,7 @@ impl<T> UTXOGroups<T> {
|
||||
.chain(self.age_range.iter_mut())
|
||||
.chain(self.epoch.iter_mut())
|
||||
.chain(self.class.iter_mut())
|
||||
.chain(self.entry.iter_mut())
|
||||
.chain(self.amount_range.iter_mut())
|
||||
.chain(self.under_amount.iter_mut())
|
||||
.chain(self.type_.iter_mut())
|
||||
@@ -84,6 +88,7 @@ impl<T> UTXOGroups<T> {
|
||||
.chain(self.age_range.par_iter_mut())
|
||||
.chain(self.epoch.par_iter_mut())
|
||||
.chain(self.class.par_iter_mut())
|
||||
.chain(self.entry.par_iter_mut())
|
||||
.chain(self.amount_range.par_iter_mut())
|
||||
.chain(self.under_amount.par_iter_mut())
|
||||
.chain(self.type_.par_iter_mut())
|
||||
@@ -94,6 +99,7 @@ impl<T> UTXOGroups<T> {
|
||||
.iter()
|
||||
.chain(self.epoch.iter())
|
||||
.chain(self.class.iter())
|
||||
.chain(self.entry.iter())
|
||||
.chain(self.amount_range.iter())
|
||||
.chain(self.type_.iter())
|
||||
}
|
||||
@@ -103,6 +109,7 @@ impl<T> UTXOGroups<T> {
|
||||
.iter_mut()
|
||||
.chain(self.epoch.iter_mut())
|
||||
.chain(self.class.iter_mut())
|
||||
.chain(self.entry.iter_mut())
|
||||
.chain(self.amount_range.iter_mut())
|
||||
.chain(self.type_.iter_mut())
|
||||
}
|
||||
@@ -115,6 +122,7 @@ impl<T> UTXOGroups<T> {
|
||||
.par_iter_mut()
|
||||
.chain(self.epoch.par_iter_mut())
|
||||
.chain(self.class.par_iter_mut())
|
||||
.chain(self.entry.par_iter_mut())
|
||||
.chain(self.amount_range.par_iter_mut())
|
||||
.chain(self.type_.par_iter_mut())
|
||||
}
|
||||
|
||||
@@ -3,14 +3,14 @@ use brk_indexer::Indexer;
|
||||
use vecdb::Exit;
|
||||
|
||||
use super::Vecs;
|
||||
use crate::{blocks, distribution, mining, prices, supply};
|
||||
use crate::{blocks, distribution, mining, price, supply};
|
||||
|
||||
impl Vecs {
|
||||
#[allow(clippy::too_many_arguments)]
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
blocks: &blocks::Vecs,
|
||||
mining: &mining::Vecs,
|
||||
supply_vecs: &supply::Vecs,
|
||||
|
||||
@@ -5,14 +5,14 @@ use vecdb::Exit;
|
||||
|
||||
use super::super::{activity, cap, supply};
|
||||
use super::Vecs;
|
||||
use crate::{distribution, prices};
|
||||
use crate::{distribution, price};
|
||||
|
||||
impl Vecs {
|
||||
#[allow(clippy::too_many_arguments)]
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
distribution: &distribution::Vecs,
|
||||
activity: &activity::Vecs,
|
||||
supply: &supply::Vecs,
|
||||
|
||||
@@ -4,14 +4,14 @@ use brk_types::StoredF64;
|
||||
use vecdb::Exit;
|
||||
|
||||
use super::{super::value, Vecs};
|
||||
use crate::{blocks, internal::algo::ComputeRollingMedianFromStarts, prices};
|
||||
use crate::{blocks, internal::algo::ComputeRollingMedianFromStarts, price};
|
||||
|
||||
impl Vecs {
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
blocks: &blocks::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
value: &value::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -4,13 +4,13 @@ use vecdb::Exit;
|
||||
|
||||
use super::super::activity;
|
||||
use super::Vecs;
|
||||
use crate::{distribution, prices};
|
||||
use crate::{distribution, price};
|
||||
|
||||
impl Vecs {
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
distribution: &distribution::Vecs,
|
||||
activity: &activity::Vecs,
|
||||
exit: &Exit,
|
||||
|
||||
@@ -5,13 +5,13 @@ use vecdb::Exit;
|
||||
|
||||
use super::super::activity;
|
||||
use super::Vecs;
|
||||
use crate::{distribution, prices};
|
||||
use crate::{distribution, price};
|
||||
|
||||
impl Vecs {
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
distribution: &distribution::Vecs,
|
||||
activity: &activity::Vecs,
|
||||
exit: &Exit,
|
||||
|
||||
@@ -45,7 +45,7 @@ use super::{
|
||||
count::AddrCountFundedTotalVecs,
|
||||
supply::{AddrSupplyShareVecs, AddrSupplyVecs},
|
||||
};
|
||||
use crate::{indexes, prices};
|
||||
use crate::{indexes, price};
|
||||
|
||||
mod state;
|
||||
|
||||
@@ -104,7 +104,7 @@ impl ExposedAddrVecs {
|
||||
pub(crate) fn compute_rest(
|
||||
&mut self,
|
||||
starting_lengths: &Lengths,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
type_supply_sats: &ByAddrType<&impl ReadableVec<Height, Sats>>,
|
||||
exit: &Exit,
|
||||
|
||||
@@ -35,7 +35,7 @@ use super::{
|
||||
use crate::{
|
||||
indexes, inputs,
|
||||
internal::{WindowStartVec, Windows},
|
||||
outputs, prices,
|
||||
outputs, price,
|
||||
};
|
||||
|
||||
mod state;
|
||||
@@ -112,7 +112,7 @@ impl ReusedAddrVecs {
|
||||
starting_lengths: &Lengths,
|
||||
outputs_by_type: &outputs::ByTypeVecs,
|
||||
inputs_by_type: &inputs::ByTypeVecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
type_supply_sats: &ByAddrType<&impl ReadableVec<Height, Sats>>,
|
||||
exit: &Exit,
|
||||
|
||||
@@ -13,7 +13,7 @@ use crate::{
|
||||
distribution::DynCohortVecs,
|
||||
indexes,
|
||||
internal::{WindowStartVec, Windows},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
use super::{super::traits::CohortVecs, vecs::AddrCohortVecs};
|
||||
@@ -95,7 +95,7 @@ impl AddrCohorts {
|
||||
/// First phase of post-processing: compute index transforms.
|
||||
pub(crate) fn compute_rest_part1(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
@@ -108,7 +108,7 @@ impl AddrCohorts {
|
||||
/// Second phase of post-processing: compute relative metrics.
|
||||
pub(crate) fn compute_rest_part2(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
all_utxo_count: &impl ReadableVec<Height, StoredU64>,
|
||||
|
||||
@@ -12,7 +12,7 @@ use crate::{
|
||||
distribution::state::{AddrCohortState, MinimalRealizedState},
|
||||
indexes,
|
||||
internal::{PerBlockWithDeltas, WindowStartVec, Windows},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
use crate::distribution::metrics::{ImportConfig, MinimalCohortMetrics};
|
||||
@@ -174,7 +174,7 @@ impl DynCohortVecs for AddrCohortVecs {
|
||||
|
||||
fn compute_rest_part1(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
@@ -229,7 +229,7 @@ impl CohortVecs for AddrCohortVecs {
|
||||
|
||||
fn compute_rest_part2(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
all_utxo_count: &impl ReadableVec<Height, StoredU64>,
|
||||
|
||||
@@ -3,7 +3,7 @@ use brk_indexer::Lengths;
|
||||
use brk_types::{Cents, Height, Sats, StoredU64, Version};
|
||||
use vecdb::{Exit, ReadableVec};
|
||||
|
||||
use crate::prices;
|
||||
use crate::price;
|
||||
|
||||
/// Dynamic dispatch trait for cohort vectors.
|
||||
///
|
||||
@@ -31,7 +31,7 @@ pub trait DynCohortVecs: Send + Sync {
|
||||
/// First phase of post-processing computations.
|
||||
fn compute_rest_part1(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()>;
|
||||
@@ -61,7 +61,7 @@ pub trait CohortVecs: DynCohortVecs {
|
||||
/// Second phase of post-processing computations.
|
||||
fn compute_rest_part2(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
all_utxo_count: &impl ReadableVec<Height, StoredU64>,
|
||||
|
||||
@@ -30,18 +30,34 @@ const TREE_SIZE: usize = TIER0_COUNT + TIER1_COUNT + OVERFLOW; // 190,001
|
||||
pub(super) struct CostBasisNode {
|
||||
all_sats: i64,
|
||||
sth_sats: i64,
|
||||
discount_sats: i64,
|
||||
all_usd: i128,
|
||||
sth_usd: i128,
|
||||
discount_usd: i128,
|
||||
}
|
||||
|
||||
impl CostBasisNode {
|
||||
#[inline(always)]
|
||||
fn new(sats: i64, usd: i128, is_sth: bool) -> Self {
|
||||
fn new_supply(sats: i64, usd: i128, is_sth: bool) -> Self {
|
||||
Self {
|
||||
all_sats: sats,
|
||||
sth_sats: if is_sth { sats } else { 0 },
|
||||
discount_sats: 0,
|
||||
all_usd: usd,
|
||||
sth_usd: if is_sth { usd } else { 0 },
|
||||
discount_usd: 0,
|
||||
}
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
fn new_discount(sats: i64, usd: i128) -> Self {
|
||||
Self {
|
||||
all_sats: 0,
|
||||
sth_sats: 0,
|
||||
discount_sats: sats,
|
||||
all_usd: 0,
|
||||
sth_usd: 0,
|
||||
discount_usd: usd,
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -51,8 +67,10 @@ impl FenwickNode for CostBasisNode {
|
||||
fn add_assign(&mut self, other: &Self) {
|
||||
self.all_sats += other.all_sats;
|
||||
self.sth_sats += other.sth_sats;
|
||||
self.discount_sats += other.discount_sats;
|
||||
self.all_usd += other.all_usd;
|
||||
self.sth_usd += other.sth_usd;
|
||||
self.discount_usd += other.discount_usd;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -151,16 +169,34 @@ impl CostBasisFenwick {
|
||||
}
|
||||
let bucket = price_to_bucket(price);
|
||||
let delta =
|
||||
CostBasisNode::new(net_sats, price.as_u128() as i128 * net_sats as i128, is_sth);
|
||||
CostBasisNode::new_supply(net_sats, price.as_u128() as i128 * net_sats as i128, is_sth);
|
||||
self.tree.add(bucket, &delta);
|
||||
self.totals.add_assign(&delta);
|
||||
}
|
||||
|
||||
/// Bulk-initialize from BTreeMaps (one per age-range cohort).
|
||||
/// Call after state import when all pending maps have been drained.
|
||||
pub(super) fn bulk_init<'a>(
|
||||
/// Apply a net delta from the discount-entry cohort.
|
||||
///
|
||||
/// Supply totals are maintained from the age-range cohorts; this updates
|
||||
/// only the discount-entry partition so premium can be derived as all - discount.
|
||||
pub(super) fn apply_discount_delta(&mut self, price: CentsCompact, pending: &PendingDelta) {
|
||||
let net_sats = u64::from(pending.inc) as i64 - u64::from(pending.dec) as i64;
|
||||
if net_sats == 0 {
|
||||
return;
|
||||
}
|
||||
let bucket = price_to_bucket(price);
|
||||
let delta =
|
||||
CostBasisNode::new_discount(net_sats, price.as_u128() as i128 * net_sats as i128);
|
||||
self.tree.add(bucket, &delta);
|
||||
self.totals.add_assign(&delta);
|
||||
}
|
||||
|
||||
/// Bulk-initialize from age-range maps plus the discount-entry map.
|
||||
/// Age-range maps maintain all/STH/LTH totals; the discount-entry map
|
||||
/// maintains only the discount partition used to derive premium.
|
||||
pub(super) fn bulk_init_with_discount<'a>(
|
||||
&mut self,
|
||||
maps: impl Iterator<Item = (&'a std::collections::BTreeMap<CentsCompact, Sats>, bool)>,
|
||||
discount_maps: impl Iterator<Item = &'a std::collections::BTreeMap<CentsCompact, Sats>>,
|
||||
) {
|
||||
self.tree.reset();
|
||||
self.totals = CostBasisNode::default();
|
||||
@@ -169,7 +205,18 @@ impl CostBasisFenwick {
|
||||
for (&price, &sats) in map.iter() {
|
||||
let bucket = price_to_bucket(price);
|
||||
let s = u64::from(sats) as i64;
|
||||
let node = CostBasisNode::new(s, price.as_u128() as i128 * s as i128, is_sth);
|
||||
let node =
|
||||
CostBasisNode::new_supply(s, price.as_u128() as i128 * s as i128, is_sth);
|
||||
self.tree.add_raw(bucket, &node);
|
||||
self.totals.add_assign(&node);
|
||||
}
|
||||
}
|
||||
|
||||
for map in discount_maps {
|
||||
for (&price, &sats) in map.iter() {
|
||||
let bucket = price_to_bucket(price);
|
||||
let s = u64::from(sats) as i64;
|
||||
let node = CostBasisNode::new_discount(s, price.as_u128() as i128 * s as i128);
|
||||
self.tree.add_raw(bucket, &node);
|
||||
self.totals.add_assign(&node);
|
||||
}
|
||||
@@ -212,6 +259,26 @@ impl CostBasisFenwick {
|
||||
)
|
||||
}
|
||||
|
||||
/// Compute percentile prices for discount-entry cohort.
|
||||
pub(super) fn percentiles_discount_entry(&self) -> PercentileResult {
|
||||
self.compute_percentiles(
|
||||
self.totals.discount_sats,
|
||||
self.totals.discount_usd,
|
||||
|n| n.discount_sats,
|
||||
|n| n.discount_usd,
|
||||
)
|
||||
}
|
||||
|
||||
/// Compute percentile prices for premium-entry cohort (all - discount).
|
||||
pub(super) fn percentiles_premium_entry(&self) -> PercentileResult {
|
||||
self.compute_percentiles(
|
||||
self.totals.all_sats - self.totals.discount_sats,
|
||||
self.totals.all_usd - self.totals.discount_usd,
|
||||
|n| n.all_sats - n.discount_sats,
|
||||
|n| n.all_usd - n.discount_usd,
|
||||
)
|
||||
}
|
||||
|
||||
fn compute_percentiles(
|
||||
&self,
|
||||
total_sats: i64,
|
||||
@@ -271,6 +338,37 @@ impl CostBasisFenwick {
|
||||
return (0, 0, 0);
|
||||
}
|
||||
|
||||
let range = self.density_range(spot_price);
|
||||
let all_range = range.all_sats.max(0);
|
||||
let sth_range = range.sth_sats.max(0);
|
||||
let lth_range = all_range - sth_range;
|
||||
|
||||
let lth_total = self.totals.all_sats - self.totals.sth_sats;
|
||||
(
|
||||
Self::to_bps(all_range, self.totals.all_sats),
|
||||
Self::to_bps(sth_range, self.totals.sth_sats),
|
||||
Self::to_bps(lth_range, lth_total),
|
||||
)
|
||||
}
|
||||
|
||||
/// Compute supply density for entry cohorts: (discount_bps, premium_bps).
|
||||
pub(super) fn entry_density(&self, spot_price: Cents) -> (u16, u16) {
|
||||
if self.totals.all_sats <= 0 {
|
||||
return (0, 0);
|
||||
}
|
||||
|
||||
let range = self.density_range(spot_price);
|
||||
let discount_range = range.discount_sats.max(0);
|
||||
let premium_range = range.all_sats.max(0) - discount_range;
|
||||
let premium_total = self.totals.all_sats - self.totals.discount_sats;
|
||||
|
||||
(
|
||||
Self::to_bps(discount_range, self.totals.discount_sats),
|
||||
Self::to_bps(premium_range, premium_total),
|
||||
)
|
||||
}
|
||||
|
||||
fn density_range(&self, spot_price: Cents) -> CostBasisNode {
|
||||
let spot_f64 = u64::from(spot_price) as f64;
|
||||
let low = Cents::from((spot_f64 * 0.95) as u64);
|
||||
let high = Cents::from((spot_f64 * 1.05) as u64);
|
||||
@@ -285,24 +383,23 @@ impl CostBasisFenwick {
|
||||
CostBasisNode::default()
|
||||
};
|
||||
|
||||
let all_range = (cum_high.all_sats - cum_low.all_sats).max(0);
|
||||
let sth_range = (cum_high.sth_sats - cum_low.sth_sats).max(0);
|
||||
let lth_range = all_range - sth_range;
|
||||
CostBasisNode {
|
||||
all_sats: cum_high.all_sats - cum_low.all_sats,
|
||||
sth_sats: cum_high.sth_sats - cum_low.sth_sats,
|
||||
discount_sats: cum_high.discount_sats - cum_low.discount_sats,
|
||||
all_usd: cum_high.all_usd - cum_low.all_usd,
|
||||
sth_usd: cum_high.sth_usd - cum_low.sth_usd,
|
||||
discount_usd: cum_high.discount_usd - cum_low.discount_usd,
|
||||
}
|
||||
}
|
||||
|
||||
let to_bps = |range: i64, total: i64| -> u16 {
|
||||
if total <= 0 {
|
||||
0
|
||||
} else {
|
||||
(range as f64 / total as f64 * 10000.0).round() as u16
|
||||
}
|
||||
};
|
||||
|
||||
let lth_total = self.totals.all_sats - self.totals.sth_sats;
|
||||
(
|
||||
to_bps(all_range, self.totals.all_sats),
|
||||
to_bps(sth_range, self.totals.sth_sats),
|
||||
to_bps(lth_range, lth_total),
|
||||
)
|
||||
#[inline(always)]
|
||||
fn to_bps(range: i64, total: i64) -> u16 {
|
||||
if total <= 0 {
|
||||
0
|
||||
} else {
|
||||
(range as f64 / total as f64 * 10000.0).round() as u16
|
||||
}
|
||||
}
|
||||
|
||||
// -----------------------------------------------------------------------
|
||||
|
||||
@@ -1,8 +1,8 @@
|
||||
use std::path::Path;
|
||||
|
||||
use brk_cohort::{
|
||||
AgeRange, AmountRange, ByEpoch, Class, CohortContext, Filter, Filtered, OverAge, OverAmount,
|
||||
SpendableType, Term, UnderAge, UnderAmount,
|
||||
AgeRange, AmountRange, ByEntry, ByEpoch, Class, CohortContext, Filter, Filtered, OverAge,
|
||||
OverAmount, SpendableType, Term, UnderAge, UnderAmount,
|
||||
};
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Lengths;
|
||||
@@ -16,7 +16,6 @@ use vecdb::{
|
||||
use crate::{
|
||||
blocks,
|
||||
distribution::{
|
||||
DynCohortVecs,
|
||||
metrics::{
|
||||
AllCohortMetrics, BasicCohortMetrics, CohortMetricsBase, CoreCohortMetrics,
|
||||
ExtendedAdjustedCohortMetrics, ExtendedCohortMetrics, ImportConfig,
|
||||
@@ -24,10 +23,11 @@ use crate::{
|
||||
TypeCohortMetrics,
|
||||
},
|
||||
state::UTXOCohortState,
|
||||
DynCohortVecs,
|
||||
},
|
||||
indexes,
|
||||
internal::{ValuePerBlockCumulativeRolling, WindowStartVec, Windows},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
use super::{fenwick::CostBasisFenwick, vecs::UTXOCohortVecs};
|
||||
@@ -45,6 +45,7 @@ pub struct UTXOCohorts<M: StorageMode = Rw> {
|
||||
pub over_age: OverAge<UTXOCohortVecs<CoreCohortMetrics<M>>>,
|
||||
pub epoch: ByEpoch<UTXOCohortVecs<CoreCohortMetrics<M>>>,
|
||||
pub class: Class<UTXOCohortVecs<CoreCohortMetrics<M>>>,
|
||||
pub entry: ByEntry<UTXOCohortVecs<ExtendedCohortMetrics<M>>>,
|
||||
pub over_amount: OverAmount<UTXOCohortVecs<MinimalCohortMetrics<M>>>,
|
||||
pub amount_range: AmountRange<UTXOCohortVecs<MinimalCohortMetrics<M>>>,
|
||||
pub under_amount: UnderAmount<UTXOCohortVecs<MinimalCohortMetrics<M>>>,
|
||||
@@ -67,8 +68,10 @@ pub(crate) struct UTXOCohortsTransientState {
|
||||
}
|
||||
|
||||
impl UTXOCohorts<Rw> {
|
||||
/// ~71 separate cohorts (21 age + 5 epoch + 18 class + 15 amount + 12 type)
|
||||
const SEPARATE_COHORT_CAPACITY: usize = 80;
|
||||
/// Separate cohorts currently total 72:
|
||||
/// 21 age + 5 epoch + 18 class + 2 entry + 15 amount + 11 spendable type.
|
||||
/// Keep small headroom because this is only Vec allocation capacity.
|
||||
const SEPARATE_COHORT_CAPACITY: usize = 82;
|
||||
|
||||
/// Import all UTXO cohorts from database.
|
||||
pub(crate) fn forced_import(
|
||||
@@ -136,6 +139,26 @@ impl UTXOCohorts<Rw> {
|
||||
let epoch = ByEpoch::try_new(&core_separate)?;
|
||||
let class = Class::try_new(&core_separate)?;
|
||||
|
||||
let extended_separate =
|
||||
|f: Filter, name: &'static str| -> Result<UTXOCohortVecs<ExtendedCohortMetrics>> {
|
||||
let full_name = CohortContext::Utxo.full_name(&f, name);
|
||||
let cfg = ImportConfig {
|
||||
db,
|
||||
filter: &f,
|
||||
full_name: &full_name,
|
||||
version: v,
|
||||
indexes,
|
||||
cached_starts,
|
||||
};
|
||||
let state = Some(Box::new(UTXOCohortState::new(states_path, &full_name)));
|
||||
Ok(UTXOCohortVecs::new(
|
||||
state,
|
||||
ExtendedCohortMetrics::forced_import(&cfg)?,
|
||||
))
|
||||
};
|
||||
|
||||
let entry = ByEntry::try_new(&extended_separate)?;
|
||||
|
||||
// Helper for separate cohorts with MinimalCohortMetrics + MinimalRealizedState
|
||||
let minimal_separate =
|
||||
|f: Filter, name: &'static str| -> Result<UTXOCohortVecs<MinimalCohortMetrics>> {
|
||||
@@ -281,6 +304,7 @@ impl UTXOCohorts<Rw> {
|
||||
lth,
|
||||
epoch,
|
||||
class,
|
||||
entry,
|
||||
type_,
|
||||
under_age,
|
||||
over_age,
|
||||
@@ -309,6 +333,7 @@ impl UTXOCohorts<Rw> {
|
||||
sth,
|
||||
caches,
|
||||
age_range,
|
||||
entry,
|
||||
..
|
||||
} = self;
|
||||
caches
|
||||
@@ -327,7 +352,15 @@ impl UTXOCohorts<Rw> {
|
||||
Some((map, caches.fenwick.is_sth_at(i)))
|
||||
})
|
||||
.collect();
|
||||
caches.fenwick.bulk_init(maps.into_iter());
|
||||
let discount_maps = entry
|
||||
.discount
|
||||
.state
|
||||
.as_ref()
|
||||
.map(|state| state.cost_basis_map())
|
||||
.into_iter();
|
||||
caches
|
||||
.fenwick
|
||||
.bulk_init_with_discount(maps.into_iter(), discount_maps);
|
||||
}
|
||||
|
||||
/// Apply pending deltas from all age-range cohorts to the Fenwick tree.
|
||||
@@ -338,7 +371,10 @@ impl UTXOCohorts<Rw> {
|
||||
}
|
||||
// Destructure to get separate borrows on caches and age_range
|
||||
let Self {
|
||||
caches, age_range, ..
|
||||
caches,
|
||||
age_range,
|
||||
entry,
|
||||
..
|
||||
} = self;
|
||||
for (i, sub) in age_range.iter().enumerate() {
|
||||
if let Some(state) = sub.state.as_ref() {
|
||||
@@ -348,6 +384,11 @@ impl UTXOCohorts<Rw> {
|
||||
});
|
||||
}
|
||||
}
|
||||
if let Some(state) = entry.discount.state.as_ref() {
|
||||
state.for_each_cost_basis_pending(|&price, delta| {
|
||||
caches.fenwick.apply_discount_delta(price, delta);
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
/// Push maturation sats to the matured vecs for the given height.
|
||||
@@ -365,6 +406,7 @@ impl UTXOCohorts<Rw> {
|
||||
age_range,
|
||||
epoch,
|
||||
class,
|
||||
entry,
|
||||
amount_range,
|
||||
type_,
|
||||
..
|
||||
@@ -374,6 +416,7 @@ impl UTXOCohorts<Rw> {
|
||||
.map(|x| x as &mut dyn DynCohortVecs)
|
||||
.chain(epoch.par_iter_mut().map(|x| x as &mut dyn DynCohortVecs))
|
||||
.chain(class.par_iter_mut().map(|x| x as &mut dyn DynCohortVecs))
|
||||
.chain(entry.par_iter_mut().map(|x| x as &mut dyn DynCohortVecs))
|
||||
.chain(
|
||||
amount_range
|
||||
.par_iter_mut()
|
||||
@@ -389,6 +432,7 @@ impl UTXOCohorts<Rw> {
|
||||
age_range,
|
||||
epoch,
|
||||
class,
|
||||
entry,
|
||||
amount_range,
|
||||
type_,
|
||||
..
|
||||
@@ -398,6 +442,7 @@ impl UTXOCohorts<Rw> {
|
||||
.map(|x| x as &mut dyn DynCohortVecs)
|
||||
.chain(epoch.iter_mut().map(|x| x as &mut dyn DynCohortVecs))
|
||||
.chain(class.iter_mut().map(|x| x as &mut dyn DynCohortVecs))
|
||||
.chain(entry.iter_mut().map(|x| x as &mut dyn DynCohortVecs))
|
||||
.chain(amount_range.iter_mut().map(|x| x as &mut dyn DynCohortVecs))
|
||||
.chain(type_.iter_mut().map(|x| x as &mut dyn DynCohortVecs))
|
||||
}
|
||||
@@ -409,6 +454,7 @@ impl UTXOCohorts<Rw> {
|
||||
.map(|x| x as &dyn DynCohortVecs)
|
||||
.chain(self.epoch.iter().map(|x| x as &dyn DynCohortVecs))
|
||||
.chain(self.class.iter().map(|x| x as &dyn DynCohortVecs))
|
||||
.chain(self.entry.iter().map(|x| x as &dyn DynCohortVecs))
|
||||
.chain(self.amount_range.iter().map(|x| x as &dyn DynCohortVecs))
|
||||
.chain(self.type_.iter().map(|x| x as &dyn DynCohortVecs))
|
||||
}
|
||||
@@ -483,7 +529,7 @@ impl UTXOCohorts<Rw> {
|
||||
/// First phase of post-processing: compute index transforms.
|
||||
pub(crate) fn compute_rest_part1(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
@@ -516,6 +562,7 @@ impl UTXOCohorts<Rw> {
|
||||
);
|
||||
all.extend(self.epoch.iter_mut().map(|x| x as &mut dyn DynCohortVecs));
|
||||
all.extend(self.class.iter_mut().map(|x| x as &mut dyn DynCohortVecs));
|
||||
all.extend(self.entry.iter_mut().map(|x| x as &mut dyn DynCohortVecs));
|
||||
all.extend(
|
||||
self.amount_range
|
||||
.iter_mut()
|
||||
@@ -546,7 +593,7 @@ impl UTXOCohorts<Rw> {
|
||||
pub(crate) fn compute_rest_part2(
|
||||
&mut self,
|
||||
blocks: &blocks::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
height_to_market_cap: &impl ReadableVec<Height, Dollars>,
|
||||
exit: &Exit,
|
||||
@@ -604,6 +651,7 @@ impl UTXOCohorts<Rw> {
|
||||
under_amount,
|
||||
epoch,
|
||||
class,
|
||||
entry,
|
||||
type_,
|
||||
..
|
||||
} = self;
|
||||
@@ -676,6 +724,19 @@ impl UTXOCohorts<Rw> {
|
||||
.compute_rest_part2(prices, starting_lengths, ss, au, exit)
|
||||
})
|
||||
}),
|
||||
Box::new(|| {
|
||||
entry.par_iter_mut().try_for_each(|v| {
|
||||
v.metrics.compute_rest_part2(
|
||||
blocks,
|
||||
prices,
|
||||
starting_lengths,
|
||||
height_to_market_cap,
|
||||
ss,
|
||||
au,
|
||||
exit,
|
||||
)
|
||||
})
|
||||
}),
|
||||
Box::new(|| {
|
||||
amount_range.par_iter_mut().try_for_each(|v| {
|
||||
v.metrics
|
||||
@@ -730,6 +791,9 @@ impl UTXOCohorts<Rw> {
|
||||
for v in self.class.iter_mut() {
|
||||
vecs.extend(v.metrics.collect_all_vecs_mut());
|
||||
}
|
||||
for v in self.entry.iter_mut() {
|
||||
vecs.extend(v.metrics.collect_all_vecs_mut());
|
||||
}
|
||||
for v in self.amount_range.iter_mut() {
|
||||
vecs.extend(v.metrics.collect_all_vecs_mut());
|
||||
}
|
||||
@@ -813,7 +877,7 @@ impl UTXOCohorts<Rw> {
|
||||
|
||||
/// Aggregate RealizedFull fields from age_range states and push to all/sth/lth.
|
||||
/// Called during the block loop after separate cohorts' push_state but before reset.
|
||||
pub(crate) fn push_overlapping(&mut self, height_price: Cents) {
|
||||
pub(crate) fn push_overlapping(&mut self, height_price: Cents) -> Cents {
|
||||
let Self {
|
||||
all,
|
||||
sth,
|
||||
@@ -852,7 +916,7 @@ impl UTXOCohorts<Rw> {
|
||||
}
|
||||
}
|
||||
|
||||
all.metrics.realized.push_accum(&all_acc);
|
||||
let all_capitalized_price = all.metrics.realized.push_accum(&all_acc);
|
||||
sth.metrics.realized.push_accum(&sth_acc);
|
||||
lth.metrics.realized.push_accum(<h_acc);
|
||||
|
||||
@@ -880,6 +944,8 @@ impl UTXOCohorts<Rw> {
|
||||
.unrealized
|
||||
.capitalized_cap_in_loss_raw
|
||||
.push(CentsSquaredSats::new(lth_ccap.1));
|
||||
|
||||
all_capitalized_price
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -50,6 +50,22 @@ impl UTXOCohorts {
|
||||
let lth = self.caches.fenwick.percentiles_lth();
|
||||
push_cost_basis(<h, lth_d, &mut self.lth.metrics.cost_basis);
|
||||
|
||||
let (discount_d, premium_d) = self.caches.fenwick.entry_density(spot_price);
|
||||
|
||||
let discount = self.caches.fenwick.percentiles_discount_entry();
|
||||
push_cost_basis(
|
||||
&discount,
|
||||
discount_d,
|
||||
&mut self.entry.discount.metrics.cost_basis,
|
||||
);
|
||||
|
||||
let premium = self.caches.fenwick.percentiles_premium_entry();
|
||||
push_cost_basis(
|
||||
&premium,
|
||||
premium_d,
|
||||
&mut self.entry.premium.metrics.cost_basis,
|
||||
);
|
||||
|
||||
let prof = self.caches.fenwick.profitability(spot_price);
|
||||
push_profitability(&prof, &mut self.profitability);
|
||||
}
|
||||
|
||||
@@ -1,3 +1,4 @@
|
||||
use brk_cohort::EntryPrice;
|
||||
use brk_types::{Cents, CostBasisSnapshot, Height, Timestamp};
|
||||
use vecdb::Rw;
|
||||
|
||||
@@ -12,6 +13,7 @@ impl UTXOCohorts<Rw> {
|
||||
/// - The "under_1h" age cohort (all new UTXOs start at 0 hours old)
|
||||
/// - The appropriate epoch cohort based on block height
|
||||
/// - The appropriate class cohort based on block timestamp
|
||||
/// - The immutable entry valuation cohort based on creation price versus anchor
|
||||
/// - The appropriate output type cohort (P2PKH, P2SH, etc.)
|
||||
/// - The appropriate amount range cohort based on value
|
||||
pub(crate) fn receive(
|
||||
@@ -20,13 +22,14 @@ impl UTXOCohorts<Rw> {
|
||||
height: Height,
|
||||
timestamp: Timestamp,
|
||||
price: Cents,
|
||||
entry: EntryPrice,
|
||||
) {
|
||||
let supply_state = received.spendable_supply;
|
||||
|
||||
// Pre-compute snapshot once for the 3 cohorts sharing the same supply_state
|
||||
// Pre-compute snapshot once for cohorts sharing the block-level supply_state
|
||||
let snapshot = CostBasisSnapshot::from_utxo(price, &supply_state);
|
||||
|
||||
// New UTXOs go into under_1h, current epoch, and current class
|
||||
// New UTXOs go into under_1h plus immutable creation cohorts
|
||||
self.age_range
|
||||
.under_1h
|
||||
.state
|
||||
@@ -45,6 +48,12 @@ impl UTXOCohorts<Rw> {
|
||||
.unwrap()
|
||||
.receive_utxo_snapshot(&supply_state, &snapshot);
|
||||
}
|
||||
self.entry
|
||||
.get_mut(entry)
|
||||
.state
|
||||
.as_mut()
|
||||
.unwrap()
|
||||
.receive_utxo_snapshot(&supply_state, &snapshot);
|
||||
|
||||
// Update output type cohorts (skip types with no outputs this block)
|
||||
self.type_.iter_typed_mut().for_each(|(output_type, vecs)| {
|
||||
|
||||
@@ -49,7 +49,7 @@ impl UTXOCohorts<Rw> {
|
||||
// This is the max price between receive and send heights
|
||||
let peak_price = price_range_max.max_between(receive_height, send_height);
|
||||
|
||||
// Pre-compute once for age_range, epoch, year (all share sent.spendable_supply)
|
||||
// Pre-compute once for cohorts sharing the sent supply.
|
||||
if let Some(pre) = SendPrecomputed::new(
|
||||
&sent.spendable_supply,
|
||||
current_price,
|
||||
@@ -75,6 +75,12 @@ impl UTXOCohorts<Rw> {
|
||||
.unwrap()
|
||||
.send_utxo_precomputed(&sent.spendable_supply, &pre);
|
||||
}
|
||||
self.entry
|
||||
.get_mut(block_state.entry)
|
||||
.state
|
||||
.as_mut()
|
||||
.unwrap()
|
||||
.send_utxo_precomputed(&sent.spendable_supply, &pre);
|
||||
} else if sent.spendable_supply.utxo_count > 0 {
|
||||
// Zero-value UTXOs: just subtract supply
|
||||
self.age_range.get_mut(age).state.as_mut().unwrap().supply -=
|
||||
@@ -85,6 +91,12 @@ impl UTXOCohorts<Rw> {
|
||||
if let Some(v) = self.class.mut_vec_from_timestamp(block_state.timestamp) {
|
||||
v.state.as_mut().unwrap().supply -= &sent.spendable_supply;
|
||||
}
|
||||
self.entry
|
||||
.get_mut(block_state.entry)
|
||||
.state
|
||||
.as_mut()
|
||||
.unwrap()
|
||||
.supply -= &sent.spendable_supply;
|
||||
}
|
||||
|
||||
// Update output type cohorts (skip zero-supply entries)
|
||||
|
||||
@@ -6,7 +6,7 @@ use vecdb::{Exit, ReadableVec};
|
||||
|
||||
use crate::{
|
||||
distribution::{cohorts::traits::DynCohortVecs, metrics::CoreCohortMetrics},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
use super::UTXOCohortVecs;
|
||||
@@ -56,7 +56,7 @@ impl DynCohortVecs for UTXOCohortVecs<CoreCohortMetrics> {
|
||||
|
||||
fn compute_rest_part1(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -6,7 +6,7 @@ use vecdb::{Exit, ReadableVec};
|
||||
|
||||
use crate::{
|
||||
distribution::{cohorts::traits::DynCohortVecs, metrics::MinimalCohortMetrics},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
use super::UTXOCohortVecs;
|
||||
@@ -49,7 +49,7 @@ impl DynCohortVecs for UTXOCohortVecs<MinimalCohortMetrics> {
|
||||
|
||||
fn compute_rest_part1(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -55,7 +55,7 @@ use crate::{
|
||||
metrics::{CohortMetricsBase, CohortMetricsState},
|
||||
state::UTXOCohortState,
|
||||
},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
#[derive(Traversable)]
|
||||
@@ -186,7 +186,7 @@ impl<M: CohortMetricsBase + Traversable> DynCohortVecs for UTXOCohortVecs<M> {
|
||||
|
||||
fn compute_rest_part1(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -5,7 +5,7 @@ use brk_types::{Cents, Height, Version};
|
||||
use vecdb::{Exit, ReadableVec};
|
||||
|
||||
use crate::{
|
||||
distribution::cohorts::traits::DynCohortVecs, distribution::metrics::TypeCohortMetrics, prices,
|
||||
distribution::cohorts::traits::DynCohortVecs, distribution::metrics::TypeCohortMetrics, price,
|
||||
};
|
||||
|
||||
use super::UTXOCohortVecs;
|
||||
@@ -55,7 +55,7 @@ impl DynCohortVecs for UTXOCohortVecs<TypeCohortMetrics> {
|
||||
|
||||
fn compute_rest_part1(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
use brk_cohort::ByAddrType;
|
||||
use brk_cohort::{ByAddrType, EntryPrice};
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Indexer;
|
||||
use brk_types::{
|
||||
@@ -46,6 +46,7 @@ pub(crate) fn process_blocks(
|
||||
last_height: Height,
|
||||
chain_state: &mut Vec<BlockState>,
|
||||
tx_index_to_height: &mut RangeMap<TxIndex, Height>,
|
||||
mut entry_anchor: Cents,
|
||||
cached_prices: &[Cents],
|
||||
cached_timestamps: &[Timestamp],
|
||||
cached_price_range_max: &PriceRangeMax,
|
||||
@@ -370,9 +371,14 @@ pub(crate) fn process_blocks(
|
||||
.iterate(Sats::FIFTY_BTC, OutputType::P2PK65);
|
||||
}
|
||||
|
||||
let entry = EntryPrice::from_is_discount(
|
||||
entry_anchor == Cents::ZERO || block_price <= entry_anchor,
|
||||
);
|
||||
|
||||
// Push current block state before processing cohort updates
|
||||
chain_state.push(BlockState {
|
||||
supply: transacted.spendable_supply,
|
||||
entry,
|
||||
price: block_price,
|
||||
timestamp,
|
||||
});
|
||||
@@ -411,7 +417,7 @@ pub(crate) fn process_blocks(
|
||||
|| {
|
||||
// UTXO cohorts receive/send
|
||||
vecs.utxo_cohorts
|
||||
.receive(transacted, height, timestamp, block_price);
|
||||
.receive(transacted, height, timestamp, block_price, entry);
|
||||
if let Some(min_h) =
|
||||
vecs.utxo_cohorts
|
||||
.send(height_to_sent, chain_state, ctx.price_range_max)
|
||||
@@ -460,7 +466,7 @@ pub(crate) fn process_blocks(
|
||||
let is_last_of_day = is_last_of_day[offset];
|
||||
let date_opt = is_last_of_day.then(|| Date::from(timestamp));
|
||||
|
||||
push_cohort_states(
|
||||
entry_anchor = push_cohort_states(
|
||||
&mut vecs.utxo_cohorts,
|
||||
&mut vecs.addr_cohorts,
|
||||
height,
|
||||
@@ -527,7 +533,7 @@ fn push_cohort_states(
|
||||
addr_cohorts: &mut AddrCohorts,
|
||||
height: Height,
|
||||
height_price: Cents,
|
||||
) {
|
||||
) -> Cents {
|
||||
// Phase 1: push + unrealized (no reset yet, states still needed for aggregation)
|
||||
rayon::join(
|
||||
|| {
|
||||
@@ -545,7 +551,7 @@ fn push_cohort_states(
|
||||
);
|
||||
|
||||
// Phase 2: aggregate age_range states → push to overlapping cohorts
|
||||
utxo_cohorts.push_overlapping(height_price);
|
||||
let all_capitalized_price = utxo_cohorts.push_overlapping(height_price);
|
||||
|
||||
// Phase 3: reset per-block values
|
||||
utxo_cohorts
|
||||
@@ -554,4 +560,6 @@ fn push_cohort_states(
|
||||
addr_cohorts
|
||||
.iter_separate_mut()
|
||||
.for_each(|v| v.reset_single_iteration_values());
|
||||
|
||||
all_capitalized_price
|
||||
}
|
||||
|
||||
@@ -24,51 +24,60 @@ pub struct RecoveredState {
|
||||
/// Returns Height::ZERO if any validation fails (triggers fresh start).
|
||||
pub(crate) fn recover_state(
|
||||
height: Height,
|
||||
chain_state_rollback: vecdb::Result<Stamp>,
|
||||
chain_state_rollback: Option<vecdb::Result<Stamp>>,
|
||||
any_addr_indexes: &mut AnyAddrIndexesVecs,
|
||||
addrs_data: &mut AddrsDataVecs,
|
||||
utxo_cohorts: &mut UTXOCohorts,
|
||||
addr_cohorts: &mut AddrCohorts,
|
||||
) -> Result<RecoveredState> {
|
||||
let stamp = Stamp::from(height);
|
||||
// `None`: clean resume, already at the checkpoint, nothing to undo.
|
||||
// `Some`: reorg, undo state past the resume point.
|
||||
let consistent_height = match chain_state_rollback {
|
||||
None => height,
|
||||
Some(chain_state_rollback) => {
|
||||
let stamp = Stamp::from(height);
|
||||
|
||||
// Rollback address state vectors
|
||||
let addr_indexes_rollback = any_addr_indexes.rollback_before(stamp);
|
||||
let addr_data_rollback = addrs_data.rollback_before(stamp);
|
||||
// Rollback address state vectors
|
||||
let addr_indexes_rollback = any_addr_indexes.rollback_before(stamp);
|
||||
let addr_data_rollback = addrs_data.rollback_before(stamp);
|
||||
|
||||
// Verify rollback consistency - all must agree on the same height
|
||||
let consistent_height = rollback_states(
|
||||
chain_state_rollback,
|
||||
addr_indexes_rollback,
|
||||
addr_data_rollback,
|
||||
);
|
||||
// Verify rollback consistency - all must agree on the same height
|
||||
let consistent_height = rollback_states(
|
||||
chain_state_rollback,
|
||||
addr_indexes_rollback,
|
||||
addr_data_rollback,
|
||||
);
|
||||
|
||||
// If rollbacks are inconsistent, start fresh
|
||||
if consistent_height.is_zero() {
|
||||
warn!("Rollback consistency check failed: inconsistent heights");
|
||||
return Ok(RecoveredState {
|
||||
starting_height: Height::ZERO,
|
||||
});
|
||||
}
|
||||
// If rollbacks are inconsistent, start fresh
|
||||
if consistent_height.is_zero() {
|
||||
warn!("Rollback consistency check failed: inconsistent heights");
|
||||
return Ok(RecoveredState {
|
||||
starting_height: Height::ZERO,
|
||||
});
|
||||
}
|
||||
|
||||
// Rollback can land at an earlier height (multi-block change file), which is fine.
|
||||
// But if it lands AHEAD of target, that means rollback failed (missing change files).
|
||||
if consistent_height > height {
|
||||
warn!(
|
||||
"Rollback failed: still at {} but target was {}, falling back to fresh start",
|
||||
consistent_height, height
|
||||
);
|
||||
return Ok(RecoveredState {
|
||||
starting_height: Height::ZERO,
|
||||
});
|
||||
}
|
||||
// Rollback can land at an earlier height (multi-block change file), which is fine.
|
||||
// But if it lands AHEAD of target, that means rollback failed (missing change files).
|
||||
if consistent_height > height {
|
||||
warn!(
|
||||
"Rollback failed: still at {} but target was {}, falling back to fresh start",
|
||||
consistent_height, height
|
||||
);
|
||||
return Ok(RecoveredState {
|
||||
starting_height: Height::ZERO,
|
||||
});
|
||||
}
|
||||
|
||||
if consistent_height != height {
|
||||
debug!(
|
||||
"Rollback landed at {} instead of {}, will resume from there",
|
||||
consistent_height, height
|
||||
);
|
||||
}
|
||||
if consistent_height != height {
|
||||
debug!(
|
||||
"Rollback landed at {} instead of {}, will resume from there",
|
||||
consistent_height, height
|
||||
);
|
||||
}
|
||||
|
||||
consistent_height
|
||||
}
|
||||
};
|
||||
|
||||
// Import UTXO cohort states - all must succeed
|
||||
debug!(
|
||||
|
||||
@@ -11,7 +11,7 @@ use crate::{
|
||||
state::{CohortState, CostBasisOps, RealizedOps},
|
||||
},
|
||||
internal::{PerBlockCumulativeRolling, ValuePerBlockCumulativeRolling},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
use super::ActivityMinimal;
|
||||
@@ -98,7 +98,7 @@ impl ActivityCore {
|
||||
|
||||
pub(crate) fn compute_rest_part1(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -12,7 +12,7 @@ use crate::{
|
||||
metrics::ImportConfig,
|
||||
state::{CohortState, CostBasisOps, RealizedOps},
|
||||
},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
use super::ActivityCore;
|
||||
@@ -89,7 +89,7 @@ impl ActivityFull {
|
||||
|
||||
pub(crate) fn compute_rest_part1(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -10,7 +10,7 @@ use crate::{
|
||||
state::{CohortState, CostBasisOps, RealizedOps},
|
||||
},
|
||||
internal::ValuePerBlockCumulativeRolling,
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
#[derive(Traversable)]
|
||||
@@ -63,7 +63,7 @@ impl ActivityMinimal {
|
||||
|
||||
pub(crate) fn compute_rest_part1(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -13,7 +13,7 @@ use vecdb::Exit;
|
||||
|
||||
use crate::{
|
||||
distribution::state::{CohortState, CostBasisOps, RealizedOps},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
pub trait ActivityLike: Send + Sync {
|
||||
@@ -30,7 +30,7 @@ pub trait ActivityLike: Send + Sync {
|
||||
) -> Result<()>;
|
||||
fn compute_rest_part1(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()>;
|
||||
@@ -62,7 +62,7 @@ impl ActivityLike for ActivityCore {
|
||||
}
|
||||
fn compute_rest_part1(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
@@ -96,7 +96,7 @@ impl ActivityLike for ActivityFull {
|
||||
}
|
||||
fn compute_rest_part1(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -11,7 +11,7 @@ use crate::{
|
||||
ActivityFull, AdjustedSopr, CohortMetricsBase, CostBasis, ImportConfig, OutputsBase,
|
||||
RealizedFull, RelativeForAll, SupplyCore, UnrealizedFull,
|
||||
},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
/// All-cohort metrics: extended realized + adjusted (as composable add-on),
|
||||
@@ -100,7 +100,7 @@ impl AllCohortMetrics {
|
||||
pub(crate) fn compute_rest_part2(
|
||||
&mut self,
|
||||
blocks: &blocks::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
height_to_market_cap: &impl ReadableVec<Height, Dollars>,
|
||||
under_1h_value_created: &impl ReadableVec<Height, Cents>,
|
||||
|
||||
@@ -10,7 +10,7 @@ use crate::{
|
||||
ActivityCore, CohortMetricsBase, ImportConfig, OutputsBase, RealizedCore, SupplyCore,
|
||||
UnrealizedCore,
|
||||
},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
/// Basic cohort metrics: no extensions, used by age_range cohorts.
|
||||
@@ -61,7 +61,7 @@ impl BasicCohortMetrics {
|
||||
|
||||
pub(crate) fn compute_rest_part2(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
all_utxo_count: &impl ReadableVec<Height, StoredU64>,
|
||||
|
||||
@@ -10,7 +10,7 @@ use crate::{
|
||||
ActivityCore, CohortMetricsBase, ImportConfig, OutputsBase, RealizedCore, SupplyCore,
|
||||
UnrealizedCore,
|
||||
},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
#[derive(Traversable)]
|
||||
@@ -102,7 +102,7 @@ impl CoreCohortMetrics {
|
||||
|
||||
pub(crate) fn compute_rest_part1(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
@@ -122,7 +122,7 @@ impl CoreCohortMetrics {
|
||||
|
||||
pub(crate) fn compute_rest_part2(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
all_utxo_count: &impl ReadableVec<Height, StoredU64>,
|
||||
|
||||
@@ -12,7 +12,7 @@ use crate::{
|
||||
ActivityFull, CohortMetricsBase, CostBasis, ImportConfig, OutputsBase, RealizedFull,
|
||||
RelativeWithExtended, SupplyCore, UnrealizedFull,
|
||||
},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
/// Cohort metrics with extended realized + extended cost basis (no adjusted).
|
||||
@@ -90,7 +90,7 @@ impl ExtendedCohortMetrics {
|
||||
pub(crate) fn compute_rest_part2(
|
||||
&mut self,
|
||||
blocks: &blocks::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
height_to_market_cap: &impl ReadableVec<Height, Dollars>,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
|
||||
@@ -10,7 +10,7 @@ use crate::{
|
||||
distribution::metrics::{
|
||||
ActivityFull, AdjustedSopr, CohortMetricsBase, ImportConfig, RealizedFull, UnrealizedFull,
|
||||
},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
use super::ExtendedCohortMetrics;
|
||||
@@ -62,7 +62,7 @@ impl ExtendedAdjustedCohortMetrics {
|
||||
pub(crate) fn compute_rest_part2(
|
||||
&mut self,
|
||||
blocks: &blocks::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
height_to_market_cap: &impl ReadableVec<Height, Dollars>,
|
||||
under_1h_value_created: &impl ReadableVec<Height, Cents>,
|
||||
|
||||
@@ -9,7 +9,7 @@ use crate::{
|
||||
distribution::metrics::{
|
||||
ActivityMinimal, ImportConfig, OutputsBase, RealizedMinimal, SupplyBase, UnrealizedMinimal,
|
||||
},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
/// MinimalCohortMetrics: supply, outputs, realized cap/price/mvrv/profit/loss + value_created/destroyed.
|
||||
@@ -97,7 +97,7 @@ impl MinimalCohortMetrics {
|
||||
|
||||
pub(crate) fn compute_rest_part1(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
@@ -111,7 +111,7 @@ impl MinimalCohortMetrics {
|
||||
|
||||
pub(crate) fn compute_rest_part2(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
all_utxo_count: &impl ReadableVec<Height, StoredU64>,
|
||||
|
||||
@@ -9,7 +9,7 @@ use crate::{
|
||||
distribution::metrics::{
|
||||
ActivityMinimal, ImportConfig, OutputsBase, RealizedMinimal, SupplyCore, UnrealizedBasic,
|
||||
},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
/// TypeCohortMetrics: supply(core), outputs(base), realized(minimal), unrealized(basic).
|
||||
@@ -59,7 +59,7 @@ impl TypeCohortMetrics {
|
||||
|
||||
pub(crate) fn compute_rest_part1(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
@@ -73,7 +73,7 @@ impl TypeCohortMetrics {
|
||||
|
||||
pub(crate) fn compute_rest_part2(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
all_supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
all_utxo_count: &impl ReadableVec<Height, StoredU64>,
|
||||
|
||||
@@ -149,7 +149,7 @@ use crate::{
|
||||
CohortState, CoreRealizedState, CostBasisData, CostBasisOps, CostBasisRaw,
|
||||
MinimalRealizedState, RealizedOps, RealizedState, WithCapital, WithoutCapital,
|
||||
},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
pub trait CohortMetricsState {
|
||||
@@ -270,7 +270,7 @@ pub trait CohortMetricsBase:
|
||||
/// First phase of computed metrics (indexes from height).
|
||||
fn compute_rest_part1(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -10,7 +10,7 @@ use crate::{
|
||||
internal::{
|
||||
PerBlock, RatioPerBlock, ValuePerBlock, ValuePerBlockWithDeltas, WindowStartVec, Windows,
|
||||
},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
#[derive(Traversable)]
|
||||
@@ -115,7 +115,7 @@ impl ProfitabilityBucket {
|
||||
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
is_profit: bool,
|
||||
exit: &Exit,
|
||||
@@ -176,7 +176,7 @@ impl ProfitabilityBucket {
|
||||
|
||||
pub(crate) fn compute_from_ranges(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
is_profit: bool,
|
||||
sources: &[&ProfitabilityBucket],
|
||||
@@ -293,7 +293,7 @@ impl ProfitabilityMetrics {
|
||||
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -16,7 +16,7 @@ use crate::{
|
||||
FiatPerBlockCumulativeWithSumsAndDeltas, LazyPerBlock, NegCentsUnsignedToDollars,
|
||||
PerBlockCumulativeRolling, RatioCents64, RollingWindow24hPerBlock, Windows,
|
||||
},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
use crate::distribution::metrics::ImportConfig;
|
||||
@@ -166,7 +166,7 @@ impl RealizedCore {
|
||||
|
||||
pub(crate) fn compute_rest_part2(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
height_to_supply: &impl ReadableVec<Height, Bitcoin>,
|
||||
transfer_volume_sum_24h_cents: &impl ReadableVec<Height, Cents>,
|
||||
|
||||
@@ -18,7 +18,7 @@ use crate::{
|
||||
RatioPerBlockStdDevBands, RatioSma, RollingWindows, RollingWindowsFrom1w,
|
||||
ValuePerBlockCumulativeRolling,
|
||||
},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
use crate::distribution::metrics::ImportConfig;
|
||||
@@ -206,7 +206,7 @@ impl RealizedFull {
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub(crate) fn push_accum(&mut self, accum: &RealizedFullAccum) {
|
||||
pub(crate) fn push_accum(&mut self, accum: &RealizedFullAccum) -> Cents {
|
||||
self.cap_raw.push(accum.cap_raw);
|
||||
self.capitalized.cap_raw.push(accum.capitalized_cap_raw);
|
||||
|
||||
@@ -221,6 +221,8 @@ impl RealizedFull {
|
||||
self.capitalized.price.cents.height.push(capitalized_price);
|
||||
|
||||
self.peak_regret.value.block.cents.push(accum.peak_regret());
|
||||
|
||||
capitalized_price
|
||||
}
|
||||
|
||||
pub(crate) fn compute_rest_part1(
|
||||
@@ -240,7 +242,7 @@ impl RealizedFull {
|
||||
pub(crate) fn compute_rest_part2(
|
||||
&mut self,
|
||||
blocks: &blocks::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
height_to_supply: &impl ReadableVec<Height, Bitcoin>,
|
||||
height_to_market_cap: &impl ReadableVec<Height, Dollars>,
|
||||
|
||||
@@ -13,7 +13,7 @@ use crate::{
|
||||
FiatPerBlockCumulativeWithSums, FiatPerBlockWithDeltas, Identity, LazyPerBlock,
|
||||
PriceWithRatioPerBlock,
|
||||
},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
use crate::distribution::metrics::ImportConfig;
|
||||
@@ -104,7 +104,7 @@ impl RealizedMinimal {
|
||||
|
||||
pub(crate) fn compute_rest_part2(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
height_to_supply: &impl ReadableVec<Height, Bitcoin>,
|
||||
exit: &Exit,
|
||||
|
||||
@@ -3,7 +3,7 @@ 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};
|
||||
use crate::{indexes, internal::ValuePerBlock, price};
|
||||
|
||||
/// Average amount held per UTXO and per funded address.
|
||||
///
|
||||
@@ -53,7 +53,7 @@ impl AvgAmountMetrics {
|
||||
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
supply_sats: &impl ReadableVec<Height, Sats>,
|
||||
utxo_count: &impl ReadableVec<Height, StoredU64>,
|
||||
funded_addr_count: &impl ReadableVec<Height, StoredU64>,
|
||||
|
||||
@@ -6,7 +6,7 @@ use vecdb::{AnyStoredVec, AnyVec, Exit, ReadableVec, Rw, StorageMode, WritableVe
|
||||
|
||||
use crate::{
|
||||
distribution::state::{CohortState, CostBasisOps, RealizedOps},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
use crate::internal::{
|
||||
@@ -64,7 +64,7 @@ impl SupplyBase {
|
||||
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
max_from: Height,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -5,7 +5,7 @@ use brk_types::{Height, Version};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use vecdb::{AnyStoredVec, AnyVec, Exit, Rw, StorageMode, WritableVec};
|
||||
|
||||
use crate::{distribution::state::UnrealizedState, prices};
|
||||
use crate::{distribution::state::UnrealizedState, price};
|
||||
|
||||
use crate::internal::{
|
||||
HalveCents, HalveDollars, HalveSats, HalveSatsToBitcoin, LazyValuePerBlock, ValuePerBlock,
|
||||
@@ -72,7 +72,7 @@ impl SupplyCore {
|
||||
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
max_from: Height,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -7,7 +7,7 @@ use vecdb::{AnyStoredVec, AnyVec, BytesVec, Exit, ReadableVec, Rw, StorageMode,
|
||||
|
||||
use crate::distribution::state::UnrealizedState;
|
||||
use crate::internal::{CentsSubtractToCentsSigned, FiatPerBlock};
|
||||
use crate::{distribution::metrics::ImportConfig, prices};
|
||||
use crate::{distribution::metrics::ImportConfig, price};
|
||||
|
||||
use super::UnrealizedCore;
|
||||
|
||||
@@ -99,7 +99,7 @@ impl UnrealizedFull {
|
||||
|
||||
pub(crate) fn compute_rest_all(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
supply_in_profit_sats: &(impl ReadableVec<Height, Sats> + Sync),
|
||||
supply_in_loss_sats: &(impl ReadableVec<Height, Sats> + Sync),
|
||||
|
||||
@@ -13,7 +13,7 @@ use brk_indexer::Lengths;
|
||||
use brk_types::{Height, Sats};
|
||||
use vecdb::{Exit, ReadableVec};
|
||||
|
||||
use crate::{distribution::state::UnrealizedState, prices};
|
||||
use crate::{distribution::state::UnrealizedState, price};
|
||||
|
||||
pub trait UnrealizedLike: Send + Sync {
|
||||
fn as_core(&self) -> &UnrealizedCore;
|
||||
@@ -22,7 +22,7 @@ pub trait UnrealizedLike: Send + Sync {
|
||||
fn push_state(&mut self, state: &UnrealizedState);
|
||||
fn compute_rest(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
supply_in_profit_sats: &(impl ReadableVec<Height, Sats> + Sync),
|
||||
supply_in_loss_sats: &(impl ReadableVec<Height, Sats> + Sync),
|
||||
@@ -46,7 +46,7 @@ impl UnrealizedLike for UnrealizedCore {
|
||||
}
|
||||
fn compute_rest(
|
||||
&mut self,
|
||||
_prices: &prices::Vecs,
|
||||
_prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
_supply_in_profit_sats: &(impl ReadableVec<Height, Sats> + Sync),
|
||||
_supply_in_loss_sats: &(impl ReadableVec<Height, Sats> + Sync),
|
||||
@@ -72,7 +72,7 @@ impl UnrealizedLike for UnrealizedFull {
|
||||
}
|
||||
fn compute_rest(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
supply_in_profit_sats: &(impl ReadableVec<Height, Sats> + Sync),
|
||||
supply_in_loss_sats: &(impl ReadableVec<Height, Sats> + Sync),
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
use std::ops::{Add, AddAssign, SubAssign};
|
||||
|
||||
use brk_cohort::EntryPrice;
|
||||
use brk_types::{Cents, SupplyState, Timestamp};
|
||||
use serde::Serialize;
|
||||
|
||||
@@ -8,6 +9,8 @@ pub struct BlockState {
|
||||
#[serde(flatten)]
|
||||
pub supply: SupplyState,
|
||||
#[serde(skip)]
|
||||
pub entry: EntryPrice,
|
||||
#[serde(skip)]
|
||||
pub price: Cents,
|
||||
#[serde(skip)]
|
||||
pub timestamp: Timestamp,
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
use std::path::{Path, PathBuf};
|
||||
|
||||
use brk_cohort::{ByAddrType, Filter};
|
||||
use brk_cohort::{ByAddrType, EntryPrice, Filter};
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Indexer;
|
||||
use brk_traversable::Traversable;
|
||||
@@ -29,7 +29,7 @@ use crate::{
|
||||
PerBlockCumulativeRolling, WindowStartVec, Windows, WithAddrTypes,
|
||||
db_utils::{finalize_db, open_db},
|
||||
},
|
||||
outputs, prices, transactions,
|
||||
outputs, price, transactions,
|
||||
};
|
||||
|
||||
use super::{
|
||||
@@ -316,7 +316,7 @@ impl Vecs {
|
||||
outputs: &outputs::Vecs,
|
||||
transactions: &transactions::Vecs,
|
||||
blocks: &blocks::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.db.sync_bg_tasks()?;
|
||||
@@ -341,12 +341,13 @@ impl Vecs {
|
||||
// Try to resume from checkpoint, fall back to fresh start if needed
|
||||
let recovered_height = match start_mode {
|
||||
StartMode::Resume(height) => {
|
||||
let stamp = Stamp::from(height);
|
||||
// Roll back only on a reorg. A clean resume has nothing to undo, and an
|
||||
// interrupted run wrote no rollback metadata (periodic flushes use
|
||||
// with_changes=false; only the final write creates the `changes/` dir),
|
||||
// so `rollback_before` would fail with `NotFound`.
|
||||
let chain_state_rollback = (height < current_height)
|
||||
.then(|| self.supply_state.rollback_before(Stamp::from(height)));
|
||||
|
||||
// Rollback BytesVec state and capture results for validation
|
||||
let chain_state_rollback = self.supply_state.rollback_before(stamp);
|
||||
|
||||
// Validate all rollbacks and imports are consistent
|
||||
let recovered = recover_state(
|
||||
height,
|
||||
chain_state_rollback,
|
||||
@@ -435,13 +436,34 @@ impl Vecs {
|
||||
let end = usize::from(recovered_height);
|
||||
debug!("building supply_state vec for {} heights", recovered_height);
|
||||
let supply_state_data: Vec<_> = self.supply_state.collect_range_at(0, end);
|
||||
let capitalized_price_data: Vec<_> = self
|
||||
.utxo_cohorts
|
||||
.all
|
||||
.metrics
|
||||
.realized
|
||||
.capitalized
|
||||
.price
|
||||
.cents
|
||||
.height
|
||||
.collect_range_at(0, end);
|
||||
|
||||
let mut entry_anchor = Cents::ZERO;
|
||||
chain_state = supply_state_data
|
||||
.into_iter()
|
||||
.enumerate()
|
||||
.map(|(h, supply)| BlockState {
|
||||
supply,
|
||||
price: self.caches.prices[h],
|
||||
timestamp: self.caches.timestamps[h],
|
||||
.map(|(h, supply)| {
|
||||
let price = self.caches.prices[h];
|
||||
let entry = EntryPrice::from_is_discount(
|
||||
entry_anchor == Cents::ZERO || price <= entry_anchor,
|
||||
);
|
||||
entry_anchor = capitalized_price_data[h];
|
||||
|
||||
BlockState {
|
||||
supply,
|
||||
entry,
|
||||
price,
|
||||
timestamp: self.caches.timestamps[h],
|
||||
}
|
||||
})
|
||||
.collect();
|
||||
debug!("chain_state rebuilt");
|
||||
@@ -473,6 +495,20 @@ impl Vecs {
|
||||
let prices = std::mem::take(&mut self.caches.prices);
|
||||
let timestamps = std::mem::take(&mut self.caches.timestamps);
|
||||
let price_range_max = std::mem::take(&mut self.caches.price_range_max);
|
||||
let entry_anchor = starting_height
|
||||
.decremented()
|
||||
.and_then(|height| {
|
||||
self.utxo_cohorts
|
||||
.all
|
||||
.metrics
|
||||
.realized
|
||||
.capitalized
|
||||
.price
|
||||
.cents
|
||||
.height
|
||||
.collect_one(height)
|
||||
})
|
||||
.unwrap_or(Cents::ZERO);
|
||||
|
||||
process_blocks(
|
||||
self,
|
||||
@@ -485,6 +521,7 @@ impl Vecs {
|
||||
last_height,
|
||||
&mut chain_state,
|
||||
&mut tx_index_to_height,
|
||||
entry_anchor,
|
||||
&prices,
|
||||
×tamps,
|
||||
&price_range_max,
|
||||
|
||||
@@ -6,7 +6,7 @@ use brk_traversable::Traversable;
|
||||
use brk_types::Version;
|
||||
use vecdb::{Database, Exit, Rw, StorageMode};
|
||||
|
||||
use crate::{distribution, indexes, prices};
|
||||
use crate::{distribution, indexes, price};
|
||||
|
||||
pub use inner::RarityMeterInner;
|
||||
|
||||
@@ -37,7 +37,7 @@ impl RarityMeter {
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
distribution: &distribution::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
let realized = &distribution.utxo_cohorts.all.metrics.realized;
|
||||
|
||||
@@ -6,7 +6,7 @@ use derive_more::{Deref, DerefMut};
|
||||
use vecdb::{Database, EagerVec, Exit, PcoVec, ReadableVec, Rw, StorageMode};
|
||||
|
||||
use crate::internal::{LazyPerBlock, PerBlock, Price};
|
||||
use crate::{indexes, prices};
|
||||
use crate::{indexes, price};
|
||||
|
||||
use super::{RatioPerBlock, RatioPerBlockPercentiles};
|
||||
|
||||
@@ -63,7 +63,7 @@ impl PriceWithRatioPerBlock {
|
||||
/// Compute price via closure (in cents), then compute ratio.
|
||||
pub(crate) fn compute_all<F>(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
mut compute_price: F,
|
||||
@@ -101,7 +101,7 @@ impl PriceWithRatioExtendedPerBlock {
|
||||
/// Compute ratio and percentiles from already-computed price cents.
|
||||
pub(crate) fn compute_rest(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
@@ -120,7 +120,7 @@ impl PriceWithRatioExtendedPerBlock {
|
||||
/// Compute price via closure (in cents), then compute ratio and percentiles.
|
||||
pub(crate) fn compute_all<F>(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
starting_lengths: &Lengths,
|
||||
exit: &Exit,
|
||||
mut compute_price: F,
|
||||
|
||||
@@ -10,7 +10,7 @@ use crate::{
|
||||
CentsUnsignedToDollars, LazyPerBlock, NumericValue, PerBlock, SatsSignedToBitcoin,
|
||||
SatsToBitcoin, SatsToCents,
|
||||
},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
/// Trait that associates a sats type with its transform to Bitcoin.
|
||||
@@ -69,7 +69,7 @@ impl ValuePerBlock {
|
||||
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
max_from: Height,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -8,7 +8,7 @@ use vecdb::{
|
||||
|
||||
use crate::{
|
||||
internal::{CentsUnsignedToDollars, SatsToBitcoin, SatsToCents},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
/// Raw per-block amount data: sats + cents (stored), btc + usd (lazy), no resolutions.
|
||||
@@ -44,7 +44,7 @@ impl ValueBlock {
|
||||
pub(crate) fn compute_cents(
|
||||
&mut self,
|
||||
max_from: Height,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.cents.compute_binary::<Sats, Cents, SatsToCents>(
|
||||
|
||||
@@ -6,7 +6,7 @@ use vecdb::{Database, EagerVec, Exit, PcoVec, Rw, StorageMode};
|
||||
use crate::{
|
||||
indexes,
|
||||
internal::{ValueBlock, ValuePerBlock},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
#[derive(Traversable)]
|
||||
@@ -39,7 +39,7 @@ impl ValuePerBlockCumulative {
|
||||
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
max_from: Height,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
@@ -61,7 +61,7 @@ impl ValuePerBlockCumulative {
|
||||
pub(crate) fn compute_with(
|
||||
&mut self,
|
||||
max_from: Height,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
exit: &Exit,
|
||||
compute_sats: impl FnOnce(&mut EagerVec<PcoVec<Height, Sats>>) -> Result<()>,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -10,7 +10,7 @@ use crate::{
|
||||
LazyRollingAvgsAmountFromHeight, LazyRollingSumsAmountFromHeight, ValuePerBlockCumulative,
|
||||
WindowStartVec, Windows,
|
||||
},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
#[derive(Deref, DerefMut, Traversable)]
|
||||
@@ -63,7 +63,7 @@ impl ValuePerBlockCumulativeRolling {
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
max_from: Height,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
exit: &Exit,
|
||||
compute_sats: impl FnOnce(&mut EagerVec<PcoVec<Height, Sats>>) -> Result<()>,
|
||||
) -> Result<()> {
|
||||
@@ -74,7 +74,7 @@ impl ValuePerBlockCumulativeRolling {
|
||||
pub(crate) fn compute_rest(
|
||||
&mut self,
|
||||
max_from: Height,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.inner.compute(prices, max_from, exit)
|
||||
|
||||
@@ -10,7 +10,7 @@ use crate::{
|
||||
RollingDistributionValuePerBlock, ValuePerBlockCumulativeRolling, WindowStartVec,
|
||||
WindowStarts, Windows,
|
||||
},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
#[derive(Deref, DerefMut, Traversable)]
|
||||
@@ -49,7 +49,7 @@ impl ValuePerBlockFull {
|
||||
&mut self,
|
||||
max_from: Height,
|
||||
windows: &WindowStarts<'_>,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
exit: &Exit,
|
||||
compute_sats: impl FnOnce(&mut EagerVec<PcoVec<Height, Sats>>) -> Result<()>,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -11,7 +11,7 @@ use rayon::prelude::*;
|
||||
use schemars::JsonSchema;
|
||||
use vecdb::{AnyStoredVec, AnyVec, Database, EagerVec, Exit, PcoVec, WritableVec};
|
||||
|
||||
use crate::{indexes, prices};
|
||||
use crate::{indexes, price};
|
||||
|
||||
use super::{
|
||||
BpsType, NumericValue, PerBlock, PerBlockCumulativeRolling, PercentPerBlock, ValuePerBlock,
|
||||
@@ -229,7 +229,7 @@ impl WithAddrTypes<ValuePerBlock> {
|
||||
pub(crate) fn compute_rest(
|
||||
&mut self,
|
||||
max_from: Height,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.all.compute(prices, max_from, exit)?;
|
||||
|
||||
@@ -4,7 +4,7 @@ use brk_types::{BasisPointsSigned32, Bitcoin, Cents, Date, Day1, Dollars, Sats};
|
||||
use vecdb::{AnyVec, Exit, ReadableOptionVec, ReadableVec, VecIndex};
|
||||
|
||||
use super::{ByDcaPeriod, Vecs};
|
||||
use crate::{blocks, indexes, internal::RatioDiffCentsBps32, market, prices};
|
||||
use crate::{blocks, indexes, internal::RatioDiffCentsBps32, market, price};
|
||||
|
||||
const DCA_AMOUNT: Dollars = Dollars::mint(100.0);
|
||||
|
||||
@@ -13,7 +13,7 @@ impl Vecs {
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
indexes: &indexes::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
blocks: &blocks::Vecs,
|
||||
lookback: &market::lookback::Vecs,
|
||||
exit: &Exit,
|
||||
|
||||
@@ -22,7 +22,7 @@ mod market;
|
||||
mod mining;
|
||||
mod outputs;
|
||||
mod pools;
|
||||
pub mod prices;
|
||||
pub mod price;
|
||||
mod supply;
|
||||
mod transactions;
|
||||
|
||||
@@ -38,7 +38,7 @@ pub struct Computer<M: StorageMode = Rw> {
|
||||
pub investing: Box<investing::Vecs<M>>,
|
||||
pub market: Box<market::Vecs<M>>,
|
||||
pub pools: Box<pools::Vecs<M>>,
|
||||
pub prices: Box<prices::Vecs<M>>,
|
||||
pub price: Box<price::Vecs<M>>,
|
||||
#[traversable(flatten)]
|
||||
pub distribution: Box<distribution::Vecs<M>>,
|
||||
pub supply: Box<supply::Vecs<M>>,
|
||||
@@ -66,14 +66,14 @@ impl Computer {
|
||||
)?))
|
||||
})?;
|
||||
|
||||
let (constants, prices) = timed("Imported prices/constants", || -> Result<_> {
|
||||
let (constants, price) = timed("Imported price/constants", || -> Result<_> {
|
||||
let constants = Box::new(constants::Vecs::new(VERSION, &indexes));
|
||||
let prices = Box::new(prices::Vecs::forced_import(
|
||||
let price = Box::new(price::Vecs::forced_import(
|
||||
&computed_path,
|
||||
VERSION,
|
||||
&indexes,
|
||||
)?);
|
||||
Ok((constants, prices))
|
||||
Ok((constants, price))
|
||||
})?;
|
||||
|
||||
let blocks = timed("Imported blocks", || -> Result<_> {
|
||||
@@ -223,7 +223,7 @@ impl Computer {
|
||||
cointime,
|
||||
indexes,
|
||||
inputs,
|
||||
prices,
|
||||
price,
|
||||
outputs,
|
||||
};
|
||||
|
||||
@@ -244,7 +244,7 @@ impl Computer {
|
||||
investing::DB_NAME,
|
||||
market::DB_NAME,
|
||||
pools::DB_NAME,
|
||||
prices::DB_NAME,
|
||||
price::DB_NAME,
|
||||
distribution::DB_NAME,
|
||||
supply::DB_NAME,
|
||||
inputs::DB_NAME,
|
||||
@@ -297,8 +297,8 @@ impl Computer {
|
||||
})
|
||||
},
|
||||
|| {
|
||||
timed("Computed prices", || {
|
||||
self.prices.compute(indexer, &self.indexes, exit)
|
||||
timed("Computed price", || {
|
||||
self.price.compute(indexer, &self.indexes, exit)
|
||||
})
|
||||
},
|
||||
);
|
||||
@@ -310,7 +310,7 @@ impl Computer {
|
||||
let market = scope.spawn(|| {
|
||||
timed("Computed market", || {
|
||||
self.market
|
||||
.compute(indexer, &self.prices, &self.indexes, &self.blocks, exit)
|
||||
.compute(indexer, &self.price, &self.indexes, &self.blocks, exit)
|
||||
})
|
||||
});
|
||||
|
||||
@@ -321,7 +321,7 @@ impl Computer {
|
||||
&self.indexes,
|
||||
&self.blocks,
|
||||
&self.inputs,
|
||||
&self.prices,
|
||||
&self.price,
|
||||
exit,
|
||||
)
|
||||
})?;
|
||||
@@ -331,7 +331,7 @@ impl Computer {
|
||||
&self.indexes,
|
||||
&self.blocks,
|
||||
&self.transactions,
|
||||
&self.prices,
|
||||
&self.price,
|
||||
exit,
|
||||
)
|
||||
})
|
||||
@@ -343,7 +343,7 @@ impl Computer {
|
||||
&self.indexes,
|
||||
&self.inputs,
|
||||
&self.blocks,
|
||||
&self.prices,
|
||||
&self.price,
|
||||
exit,
|
||||
)
|
||||
})?;
|
||||
@@ -360,7 +360,7 @@ impl Computer {
|
||||
indexer,
|
||||
&self.indexes,
|
||||
&self.blocks,
|
||||
&self.prices,
|
||||
&self.price,
|
||||
&self.mining,
|
||||
exit,
|
||||
)
|
||||
@@ -372,7 +372,7 @@ impl Computer {
|
||||
self.investing.compute(
|
||||
indexer,
|
||||
&self.indexes,
|
||||
&self.prices,
|
||||
&self.price,
|
||||
&self.blocks,
|
||||
&self.market.lookback,
|
||||
exit,
|
||||
@@ -388,7 +388,7 @@ impl Computer {
|
||||
&self.outputs,
|
||||
&self.transactions,
|
||||
&self.blocks,
|
||||
&self.prices,
|
||||
&self.price,
|
||||
exit,
|
||||
)
|
||||
})?;
|
||||
@@ -421,7 +421,7 @@ impl Computer {
|
||||
&self.blocks,
|
||||
&self.mining,
|
||||
&self.transactions,
|
||||
&self.prices,
|
||||
&self.price,
|
||||
&self.distribution,
|
||||
exit,
|
||||
)
|
||||
@@ -430,7 +430,7 @@ impl Computer {
|
||||
timed("Computed cointime", || {
|
||||
self.cointime.compute(
|
||||
indexer,
|
||||
&self.prices,
|
||||
&self.price,
|
||||
&self.blocks,
|
||||
&self.mining,
|
||||
&self.supply,
|
||||
@@ -445,7 +445,7 @@ impl Computer {
|
||||
|
||||
self.indicators
|
||||
.rarity_meter
|
||||
.compute(indexer, &self.distribution, &self.prices, exit)?;
|
||||
.compute(indexer, &self.distribution, &self.price, exit)?;
|
||||
|
||||
info!("Total compute time: {:?}", compute_start.elapsed());
|
||||
Ok(())
|
||||
@@ -498,7 +498,7 @@ impl_iter_named!(
|
||||
investing,
|
||||
market,
|
||||
pools,
|
||||
prices,
|
||||
price,
|
||||
distribution,
|
||||
supply,
|
||||
inputs,
|
||||
|
||||
@@ -4,13 +4,13 @@ use brk_types::{StoredF32, Timestamp};
|
||||
use vecdb::{Exit, ReadableVec, VecIndex};
|
||||
|
||||
use super::Vecs;
|
||||
use crate::{indexes, prices};
|
||||
use crate::{indexes, price};
|
||||
|
||||
impl Vecs {
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
indexes: &indexes::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -2,7 +2,7 @@ use brk_error::Result;
|
||||
use brk_indexer::Indexer;
|
||||
use vecdb::Exit;
|
||||
|
||||
use crate::{blocks, indexes, prices};
|
||||
use crate::{blocks, indexes, price};
|
||||
|
||||
use super::Vecs;
|
||||
|
||||
@@ -10,7 +10,7 @@ impl Vecs {
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
indexes: &indexes::Vecs,
|
||||
blocks: &blocks::Vecs,
|
||||
exit: &Exit,
|
||||
|
||||
@@ -3,14 +3,14 @@ use brk_indexer::Indexer;
|
||||
use vecdb::Exit;
|
||||
|
||||
use super::Vecs;
|
||||
use crate::{blocks, prices};
|
||||
use crate::{blocks, price};
|
||||
|
||||
impl Vecs {
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
blocks: &blocks::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
let starting_height = indexer.safe_lengths().height;
|
||||
|
||||
@@ -3,14 +3,14 @@ use brk_indexer::Indexer;
|
||||
use vecdb::Exit;
|
||||
|
||||
use super::Vecs;
|
||||
use crate::{blocks, prices};
|
||||
use crate::{blocks, price};
|
||||
|
||||
impl Vecs {
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
blocks: &blocks::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
let starting_lengths = indexer.safe_lengths();
|
||||
|
||||
@@ -4,13 +4,13 @@ use brk_types::{BasisPoints16, StoredF32};
|
||||
use vecdb::{Exit, ReadableVec, VecIndex};
|
||||
|
||||
use super::Vecs;
|
||||
use crate::{blocks, prices};
|
||||
use crate::{blocks, price};
|
||||
|
||||
impl Vecs {
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
blocks: &blocks::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -5,14 +5,14 @@ use vecdb::Exit;
|
||||
|
||||
use super::Vecs;
|
||||
use crate::{
|
||||
blocks, internal::RatioDiffDollarsBps32, investing::ByDcaPeriod, market::lookback, prices,
|
||||
blocks, internal::RatioDiffDollarsBps32, investing::ByDcaPeriod, market::lookback, price,
|
||||
};
|
||||
|
||||
impl Vecs {
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
blocks: &blocks::Vecs,
|
||||
lookback: &lookback::Vecs,
|
||||
exit: &Exit,
|
||||
|
||||
@@ -10,7 +10,7 @@ use super::{
|
||||
use crate::{
|
||||
blocks,
|
||||
internal::{RatioDollarsBp32, WindowsTo1m},
|
||||
prices,
|
||||
price,
|
||||
};
|
||||
|
||||
impl Vecs {
|
||||
@@ -19,7 +19,7 @@ impl Vecs {
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
returns: &returns::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
blocks: &blocks::Vecs,
|
||||
moving_average: &moving_average::Vecs,
|
||||
exit: &Exit,
|
||||
|
||||
@@ -3,14 +3,14 @@ use brk_indexer::Indexer;
|
||||
use vecdb::Exit;
|
||||
|
||||
use super::MacdChain;
|
||||
use crate::{blocks, prices};
|
||||
use crate::{blocks, price};
|
||||
|
||||
#[allow(clippy::too_many_arguments)]
|
||||
pub(super) fn compute(
|
||||
chain: &mut MacdChain,
|
||||
indexer: &Indexer,
|
||||
blocks: &blocks::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
fast_days: usize,
|
||||
slow_days: usize,
|
||||
signal_days: usize,
|
||||
|
||||
@@ -3,7 +3,7 @@ use brk_indexer::Indexer;
|
||||
use vecdb::Exit;
|
||||
|
||||
use super::Vecs;
|
||||
use crate::{blocks, indexes, prices, transactions};
|
||||
use crate::{blocks, indexes, price, transactions};
|
||||
|
||||
impl Vecs {
|
||||
#[allow(clippy::too_many_arguments)]
|
||||
@@ -13,7 +13,7 @@ impl Vecs {
|
||||
indexes: &indexes::Vecs,
|
||||
blocks: &blocks::Vecs,
|
||||
transactions: &transactions::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.db.sync_bg_tasks()?;
|
||||
|
||||
@@ -7,7 +7,7 @@ use super::Vecs;
|
||||
use crate::{
|
||||
blocks, indexes,
|
||||
internal::{RatioDollarsBp32, RatioSatsBp16},
|
||||
prices, transactions,
|
||||
price, transactions,
|
||||
};
|
||||
|
||||
impl Vecs {
|
||||
@@ -18,7 +18,7 @@ impl Vecs {
|
||||
indexes: &indexes::Vecs,
|
||||
lookback: &blocks::LookbackVecs,
|
||||
transactions: &transactions::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
let starting_height = indexer.safe_lengths().height;
|
||||
|
||||
@@ -3,7 +3,7 @@ use brk_indexer::Indexer;
|
||||
use vecdb::Exit;
|
||||
|
||||
use super::Vecs;
|
||||
use crate::{blocks, indexes, inputs, prices};
|
||||
use crate::{blocks, indexes, inputs, price};
|
||||
|
||||
impl Vecs {
|
||||
#[allow(clippy::too_many_arguments)]
|
||||
@@ -13,7 +13,7 @@ impl Vecs {
|
||||
indexes: &indexes::Vecs,
|
||||
inputs: &inputs::Vecs,
|
||||
blocks: &blocks::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.db.sync_bg_tasks()?;
|
||||
|
||||
@@ -4,13 +4,13 @@ use brk_types::{Height, OutputType, Sats, TxOutIndex};
|
||||
use vecdb::{AnyStoredVec, AnyVec, Exit, ReadableVec, VecIndex, WritableVec};
|
||||
|
||||
use super::Vecs;
|
||||
use crate::prices;
|
||||
use crate::price;
|
||||
|
||||
impl Vecs {
|
||||
pub(crate) fn compute(
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
let starting_lengths = indexer.safe_lengths();
|
||||
|
||||
@@ -11,7 +11,7 @@ use crate::{
|
||||
MaskSats, PercentRollingWindows, RatioU64Bp16, ValuePerBlockCumulativeRolling,
|
||||
WindowStartVec, Windows,
|
||||
},
|
||||
mining, prices,
|
||||
mining, price,
|
||||
};
|
||||
|
||||
use super::minor;
|
||||
@@ -63,7 +63,7 @@ impl Vecs {
|
||||
indexer: &Indexer,
|
||||
pool: &impl ReadableVec<Height, PoolSlug>,
|
||||
blocks: &blocks::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
mining: &mining::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -22,7 +22,7 @@ use crate::{
|
||||
WindowStartVec, Windows,
|
||||
db_utils::{finalize_db, open_db},
|
||||
},
|
||||
mining, prices,
|
||||
mining, price,
|
||||
};
|
||||
|
||||
pub const DB_NAME: &str = "pools";
|
||||
@@ -90,7 +90,7 @@ impl Vecs {
|
||||
indexer: &Indexer,
|
||||
indexes: &indexes::Vecs,
|
||||
blocks: &blocks::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
mining: &mining::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
|
||||
+89
-47
@@ -2,7 +2,9 @@ use std::ops::Range;
|
||||
|
||||
use brk_error::Result;
|
||||
use brk_indexer::{Indexer, Lengths};
|
||||
use brk_oracle::{Config, Histogram, Oracle, START_HEIGHT, bin_to_cents, cents_to_bin};
|
||||
use brk_oracle::{
|
||||
bin_to_cents, cents_to_bin, Config, Oracle, PaymentFilter, START_HEIGHT_FAST, START_HEIGHT_SLOW,
|
||||
};
|
||||
use brk_types::{Cents, OutputType, Sats, TxIndex, TxOutIndex};
|
||||
use tracing::info;
|
||||
use vecdb::{AnyStoredVec, AnyVec, Exit, ReadableVec, StorageMode, VecIndex, WritableVec};
|
||||
@@ -61,8 +63,8 @@ impl Vecs {
|
||||
fn compute_prices(&mut self, indexer: &Indexer, exit: &Exit) -> Result<()> {
|
||||
let starting_height = indexer.safe_lengths().height;
|
||||
|
||||
let source_version = indexer.vecs.outputs.value.version()
|
||||
+ indexer.vecs.outputs.output_type.version();
|
||||
let source_version =
|
||||
indexer.vecs.outputs.value.version() + indexer.vecs.outputs.output_type.version();
|
||||
self.spot
|
||||
.cents
|
||||
.height
|
||||
@@ -71,7 +73,7 @@ impl Vecs {
|
||||
|
||||
let total_heights = indexer.vecs.blocks.timestamp.len();
|
||||
|
||||
if total_heights <= START_HEIGHT {
|
||||
if total_heights <= START_HEIGHT_SLOW {
|
||||
return Ok(());
|
||||
}
|
||||
|
||||
@@ -83,17 +85,12 @@ impl Vecs {
|
||||
.inner
|
||||
.truncate_if_needed_at(truncate_to)?;
|
||||
|
||||
if self.spot.cents.height.len() < START_HEIGHT {
|
||||
for line in brk_oracle::PRICES
|
||||
.lines()
|
||||
.skip(self.spot.cents.height.len())
|
||||
{
|
||||
if self.spot.cents.height.len() >= START_HEIGHT {
|
||||
if self.spot.cents.height.len() < START_HEIGHT_SLOW {
|
||||
for cents in brk_oracle::pre_oracle_prices_from(self.spot.cents.height.len()) {
|
||||
if self.spot.cents.height.len() >= START_HEIGHT_SLOW {
|
||||
break;
|
||||
}
|
||||
let dollars: f64 = line.parse().unwrap_or(0.0);
|
||||
let cents = (dollars * 100.0).round() as u64;
|
||||
self.spot.cents.height.inner.push(Cents::new(cents));
|
||||
self.spot.cents.height.inner.push(cents);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -101,8 +98,8 @@ impl Vecs {
|
||||
return Ok(());
|
||||
}
|
||||
|
||||
let config = Config::default();
|
||||
let committed = self.spot.cents.height.len();
|
||||
let config = Config::for_height(committed);
|
||||
let prev_cents = self
|
||||
.spot
|
||||
.cents
|
||||
@@ -110,9 +107,9 @@ impl Vecs {
|
||||
.collect_one_at(committed - 1)
|
||||
.unwrap();
|
||||
let seed_bin = cents_to_bin(prev_cents.inner() as f64);
|
||||
let warmup = config.window_size.min(committed - START_HEIGHT);
|
||||
let warmup = config.window_size.min(committed - START_HEIGHT_SLOW);
|
||||
let mut oracle = Oracle::from_checkpoint(seed_bin, config, |o| {
|
||||
Self::feed_blocks(o, indexer, (committed - warmup)..committed, None);
|
||||
Self::feed_blocks_for_warmup(o, indexer, (committed - warmup)..committed, None);
|
||||
});
|
||||
|
||||
let num_new = total_heights - committed;
|
||||
@@ -121,19 +118,48 @@ impl Vecs {
|
||||
committed, total_heights
|
||||
);
|
||||
|
||||
let ref_bins =
|
||||
Self::feed_blocks(&mut oracle, indexer, committed..total_heights, None);
|
||||
// Slow cold-start EMA up to START_HEIGHT_FAST, then switch to the fast
|
||||
// mature-market EMA. Steady-state runs start past START_HEIGHT_FAST and skip
|
||||
// the slow segment entirely.
|
||||
{
|
||||
let mut processed = 0usize;
|
||||
let mut push_ref_bin = |ref_bin| {
|
||||
self.spot
|
||||
.cents
|
||||
.height
|
||||
.inner
|
||||
.push(Cents::new(bin_to_cents(ref_bin)));
|
||||
|
||||
for (i, ref_bin) in ref_bins.into_iter().enumerate() {
|
||||
self.spot
|
||||
.cents
|
||||
.height
|
||||
.inner
|
||||
.push(Cents::new(bin_to_cents(ref_bin)));
|
||||
processed += 1;
|
||||
let progress = (processed * 100 / num_new) as u8;
|
||||
if processed > 1 && progress > (((processed - 1) * 100 / num_new) as u8) {
|
||||
info!("Oracle price computation: {}%", progress);
|
||||
}
|
||||
};
|
||||
|
||||
let progress = ((i + 1) * 100 / num_new) as u8;
|
||||
if i > 0 && progress > ((i * 100 / num_new) as u8) {
|
||||
info!("Oracle price computation: {}%", progress);
|
||||
if committed < START_HEIGHT_FAST {
|
||||
let slow_end = START_HEIGHT_FAST.min(total_heights);
|
||||
Self::feed_blocks_with(
|
||||
&mut oracle,
|
||||
indexer,
|
||||
committed..slow_end,
|
||||
None,
|
||||
|_, _, ref_bin| push_ref_bin(ref_bin),
|
||||
);
|
||||
if slow_end == START_HEIGHT_FAST {
|
||||
oracle.reconfigure(Config::default());
|
||||
}
|
||||
}
|
||||
|
||||
let fast_start = committed.max(START_HEIGHT_FAST);
|
||||
if fast_start < total_heights {
|
||||
Self::feed_blocks_with(
|
||||
&mut oracle,
|
||||
indexer,
|
||||
fast_start..total_heights,
|
||||
None,
|
||||
|_, _, ref_bin| push_ref_bin(ref_bin),
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -153,10 +179,6 @@ impl Vecs {
|
||||
/// Feed a range of blocks from the indexer into an Oracle (skipping coinbase),
|
||||
/// returning per-block ref_bin values.
|
||||
///
|
||||
/// A transaction carrying an `OP_RETURN` output is protocol machinery, not a
|
||||
/// dollar-denominated payment, so all of its outputs are dropped from the
|
||||
/// histogram. This needs per-transaction grouping of a block's outputs.
|
||||
///
|
||||
/// Pass `cap = None` from compute paths, when the indexer is quiescent and
|
||||
/// raw vec lengths are authoritative. Pass `cap = Some(&safe_lengths)` from
|
||||
/// reader paths so concurrent writer pushes past the cap are invisible.
|
||||
@@ -166,6 +188,33 @@ impl Vecs {
|
||||
range: Range<usize>,
|
||||
cap: Option<&Lengths>,
|
||||
) -> Vec<f64> {
|
||||
let mut ref_bins = Vec::with_capacity(range.len());
|
||||
Self::feed_blocks_with(oracle, indexer, range, cap, |_, _, ref_bin| {
|
||||
ref_bins.push(ref_bin);
|
||||
});
|
||||
ref_bins
|
||||
}
|
||||
|
||||
/// Feed blocks into an Oracle when callers only need the warmed EMA/window state.
|
||||
pub fn feed_blocks_for_warmup<IM: StorageMode>(
|
||||
oracle: &mut Oracle,
|
||||
indexer: &Indexer<IM>,
|
||||
range: Range<usize>,
|
||||
cap: Option<&Lengths>,
|
||||
) {
|
||||
Self::feed_blocks_with(oracle, indexer, range, cap, |_, _, _| {});
|
||||
}
|
||||
|
||||
/// Feed a range of blocks into an Oracle and call `on_block` after each
|
||||
/// processed block. This lets callers observe derived state such as EMA
|
||||
/// without duplicating the histogram extraction path.
|
||||
pub fn feed_blocks_with<IM: StorageMode>(
|
||||
oracle: &mut Oracle,
|
||||
indexer: &Indexer<IM>,
|
||||
range: Range<usize>,
|
||||
cap: Option<&Lengths>,
|
||||
mut on_block: impl FnMut(usize, &Oracle, f64),
|
||||
) {
|
||||
let (total_txs, total_outputs, height_len) = match cap {
|
||||
Some(c) => (
|
||||
c.tx_index.to_usize(),
|
||||
@@ -193,8 +242,6 @@ impl Vecs {
|
||||
.first_txout_index
|
||||
.collect_range_at(range.start, collect_end);
|
||||
|
||||
let mut ref_bins = Vec::with_capacity(range.len());
|
||||
|
||||
// Cursor avoids per-block PcoVec page decompression for the
|
||||
// tx-indexed first_txout_index lookup. Accessed tx_index values
|
||||
// are strictly increasing across blocks, so it only advances forward.
|
||||
@@ -239,26 +286,21 @@ impl Vecs {
|
||||
&mut output_types,
|
||||
);
|
||||
|
||||
let mut hist = Histogram::zeros();
|
||||
for tx in 0..tx_count {
|
||||
let tx_outputs = (0..tx_count).map(|tx| {
|
||||
let lo = tx_starts[tx] - out_start;
|
||||
let hi = tx_starts
|
||||
.get(tx + 1)
|
||||
.map(|s| s - out_start)
|
||||
.unwrap_or(out_end - out_start);
|
||||
if output_types[lo..hi].contains(&OutputType::OpReturn) {
|
||||
continue;
|
||||
}
|
||||
for i in lo..hi {
|
||||
if let Some(bin) = oracle.output_to_bin(values[i], output_types[i]) {
|
||||
hist.increment(bin);
|
||||
}
|
||||
}
|
||||
}
|
||||
values[lo..hi]
|
||||
.iter()
|
||||
.copied()
|
||||
.zip(output_types[lo..hi].iter().copied())
|
||||
});
|
||||
let hist = PaymentFilter::for_height(range.start + idx).histogram(tx_outputs);
|
||||
|
||||
ref_bins.push(oracle.process_histogram(&hist));
|
||||
let ref_bin = oracle.process_histogram(&hist);
|
||||
on_block(range.start + idx, oracle, ref_bin);
|
||||
}
|
||||
|
||||
ref_bins
|
||||
}
|
||||
}
|
||||
@@ -21,7 +21,7 @@ use crate::{
|
||||
use by_unit::{OhlcByUnit, PriceByUnit, SplitByUnit, SplitCloseByUnit, SplitIndexesByUnit};
|
||||
use ohlcs::{LazyOhlcVecs, OhlcVecs};
|
||||
|
||||
pub const DB_NAME: &str = "prices";
|
||||
pub const DB_NAME: &str = "price";
|
||||
|
||||
#[derive(Traversable)]
|
||||
pub struct Vecs<M: StorageMode = Rw> {
|
||||
@@ -4,7 +4,7 @@ use brk_types::Sats;
|
||||
use vecdb::{Exit, VecIndex};
|
||||
|
||||
use super::Vecs;
|
||||
use crate::{mining, outputs, prices};
|
||||
use crate::{mining, outputs, price};
|
||||
|
||||
impl Vecs {
|
||||
pub(crate) fn compute(
|
||||
@@ -12,7 +12,7 @@ impl Vecs {
|
||||
indexer: &Indexer,
|
||||
outputs: &outputs::Vecs,
|
||||
mining: &mining::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
let starting_height = indexer.safe_lengths().height;
|
||||
|
||||
@@ -7,7 +7,7 @@ use vecdb::Exit;
|
||||
const INITIAL_SUBSIDY: f64 = Sats::ONE_BTC_U64 as f64 * 50.0;
|
||||
|
||||
use super::Vecs;
|
||||
use crate::{blocks, distribution, mining, outputs, prices, transactions};
|
||||
use crate::{blocks, distribution, mining, outputs, price, transactions};
|
||||
|
||||
impl Vecs {
|
||||
#[allow(clippy::too_many_arguments)]
|
||||
@@ -18,7 +18,7 @@ impl Vecs {
|
||||
blocks: &blocks::Vecs,
|
||||
mining: &mining::Vecs,
|
||||
transactions: &transactions::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
distribution: &distribution::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
|
||||
@@ -3,7 +3,7 @@ use brk_indexer::Indexer;
|
||||
use vecdb::Exit;
|
||||
|
||||
use super::Vecs;
|
||||
use crate::{blocks, indexes, inputs, prices};
|
||||
use crate::{blocks, indexes, inputs, price};
|
||||
|
||||
impl Vecs {
|
||||
#[allow(clippy::too_many_arguments)]
|
||||
@@ -13,7 +13,7 @@ impl Vecs {
|
||||
indexes: &indexes::Vecs,
|
||||
blocks: &blocks::Vecs,
|
||||
inputs: &inputs::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.db.sync_bg_tasks()?;
|
||||
|
||||
@@ -5,7 +5,7 @@ use vecdb::Exit;
|
||||
|
||||
use super::Vecs;
|
||||
use crate::transactions::{count, fees};
|
||||
use crate::{indexes, internal::Windows, prices};
|
||||
use crate::{indexes, internal::Windows, price};
|
||||
|
||||
impl Vecs {
|
||||
#[allow(clippy::too_many_arguments)]
|
||||
@@ -13,7 +13,7 @@ impl Vecs {
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
indexes: &indexes::Vecs,
|
||||
prices: &prices::Vecs,
|
||||
prices: &price::Vecs,
|
||||
count_vecs: &count::Vecs,
|
||||
fees_vecs: &fees::Vecs,
|
||||
exit: &Exit,
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
//! Mempool info + price-blending output histogram.
|
||||
|
||||
use brk_oracle::Histogram;
|
||||
use brk_oracle::HistogramRaw;
|
||||
use brk_types::MempoolInfo;
|
||||
|
||||
use crate::Mempool;
|
||||
@@ -11,13 +11,21 @@ impl Mempool {
|
||||
self.read().info.clone()
|
||||
}
|
||||
|
||||
/// Snapshot of pre-bucketed oracle bins across all live mempool tx
|
||||
/// outputs. The total is maintained incrementally by `TxStore` on
|
||||
/// every insert/remove, so this hot path is `O(NUM_BINS)` regardless
|
||||
/// of pool size. Used by `live_price` to blend the mempool into the
|
||||
/// committed oracle without re-parsing scripts per request.
|
||||
/// Snapshot of pre-bucketed round-dollar-eligible bins across all live
|
||||
/// mempool tx outputs. Maintained incrementally by `TxStore` on every
|
||||
/// insert/remove, so this hot path is `O(NUM_BINS)` regardless of pool
|
||||
/// size. Used by `live_price` to blend the mempool into the committed
|
||||
/// oracle without re-parsing scripts per request.
|
||||
#[must_use]
|
||||
pub fn live_histogram(&self) -> Histogram {
|
||||
self.read().txs.live_histogram()
|
||||
pub fn live_eligible_histogram(&self) -> HistogramRaw {
|
||||
self.read().txs.live_eligible_histogram()
|
||||
}
|
||||
|
||||
/// Snapshot of the raw histogram: every live mempool output binned by
|
||||
/// value with no payment filtering. Backs the `histogram/raw/live`
|
||||
/// endpoint.
|
||||
#[must_use]
|
||||
pub fn live_raw_histogram(&self) -> HistogramRaw {
|
||||
self.read().txs.live_raw_histogram()
|
||||
}
|
||||
}
|
||||
|
||||
@@ -0,0 +1,56 @@
|
||||
use brk_oracle::{sats_to_bin, HistogramRaw, PaymentFilter};
|
||||
use brk_types::Transaction;
|
||||
|
||||
use crate::stores::tx_store::TxRecord;
|
||||
|
||||
/// The two live per-bin histograms the pool maintains incrementally as txs
|
||||
/// enter and leave: `eligible` applies the round-dollar payment filter (it
|
||||
/// feeds the oracle blend), `raw` bins every output by value with no filtering.
|
||||
/// Add and remove run through the same code so the two stay symmetric.
|
||||
#[derive(Default)]
|
||||
pub struct LiveHistograms {
|
||||
eligible: HistogramRaw,
|
||||
raw: HistogramRaw,
|
||||
}
|
||||
|
||||
impl LiveHistograms {
|
||||
/// Fold a record's outputs into both histograms.
|
||||
pub fn add(&mut self, record: &TxRecord) {
|
||||
Self::eligible_bins(&record.tx, |bin| self.eligible[bin as usize] += 1);
|
||||
for bin in Self::raw_bins(&record.tx) {
|
||||
self.raw[bin] += 1;
|
||||
}
|
||||
}
|
||||
|
||||
/// Reverse a previous `add` for the same record.
|
||||
pub fn remove(&mut self, record: &TxRecord) {
|
||||
Self::eligible_bins(&record.tx, |bin| self.eligible[bin as usize] -= 1);
|
||||
for bin in Self::raw_bins(&record.tx) {
|
||||
self.raw[bin] -= 1;
|
||||
}
|
||||
}
|
||||
|
||||
/// Round-dollar-eligible bins, blended into the oracle by `live_price`.
|
||||
pub fn eligible(&self) -> HistogramRaw {
|
||||
self.eligible.clone()
|
||||
}
|
||||
|
||||
/// Every live output binned by value, no payment filtering.
|
||||
pub fn raw(&self) -> HistogramRaw {
|
||||
self.raw.clone()
|
||||
}
|
||||
|
||||
/// Round-dollar-eligible bins, applying the oracle payment filter. Calls
|
||||
/// `emit(bin)` per eligible output. Deterministic over a tx's outputs,
|
||||
/// which are never mutated after insert, so add and remove recompute it
|
||||
/// identically rather than caching.
|
||||
fn eligible_bins(tx: &Transaction, emit: impl FnMut(u16)) {
|
||||
PaymentFilter::MODERN.for_each_bin(tx.output.iter().map(|o| (o.value, o.type_())), emit);
|
||||
}
|
||||
|
||||
/// Raw bin index per output, dropping only values outside the bin domain
|
||||
/// (zero / out-of-range).
|
||||
fn raw_bins(tx: &Transaction) -> impl Iterator<Item = usize> + '_ {
|
||||
tx.output.iter().filter_map(|o| sats_to_bin(o.value))
|
||||
}
|
||||
}
|
||||
@@ -4,13 +4,13 @@
|
||||
//! one lock-order discipline.
|
||||
|
||||
mod addr_tracker;
|
||||
mod live_histograms;
|
||||
mod outpoint_spends;
|
||||
mod output_bins;
|
||||
mod tx_graveyard;
|
||||
mod tx_store;
|
||||
|
||||
pub use addr_tracker::AddrTracker;
|
||||
pub use live_histograms::LiveHistograms;
|
||||
pub use outpoint_spends::OutpointSpends;
|
||||
pub use output_bins::OutputBins;
|
||||
pub use tx_graveyard::{TxGraveyard, TxTombstone};
|
||||
pub use tx_store::TxStore;
|
||||
|
||||
@@ -1,23 +0,0 @@
|
||||
use brk_oracle::default_eligible_bin;
|
||||
use brk_types::Transaction;
|
||||
use smallvec::SmallVec;
|
||||
|
||||
/// Pre-bucketed oracle bins for a tx's eligible outputs. Computed once on
|
||||
/// insert so `Mempool::live_histogram` can bin all live outputs without
|
||||
/// re-parsing scripts or recomputing eligibility per request.
|
||||
pub struct OutputBins(SmallVec<[u16; 4]>);
|
||||
|
||||
impl OutputBins {
|
||||
pub fn from_tx(tx: &Transaction) -> Self {
|
||||
Self(
|
||||
tx.output
|
||||
.iter()
|
||||
.filter_map(|o| default_eligible_bin(o.value, o.type_()))
|
||||
.collect(),
|
||||
)
|
||||
}
|
||||
|
||||
pub fn iter(&self) -> impl Iterator<Item = u16> + '_ {
|
||||
self.0.iter().copied()
|
||||
}
|
||||
}
|
||||
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user