brk/crates/brk_oracle/src/config.rs

/// First height the oracle computes on-chain, with the slow cold-start EMA
/// ([`slow`](Config::slow)). Below it, prices come from [`PRICES`](crate::PRICES).
pub const START_HEIGHT_SLOW: usize = 340_000;

/// Height where the oracle switches slow -> fast EMA ([`default`](Config::default)).
/// The regimes are complementary: slow resists the round-USD half-price drift
/// that locks fast below here, while fast tracks the 2018-2019 crashes that lock
/// slow.
pub const START_HEIGHT_FAST: usize = 508_000;

#[derive(Clone)]
pub struct Config {
    /// EMA decay: 2/(N+1) where N is span in blocks. 2/7 = 6-block span.
    pub alpha: f64,
    /// Ring buffer depth. 12 blocks for deterministic convergence at any start height.
    pub window_size: usize,
    /// Search window bins below/above previous estimate. Asymmetric for log-scale.
    pub search_below: usize,
    pub search_above: usize,
    /// Weight of the adaptive shape-anchoring restoring force added to the
    /// stencil score. `0.0` disables it (mature regime, where the fast EMA
    /// tracks real moves the shape term would resist). The slow cold-start uses
    /// a positive weight to resist round-USD octave aliasing in the thin early
    /// output mix.
    pub shape_weight: f64,
}

impl Default for Config {
    fn default() -> Self {
        Self {
            alpha: 2.0 / 7.0,
            window_size: 12,
            search_below: 12,
            search_above: 11,
            shape_weight: 0.0,
        }
    }
}

impl Config {
    /// Cold-start config below [`START_HEIGHT_FAST`]: a slow EMA
    /// (span ~19) that resists the round-USD half-price drift the fast default
    /// octave-locks onto in the thin pre-2018 output mix. Window grows to 40 to
    /// hold the decay, and a shape-anchoring restoring force (`shape_weight`)
    /// pulls the pick toward the octave whose arm-shape looks like real payments.
    pub fn slow() -> Self {
        Self {
            alpha: 0.10,
            window_size: 40,
            shape_weight: 8.0,
            ..Self::default()
        }
    }

    /// Config for `height`: [`slow`](Self::slow) below [`START_HEIGHT_FAST`], else
    /// [`default`](Self::default).
    pub fn for_height(height: usize) -> Self {
        if height < START_HEIGHT_FAST {
            Self::slow()
        } else {
            Self::default()
        }
    }
}