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563 lines
17 KiB
JavaScript
563 lines
17 KiB
JavaScript
/** Cointime section builder - typed tree-based patterns */
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import { Unit } from "../utils/units.js";
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/**
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* Create price with ratio options for cointime prices
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* @param {PartialContext} ctx
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* @param {Object} args
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* @param {string} args.title
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* @param {string} args.legend
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* @param {AnyMetricPattern} args.price
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* @param {ActivePriceRatioPattern} args.ratio
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* @param {Color} [args.color]
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* @returns {PartialOptionsTree}
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*/
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function createCointimePriceWithRatioOptions(
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ctx,
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{ title, legend, price, ratio, color },
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) {
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const { line, colors, createPriceLine } = ctx;
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// Percentile USD mappings
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const percentileUsdMap = [
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{ name: "pct99", prop: ratio.ratioPct99Usd, color: colors.rose },
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{ name: "pct98", prop: ratio.ratioPct98Usd, color: colors.pink },
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{ name: "pct95", prop: ratio.ratioPct95Usd, color: colors.fuchsia },
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{ name: "pct5", prop: ratio.ratioPct5Usd, color: colors.cyan },
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{ name: "pct2", prop: ratio.ratioPct2Usd, color: colors.sky },
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{ name: "pct1", prop: ratio.ratioPct1Usd, color: colors.blue },
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];
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// Percentile ratio mappings
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const percentileMap = [
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{ name: "pct99", prop: ratio.ratioPct99, color: colors.rose },
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{ name: "pct98", prop: ratio.ratioPct98, color: colors.pink },
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{ name: "pct95", prop: ratio.ratioPct95, color: colors.fuchsia },
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{ name: "pct5", prop: ratio.ratioPct5, color: colors.cyan },
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{ name: "pct2", prop: ratio.ratioPct2, color: colors.sky },
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{ name: "pct1", prop: ratio.ratioPct1, color: colors.blue },
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];
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// SD patterns by window
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const sdPatterns = [
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{ nameAddon: "all", titleAddon: "", sd: ratio.ratioSd },
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{ nameAddon: "4y", titleAddon: "4y", sd: ratio.ratio4ySd },
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{ nameAddon: "2y", titleAddon: "2y", sd: ratio.ratio2ySd },
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{ nameAddon: "1y", titleAddon: "1y", sd: ratio.ratio1ySd },
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];
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/** @param {Ratio1ySdPattern} sd */
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const getSdBands = (sd) => [
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{ name: "0σ", prop: sd._0sdUsd, color: colors.lime },
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{ name: "+0.5σ", prop: sd.p05sdUsd, color: colors.yellow },
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{ name: "+1σ", prop: sd.p1sdUsd, color: colors.amber },
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{ name: "+1.5σ", prop: sd.p15sdUsd, color: colors.orange },
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{ name: "+2σ", prop: sd.p2sdUsd, color: colors.red },
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{ name: "+2.5σ", prop: sd.p25sdUsd, color: colors.rose },
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{ name: "+3σ", prop: sd.p3sd, color: colors.pink },
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{ name: "−0.5σ", prop: sd.m05sdUsd, color: colors.teal },
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{ name: "−1σ", prop: sd.m1sdUsd, color: colors.cyan },
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{ name: "−1.5σ", prop: sd.m15sdUsd, color: colors.sky },
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{ name: "−2σ", prop: sd.m2sdUsd, color: colors.blue },
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{ name: "−2.5σ", prop: sd.m25sdUsd, color: colors.indigo },
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{ name: "−3σ", prop: sd.m3sd, color: colors.violet },
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];
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return [
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{
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name: "price",
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title,
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top: [line({ metric: price, name: legend, color, unit: Unit.usd })],
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},
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{
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name: "Ratio",
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title: `${title} Ratio`,
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top: [
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line({ metric: price, name: legend, color, unit: Unit.usd }),
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...percentileUsdMap.map(({ name: pctName, prop, color: pctColor }) =>
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line({
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metric: prop,
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name: pctName,
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color: pctColor,
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defaultActive: false,
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unit: Unit.usd,
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options: { lineStyle: 1 },
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}),
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),
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],
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bottom: [
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line({ metric: ratio.ratio, name: "Ratio", color, unit: Unit.ratio }),
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line({
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metric: ratio.ratio1wSma,
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name: "1w SMA",
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color: colors.lime,
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unit: Unit.ratio,
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}),
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line({
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metric: ratio.ratio1mSma,
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name: "1m SMA",
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color: colors.teal,
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unit: Unit.ratio,
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}),
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line({
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metric: ratio.ratio1ySd.sma,
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name: "1y SMA",
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color: colors.sky,
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unit: Unit.ratio,
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}),
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line({
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metric: ratio.ratio2ySd.sma,
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name: "2y SMA",
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color: colors.indigo,
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unit: Unit.ratio,
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}),
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line({
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metric: ratio.ratio4ySd.sma,
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name: "4y SMA",
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color: colors.purple,
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unit: Unit.ratio,
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}),
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line({
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metric: ratio.ratioSd.sma,
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name: "All SMA",
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color: colors.rose,
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unit: Unit.ratio,
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}),
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...percentileMap.map(({ name: pctName, prop, color: pctColor }) =>
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line({
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metric: prop,
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name: pctName,
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color: pctColor,
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defaultActive: false,
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unit: Unit.ratio,
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options: { lineStyle: 1 },
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}),
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),
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createPriceLine({ unit: Unit.ratio, number: 1 }),
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],
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},
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{
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name: "ZScores",
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tree: [
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// Compare all Z-Scores
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{
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name: "Compare",
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title: `Compare ${title} Z-Scores`,
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top: [
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line({ metric: price, name: legend, color, unit: Unit.usd }),
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line({
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metric: ratio.ratio1ySd._0sdUsd,
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name: "1y 0sd",
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color: colors.fuchsia,
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defaultActive: false,
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unit: Unit.usd,
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}),
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line({
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metric: ratio.ratio2ySd._0sdUsd,
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name: "2y 0sd",
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color: colors.purple,
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defaultActive: false,
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unit: Unit.usd,
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}),
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line({
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metric: ratio.ratio4ySd._0sdUsd,
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name: "4y 0sd",
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color: colors.violet,
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defaultActive: false,
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unit: Unit.usd,
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}),
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line({
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metric: ratio.ratioSd._0sdUsd,
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name: "0sd",
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color: colors.indigo,
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defaultActive: false,
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unit: Unit.usd,
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}),
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],
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bottom: [
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line({
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metric: ratio.ratioSd.zscore,
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name: "All",
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color: colors.default,
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unit: Unit.sd,
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}),
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line({
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metric: ratio.ratio4ySd.zscore,
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name: "4y",
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color: colors.lime,
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unit: Unit.sd,
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}),
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line({
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metric: ratio.ratio2ySd.zscore,
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name: "2y",
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color: colors.avocado,
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unit: Unit.sd,
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}),
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line({
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metric: ratio.ratio1ySd.zscore,
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name: "1y",
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color: colors.yellow,
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unit: Unit.sd,
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}),
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createPriceLine({ unit: Unit.sd, number: 4 }),
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createPriceLine({ unit: Unit.sd, number: 3 }),
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createPriceLine({ unit: Unit.sd, number: 2 }),
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createPriceLine({ unit: Unit.sd, number: 1 }),
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createPriceLine({ unit: Unit.sd, number: 0 }),
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createPriceLine({ unit: Unit.sd, number: -1 }),
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createPriceLine({ unit: Unit.sd, number: -2 }),
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createPriceLine({ unit: Unit.sd, number: -3 }),
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createPriceLine({ unit: Unit.sd, number: -4 }),
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],
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},
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// Individual Z-Score charts
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...sdPatterns.map(({ nameAddon, titleAddon, sd }) => ({
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name: nameAddon,
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title: `${title} ${titleAddon} Z-Score`,
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top: getSdBands(sd).map(({ name: bandName, prop, color: bandColor }) =>
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line({
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metric: prop,
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name: bandName,
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color: bandColor,
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unit: Unit.usd,
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}),
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),
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bottom: [
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line({ metric: sd.zscore, name: "Z-Score", color, unit: Unit.sd }),
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createPriceLine({ unit: Unit.sd, number: 3 }),
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createPriceLine({ unit: Unit.sd, number: 2 }),
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createPriceLine({ unit: Unit.sd, number: 1 }),
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createPriceLine({ unit: Unit.sd, number: 0 }),
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createPriceLine({ unit: Unit.sd, number: -1 }),
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createPriceLine({ unit: Unit.sd, number: -2 }),
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createPriceLine({ unit: Unit.sd, number: -3 }),
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],
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})),
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],
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},
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];
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}
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/**
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* Create Cointime section
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* @param {PartialContext} ctx
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* @returns {PartialOptionsGroup}
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*/
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export function createCointimeSection(ctx) {
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const { colors, brk, line } = ctx;
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const { cointime, distribution, supply } = brk.metrics;
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const { pricing, cap, activity, supply: cointimeSupply, adjusted } = cointime;
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const { all } = distribution.utxoCohorts;
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// Cointime prices data
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const cointimePrices = [
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{
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price: pricing.trueMarketMean,
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ratio: pricing.trueMarketMeanRatio,
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name: "True market mean",
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title: "true market mean",
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color: colors.blue,
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},
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{
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price: pricing.vaultedPrice,
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ratio: pricing.vaultedPriceRatio,
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name: "Vaulted",
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title: "vaulted price",
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color: colors.lime,
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},
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{
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price: pricing.activePrice,
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ratio: pricing.activePriceRatio,
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name: "Active",
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title: "active price",
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color: colors.rose,
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},
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{
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price: pricing.cointimePrice,
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ratio: pricing.cointimePriceRatio,
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name: "cointime",
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title: "cointime price",
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color: colors.yellow,
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},
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];
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// Cointime capitalizations data
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const cointimeCapitalizations = [
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{
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metric: cap.vaultedCap,
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name: "vaulted",
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title: "vaulted Capitalization",
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color: colors.lime,
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},
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{
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metric: cap.activeCap,
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name: "active",
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title: "active Capitalization",
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color: colors.rose,
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},
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{
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metric: cap.cointimeCap,
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name: "cointime",
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title: "cointime Capitalization",
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color: colors.yellow,
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},
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{
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metric: cap.investorCap,
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name: "investor",
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title: "investor Capitalization",
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color: colors.fuchsia,
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},
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{
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metric: cap.thermoCap,
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name: "thermo",
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title: "thermo Capitalization",
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color: colors.emerald,
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},
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];
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return {
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name: "Cointime",
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tree: [
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// Prices
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{
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name: "Prices",
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tree: [
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{
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name: "Compare",
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title: "Compare Cointime Prices",
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top: cointimePrices.map(({ price, name, color }) =>
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line({ metric: price, name, color, unit: Unit.usd }),
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),
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},
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...cointimePrices.map(({ price, ratio, name, color, title }) => ({
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name,
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tree: createCointimePriceWithRatioOptions(ctx, {
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price,
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ratio,
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legend: name,
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color,
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title,
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}),
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})),
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],
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},
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// Capitalization
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{
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name: "Capitalization",
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tree: [
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{
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name: "Compare",
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title: "Compare Cointime Capitalizations",
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bottom: [
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line({
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metric: supply.marketCap,
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name: "Market",
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color: colors.default,
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unit: Unit.usd,
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}),
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line({
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metric: all.realized.realizedCap,
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name: "Realized",
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color: colors.orange,
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unit: Unit.usd,
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}),
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...cointimeCapitalizations.map(({ metric, name, color }) =>
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line({ metric, name, color, unit: Unit.usd }),
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),
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],
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},
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...cointimeCapitalizations.map(({ metric, name, color, title }) => ({
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name,
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title,
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bottom: [
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line({ metric, name, color, unit: Unit.usd }),
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line({
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metric: supply.marketCap,
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name: "Market",
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color: colors.default,
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unit: Unit.usd,
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}),
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line({
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metric: all.realized.realizedCap,
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name: "Realized",
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color: colors.orange,
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unit: Unit.usd,
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}),
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],
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})),
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],
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},
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// Supply
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{
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name: "Supply",
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title: "Cointime Supply",
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bottom: [
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// All supply (different pattern structure)
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line({
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metric: all.supply.total.sats,
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name: "All",
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color: colors.orange,
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unit: Unit.sats,
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}),
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line({
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metric: all.supply.total.bitcoin,
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name: "All",
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color: colors.orange,
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unit: Unit.btc,
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}),
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line({
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metric: all.supply.total.dollars,
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name: "All",
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color: colors.orange,
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unit: Unit.usd,
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}),
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// Cointime supplies (ActiveSupplyPattern)
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.../** @type {const} */ ([
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[cointimeSupply.vaultedSupply, "Vaulted", colors.lime],
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[cointimeSupply.activeSupply, "Active", colors.rose],
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]).flatMap(([supplyItem, name, color]) => [
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line({ metric: supplyItem.sats, name, color, unit: Unit.sats }),
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line({ metric: supplyItem.bitcoin, name, color, unit: Unit.btc }),
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line({ metric: supplyItem.dollars, name, color, unit: Unit.usd }),
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]),
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],
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},
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// Liveliness & Vaultedness
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{
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name: "Liveliness & Vaultedness",
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title: "Liveliness & Vaultedness",
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bottom: [
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line({
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metric: activity.liveliness,
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name: "Liveliness",
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color: colors.rose,
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unit: Unit.ratio,
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}),
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line({
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metric: activity.vaultedness,
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name: "Vaultedness",
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color: colors.lime,
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unit: Unit.ratio,
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}),
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line({
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metric: activity.activityToVaultednessRatio,
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name: "Liveliness / Vaultedness",
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color: colors.purple,
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unit: Unit.ratio,
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}),
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],
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},
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// Coinblocks
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{
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name: "Coinblocks",
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title: "Coinblocks",
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bottom: [
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// Destroyed comes from the all cohort's activity
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line({
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metric: all.activity.coinblocksDestroyed.sum,
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name: "Destroyed",
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color: colors.red,
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unit: Unit.coinblocks,
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}),
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line({
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metric: all.activity.coinblocksDestroyed.cumulative,
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name: "Cumulative Destroyed",
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color: colors.red,
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defaultActive: false,
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unit: Unit.coinblocks,
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}),
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// Created and stored from cointime
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line({
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metric: activity.coinblocksCreated.sum,
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name: "Created",
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color: colors.orange,
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unit: Unit.coinblocks,
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}),
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line({
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metric: activity.coinblocksCreated.cumulative,
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name: "Cumulative Created",
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color: colors.orange,
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defaultActive: false,
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unit: Unit.coinblocks,
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}),
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line({
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metric: activity.coinblocksStored.sum,
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name: "Stored",
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color: colors.green,
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unit: Unit.coinblocks,
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}),
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line({
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metric: activity.coinblocksStored.cumulative,
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name: "Cumulative Stored",
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color: colors.green,
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defaultActive: false,
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unit: Unit.coinblocks,
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}),
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],
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},
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// Adjusted metrics
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{
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name: "Adjusted",
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tree: [
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// Inflation
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{
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name: "Inflation",
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title: "Cointime-Adjusted Inflation Rate",
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bottom: [
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line({
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metric: supply.inflation,
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name: "Base",
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color: colors.orange,
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unit: Unit.percentage,
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}),
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line({
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metric: adjusted.cointimeAdjInflationRate,
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name: "Adjusted",
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color: colors.purple,
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unit: Unit.percentage,
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}),
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],
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},
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// Velocity
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{
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name: "Velocity",
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title: "Cointime-Adjusted Transactions Velocity",
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bottom: [
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line({
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metric: supply.velocity.btc,
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name: "BTC",
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color: colors.orange,
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unit: Unit.ratio,
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}),
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line({
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metric: adjusted.cointimeAdjTxBtcVelocity,
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name: "Adj. BTC",
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color: colors.red,
|
||
unit: Unit.ratio,
|
||
}),
|
||
line({
|
||
metric: supply.velocity.usd,
|
||
name: "USD",
|
||
color: colors.emerald,
|
||
unit: Unit.ratio,
|
||
}),
|
||
line({
|
||
metric: adjusted.cointimeAdjTxUsdVelocity,
|
||
name: "Adj. USD",
|
||
color: colors.lime,
|
||
unit: Unit.ratio,
|
||
}),
|
||
],
|
||
},
|
||
],
|
||
},
|
||
],
|
||
};
|
||
}
|