brk_computer

Advanced Bitcoin analytics engine that transforms indexed blockchain data into comprehensive metrics and financial analytics.

Overview

This crate provides a sophisticated analytics engine that processes indexed Bitcoin blockchain data to compute comprehensive metrics, financial analytics, and statistical aggregations. Built on top of brk_indexer, it transforms raw blockchain data into actionable insights through state tracking, cohort analysis, market metrics, and advanced Bitcoin-specific calculations.

Key Features:

• Comprehensive Bitcoin analytics pipeline with 6 major computation modules
• UTXO and address cohort analysis with lifecycle tracking
• Market metrics integration with price data and financial calculations
• Cointime economics and realized/unrealized profit/loss analysis
• Supply dynamics and monetary policy metrics
• Pool analysis for centralization and mining statistics
• Memory allocation tracking and performance optimization
• Parallel computation with multi-threaded processing

Target Use Cases:

• Bitcoin market analysis and research platforms
• On-chain analytics for investment and trading decisions
• Academic research requiring comprehensive blockchain metrics
• Financial applications needing Bitcoin exposure and risk metrics

Installation

cargo add brk_computer

Quick Start

use brk_computer::Computer;
use brk_indexer::Indexer;
use brk_fetcher::Fetcher;
use vecdb::Exit;
use std::path::Path;

// Initialize dependencies
let outputs_path = Path::new("./analytics_data");
let indexer = Indexer::forced_import(outputs_path)?;
let fetcher = Some(Fetcher::import(true, None)?);

// Create computer with price data support
let mut computer = Computer::forced_import(outputs_path, &indexer, fetcher)?;

// Compute analytics from indexer state
let exit = Exit::default();
let starting_indexes = brk_indexer::Indexes::default();
computer.compute(&indexer, starting_indexes, &exit)?;

println!("Analytics computation completed!");

API Overview

Core Structure

The Computer is organized into 7 specialized computation modules:

• indexes: Fundamental blockchain index computations
• constants: Network constants and protocol parameters
• market: Price-based financial metrics and market analysis
• pools: Mining pool analysis and centralization metrics
• chain: Core blockchain metrics (difficulty, hashrate, fees)
• stateful: Advanced state tracking (UTXO lifecycles, address behaviors)
• cointime: Cointime economics and value-time calculations

Key Methods

Computer::forced_import(outputs_path, indexer, fetcher) -> Result<Self> Creates computer instance with optional price data integration.

compute(&mut self, indexer: &Indexer, starting_indexes: Indexes, exit: &Exit) -> Result<()> Main computation pipeline processing all analytics modules.

Analytics Categories

Market Analytics:

• Price-based metrics (market cap, realized cap, MVRV)
• Trading volume analysis and liquidity metrics
• Return calculations and volatility measurements
• Dollar-cost averaging and investment strategy metrics

On-Chain Analytics:

• Transaction count and size statistics
• Fee analysis and block space utilization
• Address activity and entity clustering
• UTXO age distributions and spending patterns

Monetary Analytics:

• Circulating supply and issuance tracking
• Realized vs. unrealized gains/losses
• Cointime destruction and accumulation
• Velocity and economic activity indicators

Examples

Basic Analytics Computation

use brk_computer::Computer;

// Initialize with indexer and optional price data
let computer = Computer::forced_import(
    "./analytics_output",
    &indexer,
    Some(price_fetcher)
)?;

// Compute all analytics modules
let exit = vecdb::Exit::default();
computer.compute(&indexer, starting_indexes, &exit)?;

// Access computed metrics
println!("Market cap vectors computed: {}", computer.market.len());
println!("Chain metrics computed: {}", computer.chain.len());
println!("Stateful analysis completed: {}", computer.stateful.len());

Market Analysis

use brk_computer::Computer;
use brk_structs::{DateIndex, Height};

let computer = Computer::forced_import(/* ... */)?;

// Access market metrics after computation
if let Some(market) = &computer.market {
    // Daily market cap analysis
    let date_index = DateIndex::from_days_since_genesis(5000);
    if let Some(market_cap) = market.dateindex_to_market_cap.get(date_index)? {
        println!("Market cap on day {}: ${}", date_index, market_cap.to_dollars());
    }

    // MVRV (Market Value to Realized Value) ratio
    if let Some(mvrv) = market.dateindex_to_mvrv.get(date_index)? {
        println!("MVRV ratio: {:.2}", mvrv);
    }
}

// Chain-level metrics
let height = Height::new(800000);
if let Some(difficulty) = computer.chain.height_to_difficulty.get(height)? {
    println!("Network difficulty at height {}: {}", height, difficulty);
}

Cohort Analysis

use brk_computer::Computer;
use brk_structs::{DateIndex, CohortId};

let computer = Computer::forced_import(/* ... */)?;

// Address cohort analysis
let cohort_date = DateIndex::from_days_since_genesis(4000);

// Analyze address behavior patterns
if let Some(address_cohorts) = &computer.stateful.address_cohorts {
    for cohort_id in address_cohorts.get_cohort_ids_for_date(cohort_date)? {
        let cohort_data = address_cohorts.get_cohort(cohort_id)?;

        println!("Cohort {}: {} addresses created",
                 cohort_id, cohort_data.addresses.len());
        println!("Average holding period: {} days",
                 cohort_data.avg_holding_period.as_days());
    }
}

// UTXO cohort lifecycle analysis
if let Some(utxo_cohorts) = &computer.stateful.utxo_cohorts {
    let active_utxos = utxo_cohorts.get_active_utxos_for_date(cohort_date)?;
    println!("Active UTXOs from cohort: {}", active_utxos.len());
}

Supply and Monetary Analysis

use brk_computer::Computer;
use brk_structs::{Height, DateIndex};

let computer = Computer::forced_import(/* ... */)?;

// Supply dynamics
let height = Height::new(750000);
if let Some(supply) = computer.chain.height_to_circulating_supply.get(height)? {
    println!("Circulating supply: {} BTC", supply.to_btc());
}

// Realized vs unrealized analysis
let date = DateIndex::from_days_since_genesis(5000);
if let Some(realized_cap) = computer.market.dateindex_to_realized_cap.get(date)? {
    if let Some(market_cap) = computer.market.dateindex_to_market_cap.get(date)? {
        let unrealized_pnl = market_cap - realized_cap;
        println!("Unrealized P&L: ${:.2}B", unrealized_pnl.to_dollars() / 1e9);
    }
}

Architecture

Computation Pipeline

The computer implements a sophisticated multi-stage pipeline:

1. Index Computation: Fundamental blockchain metrics and time-based indexes
2. Constants Computation: Network parameters and protocol constants
3. Price Integration: Optional price data fetching and processing
4. Parallel Computation: Chain, market, pools, stateful, and cointime analytics
5. Cross-Dependencies: Advanced metrics requiring multiple data sources

Memory Management

Allocation Tracking:

• allocative integration for memory usage analysis
• Efficient vector storage with compression options
• Strategic lazy vs. eager evaluation for memory optimization

Performance Optimization:

• rayon parallel processing for CPU-intensive calculations
• Vectorized operations for time-series computations
• Memory-mapped storage for large datasets

State Management

Stateful Analytics:

• UTXO lifecycle tracking with creation/destruction events
• Address cohort analysis with behavioral clustering
• Transaction pattern recognition and anomaly detection
• Economic cycle analysis with market phase detection

Cointime Economics:

• Bitcoin days destroyed and accumulated calculations
• Velocity measurements and economic activity indicators
• Age-weighted value transfer analysis
• Long-term holder vs. active trader segmentation

Modular Design

Each computation module operates independently:

• Chain Module: Basic blockchain metrics (fees, difficulty, hashrate)
• Market Module: Price-dependent financial calculations
• Pools Module: Mining centralization and pool analysis
• Stateful Module: Advanced lifecycle and behavior tracking
• Cointime Module: Economic time-value calculations

Data Dependencies

Required Dependencies:

• brk_indexer: Raw blockchain data access
• brk_structs: Type definitions and conversions

Optional Dependencies:

• brk_fetcher: Price data for financial metrics
• Market analysis requires price integration

Computation Orchestration

Sequential Stages:

1. Indexes → Constants (foundational metrics)
2. Fetched → Price (price data processing)
3. Parallel: Chain, Market, Pools, Stateful, Cointime

Exit Handling:

• Graceful shutdown with consistent state preservation
• Checkpoint-based recovery for long-running computations
• Multi-threaded coordination with exit signaling

Code Analysis Summary

Main Structure: Computer struct coordinating 7 specialized analytics modules (indexes, constants, market, pools, chain, stateful, cointime)
Computation Pipeline: Multi-stage analytics processing with parallel execution and dependency management
State Tracking: Advanced UTXO and address lifecycle analysis with cohort-based behavioral clustering
Financial Analytics: Comprehensive market metrics including realized/unrealized analysis and cointime economics
Memory Optimization: allocative tracking with lazy/eager evaluation strategies and compressed vector storage
Parallel Processing: rayon integration for CPU-intensive calculations with coordinated exit handling
Architecture: Modular analytics engine transforming indexed blockchain data into actionable financial and economic insights

This README was generated by Claude Code