B3: historical APY storage

alerts/src/index.ts

@@ -42,7 +42,7 @@ function htmlResponse(html: string, status = 200): Response {
 function corsHeaders(env: Env): Record<string, string> {
   return {
     "Access-Control-Allow-Origin": env.FRONTEND_ORIGIN,
-    "Access-Control-Allow-Methods": "POST, OPTIONS",
+    "Access-Control-Allow-Methods": "GET, POST, OPTIONS",
     "Access-Control-Allow-Headers": "Content-Type",
   };
 }
@@ -68,6 +68,47 @@ function workerUrl(request: Request): string {
   return `${url.protocol}//${url.host}`;
 }
 
+// ── Rate snapshots endpoint ───────────────────────────────────────────────────
+
+/**
+ * GET /rates
+ *
+ * Query params:
+ *   pool    — pool contract ID (required)
+ *   asset   — asset symbol, e.g. USDC (required)
+ *   window  — lookback in hours: 1 | 6 | 24 | 168 | 720 | 8760 (default 24)
+ *
+ * Returns an array of { ts, supply_rate, borrow_rate, util, blnd_eps }
+ * ordered oldest-first.
+ */
+const VALID_WINDOWS = new Set([1, 6, 24, 168, 720, 8760]);
+
+async function handleRates(request: Request, env: Env): Promise<Response> {
+  const url    = new URL(request.url);
+  const pool   = url.searchParams.get("pool");
+  const asset  = url.searchParams.get("asset");
+  const winRaw = Number(url.searchParams.get("window") ?? "24");
+
+  if (!pool || !KNOWN_POOL_IDS.has(pool)) {
+    return jsonResponse({ ok: false, error: "Missing or unknown pool" }, 400, env);
+  }
+  if (!asset || !KNOWN_SYMBOLS.has(asset)) {
+    return jsonResponse({ ok: false, error: "Missing or unknown asset" }, 400, env);
+  }
+  const window = VALID_WINDOWS.has(winRaw) ? winRaw : 24;
+
+  const rows = await env.DB.prepare(`
+    SELECT ts, supply_rate, borrow_rate, util, blnd_eps
+    FROM rate_snapshots
+    WHERE pool_id = ?1
+      AND asset_symbol = ?2
+      AND ts >= datetime('now', ?3)
+    ORDER BY ts ASC
+  `).bind(pool, asset, `-${window} hours`).all();
+
+  return jsonResponse({ ok: true, data: rows.results ?? [] }, 200, env);
+}
+
 // ── Route handlers ───────────────────────────────────────────────────────────
 
 async function handleSubscribe(request: Request, env: Env): Promise<Response> {
@@ -185,6 +226,11 @@ async function handleUnsubscribe(request: Request, env: Env): Promise<Response>
 async function handleCron(env: Env): Promise<void> {
   console.log("[cron] APY alert check starting...");
 
+  // Prune snapshots older than 365 days
+  await env.DB.prepare(
+    "DELETE FROM rate_snapshots WHERE ts < datetime('now', '-365 days')"
+  ).run();
+
   for (const pool of POOLS) {
     for (const asset of pool.assets) {
       let rates: ReserveRates | null = null;
@@ -200,6 +246,12 @@ async function handleCron(env: Env): Promise<void> {
         continue;
       }
 
+      // Snapshot this tick
+      await env.DB.prepare(`
+        INSERT INTO rate_snapshots (pool_id, asset_symbol, supply_rate, borrow_rate, util, blnd_eps)
+        VALUES (?1, ?2, ?3, ?4, ?5, ?6)
+      `).bind(pool.id, asset.symbol, rates.netSupplyApr, rates.netBorrowCost, rates.util, rates.blndEps).run();
+
       for (const bracket of LEVERAGE_BRACKETS) {
         const netApy = computeNetApy(rates, bracket);
 
@@ -266,6 +318,12 @@ export default {
     }
 
     switch (url.pathname) {
+      case "/rates":
+        if (request.method !== "GET") {
+          return jsonResponse({ error: "Method not allowed" }, 405, env);
+        }
+        return handleRates(request, env);
+
       case "/subscribe":
         if (request.method !== "POST") {
           return jsonResponse({ error: "Method not allowed" }, 405, env);

alerts/src/schema.sql

@@ -14,3 +14,18 @@ CREATE TABLE IF NOT EXISTS subscriptions (
 
 CREATE INDEX IF NOT EXISTS idx_subs_pool_asset_lev
   ON subscriptions(pool_id, asset_symbol, leverage_bracket);
+
+-- Historical APY snapshots (one row per pool/asset per 15-min tick)
+CREATE TABLE IF NOT EXISTS rate_snapshots (
+  id           INTEGER PRIMARY KEY AUTOINCREMENT,
+  pool_id      TEXT    NOT NULL,
+  asset_symbol TEXT    NOT NULL,
+  supply_rate  REAL    NOT NULL,  -- netSupplyApr  (%)
+  borrow_rate  REAL    NOT NULL,  -- netBorrowCost (%)
+  util         REAL    NOT NULL,  -- utilisation ratio 0-1
+  blnd_eps     REAL    NOT NULL,  -- supply-side BLND eps (raw)
+  ts           TEXT    NOT NULL DEFAULT (datetime('now'))
+);
+
+CREATE INDEX IF NOT EXISTS idx_snapshots_pool_asset_ts
+  ON rate_snapshots(pool_id, asset_symbol, ts);

alerts/src/stellar.ts

@@ -101,6 +101,8 @@ export interface ReserveRates {
   interestBorrowApr: number;
   blndSupplyApr: number;
   blndBorrowApr: number;
+  util: number;        // utilisation ratio 0-1
+  blndEps: number;     // raw supply-side eps
 }
 
 /** Simulate a contract call and return the decoded result. */
@@ -224,6 +226,8 @@ export async function fetchReserveRates(pool: PoolDef, asset: { id: string; symb
       interestBorrowApr,
       blndSupplyApr,
       blndBorrowApr,
+      util,
+      blndEps: supplyEps,
     };
   } catch (e) {
     console.error(`fetchReserveRates failed for ${asset.symbol} on ${pool.name}:`, e);