B5 ewma apy display

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);

frontend/index.html

@@ -307,6 +307,10 @@ <h2>Portfolio Overview</h2>
               </div>
 
               <!-- APR breakdown -->
+              <div class="apr-grid-header">
+                <span class="apr-grid-title">Rates</span>
+                <button id="apy-mode-toggle" class="apy-mode-toggle tooltip" data-tip="Toggle between live rates and a 7-day exponentially-weighted moving average (EWMA) to smooth out short-term noise.">Instant</button>
+              </div>
               <div class="apr-grid">
                 <div class="apr-card">
                   <div class="apr-card-label">Supply</div>
@@ -542,6 +546,34 @@ <h2>Position</h2>
 
           <footer id="pool-footer" class="pool-footer"></footer>
 
+          <!-- EWMA docs panel -->
+          <details class="ewma-docs" id="ewma-docs">
+            <summary>What is the Smoothed (EWMA) rate?</summary>
+            <div class="ewma-docs-body">
+              <p>
+                Pool rates fluctuate every 15 minutes as utilisation changes. A single snapshot can be
+                misleading — a brief liquidity spike may show an unusually high borrow rate that reverts
+                within hours.
+              </p>
+              <p>
+                The <strong>Smoothed</strong> mode applies an <em>exponentially-weighted moving average</em>
+                (EWMA) with a <strong>7-day half-life</strong> to the last 30 days of snapshots. Older
+                observations decay exponentially, so recent data still matters more, but short-lived noise
+                is dampened.
+              </p>
+              <p>
+                <strong>Formula:</strong> for each 15-min tick <em>i</em>,
+                <code>EWMA<sub>i</sub> = α × rate<sub>i</sub> + (1 − α) × EWMA<sub>i−1</sub></code>,
+                where <code>α = 1 − e<sup>−ln2 / (7 × 24 × 4)</sup> ≈ 0.0029</code>.
+              </p>
+              <p>
+                Use <strong>Instant</strong> when you want to see the current on-chain rate.
+                Use <strong>Smoothed</strong> when comparing assets or deciding whether a rate is
+                sustainably attractive.
+              </p>
+            </div>
+          </details>
+
         </div><!-- #dashboard -->
 
         <!-- Swap view -->

frontend/src/blend.ts

@@ -1340,3 +1340,43 @@ export async function submitClassicXdr(signedXdr: string): Promise<string> {
   const result = await horizon.submitTransaction(tx);
   return (result as any).hash;
 }
+
+// ── EWMA from B3 snapshot series ─────────────────────────────────────────────
+
+const ALERTS_BASE = "https://turbolong-alerts.workers.dev";
+const EWMA_HALF_LIFE_DAYS = 7;
+
+export interface EwmaRates {
+  netSupplyApr: number;
+  netBorrowCost: number;
+}
+
+/**
+ * Fetch the last 30 days of rate snapshots and compute an exponentially-weighted
+ * moving average with a 7-day half-life.
+ *
+ * α per interval = 1 − exp(−ln2 / halfLifeIntervals)
+ * where halfLifeIntervals = halfLifeDays × 24 × 4  (15-min ticks)
+ */
+export async function fetchEwmaRates(poolId: string, assetSymbol: string): Promise<EwmaRates | null> {
+  try {
+    const url = `${ALERTS_BASE}/rates?pool=${encodeURIComponent(poolId)}&asset=${encodeURIComponent(assetSymbol)}&window=720`;
+    const res = await fetch(url, { signal: AbortSignal.timeout(8000) });
+    if (!res.ok) return null;
+    const json = await res.json() as { ok: boolean; data: { ts: string; supply_rate: number; borrow_rate: number }[] };
+    if (!json.ok || !json.data.length) return null;
+
+    const halfLifeIntervals = EWMA_HALF_LIFE_DAYS * 24 * 4; // 15-min ticks
+    const alpha = 1 - Math.exp(-Math.LN2 / halfLifeIntervals);
+
+    let ewmaSupply = json.data[0].supply_rate;
+    let ewmaBorrow = json.data[0].borrow_rate;
+    for (let i = 1; i < json.data.length; i++) {
+      ewmaSupply = alpha * json.data[i].supply_rate + (1 - alpha) * ewmaSupply;
+      ewmaBorrow = alpha * json.data[i].borrow_rate + (1 - alpha) * ewmaBorrow;
+    }
+    return { netSupplyApr: ewmaSupply, netBorrowCost: ewmaBorrow };
+  } catch {
+    return null;
+  }
+}

frontend/src/main.ts

@@ -44,6 +44,7 @@ import {
   submitClassicXdr,
   hfForLeverage,
   maxLeverageFor,
+  fetchEwmaRates,
   type NetworkMode,
   type AssetInfo,
   type PoolDef,
@@ -324,6 +325,50 @@ const MIN_HF_NORMAL = 1.01;
 const MIN_HF_EXPERT = 1.00001;
 function minHF() { return expertMode ? MIN_HF_EXPERT : MIN_HF_NORMAL; }
 
+// ── APY display mode (instant | smoothed) ────────────────────────────────────
+
+type ApyMode = "instant" | "smoothed";
+let apyMode: ApyMode = "instant";
+// Cache: keyed by `${poolId}:${assetSymbol}`
+const ewmaCache = new Map<string, { netSupplyApr: number; netBorrowCost: number }>();
+
+function ewmaCacheKey() { return `${selectedPool.id}:${selectedAsset.symbol}`; }
+
+/** Return the active rates for the selected asset — instant or EWMA. */
+function activeRates(rs: ReserveStats): { netSupplyApr: number; netBorrowCost: number } {
+  if (apyMode === "smoothed") {
+    const cached = ewmaCache.get(ewmaCacheKey());
+    if (cached) return cached;
+  }
+  return { netSupplyApr: rs.netSupplyApr, netBorrowCost: rs.netBorrowCost };
+}
+
+async function loadEwmaForAsset() {
+  const key = ewmaCacheKey();
+  if (ewmaCache.has(key)) { applyEwmaToUI(); return; }
+  const result = await fetchEwmaRates(selectedPool.id, selectedAsset.symbol);
+  if (result) {
+    ewmaCache.set(key, result);
+    applyEwmaToUI();
+  }
+}
+
+function applyEwmaToUI() {
+  const rs = reserves.find(r => r.asset.id === selectedAsset.id);
+  if (!rs) return;
+  renderSelectedAsset();
+  updatePreview();
+}
+
+function setApyMode(mode: ApyMode) {
+  apyMode = mode;
+  const btn = $("apy-mode-toggle");
+  btn.textContent = mode === "instant" ? "Instant" : "Smoothed (7d EWMA)";
+  btn.classList.toggle("apy-mode-smoothed", mode === "smoothed");
+  if (mode === "smoothed") loadEwmaForAsset();
+  else applyEwmaToUI();
+}
+
 // ── Demo mode ────────────────────────────────────────────────────────────────
 
 let demoMode = false;
@@ -592,8 +637,7 @@ function selectPool(pool: PoolDef) {
   renderPoolFooter();
   closeDrawer();
 
-  if (userAddress) loadAll();
-}
+  if (userAddress) loadAll();}
 
 // ── Asset tabs ────────────────────────────────────────────────────────────────
 
@@ -657,6 +701,7 @@ function selectAsset(asset: AssetInfo) {
 
   renderSelectedAsset();
   if (userAddress) refreshTabData();
+  if (apyMode === "smoothed") loadEwmaForAsset();
 }
 
 /** Fetch only balance for the current asset (BLND is pool-wide, fetched in loadAll). */
@@ -782,18 +827,20 @@ function renderSelectedAsset() {
 
   renderAprLine("supply-interest-apr", rs.interestSupplyApr, false);
   renderAprLine("supply-blnd-apr",     rs.blndSupplyApr,     false, true);
-  renderAprLine("supply-net-apr",      aprToApy(rs.interestSupplyApr) + rs.blndSupplyApr, false, false, undefined, true);
+  const ar = activeRates(rs);
+  renderAprLine("supply-net-apr",      aprToApy(ar.netSupplyApr), false, false, undefined, true);
   renderAprLine("borrow-interest-apr", rs.interestBorrowApr, true);
   renderAprLine("borrow-blnd-apr",     rs.blndBorrowApr,     false, true, "-");
-  renderAprLine("borrow-net-cost",     aprToApy(rs.interestBorrowApr) - rs.blndBorrowApr, true, false, undefined, true);
+  renderAprLine("borrow-net-cost",     aprToApy(ar.netBorrowCost), true, false, undefined, true);
 
   // Update net tooltips with actual APR
   const supplyTip = $("supply-net-tip");
+  const modeLabel = apyMode === "smoothed" ? "7-day EWMA smoothed" : "instant";
   if (supplyTip) supplyTip.setAttribute("data-tip",
-    `Approximate APY: interest compounds but BLND emissions don't. Actual net APR: ${fmt(rs.netSupplyApr, 2)}%`);
+    `${modeLabel} net APR: ${fmt(ar.netSupplyApr, 2)}%. Approximate APY: interest compounds but BLND emissions don't.`);
   const borrowTip = $("borrow-net-tip");
   if (borrowTip) borrowTip.setAttribute("data-tip",
-    `Approximate APY: interest compounds but BLND emissions don't. Actual net APR: ${fmt(rs.netBorrowCost, 2)}%`);
+    `${modeLabel} net APR: ${fmt(ar.netBorrowCost, 2)}%. Approximate APY: interest compounds but BLND emissions don't.`);
 
   // Don't auto-collapse — user controls visibility via the toggle
 
@@ -992,7 +1039,8 @@ function renderPosition() {
   const netAprEl = $("pos-net-apr");
   const heroApyEl = $("hero-net-apy");
   if (rs && pos.leverage > 0) {
-    const posNetApr = rs.netSupplyApr * pos.leverage - rs.netBorrowCost * (pos.leverage - 1);
+    const ar = activeRates(rs);
+    const posNetApr = ar.netSupplyApr * pos.leverage - ar.netBorrowCost * (pos.leverage - 1);
     const netApy = aprToApy(posNetApr);
     const apyIcon = netApy > 0 ? "\u2713" : "\u2717";
     netAprEl.textContent = `${apyIcon} ${netApy >= 0 ? "+" : ""}${fmt(netApy, 2)}%`;
@@ -2013,6 +2061,11 @@ function toggleExpert() {
 $("expert-toggle").addEventListener("click", toggleExpert);
 document.getElementById("mobile-expert-toggle")?.addEventListener("click", toggleExpert);
 
+// APY mode toggle (instant ↔ smoothed)
+$("apy-mode-toggle").addEventListener("click", () => {
+  setApyMode(apyMode === "instant" ? "smoothed" : "instant");
+});
+
 // Theme toggle (settings dropdown)
 function toggleTheme() {
   const current = document.documentElement.getAttribute("data-theme") as Theme || getSystemTheme();