feat: add hourly resolution to snapshots

scripts/historical_tvl.py

@@ -18,7 +18,7 @@ def generate_snapshot_range(start, interval):
 def main():
     yearn = Yearn()
     start = datetime(2020, 2, 12, tzinfo=timezone.utc)  # first iearn deployment
-    interval = timedelta(days=1)
+    interval = timedelta(hours=1)
     buffer = timedelta(minutes=5)
     synced = False
     for snapshot in generate_snapshot_range(start, interval):

yearn/api.py

@@ -1,41 +1,63 @@
 from collections import defaultdict
 
 from cachetools.func import ttl_cache
-from fastapi import FastAPI
+from fastapi import FastAPI, HTTPException
 
 from yearn.entities import Snapshot, db_session, select
 
 app = FastAPI(title="Yearn Exporter")
 tree = lambda: defaultdict(tree)
+ALLOWED_HOURLY_RESOLUTION = {1, 2, 4, 6, 8, 12, 24}
 
 
 @ttl_cache(600)
-def get_daily_tvl():
+def get_aggregated_tvl_data(hourly_resolution):
     with db_session:
         return select(
-            (snap.block.snapshot.date(), sum(snap.assets)) for snap in Snapshot
+            (snap.block.snapshot, sum(snap.assets))
+            for snap in Snapshot
+            if int(snap.block.snapshot.hour) % hourly_resolution == 0
         ).order_by(1)[:]
 
 
 @ttl_cache(600)
-def get_daily_tvl_detailed():
+def get_latest_tvl_data():
+    with db_session:
+        return select((s.block.snapshot, sum(s.assets)) for s in Snapshot).order_by(-1).first()
+
+
+@ttl_cache(600)
+def get_detailed_tvl_data(hourly_resolution):
     data = tree()
     with db_session:
         for timestamp, product, name, assets in select(
-            (snap.block.snapshot.date(), snap.product, snap.name, snap.assets) for snap in Snapshot
+            (snap.block.snapshot, snap.product, snap.name, snap.assets)
+            for snap in Snapshot
+            if int(snap.block.snapshot.hour) % hourly_resolution == 0
         ).order_by(1):
             if assets > 0:
                 data[timestamp][product][name] = assets
     return data
 
 
 @app.get("/v1/tvl", name="tvl")
-def read_daily_tvl():
+def read_daily_tvl(hourly_resolution: int = 24):
     """Daily historical TVL snapshot."""
-    return get_daily_tvl()
+    if hourly_resolution not in ALLOWED_HOURLY_RESOLUTION:
+        raise HTTPException(400, f"hourly_resolution must be {ALLOWED_HOURLY_RESOLUTION}")
+    return get_aggregated_tvl_data(hourly_resolution)
+
+
+@app.get("/v1/tvl/latest", name="tvl latest")
+def read_latest_tvl():
+    """Latest hourly TVL snapshot."""
+    data = get_latest_tvl_data()
+    return {"date": data[0], "tvl": data[1]}
 
 
 @app.get("/v1/tvl/detailed", name="tvl detailed")
-def read_daily_tvl_detailed():
+def read_daily_tvl_detailed(hourly_resolution: int = 24):
     """Detailed daily historical TVL snapshot broken down by product and contract."""
-    return get_daily_tvl_detailed()
+    if hourly_resolution not in ALLOWED_HOURLY_RESOLUTION:
+        raise HTTPException(400, f"hourly_resolution must be {ALLOWED_HOURLY_RESOLUTION}")
+    return get_detailed_tvl_data(hourly_resolution)