0x4370…c387

A Compound V2 account supplies and borrows on any of its markets under one account liquidity, so each bar adds every market in USD, each flow at Compound's oracle price for its market at its block. The collateral bar adds up to what the account holds: supplied and the interest earned, less what was withdrawn. The debt bar adds up to what it owes: borrowed and the interest accrued, less what was repaid.

Interest is the dashed part. Every row states its market's balance just before and after it: the supply as the cToken balance × the market's exchange rate at that block, the debt as the accountBorrows the market emitted. So the interest between two rows on a market is the balance just before the later one less the balance after the earlier one, exact to the base unit. Between events the supply grows with the exchange rate, in a straight line from one row to the next, and the debt as it grew until the market's next row; after the last row, to today's balances from the live read. That growth and the change in prices since each flow are the last line of each bar, Market move and interest since the last event.