diff --git a/cmd/exchange_wrapper_standards/exchange_wrapper_standards_test.go b/cmd/exchange_wrapper_standards/exchange_wrapper_standards_test.go index 3cc2c06f..354a319e 100644 --- a/cmd/exchange_wrapper_standards/exchange_wrapper_standards_test.go +++ b/cmd/exchange_wrapper_standards/exchange_wrapper_standards_test.go @@ -10,6 +10,7 @@ import ( "time" "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/engine" @@ -190,7 +191,9 @@ func executeExchangeWrapperTests(ctx context.Context, t *testing.T, exch exchang input.AssignableTo(orderModifyParam) || input.AssignableTo(orderCancelParam) || input.AssignableTo(orderCancelsParam) || - input.AssignableTo(getOrdersRequestParam) { + input.AssignableTo(pairKeySliceParam) || + input.AssignableTo(getOrdersRequestParam) || + input.AssignableTo(pairKeySliceParam) { // this allows wrapper functions that support assets types // to be tested with all supported assets assetLen = len(assetParams) - 1 @@ -290,6 +293,7 @@ var ( positionSummaryRequestParam = reflect.TypeOf((**futures.PositionSummaryRequest)(nil)).Elem() positionsRequestParam = reflect.TypeOf((**futures.PositionsRequest)(nil)).Elem() latestRateRequest = reflect.TypeOf((**fundingrate.LatestRateRequest)(nil)).Elem() + pairKeySliceParam = reflect.TypeOf((*[]key.PairAsset)(nil)).Elem() ) // generateMethodArg determines the argument type and returns a pre-made @@ -315,6 +319,12 @@ func generateMethodArg(ctx context.Context, t *testing.T, argGenerator *MethodAr // OrderID input = reflect.ValueOf("1337") } + case argGenerator.MethodInputType.AssignableTo(pairKeySliceParam): + input = reflect.ValueOf(key.PairAsset{ + Base: argGenerator.AssetParams.Pair.Base.Item, + Quote: argGenerator.AssetParams.Pair.Quote.Item, + Asset: argGenerator.AssetParams.Asset, + }) case argGenerator.MethodInputType.AssignableTo(credentialsParam): input = reflect.ValueOf(&account.Credentials{ Key: "test", diff --git a/cmd/gctcli/futures.go b/cmd/gctcli/futures.go index 9aac09be..551bd19b 100644 --- a/cmd/gctcli/futures.go +++ b/cmd/gctcli/futures.go @@ -488,6 +488,30 @@ var futuresCommands = &cli.Command{ }, }, }, + { + Name: "getopeninterest", + Aliases: []string{"goi", "oi"}, + Usage: "gets the open interest for provided exchange asset pair, if asset pair is not present, return all available if supported", + ArgsUsage: " ", + Action: getOpenInterest, + Flags: []cli.Flag{ + &cli.StringFlag{ + Name: "exchange", + Aliases: []string{"e"}, + Usage: "the exchange to retrieve open interest from", + }, + &cli.StringFlag{ + Name: "asset", + Aliases: []string{"a"}, + Usage: "optional - the asset type of the currency pair, must be a futures type", + }, + &cli.StringFlag{ + Name: "pair", + Aliases: []string{"p"}, + Usage: "optional - the currency pair", + }, + }, + }, }, } @@ -1611,3 +1635,78 @@ func setMarginType(c *cli.Context) error { jsonOutput(result) return nil } + +func getOpenInterest(c *cli.Context) error { + if c.NArg() == 0 && c.NumFlags() == 0 { + return cli.ShowSubcommandHelp(c) + } + var ( + exchangeName, assetType, currencyPair string + err error + ) + if c.IsSet("exchange") { + exchangeName = c.String("exchange") + } else { + exchangeName = c.Args().First() + } + + if c.IsSet("asset") { + assetType = c.String("asset") + } else { + assetType = c.Args().Get(1) + } + + if assetType != "" { + err = isFuturesAsset(assetType) + if err != nil { + return err + } + } + + if c.IsSet("pair") { + currencyPair = c.String("pair") + } else { + currencyPair = c.Args().Get(2) + } + var pair currency.Pair + if currencyPair != "" { + if !validPair(currencyPair) { + return fmt.Errorf("%w currencypair:%v", errInvalidPair, currencyPair) + } + pair, err = currency.NewPairDelimiter(currencyPair, pairDelimiter) + if err != nil { + return err + } + } + + data := make([]*gctrpc.OpenInterestDataRequest, 0, 1) + if !pair.IsEmpty() { + data = append(data, &gctrpc.OpenInterestDataRequest{ + Asset: assetType, + Pair: &gctrpc.CurrencyPair{ + Delimiter: pair.Delimiter, + Base: pair.Base.String(), + Quote: pair.Quote.String(), + }, + }) + } + + conn, cancel, err := setupClient(c) + if err != nil { + return err + } + defer closeConn(conn, cancel) + + client := gctrpc.NewGoCryptoTraderServiceClient(conn) + result, err := client.GetOpenInterest(c.Context, + &gctrpc.GetOpenInterestRequest{ + Exchange: exchangeName, + Data: data, + }) + if err != nil { + return err + } + + jsonOutput(result) + return nil +} diff --git a/common/key/key.go b/common/key/key.go index 921fe59a..cfd6c2d6 100644 --- a/common/key/key.go +++ b/common/key/key.go @@ -35,13 +35,35 @@ type SubAccountCurrencyAsset struct { Asset asset.Item } +// Pair combines the base and quote into a pair +func (k *PairAsset) Pair() currency.Pair { + if k == nil || (k.Base == nil && k.Quote == nil) { + return currency.EMPTYPAIR + } + return currency.NewPair(k.Base.Currency(), k.Quote.Currency()) +} + +// Pair combines the base and quote into a pair +func (k *ExchangePairAsset) Pair() currency.Pair { + if k == nil || (k.Base == nil && k.Quote == nil) { + return currency.EMPTYPAIR + } + return currency.NewPair(k.Base.Currency(), k.Quote.Currency()) +} + // MatchesExchangeAsset checks if the key matches the exchange and asset func (k *ExchangePairAsset) MatchesExchangeAsset(exch string, item asset.Item) bool { + if k == nil { + return false + } return strings.EqualFold(k.Exchange, exch) && k.Asset == item } // MatchesPairAsset checks if the key matches the pair and asset func (k *ExchangePairAsset) MatchesPairAsset(pair currency.Pair, item asset.Item) bool { + if k == nil { + return false + } return k.Base == pair.Base.Item && k.Quote == pair.Quote.Item && k.Asset == item @@ -49,5 +71,8 @@ func (k *ExchangePairAsset) MatchesPairAsset(pair currency.Pair, item asset.Item // MatchesExchange checks if the exchange matches func (k *ExchangePairAsset) MatchesExchange(exch string) bool { + if k == nil { + return false + } return strings.EqualFold(k.Exchange, exch) } diff --git a/common/key/key_test.go b/common/key/key_test.go index 6ab6a650..12a112ad 100644 --- a/common/key/key_test.go +++ b/common/key/key_test.go @@ -3,6 +3,7 @@ package key import ( "testing" + "github.com/stretchr/testify/assert" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" ) @@ -70,3 +71,41 @@ func TestMatchesExchange(t *testing.T) { t.Error("expected false") } } + +func TestExchangePairAsset_Pair(t *testing.T) { + t.Parallel() + cp := currency.NewPair(currency.BTC, currency.USD) + k := ExchangePairAsset{ + Base: currency.BTC.Item, + Quote: currency.USD.Item, + Asset: asset.Spot, + } + assert.Equal(t, cp, k.Pair()) + + cp = currency.NewPair(currency.BTC, currency.EMPTYCODE) + k.Quote = currency.EMPTYCODE.Item + assert.Equal(t, cp, k.Pair()) + + cp = currency.EMPTYPAIR + var epa *ExchangePairAsset + assert.Equal(t, cp, epa.Pair()) +} + +func TestPairAsset_Pair(t *testing.T) { + t.Parallel() + cp := currency.NewPair(currency.BTC, currency.USD) + k := PairAsset{ + Base: currency.BTC.Item, + Quote: currency.USD.Item, + Asset: asset.Spot, + } + assert.Equal(t, cp, k.Pair()) + + cp = currency.NewPair(currency.BTC, currency.EMPTYCODE) + k.Quote = currency.EMPTYCODE.Item + assert.Equal(t, cp, k.Pair()) + + cp = currency.EMPTYPAIR + var pa *PairAsset + assert.Equal(t, cp, pa.Pair()) +} diff --git a/currency/code_types.go b/currency/code_types.go index 688b62de..a52f5b53 100644 --- a/currency/code_types.go +++ b/currency/code_types.go @@ -3066,6 +3066,10 @@ var ( SHIB1000 = NewCode("SHIB1000") SWEAT = NewCode("SWEAT") TOMI = NewCode("TOMI") + BONK = NewCode("BONK") + WIF = NewCode("WIF") + AIDOGE = NewCode("AIDOGE") + PEPE = NewCode("PEPE") stables = Currencies{ USDT, diff --git a/engine/event_manager_test.go b/engine/event_manager_test.go index da50dc92..1e57beb6 100644 --- a/engine/event_manager_test.go +++ b/engine/event_manager_test.go @@ -9,6 +9,7 @@ import ( "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" + "github.com/thrasher-corp/gocryptotrader/exchanges/ticker" ) func TestSetupEventManager(t *testing.T) { @@ -299,7 +300,7 @@ func TestCheckEventCondition(t *testing.T) { } m.m.Lock() err = m.checkEventCondition(&m.events[0]) - if err != nil && !strings.Contains(err.Error(), "no tickers associated") { + if err != nil && !errors.Is(err, ticker.ErrNoTickerFound) { t.Error(err) } else if err == nil { t.Error("expected error") diff --git a/engine/rpcserver.go b/engine/rpcserver.go index f2824c9e..e1afafaf 100644 --- a/engine/rpcserver.go +++ b/engine/rpcserver.go @@ -24,6 +24,7 @@ import ( "github.com/thrasher-corp/gocryptotrader/common/crypto" "github.com/thrasher-corp/gocryptotrader/common/file" "github.com/thrasher-corp/gocryptotrader/common/file/archive" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/common/timeperiods" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/database" @@ -5948,3 +5949,53 @@ func (s *RPCServer) ChangePositionMargin(ctx context.Context, r *gctrpc.ChangePo MarginSide: r.MarginSide, }, nil } + +// GetOpenInterest fetches the open interest from the exchange +func (s *RPCServer) GetOpenInterest(ctx context.Context, r *gctrpc.GetOpenInterestRequest) (*gctrpc.GetOpenInterestResponse, error) { + if r == nil { + return nil, fmt.Errorf("%w GetOpenInterestRequest", common.ErrNilPointer) + } + exch, err := s.GetExchangeByName(r.Exchange) + if err != nil { + return nil, err + } + if !exch.IsEnabled() { + return nil, fmt.Errorf("%s %w", r.Exchange, errExchangeNotEnabled) + } + feat := exch.GetSupportedFeatures() + if !feat.FuturesCapabilities.OpenInterest.Supported { + return nil, common.ErrFunctionNotSupported + } + keys := make([]key.PairAsset, len(r.Data)) + for i := range r.Data { + var a asset.Item + a, err = asset.New(r.Data[i].Asset) + if err != nil { + return nil, err + } + keys[i].Base = currency.NewCode(r.Data[i].Pair.Base).Item + keys[i].Quote = currency.NewCode(r.Data[i].Pair.Quote).Item + keys[i].Asset = a + } + + openInterest, err := exch.GetOpenInterest(ctx, keys...) + if err != nil { + return nil, err + } + + resp := make([]*gctrpc.OpenInterestDataResponse, len(openInterest)) + for i := range openInterest { + resp[i] = &gctrpc.OpenInterestDataResponse{ + Exchange: openInterest[i].Key.Exchange, + Pair: &gctrpc.CurrencyPair{ + Base: openInterest[i].Key.Base.String(), + Quote: openInterest[i].Key.Quote.String(), + }, + Asset: openInterest[i].Key.Asset.String(), + OpenInterest: openInterest[i].OpenInterest, + } + } + return &gctrpc.GetOpenInterestResponse{ + Data: resp, + }, nil +} diff --git a/engine/rpcserver_test.go b/engine/rpcserver_test.go index 3b2dd8ce..c1f1a08b 100644 --- a/engine/rpcserver_test.go +++ b/engine/rpcserver_test.go @@ -15,8 +15,10 @@ import ( "github.com/gofrs/uuid" "github.com/shopspring/decimal" + "github.com/stretchr/testify/assert" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common/convert" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/database" @@ -103,6 +105,23 @@ func (f fExchange) SetCollateralMode(_ context.Context, _ asset.Item, _ collater return nil } +func (f fExchange) GetOpenInterest(_ context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) { + if len(k) > 0 { + return []futures.OpenInterest{ + { + Key: key.ExchangePairAsset{ + Exchange: f.GetName(), + Base: k[0].Base, + Quote: k[0].Quote, + Asset: k[0].Asset, + }, + OpenInterest: 1337, + }, + }, nil + } + return nil, nil +} + func (f fExchange) GetCollateralMode(_ context.Context, _ asset.Item) (collateral.Mode, error) { return collateral.SingleMode, nil } @@ -4079,3 +4098,44 @@ func TestGetCollateralMode(t *testing.T) { t.Error(err) } } + +func TestGetOpenInterest(t *testing.T) { + t.Parallel() + em := NewExchangeManager() + exch, err := em.NewExchangeByName("binance") + assert.NoError(t, err) + + exch.SetDefaults() + b := exch.GetBase() + b.Name = fakeExchangeName + b.Enabled = true + b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore) + b.CurrencyPairs.Pairs[asset.USDTMarginedFutures] = ¤cy.PairStore{ + AssetEnabled: convert.BoolPtr(true), + } + + fakeExchange := fExchange{ + IBotExchange: exch, + } + err = em.Add(fakeExchange) + assert.NoError(t, err) + + s := RPCServer{Engine: &Engine{ExchangeManager: em}} + _, err = s.GetOpenInterest(context.Background(), nil) + assert.ErrorIs(t, err, common.ErrNilPointer) + + req := &gctrpc.GetOpenInterestRequest{} + _, err = s.GetOpenInterest(context.Background(), req) + assert.ErrorIs(t, err, ErrExchangeNameIsEmpty) + + req.Exchange = fakeExchangeName + _, err = s.GetOpenInterest(context.Background(), req) + assert.NoError(t, err) + + req.Data = append(req.Data, &gctrpc.OpenInterestDataRequest{ + Asset: asset.USDTMarginedFutures.String(), + Pair: &gctrpc.CurrencyPair{Base: currency.BTC.String(), Quote: currency.USDT.String()}, + }) + _, err = s.GetOpenInterest(context.Background(), req) + assert.NoError(t, err) +} diff --git a/exchanges/binance/binance.go b/exchanges/binance/binance.go index 2cea9467..6953a583 100644 --- a/exchanges/binance/binance.go +++ b/exchanges/binance/binance.go @@ -63,15 +63,6 @@ const ( accountInfo = "/api/v3/account" marginAccountInfo = "/sapi/v1/margin/account" - // Withdraw API endpoints - accountStatus = "/wapi/v3/accountStatus.html" - systemStatus = "/wapi/v3/systemStatus.html" - dustLog = "/wapi/v3/userAssetDribbletLog.html" - tradeFee = "/wapi/v3/tradeFee.html" - assetDetail = "/wapi/v3/assetDetail.html" - undocumentedInterestHistory = "/gateway-api/v1/public/isolated-margin/pair/vip-level" - undocumentedCrossMarginInterestHistory = "/gateway-api/v1/friendly/margin/vip/spec/list-all" - // Wallet endpoints allCoinsInfo = "/sapi/v1/capital/config/getall" withdrawEndpoint = "/sapi/v1/capital/withdraw/apply" @@ -105,8 +96,6 @@ const ( flexibleLoanCollateralAssetsData = "/sapi/v1/loan/flexible/collateral/data" defaultRecvWindow = 5 * time.Second - - errUnexpectedPairFormat = "unexpected pair format" ) var ( @@ -118,27 +107,6 @@ var ( errEitherLoanOrCollateralAmountsMustBeSet = errors.New("either loan or collateral amounts must be set") ) -// GetUndocumentedInterestHistory gets interest history for currency/currencies provided -func (b *Binance) GetUndocumentedInterestHistory(ctx context.Context) (MarginInfoData, error) { - var resp MarginInfoData - if err := b.SendHTTPRequest(ctx, exchange.EdgeCase1, undocumentedInterestHistory, spotDefaultRate, &resp); err != nil { - return resp, err - } - return resp, nil -} - -// GetCrossMarginInterestHistory gets cross-margin interest history for currency/currencies provided -func (b *Binance) GetCrossMarginInterestHistory(ctx context.Context) (CrossMarginInterestData, error) { - var resp CrossMarginInterestData - if err := b.SendHTTPRequest(ctx, - exchange.EdgeCase1, - undocumentedCrossMarginInterestHistory, - spotDefaultRate, &resp); err != nil { - return resp, err - } - return resp, nil -} - // GetExchangeInfo returns exchange information. Check binance_types for more // information func (b *Binance) GetExchangeInfo(ctx context.Context) (ExchangeInfo, error) { diff --git a/exchanges/binance/binance_cfutures.go b/exchanges/binance/binance_cfutures.go index 8e919b3f..92cd3120 100644 --- a/exchanges/binance/binance_cfutures.go +++ b/exchanges/binance/binance_cfutures.go @@ -814,8 +814,8 @@ func (b *Binance) GetFuturesOrderbookTicker(ctx context.Context, symbol currency return resp, b.SendHTTPRequest(ctx, exchange.RestCoinMargined, cfuturesSymbolOrderbook+params.Encode(), rateLimit, &resp) } -// GetOpenInterest gets open interest data for a symbol -func (b *Binance) GetOpenInterest(ctx context.Context, symbol currency.Pair) (OpenInterestData, error) { +// OpenInterest gets open interest data for a symbol +func (b *Binance) OpenInterest(ctx context.Context, symbol currency.Pair) (OpenInterestData, error) { var resp OpenInterestData params := url.Values{} symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures) diff --git a/exchanges/binance/binance_test.go b/exchanges/binance/binance_test.go index 93c37c8a..0c9ebb2f 100644 --- a/exchanges/binance/binance_test.go +++ b/exchanges/binance/binance_test.go @@ -12,6 +12,7 @@ import ( "github.com/stretchr/testify/assert" "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/core" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" @@ -629,22 +630,6 @@ func TestGetFuturesExchangeInfo(t *testing.T) { } } -func TestGetUndocumentedInterestHistory(t *testing.T) { - t.Parallel() - _, err := b.GetUndocumentedInterestHistory(context.Background()) - if err != nil { - t.Error(err) - } -} - -func TestGetCrossMarginInterestHistory(t *testing.T) { - t.Parallel() - _, err := b.GetCrossMarginInterestHistory(context.Background()) - if err != nil { - t.Error(err) - } -} - func TestGetFuturesOrderbook(t *testing.T) { t.Parallel() _, err := b.GetFuturesOrderbook(context.Background(), currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), 1000) @@ -796,9 +781,9 @@ func TestGetFuturesOrderbookTicker(t *testing.T) { } } -func TestGetOpenInterest(t *testing.T) { +func TestOpenInterest(t *testing.T) { t.Parallel() - _, err := b.GetOpenInterest(context.Background(), currency.NewPairWithDelimiter("BTCUSD", "PERP", "_")) + _, err := b.OpenInterest(context.Background(), currency.NewPairWithDelimiter("BTCUSD", "PERP", "_")) if err != nil { t.Error(err) } @@ -3432,3 +3417,29 @@ func TestUGetFundingRateInfo(t *testing.T) { _, err := b.UGetFundingRateInfo(context.Background()) assert.NoError(t, err) } + +func TestGetOpenInterest(t *testing.T) { + t.Parallel() + resp, err := b.GetOpenInterest(context.Background(), key.PairAsset{ + Base: currency.BTC.Item, + Quote: currency.USDT.Item, + Asset: asset.USDTMarginedFutures, + }) + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + resp, err = b.GetOpenInterest(context.Background(), key.PairAsset{ + Base: currency.NewCode("BTCUSD").Item, + Quote: currency.PERP.Item, + Asset: asset.CoinMarginedFutures, + }) + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + _, err = b.GetOpenInterest(context.Background(), key.PairAsset{ + Base: currency.BTC.Item, + Quote: currency.USDT.Item, + Asset: asset.Spot, + }) + assert.ErrorIs(t, err, asset.ErrNotSupported) +} diff --git a/exchanges/binance/binance_wrapper.go b/exchanges/binance/binance_wrapper.go index c6577f19..4fd36362 100644 --- a/exchanges/binance/binance_wrapper.go +++ b/exchanges/binance/binance_wrapper.go @@ -12,6 +12,7 @@ import ( "github.com/shopspring/decimal" "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" @@ -182,6 +183,9 @@ func (b *Binance) SetDefaults() { FundingRateBatching: map[asset.Item]bool{ asset.USDTMarginedFutures: true, }, + OpenInterest: exchange.OpenInterestSupport{ + Supported: true, + }, }, }, Enabled: exchange.FeaturesEnabled{ @@ -3102,3 +3106,50 @@ func (b *Binance) GetFuturesContractDetails(ctx context.Context, item asset.Item } return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, item) } + +// GetOpenInterest returns the open interest rate for a given asset pair +func (b *Binance) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) { + if len(k) == 0 { + return nil, fmt.Errorf("%w requires pair", common.ErrFunctionNotSupported) + } + for i := range k { + if k[i].Asset != asset.USDTMarginedFutures && k[i].Asset != asset.CoinMarginedFutures { + // avoid API calls or returning errors after a successful retrieval + return nil, fmt.Errorf("%w %v %v", asset.ErrNotSupported, k[i].Asset, k[i].Pair()) + } + } + result := make([]futures.OpenInterest, len(k)) + for i := range k { + switch k[i].Asset { + case asset.USDTMarginedFutures: + oi, err := b.UOpenInterest(ctx, k[i].Pair()) + if err != nil { + return nil, err + } + result[i] = futures.OpenInterest{ + Key: key.ExchangePairAsset{ + Exchange: b.Name, + Base: k[i].Base, + Quote: k[i].Quote, + Asset: k[i].Asset, + }, + OpenInterest: oi.OpenInterest, + } + case asset.CoinMarginedFutures: + oi, err := b.OpenInterest(ctx, k[i].Pair()) + if err != nil { + return nil, err + } + result[i] = futures.OpenInterest{ + Key: key.ExchangePairAsset{ + Exchange: b.Name, + Base: k[i].Base, + Quote: k[i].Quote, + Asset: k[i].Asset, + }, + OpenInterest: oi.OpenInterest, + } + } + } + return result, nil +} diff --git a/exchanges/bitfinex/bitfinex.go b/exchanges/bitfinex/bitfinex.go index a3d092dd..d0f70936 100644 --- a/exchanges/bitfinex/bitfinex.go +++ b/exchanges/bitfinex/bitfinex.go @@ -615,9 +615,9 @@ func (b *Bitfinex) GetDerivativeStatusInfo(ctx context.Context, keys, startTime, case float64: response.OpenInterest = t case nil: - break // OpenInterest will default to 0 + break // SupportedCapability will default to 0 default: - return finalResp, common.GetTypeAssertError(" float64|nil", t, "DerivativesStatus.OpenInterest") + return finalResp, common.GetTypeAssertError(" float64|nil", t, "DerivativesStatus.SupportedCapability") } finalResp[z] = response } diff --git a/exchanges/bitfinex/bitfinex_wrapper.go b/exchanges/bitfinex/bitfinex_wrapper.go index 81cbdecc..dd602cbf 100644 --- a/exchanges/bitfinex/bitfinex_wrapper.go +++ b/exchanges/bitfinex/bitfinex_wrapper.go @@ -12,6 +12,7 @@ import ( "unicode" "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" @@ -1313,3 +1314,9 @@ func (b *Bitfinex) GetLatestFundingRates(context.Context, *fundingrate.LatestRat // TODO: Add futures support for Bitfinex return nil, common.ErrNotYetImplemented } + +// GetOpenInterest returns the open interest rate for a given asset pair +func (b *Bitfinex) GetOpenInterest(context.Context, ...key.PairAsset) ([]futures.OpenInterest, error) { + // TODO: Add futures support for Bitfinex + return nil, common.ErrNotYetImplemented +} diff --git a/exchanges/bitflyer/bitflyer.go b/exchanges/bitflyer/bitflyer.go index eeda2011..cb66596f 100644 --- a/exchanges/bitflyer/bitflyer.go +++ b/exchanges/bitflyer/bitflyer.go @@ -270,8 +270,8 @@ func (b *Bitflyer) GetExecutions() { // Needs to be updated } -// GetOpenInterest returns a summary of open interest -func (b *Bitflyer) GetOpenInterest() { +// GetOpenInterestData returns a summary of open interest +func (b *Bitflyer) GetOpenInterestData() { // Needs to be updated } diff --git a/exchanges/bitmex/bitmex.go b/exchanges/bitmex/bitmex.go index 13a76bd6..6d6a85a9 100644 --- a/exchanges/bitmex/bitmex.go +++ b/exchanges/bitmex/bitmex.go @@ -263,6 +263,15 @@ func (b *Bitmex) GetFullFundingHistory(ctx context.Context, symbol, count, filte &fundingHistory) } +// GetInstrument returns instrument data +func (b *Bitmex) GetInstrument(ctx context.Context, params *GenericRequestParams) ([]Instrument, error) { + var instruments []Instrument + + return instruments, b.SendHTTPRequest(ctx, exchange.RestSpot, bitmexEndpointInstruments, + params, + &instruments) +} + // GetInstruments returns instrument data func (b *Bitmex) GetInstruments(ctx context.Context, params *GenericRequestParams) ([]Instrument, error) { var instruments []Instrument diff --git a/exchanges/bitmex/bitmex_test.go b/exchanges/bitmex/bitmex_test.go index 5e5c928a..5c02b257 100644 --- a/exchanges/bitmex/bitmex_test.go +++ b/exchanges/bitmex/bitmex_test.go @@ -11,7 +11,9 @@ import ( "time" "github.com/gorilla/websocket" + "github.com/stretchr/testify/assert" "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/core" "github.com/thrasher-corp/gocryptotrader/currency" @@ -1315,3 +1317,43 @@ func TestIsPerpetualFutureCurrency(t *testing.T) { t.Error("expected true") } } + +func TestGetOpenInterest(t *testing.T) { + t.Parallel() + cp1 := currency.NewPair(currency.XBT, currency.USD) + cp2 := currency.NewPair(currency.DOGE, currency.USD) + sharedtestvalues.SetupCurrencyPairsForExchangeAsset(t, b, asset.PerpetualContract, cp1, cp2) + + resp, err := b.GetOpenInterest(context.Background(), key.PairAsset{ + Base: currency.XBT.Item, + Quote: currency.USD.Item, + Asset: asset.PerpetualContract, + }) + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + resp, err = b.GetOpenInterest(context.Background(), + key.PairAsset{ + Base: currency.XBT.Item, + Quote: currency.USD.Item, + Asset: asset.PerpetualContract, + }, + key.PairAsset{ + Base: currency.DOGE.Item, + Quote: currency.USD.Item, + Asset: asset.PerpetualContract, + }) + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + resp, err = b.GetOpenInterest(context.Background()) + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + _, err = b.GetOpenInterest(context.Background(), key.PairAsset{ + Base: currency.BTC.Item, + Quote: currency.USDT.Item, + Asset: asset.Spot, + }) + assert.ErrorIs(t, err, asset.ErrNotSupported) +} diff --git a/exchanges/bitmex/bitmex_types.go b/exchanges/bitmex/bitmex_types.go index f41ba4d9..c404ed7d 100644 --- a/exchanges/bitmex/bitmex_types.go +++ b/exchanges/bitmex/bitmex_types.go @@ -163,18 +163,18 @@ type Instrument struct { LimitDownPrice float64 `json:"limitDownPrice"` LimitUpPrice float64 `json:"limitUpPrice"` Listing string `json:"listing"` - LotSize int64 `json:"lotSize"` + LotSize float64 `json:"lotSize"` LowPrice float64 `json:"lowPrice"` MaintMargin float64 `json:"maintMargin"` MakerFee float64 `json:"makerFee"` MarkMethod string `json:"markMethod"` MarkPrice float64 `json:"markPrice"` - MaxOrderQty int64 `json:"maxOrderQty"` + MaxOrderQty float64 `json:"maxOrderQty"` MaxPrice float64 `json:"maxPrice"` MidPrice float64 `json:"midPrice"` - Multiplier int64 `json:"multiplier"` - OpenInterest int64 `json:"openInterest"` - OpenValue int64 `json:"openValue"` + Multiplier float64 `json:"multiplier"` + OpenInterest float64 `json:"openInterest"` + OpenValue float64 `json:"openValue"` OpeningTimestamp time.Time `json:"openingTimestamp"` OptionMultiplier float64 `json:"optionMultiplier"` OptionStrikePcnt float64 `json:"optionStrikePcnt"` @@ -184,8 +184,8 @@ type Instrument struct { PositionCurrency string `json:"positionCurrency"` PrevClosePrice float64 `json:"prevClosePrice"` PrevPrice24h float64 `json:"prevPrice24h"` - PrevTotalTurnover int64 `json:"prevTotalTurnover"` - PrevTotalVolume int64 `json:"prevTotalVolume"` + PrevTotalTurnover float64 `json:"prevTotalTurnover"` + PrevTotalVolume float64 `json:"prevTotalVolume"` PublishInterval string `json:"publishInterval"` PublishTime string `json:"publishTime"` QuoteCurrency string `json:"quoteCurrency"` @@ -195,8 +195,8 @@ type Instrument struct { Reference string `json:"reference"` ReferenceSymbol string `json:"referenceSymbol"` RelistInterval string `json:"relistInterval"` - RiskLimit int64 `json:"riskLimit"` - RiskStep int64 `json:"riskStep"` + RiskLimit float64 `json:"riskLimit"` + RiskStep float64 `json:"riskStep"` RootSymbol string `json:"rootSymbol"` SellLeg string `json:"sellLeg"` SessionInterval string `json:"sessionInterval"` @@ -210,15 +210,15 @@ type Instrument struct { Taxed bool `json:"taxed"` TickSize float64 `json:"tickSize"` Timestamp time.Time `json:"timestamp"` - TotalTurnover int64 `json:"totalTurnover"` - TotalVolume int64 `json:"totalVolume"` - Turnover int64 `json:"turnover"` - Turnover24h int64 `json:"turnover24h"` + TotalTurnover float64 `json:"totalTurnover"` + TotalVolume float64 `json:"totalVolume"` + Turnover float64 `json:"turnover"` + Turnover24h float64 `json:"turnover24h"` Typ string `json:"typ"` Underlying string `json:"underlying"` UnderlyingSymbol string `json:"underlyingSymbol"` - UnderlyingToPositionMultiplier int64 `json:"underlyingToPositionMultiplier"` - UnderlyingToSettleMultiplier int64 `json:"underlyingToSettleMultiplier"` + UnderlyingToPositionMultiplier float64 `json:"underlyingToPositionMultiplier"` + UnderlyingToSettleMultiplier float64 `json:"underlyingToSettleMultiplier"` Volume float64 `json:"volume"` Volume24h float64 `json:"volume24h"` Vwap float64 `json:"vwap"` diff --git a/exchanges/bitmex/bitmex_wrapper.go b/exchanges/bitmex/bitmex_wrapper.go index 19de9175..0059e924 100644 --- a/exchanges/bitmex/bitmex_wrapper.go +++ b/exchanges/bitmex/bitmex_wrapper.go @@ -13,6 +13,7 @@ import ( "github.com/shopspring/decimal" "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" @@ -145,6 +146,11 @@ func (b *Bitmex) SetDefaults() { FundingRateBatching: map[asset.Item]bool{ asset.PerpetualContract: true, }, + OpenInterest: exchange.OpenInterestSupport{ + Supported: true, + SupportedViaTicker: true, + SupportsRestBatch: true, + }, }, WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission | exchange.WithdrawCryptoWithEmail | @@ -431,6 +437,7 @@ instruments: Pair: pair, LastUpdated: tick[j].Timestamp, ExchangeName: b.Name, + OpenInterest: tick[j].OpenInterest, AssetType: a}) if err != nil { return err @@ -1172,7 +1179,7 @@ func (b *Bitmex) GetFuturesContractDetails(ctx context.Context, item asset.Item) Type: futures.Perpetual, SettlementType: contractSettlementType, SettlementCurrencies: currency.Currencies{currency.NewCode(marketInfo[x].SettlCurrency)}, - Multiplier: float64(marketInfo[x].Multiplier), + Multiplier: marketInfo[x].Multiplier, LatestRate: fundingrate.Rate{ Time: marketInfo[x].FundingTimestamp, Rate: decimal.NewFromFloat(marketInfo[x].FundingRate), @@ -1242,7 +1249,7 @@ func (b *Bitmex) GetFuturesContractDetails(ctx context.Context, item asset.Item) Status: marketInfo[x].State, Type: ct, SettlementCurrencies: currency.Currencies{currency.NewCode(marketInfo[x].SettlCurrency)}, - Multiplier: float64(marketInfo[x].Multiplier), + Multiplier: marketInfo[x].Multiplier, SettlementType: contractSettlementType, }) } @@ -1337,3 +1344,82 @@ func (b *Bitmex) IsPerpetualFutureCurrency(a asset.Item, _ currency.Pair) (bool, func (b *Bitmex) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error { return common.ErrNotYetImplemented } + +// GetOpenInterest returns the open interest rate for a given asset pair +func (b *Bitmex) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) { + for i := range k { + if k[i].Asset == asset.Spot || k[i].Asset == asset.Index { + // avoid API calls or returning errors after a successful retrieval + return nil, fmt.Errorf("%w %v %v", asset.ErrNotSupported, k[i].Asset, k[i].Pair()) + } + } + if len(k) != 1 { + activeInstruments, err := b.GetActiveAndIndexInstruments(ctx) + if err != nil { + return nil, err + } + resp := make([]futures.OpenInterest, 0, len(activeInstruments)) + for i := range activeInstruments { + for _, a := range b.CurrencyPairs.GetAssetTypes(true) { + var symbol currency.Pair + var enabled bool + symbol, enabled, err = b.MatchSymbolCheckEnabled(activeInstruments[i].Symbol, a, false) + if err != nil && !errors.Is(err, currency.ErrPairNotFound) { + return nil, err + } + if !enabled { + continue + } + var appendData bool + for j := range k { + if k[j].Pair().Equal(symbol) && k[j].Asset == a { + appendData = true + break + } + } + if len(k) > 0 && !appendData { + continue + } + resp = append(resp, futures.OpenInterest{ + Key: key.ExchangePairAsset{ + Exchange: b.Name, + Base: symbol.Base.Item, + Quote: symbol.Quote.Item, + Asset: a, + }, + OpenInterest: activeInstruments[i].OpenInterest, + }) + } + } + return resp, nil + } + _, isEnabled, err := b.MatchSymbolCheckEnabled(k[0].Pair().String(), k[0].Asset, false) + if err != nil && !errors.Is(err, currency.ErrPairNotFound) { + return nil, err + } + if !isEnabled { + return nil, fmt.Errorf("%w %v %v", currency.ErrPairNotEnabled, k[0].Asset, k[0].Pair()) + } + symbolStr, err := b.FormatSymbol(k[0].Pair(), k[0].Asset) + if err != nil { + return nil, err + } + instrument, err := b.GetInstrument(ctx, &GenericRequestParams{Symbol: symbolStr}) + if err != nil { + return nil, err + } + if len(instrument) != 1 { + return nil, fmt.Errorf("%w %v", currency.ErrPairNotFound, k[0].Pair()) + } + resp := make([]futures.OpenInterest, 1) + resp[0] = futures.OpenInterest{ + Key: key.ExchangePairAsset{ + Exchange: b.Name, + Base: k[0].Base, + Quote: k[0].Quote, + Asset: k[0].Asset, + }, + OpenInterest: instrument[0].OpenInterest, + } + return resp, nil +} diff --git a/exchanges/btse/btse_test.go b/exchanges/btse/btse_test.go index 0ac7f63d..b054c3a1 100644 --- a/exchanges/btse/btse_test.go +++ b/exchanges/btse/btse_test.go @@ -10,6 +10,7 @@ import ( "github.com/stretchr/testify/assert" "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/core" "github.com/thrasher-corp/gocryptotrader/currency" @@ -53,6 +54,7 @@ func TestMain(m *testing.M) { if err = b.Setup(btseConfig); err != nil { log.Fatal(err) } + os.Exit(m.Run()) } @@ -737,3 +739,43 @@ func updatePairsOnce(tb testing.TB) { assert.NoError(tb, err, "UpdateTradablePairs should not error") }) } + +func TestGetOpenInterest(t *testing.T) { + t.Parallel() + cp1 := currency.NewPair(currency.BTC, currency.PFC) + cp2 := currency.NewPair(currency.ETH, currency.PFC) + sharedtestvalues.SetupCurrencyPairsForExchangeAsset(t, b, asset.Futures, futuresPair, cp1, cp2) + + resp, err := b.GetOpenInterest(context.Background(), key.PairAsset{ + Base: cp1.Base.Item, + Quote: cp1.Quote.Item, + Asset: asset.Futures, + }) + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + resp, err = b.GetOpenInterest(context.Background(), + key.PairAsset{ + Base: cp1.Base.Item, + Quote: cp1.Quote.Item, + Asset: asset.Futures, + }, + key.PairAsset{ + Base: cp2.Base.Item, + Quote: cp2.Quote.Item, + Asset: asset.Futures, + }) + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + resp, err = b.GetOpenInterest(context.Background()) + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + _, err = b.GetOpenInterest(context.Background(), key.PairAsset{ + Base: currency.BTC.Item, + Quote: currency.USDT.Item, + Asset: asset.Spot, + }) + assert.ErrorIs(t, err, asset.ErrNotSupported) +} diff --git a/exchanges/btse/btse_wrapper.go b/exchanges/btse/btse_wrapper.go index 3aee2cda..ba4a7be8 100644 --- a/exchanges/btse/btse_wrapper.go +++ b/exchanges/btse/btse_wrapper.go @@ -13,6 +13,7 @@ import ( "github.com/shopspring/decimal" "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" @@ -137,6 +138,11 @@ func (b *BTSE) SetDefaults() { FundingRateBatching: map[asset.Item]bool{ asset.Futures: true, }, + OpenInterest: exchange.OpenInterestSupport{ + Supported: true, + SupportsRestBatch: true, + SupportedViaTicker: true, + }, }, }, Enabled: exchange.FeaturesEnabled{ @@ -333,6 +339,7 @@ func (b *BTSE) UpdateTickers(ctx context.Context, a asset.Item) error { Last: tickers[x].Last, Volume: tickers[x].Volume, High: tickers[x].High24Hr, + OpenInterest: tickers[x].OpenInterest, ExchangeName: b.Name, AssetType: a}) } @@ -1315,3 +1322,49 @@ func (b *BTSE) IsPerpetualFutureCurrency(a asset.Item, p currency.Pair) (bool, e func (b *BTSE) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error { return common.ErrNotYetImplemented } + +// GetOpenInterest returns the open interest rate for a given asset pair +func (b *BTSE) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) { + for i := range k { + if k[i].Asset != asset.Futures { + // avoid API calls or returning errors after a successful retrieval + return nil, fmt.Errorf("%w %v %v", asset.ErrNotSupported, k[i].Asset, k[i].Pair()) + } + } + tickers, err := b.GetMarketSummary(ctx, "", false) + if err != nil { + return nil, err + } + resp := make([]futures.OpenInterest, 0, len(tickers)) + for i := range tickers { + var symbol currency.Pair + var enabled bool + symbol, enabled, err = b.MatchSymbolCheckEnabled(tickers[i].Symbol, asset.Futures, false) + if err != nil && !errors.Is(err, currency.ErrPairNotFound) { + return nil, err + } + if !enabled { + continue + } + var appendData bool + for j := range k { + if k[j].Pair().Equal(symbol) { + appendData = true + break + } + } + if len(k) > 0 && !appendData { + continue + } + resp = append(resp, futures.OpenInterest{ + Key: key.ExchangePairAsset{ + Exchange: b.Name, + Base: symbol.Base.Item, + Quote: symbol.Quote.Item, + Asset: asset.Futures, + }, + OpenInterest: tickers[i].OpenInterest, + }) + } + return resp, nil +} diff --git a/exchanges/bybit/bybit.go b/exchanges/bybit/bybit.go index 496f435f..ef0a6052 100644 --- a/exchanges/bybit/bybit.go +++ b/exchanges/bybit/bybit.go @@ -46,6 +46,8 @@ const ( accountTypeNormal = 0 // 0: regular account accountTypeUnified = 1 // 1: unified trade account + + longDatedFormat = "02Jan06" ) var ( @@ -321,7 +323,7 @@ func (by *Bybit) GetTickers(ctx context.Context, category, symbol, baseCoin stri params.Set("baseCoin", baseCoin) } if !expiryDate.IsZero() { - params.Set("expData", expiryDate.Format("02Jan06")) + params.Set("expData", expiryDate.Format(longDatedFormat)) } var resp *TickerData return resp, by.SendHTTPRequest(ctx, exchange.RestSpot, common.EncodeURLValues("market/tickers", params), defaultEPL, &resp) @@ -377,8 +379,8 @@ func (by *Bybit) GetPublicTradingHistory(ctx context.Context, category, symbol, return resp, by.SendHTTPRequest(ctx, exchange.RestSpot, common.EncodeURLValues("market/recent-trade", params), defaultEPL, &resp) } -// GetOpenInterest retrieves open interest of each symbol. -func (by *Bybit) GetOpenInterest(ctx context.Context, category, symbol, intervalTime string, startTime, endTime time.Time, limit int64, cursor string) (*OpenInterest, error) { +// GetOpenInterestData retrieves open interest of each symbol. +func (by *Bybit) GetOpenInterestData(ctx context.Context, category, symbol, intervalTime string, startTime, endTime time.Time, limit int64, cursor string) (*OpenInterest, error) { if category == "" { return nil, errCategoryNotSet } else if category != cLinear && category != cInverse { @@ -1236,7 +1238,7 @@ func (by *Bybit) GetPreUpgradeOptionDeliveryRecord(ctx context.Context, category return nil, errAPIKeyIsNotUnified } if !expiryDate.IsZero() { - params.Set("expData", expiryDate.Format("02Jan06")) + params.Set("expData", expiryDate.Format(longDatedFormat)) } var resp *PreUpdateOptionDeliveryRecord return resp, by.SendAuthHTTPRequestV5(ctx, exchange.RestSpot, http.MethodGet, "/v5/pre-upgrade/asset/delivery-record", params, nil, &resp, defaultEPL) @@ -1478,7 +1480,7 @@ func (by *Bybit) GetDeliveryRecord(ctx context.Context, category, symbol, cursor params.Set("symbol", symbol) } if !expiryDate.IsZero() { - params.Set("expData", expiryDate.Format("02Jan06")) + params.Set("expData", expiryDate.Format(longDatedFormat)) } if cursor != "" { params.Set("cursor", cursor) diff --git a/exchanges/bybit/bybit_live_test.go b/exchanges/bybit/bybit_live_test.go index 73c24cc8..9ee74dfe 100644 --- a/exchanges/bybit/bybit_live_test.go +++ b/exchanges/bybit/bybit_live_test.go @@ -11,6 +11,7 @@ import ( "testing" "github.com/thrasher-corp/gocryptotrader/config" + "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/request" "github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues" gctlog "github.com/thrasher-corp/gocryptotrader/log" @@ -50,3 +51,56 @@ func TestMain(m *testing.M) { } os.Exit(m.Run()) } + +func instantiateTradablePairs() error { + err := b.UpdateTradablePairs(context.Background(), true) + if err != nil { + return err + } + tradables, err := b.GetEnabledPairs(asset.Spot) + if err != nil { + return err + } + format, err := b.GetPairFormat(asset.Spot, true) + if err != nil { + return err + } + spotTradablePair = tradables[0].Format(format) + tradables, err = b.GetEnabledPairs(asset.USDTMarginedFutures) + if err != nil { + return err + } + format, err = b.GetPairFormat(asset.USDTMarginedFutures, true) + if err != nil { + return err + } + usdtMarginedTradablePair = tradables[0].Format(format) + tradables, err = b.GetEnabledPairs(asset.USDCMarginedFutures) + if err != nil { + return err + } + format, err = b.GetPairFormat(asset.USDCMarginedFutures, true) + if err != nil { + return err + } + usdcMarginedTradablePair = tradables[0].Format(format) + tradables, err = b.GetEnabledPairs(asset.CoinMarginedFutures) + if err != nil { + return err + } + format, err = b.GetPairFormat(asset.CoinMarginedFutures, true) + if err != nil { + return err + } + inverseTradablePair = tradables[0].Format(format) + tradables, err = b.GetEnabledPairs(asset.Options) + if err != nil { + return err + } + format, err = b.GetPairFormat(asset.Options, true) + if err != nil { + return err + } + optionsTradablePair = tradables[0].Format(format) + return nil +} diff --git a/exchanges/bybit/bybit_test.go b/exchanges/bybit/bybit_test.go index de59c935..4b620a26 100644 --- a/exchanges/bybit/bybit_test.go +++ b/exchanges/bybit/bybit_test.go @@ -4,12 +4,15 @@ import ( "context" "encoding/json" "errors" + "fmt" "sync" "testing" "time" "github.com/gofrs/uuid" + "github.com/stretchr/testify/assert" "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" @@ -706,25 +709,25 @@ func TestGetPublicTradingHistory(t *testing.T) { } } -func TestGetOpenInterest(t *testing.T) { +func TestGetOpenInterestData(t *testing.T) { t.Parallel() - _, err := b.GetOpenInterest(context.Background(), "spot", spotTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "") + _, err := b.GetOpenInterestData(context.Background(), "spot", spotTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "") if !errors.Is(err, errInvalidCategory) { t.Errorf("expected %v, got %v", errInvalidCategory, err) } - _, err = b.GetOpenInterest(context.Background(), "linear", usdtMarginedTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "") + _, err = b.GetOpenInterestData(context.Background(), "linear", usdtMarginedTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "") if err != nil { t.Error(err) } - _, err = b.GetOpenInterest(context.Background(), "linear", usdcMarginedTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "") + _, err = b.GetOpenInterestData(context.Background(), "linear", usdcMarginedTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "") if err != nil { t.Error(err) } - _, err = b.GetOpenInterest(context.Background(), "inverse", inverseTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "") + _, err = b.GetOpenInterestData(context.Background(), "inverse", inverseTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "") if err != nil { t.Error(err) } - _, err = b.GetOpenInterest(context.Background(), "option", optionsTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "") + _, err = b.GetOpenInterestData(context.Background(), "option", optionsTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "") if !errors.Is(err, errInvalidCategory) { t.Errorf("expected %v, got %v", errInvalidCategory, err) } @@ -2918,59 +2921,6 @@ func TestGetBrokerEarning(t *testing.T) { } } -func instantiateTradablePairs() error { - err := b.UpdateTradablePairs(context.Background(), true) - if err != nil { - return err - } - tradables, err := b.GetEnabledPairs(asset.Spot) - if err != nil { - return err - } - format, err := b.GetPairFormat(asset.Spot, true) - if err != nil { - return err - } - spotTradablePair = tradables[0].Format(format) - tradables, err = b.GetEnabledPairs(asset.USDTMarginedFutures) - if err != nil { - return err - } - format, err = b.GetPairFormat(asset.USDTMarginedFutures, true) - if err != nil { - return err - } - usdtMarginedTradablePair = tradables[0].Format(format) - tradables, err = b.GetEnabledPairs(asset.USDCMarginedFutures) - if err != nil { - return err - } - format, err = b.GetPairFormat(asset.USDCMarginedFutures, true) - if err != nil { - return err - } - usdcMarginedTradablePair = tradables[0].Format(format) - tradables, err = b.GetEnabledPairs(asset.CoinMarginedFutures) - if err != nil { - return err - } - format, err = b.GetPairFormat(asset.CoinMarginedFutures, true) - if err != nil { - return err - } - inverseTradablePair = tradables[0].Format(format) - tradables, err = b.GetEnabledPairs(asset.Options) - if err != nil { - return err - } - format, err = b.GetPairFormat(asset.Options, true) - if err != nil { - return err - } - optionsTradablePair = tradables[0].Format(format) - return nil -} - func TestUpdateAccountInfo(t *testing.T) { t.Parallel() if mockTests { @@ -3537,3 +3487,61 @@ func TestUpdateOptionsTickerInformation(t *testing.T) { t.Fatal(err) } } + +func TestGetOpenInterest(t *testing.T) { + t.Parallel() + _, err := b.GetOpenInterest(context.Background(), key.PairAsset{ + Base: currency.ETH.Item, + Quote: currency.USDT.Item, + Asset: asset.Spot, + }) + assert.ErrorIs(t, err, asset.ErrNotSupported) + + resp, err := b.GetOpenInterest(context.Background(), key.PairAsset{ + Base: usdcMarginedTradablePair.Base.Item, + Quote: usdcMarginedTradablePair.Quote.Item, + Asset: asset.USDCMarginedFutures, + }) + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + resp, err = b.GetOpenInterest(context.Background(), key.PairAsset{ + Base: usdtMarginedTradablePair.Base.Item, + Quote: usdtMarginedTradablePair.Quote.Item, + Asset: asset.USDTMarginedFutures, + }) + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + resp, err = b.GetOpenInterest(context.Background(), key.PairAsset{ + Base: inverseTradablePair.Base.Item, + Quote: inverseTradablePair.Quote.Item, + Asset: asset.CoinMarginedFutures, + }) + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + resp, err = b.GetOpenInterest(context.Background()) + assert.NoError(t, err) + assert.NotEmpty(t, resp) +} + +func TestIsPerpetualFutureCurrency(t *testing.T) { + t.Parallel() + + is, err := b.IsPerpetualFutureCurrency(asset.Spot, spotTradablePair) + assert.NoError(t, err) + assert.False(t, is) + + is, err = b.IsPerpetualFutureCurrency(asset.CoinMarginedFutures, inverseTradablePair) + assert.NoError(t, err) + assert.True(t, is, fmt.Sprintf("%s %s should be a perp", asset.CoinMarginedFutures, inverseTradablePair)) + + is, err = b.IsPerpetualFutureCurrency(asset.USDTMarginedFutures, usdtMarginedTradablePair) + assert.NoError(t, err) + assert.True(t, is, fmt.Sprintf("%s %s should be a perp", asset.USDTMarginedFutures, usdtMarginedTradablePair)) + + is, err = b.IsPerpetualFutureCurrency(asset.USDCMarginedFutures, usdcMarginedTradablePair) + assert.NoError(t, err) + assert.True(t, is, fmt.Sprintf("%s %s should be a perp", asset.USDCMarginedFutures, usdcMarginedTradablePair)) +} diff --git a/exchanges/bybit/bybit_wrapper.go b/exchanges/bybit/bybit_wrapper.go index 58cf81cf..87c304a8 100644 --- a/exchanges/bybit/bybit_wrapper.go +++ b/exchanges/bybit/bybit_wrapper.go @@ -11,6 +11,7 @@ import ( "github.com/shopspring/decimal" "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" @@ -36,11 +37,11 @@ import ( // GetDefaultConfig returns a default exchange config func (by *Bybit) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) { by.SetDefaults() - exchCfg := new(config.Exchange) - exchCfg.Name = by.Name - exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout - exchCfg.BaseCurrencies = by.BaseCurrencies - err := by.SetupDefaults(exchCfg) + exchCfg, err := by.GetStandardConfig() + if err != nil { + return nil, err + } + err = by.SetupDefaults(exchCfg) if err != nil { return nil, err } @@ -156,6 +157,23 @@ func (by *Bybit) SetDefaults() { Kline: kline.ExchangeCapabilitiesSupported{ Intervals: true, }, + FuturesCapabilities: exchange.FuturesCapabilities{ + FundingRates: true, + FundingRateBatching: map[asset.Item]bool{ + asset.USDCMarginedFutures: true, + asset.USDTMarginedFutures: true, + asset.CoinMarginedFutures: true, + }, + SupportedFundingRateFrequencies: map[kline.Interval]bool{ + kline.FourHour: true, + kline.EightHour: true, + }, + OpenInterest: exchange.OpenInterestSupport{ + Supported: true, + SupportedViaTicker: true, + SupportsRestBatch: true, + }, + }, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, @@ -368,7 +386,12 @@ func (by *Bybit) FetchTradablePairs(ctx context.Context, a asset.Item) (currency if allPairs[x].Status != "Trading" || allPairs[x].QuoteCoin != "USDC" { continue } - pair, err = currency.NewPairFromString(allPairs[x].Symbol) + if strings.EqualFold(allPairs[x].ContractType, "linearfutures") { + // long-dated contracts have a delimiter + pair, err = currency.NewPairFromString(allPairs[x].Symbol) + } else { + pair, err = currency.NewPairFromStrings(allPairs[x].BaseCoin, allPairs[x].Symbol[len(allPairs[x].BaseCoin):]) + } if err != nil { return nil, err } @@ -1641,6 +1664,17 @@ func (by *Bybit) SetLeverage(ctx context.Context, item asset.Item, pair currency } } +// IsPerpetualFutureCurrency ensures a given asset and currency is a perpetual future +func (by *Bybit) IsPerpetualFutureCurrency(a asset.Item, p currency.Pair) (bool, error) { + if !a.IsFutures() { + return false, nil + } + return p.Quote.Equal(currency.PERP) || + p.Quote.Equal(currency.USD) || + p.Quote.Equal(currency.USDC) || + p.Quote.Equal(currency.USDT), nil +} + // GetFuturesContractDetails returns details about futures contracts func (by *Bybit) GetFuturesContractDetails(ctx context.Context, item asset.Item) ([]futures.Contract, error) { if !item.IsFutures() { @@ -1665,12 +1699,7 @@ func (by *Bybit) GetFuturesContractDetails(ctx context.Context, item asset.Item) continue } var cp, underlying currency.Pair - splitCoin := strings.Split(inverseContracts.List[i].Symbol, inverseContracts.List[i].BaseCoin) - if len(splitCoin) <= 1 { - continue - } - - cp, err = currency.NewPairFromStrings(inverseContracts.List[i].BaseCoin, splitCoin[1]) + cp, err = currency.NewPairFromStrings(inverseContracts.List[i].BaseCoin, inverseContracts.List[i].Symbol[len(inverseContracts.List[i].BaseCoin):]) if err != nil { return nil, err } @@ -1752,11 +1781,7 @@ func (by *Bybit) GetFuturesContractDetails(ctx context.Context, item asset.Item) switch contractType { case "linearperpetual": ct = futures.Perpetual - splitCoin := strings.Split(instruments[i].Symbol, instruments[i].BaseCoin) - if len(splitCoin) <= 1 { - continue - } - cp, err = currency.NewPairFromStrings(instruments[i].BaseCoin, splitCoin[1]) + cp, err = currency.NewPairFromStrings(instruments[i].BaseCoin, instruments[i].Symbol[len(instruments[i].BaseCoin):]) if err != nil { return nil, err } @@ -1767,6 +1792,9 @@ func (by *Bybit) GetFuturesContractDetails(ctx context.Context, item asset.Item) } cp, err = by.MatchSymbolWithAvailablePairs(instruments[i].Symbol, item, true) if err != nil { + if errors.Is(err, currency.ErrPairNotFound) { + continue + } return nil, err } default: @@ -1776,6 +1804,9 @@ func (by *Bybit) GetFuturesContractDetails(ctx context.Context, item asset.Item) ct = futures.Unknown cp, err = by.MatchSymbolWithAvailablePairs(instruments[i].Symbol, item, true) if err != nil { + if errors.Is(err, currency.ErrPairNotFound) { + continue + } return nil, err } } @@ -1818,12 +1849,8 @@ func (by *Bybit) GetFuturesContractDetails(ctx context.Context, item asset.Item) instruments = append(instruments, inverseContracts.List[i]) } for i := range instruments { - splitCoin := strings.Split(instruments[i].Symbol, instruments[i].BaseCoin) - if len(splitCoin) <= 1 { - continue - } var cp, underlying currency.Pair - cp, err = currency.NewPairFromStrings(instruments[i].BaseCoin, splitCoin[1]) + cp, err = currency.NewPairFromStrings(instruments[i].BaseCoin, instruments[i].Symbol[len(instruments[i].BaseCoin):]) if err != nil { return nil, err } @@ -1889,12 +1916,16 @@ func getContractLength(contractLength time.Duration) (futures.ContractType, erro ct = futures.Weekly case contractLength <= kline.TwoWeek.Duration()+kline.ThreeDay.Duration(): ct = futures.Fortnightly + case contractLength <= kline.ThreeWeek.Duration()+kline.ThreeDay.Duration(): + ct = futures.ThreeWeekly case contractLength <= kline.ThreeMonth.Duration()+kline.ThreeWeek.Duration(): ct = futures.Quarterly case contractLength <= kline.SixMonth.Duration()+kline.ThreeWeek.Duration(): ct = futures.HalfYearly case contractLength <= kline.NineMonth.Duration()+kline.ThreeWeek.Duration(): ct = futures.NineMonthly + case contractLength <= kline.OneYear.Duration()+kline.ThreeWeek.Duration(): + ct = futures.Yearly default: ct = futures.SemiAnnually } @@ -1927,6 +1958,11 @@ func (by *Bybit) GetLatestFundingRates(ctx context.Context, r *fundingrate.Lates return nil, err } + instrumentInfo, err := by.GetInstrumentInfo(ctx, getCategoryName(r.Asset), symbol, "", "", "", 1000) + if err != nil { + return nil, err + } + resp := make([]fundingrate.LatestRateResponse, 0, len(ticks.List)) for i := range ticks.List { var cp currency.Pair @@ -1937,13 +1973,25 @@ func (by *Bybit) GetLatestFundingRates(ctx context.Context, r *fundingrate.Lates } else if !isEnabled { continue } + var fundingInterval time.Duration + for j := range instrumentInfo.List { + if instrumentInfo.List[j].Symbol != ticks.List[i].Symbol { + continue + } + fundingInterval = time.Duration(instrumentInfo.List[j].FundingInterval) * time.Minute + break + } + var lrt time.Time + if fundingInterval > 0 { + lrt = ticks.List[i].NextFundingTime.Time().Add(-fundingInterval) + } resp = append(resp, fundingrate.LatestRateResponse{ Exchange: by.Name, TimeChecked: time.Now(), Asset: r.Asset, Pair: cp, LatestRate: fundingrate.Rate{ - Time: ticks.List[i].NextFundingTime.Time().Add(-time.Hour * 8), + Time: lrt, Rate: decimal.NewFromFloat(ticks.List[i].FundingRate.Float64()), }, TimeOfNextRate: ticks.List[i].NextFundingTime.Time(), @@ -1956,3 +2004,81 @@ func (by *Bybit) GetLatestFundingRates(ctx context.Context, r *fundingrate.Lates } return nil, fmt.Errorf("%w %s", asset.ErrNotSupported, r.Asset) } + +// GetOpenInterest returns the open interest rate for a given asset pair +func (by *Bybit) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) { + for i := range k { + if k[i].Asset != asset.USDCMarginedFutures && + k[i].Asset != asset.USDTMarginedFutures && + k[i].Asset != asset.CoinMarginedFutures { + return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, k[i].Asset) + } + } + if len(k) == 1 { + formattedPair, err := by.FormatExchangeCurrency(k[0].Pair(), k[0].Asset) + if err != nil { + return nil, err + } + if _, parseErr := time.Parse(longDatedFormat, k[0].Quote.Symbol); parseErr == nil { + // long-dated contracts have a delimiter + formattedPair.Delimiter = currency.DashDelimiter + } + pFmt := formattedPair.String() + var ticks *TickerData + ticks, err = by.GetTickers(ctx, getCategoryName(k[0].Asset), pFmt, "", time.Time{}) + if err != nil { + return nil, err + } + for i := range ticks.List { + if ticks.List[i].Symbol != pFmt { + continue + } + return []futures.OpenInterest{{ + Key: key.ExchangePairAsset{ + Exchange: by.Name, + Asset: k[0].Asset, + Base: k[0].Base, + Quote: k[0].Quote, + }, + OpenInterest: ticks.List[i].OpenInterest.Float64(), + }}, nil + } + } + assets := []asset.Item{asset.USDCMarginedFutures, asset.USDTMarginedFutures, asset.CoinMarginedFutures} + var resp []futures.OpenInterest + for i := range assets { + ticks, err := by.GetTickers(ctx, getCategoryName(assets[i]), "", "", time.Time{}) + if err != nil { + return nil, err + } + for x := range ticks.List { + var pair currency.Pair + var isEnabled bool + // only long-dated contracts have a delimiter + pair, isEnabled, err = by.MatchSymbolCheckEnabled(ticks.List[x].Symbol, assets[i], strings.Contains(ticks.List[x].Symbol, currency.DashDelimiter)) + if err != nil || !isEnabled { + continue + } + var appendData bool + for j := range k { + if k[j].Pair().Equal(pair) { + appendData = true + break + } + } + if len(k) > 0 && !appendData { + continue + } + resp = append(resp, futures.OpenInterest{ + Key: key.ExchangePairAsset{ + Exchange: by.Name, + Base: pair.Base.Item, + Quote: pair.Quote.Item, + Asset: assets[i], + }, + OpenInterest: ticks.List[i].OpenInterest.Float64(), + }) + } + } + return resp, nil +} diff --git a/exchanges/exchange.go b/exchanges/exchange.go index 6804b6aa..d0c70bb4 100644 --- a/exchanges/exchange.go +++ b/exchanges/exchange.go @@ -6,6 +6,7 @@ import ( "fmt" "net" "net/url" + "sort" "strconv" "strings" "time" @@ -13,6 +14,7 @@ import ( "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common/convert" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" @@ -26,6 +28,7 @@ import ( "github.com/thrasher-corp/gocryptotrader/exchanges/protocol" "github.com/thrasher-corp/gocryptotrader/exchanges/request" "github.com/thrasher-corp/gocryptotrader/exchanges/stream" + "github.com/thrasher-corp/gocryptotrader/exchanges/ticker" "github.com/thrasher-corp/gocryptotrader/exchanges/trade" "github.com/thrasher-corp/gocryptotrader/log" "github.com/thrasher-corp/gocryptotrader/portfolio/banking" @@ -1333,6 +1336,57 @@ func (e *Endpoints) GetURLMap() map[string]string { return urlMap } +// GetCachedOpenInterest returns open interest data if the exchange +// supports open interest in ticker data +func (b *Base) GetCachedOpenInterest(_ context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) { + if !b.Features.Supports.FuturesCapabilities.OpenInterest.Supported || + !b.Features.Supports.FuturesCapabilities.OpenInterest.SupportedViaTicker { + return nil, common.ErrFunctionNotSupported + } + if len(k) == 0 { + ticks, err := ticker.GetExchangeTickers(b.Name) + if err != nil { + return nil, err + } + resp := make([]futures.OpenInterest, 0, len(ticks)) + for i := range ticks { + if ticks[i].OpenInterest <= 0 { + continue + } + resp = append(resp, futures.OpenInterest{ + Key: key.ExchangePairAsset{ + Exchange: b.Name, + Base: ticks[i].Pair.Base.Item, + Quote: ticks[i].Pair.Quote.Item, + Asset: ticks[i].AssetType, + }, + OpenInterest: ticks[i].OpenInterest, + }) + } + sort.Slice(resp, func(i, j int) bool { + return resp[i].Key.Base.Symbol < resp[j].Key.Base.Symbol + }) + return resp, nil + } + resp := make([]futures.OpenInterest, len(k)) + for i := range k { + t, err := ticker.GetTicker(b.Name, k[i].Pair(), k[i].Asset) + if err != nil { + return nil, err + } + resp[i] = futures.OpenInterest{ + Key: key.ExchangePairAsset{ + Exchange: b.Name, + Base: t.Pair.Base.Item, + Quote: t.Pair.Quote.Item, + Asset: t.AssetType, + }, + OpenInterest: t.OpenInterest, + } + } + return resp, nil +} + // FormatSymbol formats the given pair to a string suitable for exchange API requests func (b *Base) FormatSymbol(pair currency.Pair, assetType asset.Item) (string, error) { pairFmt, err := b.GetPairFormat(assetType, true) @@ -1752,3 +1806,8 @@ func (b *Base) MatchSymbolCheckEnabled(symbol string, a asset.Item, hasDelimiter func (b *Base) IsPairEnabled(pair currency.Pair, a asset.Item) (bool, error) { return b.CurrencyPairs.IsPairEnabled(pair, a) } + +// GetOpenInterest returns the open interest rate for a given asset pair +func (b *Base) GetOpenInterest(context.Context, ...key.PairAsset) ([]futures.OpenInterest, error) { + return nil, common.ErrFunctionNotSupported +} diff --git a/exchanges/exchange_test.go b/exchanges/exchange_test.go index 8be48ebe..d9498965 100644 --- a/exchanges/exchange_test.go +++ b/exchanges/exchange_test.go @@ -7,18 +7,22 @@ import ( "testing" "time" + "github.com/stretchr/testify/assert" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common/convert" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/collateral" + "github.com/thrasher-corp/gocryptotrader/exchanges/futures" "github.com/thrasher-corp/gocryptotrader/exchanges/kline" "github.com/thrasher-corp/gocryptotrader/exchanges/margin" "github.com/thrasher-corp/gocryptotrader/exchanges/order" "github.com/thrasher-corp/gocryptotrader/exchanges/protocol" "github.com/thrasher-corp/gocryptotrader/exchanges/request" "github.com/thrasher-corp/gocryptotrader/exchanges/stream" + "github.com/thrasher-corp/gocryptotrader/exchanges/ticker" "github.com/thrasher-corp/gocryptotrader/portfolio/banking" ) @@ -3209,3 +3213,59 @@ func TestIsPairEnabled(t *testing.T) { t.Fatal("expected true") } } + +func TestGetOpenInterest(t *testing.T) { + t.Parallel() + var b Base + if _, err := b.GetOpenInterest(context.Background()); !errors.Is(err, common.ErrFunctionNotSupported) { + t.Errorf("received: %v, expected: %v", err, common.ErrFunctionNotSupported) + } +} + +// FakeBase is used to override functions +type FakeBase struct { + Base +} + +func (f *FakeBase) GetOpenInterest(context.Context, ...key.PairAsset) ([]futures.OpenInterest, error) { + return []futures.OpenInterest{ + { + Key: key.ExchangePairAsset{ + Exchange: f.Name, + Base: currency.BTC.Item, + Quote: currency.BONK.Item, + Asset: asset.Futures, + }, + OpenInterest: 1337, + }, + }, nil +} + +func TestGetCachedOpenInterest(t *testing.T) { + t.Parallel() + var b FakeBase + b.Features.Supports.FuturesCapabilities.OpenInterest = OpenInterestSupport{ + Supported: true, + } + _, err := b.GetCachedOpenInterest(context.Background()) + assert.ErrorIs(t, err, common.ErrFunctionNotSupported) + b.Features.Supports.FuturesCapabilities.OpenInterest.SupportedViaTicker = true + b.Name = "test" + err = ticker.ProcessTicker(&ticker.Price{ + ExchangeName: "test", + Pair: currency.NewPair(currency.BTC, currency.BONK), + AssetType: asset.Futures, + OpenInterest: 1337, + }) + assert.NoError(t, err) + + _, err = b.GetCachedOpenInterest(context.Background()) + assert.NoError(t, err) + + _, err = b.GetCachedOpenInterest(context.Background(), key.PairAsset{ + Base: currency.BTC.Item, + Quote: currency.BONK.Item, + Asset: asset.Futures, + }) + assert.NoError(t, err) +} diff --git a/exchanges/exchange_types.go b/exchanges/exchange_types.go index f70cc538..e573aed5 100644 --- a/exchanges/exchange_types.go +++ b/exchanges/exchange_types.go @@ -179,13 +179,21 @@ type FeaturesSupported struct { type FuturesCapabilities struct { FundingRates bool MaximumFundingRateHistory time.Duration + FundingRateBatching map[asset.Item]bool SupportedFundingRateFrequencies map[kline.Interval]bool Positions bool OrderManagerPositionTracking bool Collateral bool CollateralMode bool Leverage bool - FundingRateBatching map[asset.Item]bool + OpenInterest OpenInterestSupport +} + +// OpenInterestSupport helps breakdown a feature and how it is supported +type OpenInterestSupport struct { + Supported bool + SupportedViaTicker bool + SupportsRestBatch bool } // MarginCapabilities stores the exchange's margin capabilities diff --git a/exchanges/futures/contract.go b/exchanges/futures/contract.go index 8b890412..d5eec712 100644 --- a/exchanges/futures/contract.go +++ b/exchanges/futures/contract.go @@ -71,6 +71,7 @@ const ( LongDated Weekly Fortnightly + ThreeWeekly Monthly Quarterly SemiAnnually @@ -91,6 +92,8 @@ func (c ContractType) String() string { return "weekly" case Fortnightly: return "fortnightly" + case ThreeWeekly: + return "three-weekly" case Monthly: return "monthly" case Quarterly: diff --git a/exchanges/futures/futures_types.go b/exchanges/futures/futures_types.go index 4f73e90d..770c53e6 100644 --- a/exchanges/futures/futures_types.go +++ b/exchanges/futures/futures_types.go @@ -199,6 +199,12 @@ type CollateralCalculator struct { UnrealisedPNL decimal.Decimal } +// OpenInterest holds open interest data for an exchange pair asset +type OpenInterest struct { + Key key.ExchangePairAsset + OpenInterest float64 +} + // PNLCalculator implements the PNLCalculation interface // to call CalculatePNL and is used when a user wishes to have a // consistent method of calculating PNL across different exchanges diff --git a/exchanges/gateio/gateio.go b/exchanges/gateio/gateio.go index 0e4baa19..35a9e101 100644 --- a/exchanges/gateio/gateio.go +++ b/exchanges/gateio/gateio.go @@ -111,6 +111,13 @@ const ( gateioFlashSwapOrders = "flash_swap/orders" gateioFlashSwapOrdersPreview = "flash_swap/orders/preview" + futuresPath = "futures/" + deliveryPath = "delivery/" + ordersPath = "/orders" + positionsPath = "/positions/" + subAccountsPath = "sub_accounts/" + priceOrdersPaths = "/price_orders" + // Withdrawals withdrawal = "withdrawals" ) @@ -203,18 +210,18 @@ func (g *Gateio) CreateAPIKeysOfSubAccount(ctx context.Context, arg CreateAPIKey return nil, errors.New("sub-account key information is required") } var resp *CreateAPIKeyResponse - return resp, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, spotPlaceOrdersEPL, http.MethodPost, "sub_accounts/"+strconv.FormatInt(arg.SubAccountUserID, 10)+"/keys", nil, &arg, &resp) + return resp, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, spotPlaceOrdersEPL, http.MethodPost, subAccountsPath+strconv.FormatInt(arg.SubAccountUserID, 10)+"/keys", nil, &arg, &resp) } // GetAllAPIKeyOfSubAccount list all API Key of the sub-account func (g *Gateio) GetAllAPIKeyOfSubAccount(ctx context.Context, userID int64) ([]CreateAPIKeyResponse, error) { var resp []CreateAPIKeyResponse - return resp, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, spotPrivateEPL, http.MethodGet, "sub_accounts/"+strconv.FormatInt(userID, 10)+"/keys", nil, nil, &resp) + return resp, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, spotPrivateEPL, http.MethodGet, subAccountsPath+strconv.FormatInt(userID, 10)+"/keys", nil, nil, &resp) } // UpdateAPIKeyOfSubAccount update API key of the sub-account func (g *Gateio) UpdateAPIKeyOfSubAccount(ctx context.Context, subAccountAPIKey string, arg CreateAPIKeySubAccountParams) error { - return g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, spotPlaceOrdersEPL, http.MethodPut, "sub_accounts/"+strconv.FormatInt(arg.SubAccountUserID, 10)+"/keys/"+subAccountAPIKey, nil, &arg, nil) + return g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, spotPlaceOrdersEPL, http.MethodPut, subAccountsPath+strconv.FormatInt(arg.SubAccountUserID, 10)+"/keys/"+subAccountAPIKey, nil, &arg, nil) } // GetAPIKeyOfSubAccount retrieves the API Key of the sub-account @@ -226,7 +233,7 @@ func (g *Gateio) GetAPIKeyOfSubAccount(ctx context.Context, subAccountUserID int return nil, errMissingAPIKey } var resp *CreateAPIKeyResponse - return resp, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, spotPrivateEPL, http.MethodGet, "sub_accounts/"+strconv.FormatInt(subAccountUserID, 10)+"/keys/"+apiKey, nil, nil, &resp) + return resp, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, spotPrivateEPL, http.MethodGet, subAccountsPath+strconv.FormatInt(subAccountUserID, 10)+"/keys/"+apiKey, nil, nil, &resp) } // LockSubAccount locks the sub-account @@ -234,7 +241,7 @@ func (g *Gateio) LockSubAccount(ctx context.Context, subAccountUserID int64) err if subAccountUserID == 0 { return errInvalidSubAccountUserID } - return g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, spotPrivateEPL, http.MethodPost, "sub_accounts/"+strconv.FormatInt(subAccountUserID, 10)+"/lock", nil, nil, nil) + return g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, spotPrivateEPL, http.MethodPost, subAccountsPath+strconv.FormatInt(subAccountUserID, 10)+"/lock", nil, nil, nil) } // UnlockSubAccount locks the sub-account @@ -242,7 +249,7 @@ func (g *Gateio) UnlockSubAccount(ctx context.Context, subAccountUserID int64) e if subAccountUserID == 0 { return errInvalidSubAccountUserID } - return g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, spotPrivateEPL, http.MethodPost, "sub_accounts/"+strconv.FormatInt(subAccountUserID, 10)+"/unlock", nil, nil, nil) + return g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, spotPrivateEPL, http.MethodPost, subAccountsPath+strconv.FormatInt(subAccountUserID, 10)+"/unlock", nil, nil, nil) } // ***************************************** Spot ************************************** @@ -1854,7 +1861,7 @@ func (g *Gateio) GetAllFutureContracts(ctx context.Context, settle string) ([]Fu return nil, errEmptySettlementCurrency } var contracts []FuturesContract - return contracts, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, "futures/"+settle+"/contracts", &contracts) + return contracts, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, futuresPath+settle+"/contracts", &contracts) } // GetSingleContract returns a single contract info for the specified settle and Currency Pair (contract << in this case) @@ -1867,7 +1874,7 @@ func (g *Gateio) GetSingleContract(ctx context.Context, settle, contract string) return nil, errEmptySettlementCurrency } var futureContract *FuturesContract - return futureContract, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, "futures/"+settle+"/contracts/"+contract, &futureContract) + return futureContract, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, futuresPath+settle+"/contracts/"+contract, &futureContract) } // GetFuturesOrderbook retrieves futures order book data @@ -1891,7 +1898,7 @@ func (g *Gateio) GetFuturesOrderbook(ctx context.Context, settle, contract, inte params.Set("with_id", "true") } var response *Orderbook - return response, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, common.EncodeURLValues("futures/"+settle+"/order_book", params), &response) + return response, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, common.EncodeURLValues(futuresPath+settle+"/order_book", params), &response) } // GetFuturesTradingHistory retrieves futures trading history @@ -1922,7 +1929,7 @@ func (g *Gateio) GetFuturesTradingHistory(ctx context.Context, settle string, co } var response []TradingHistoryItem return response, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, - common.EncodeURLValues("futures/"+settle+"/trades", params), &response) + common.EncodeURLValues(futuresPath+settle+"/trades", params), &response) } // GetFuturesCandlesticks retrieves specified contract candlesticks. @@ -1954,7 +1961,7 @@ func (g *Gateio) GetFuturesCandlesticks(ctx context.Context, settle, contract st } var candlesticks []FuturesCandlestick return candlesticks, g.SendHTTPRequest(ctx, exchange.RestFutures, perpetualSwapDefaultEPL, - common.EncodeURLValues("futures/"+settle+"/candlesticks", params), + common.EncodeURLValues(futuresPath+settle+"/candlesticks", params), &candlesticks) } @@ -1984,7 +1991,7 @@ func (g *Gateio) PremiumIndexKLine(ctx context.Context, settleCurrency string, c } params.Set("interval", intervalString) var resp []FuturesPremiumIndexKLineResponse - return resp, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, common.EncodeURLValues("futures/"+settleCurrency+"/premium_index", params), &resp) + return resp, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, common.EncodeURLValues(futuresPath+settleCurrency+"/premium_index", params), &resp) } // GetFuturesTickers retrieves futures ticker information for a specific settle and contract info. @@ -1998,7 +2005,7 @@ func (g *Gateio) GetFuturesTickers(ctx context.Context, settle string, contract params.Set("contract", contract.String()) } var tickers []FuturesTicker - return tickers, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, common.EncodeURLValues("futures/"+settle+"/tickers", params), &tickers) + return tickers, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, common.EncodeURLValues(futuresPath+settle+"/tickers", params), &tickers) } // GetFutureFundingRates retrieves funding rate information. @@ -2016,7 +2023,7 @@ func (g *Gateio) GetFutureFundingRates(ctx context.Context, settle string, contr params.Set("limit", strconv.FormatUint(limit, 10)) } var rates []FuturesFundingRate - return rates, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, common.EncodeURLValues("futures/"+settle+"/funding_rate", params), &rates) + return rates, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, common.EncodeURLValues(futuresPath+settle+"/funding_rate", params), &rates) } // GetFuturesInsuranceBalanceHistory retrieves futures insurance balance history @@ -2032,7 +2039,7 @@ func (g *Gateio) GetFuturesInsuranceBalanceHistory(ctx context.Context, settle s var balances []InsuranceBalance return balances, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, - common.EncodeURLValues("futures/"+settle+"/insurance", params), + common.EncodeURLValues(futuresPath+settle+"/insurance", params), &balances) } @@ -2063,7 +2070,7 @@ func (g *Gateio) GetFutureStats(ctx context.Context, settle string, contract cur var stats []ContractStat return stats, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, - common.EncodeURLValues("futures/"+settle+"/contract_stats", params), + common.EncodeURLValues(futuresPath+settle+"/contract_stats", params), &stats) } @@ -2080,7 +2087,7 @@ func (g *Gateio) GetIndexConstituent(ctx context.Context, settle, index string) var constituents *IndexConstituent return constituents, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, - "futures/"+settle+"/index_constituents/"+indexString, + futuresPath+settle+"/index_constituents/"+indexString, &constituents) } @@ -2107,7 +2114,7 @@ func (g *Gateio) GetLiquidationHistory(ctx context.Context, settle string, contr var histories []LiquidationHistory return histories, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, - common.EncodeURLValues("futures/"+settle+"/liq_orders", params), + common.EncodeURLValues(futuresPath+settle+"/liq_orders", params), &histories) } @@ -2118,7 +2125,7 @@ func (g *Gateio) QueryFuturesAccount(ctx context.Context, settle string) (*Futur return nil, errEmptySettlementCurrency } var response *FuturesAccount - return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, "futures/"+settle+"/accounts", nil, nil, &response) + return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, futuresPath+settle+"/accounts", nil, nil, &response) } // GetFuturesAccountBooks retrieves account books @@ -2141,7 +2148,7 @@ func (g *Gateio) GetFuturesAccountBooks(ctx context.Context, settle string, limi } var response []AccountBookItem return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, - http.MethodGet, "futures/"+settle+"/account_book", + http.MethodGet, futuresPath+settle+"/account_book", params, nil, &response) @@ -2153,7 +2160,7 @@ func (g *Gateio) GetAllFuturesPositionsOfUsers(ctx context.Context, settle strin return nil, errEmptySettlementCurrency } var response *Position - return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, "futures/"+settle+"/positions", nil, nil, &response) + return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, futuresPath+settle+"/positions", nil, nil, &response) } // GetSinglePosition returns a single position @@ -2167,7 +2174,7 @@ func (g *Gateio) GetSinglePosition(ctx context.Context, settle string, contract } var response *Position return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, - http.MethodPost, "futures/"+settle+"/positions/"+contract.String(), + http.MethodPost, futuresPath+settle+positionsPath+contract.String(), nil, nil, &response) } @@ -2187,7 +2194,7 @@ func (g *Gateio) UpdateFuturesPositionMargin(ctx context.Context, settle string, var response *Position return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPlaceOrdersEPL, - http.MethodPost, "futures/"+settle+"/positions/"+contract.String()+"/margin", + http.MethodPost, futuresPath+settle+positionsPath+contract.String()+"/margin", params, nil, &response) } @@ -2210,7 +2217,7 @@ func (g *Gateio) UpdateFuturesPositionLeverage(ctx context.Context, settle strin var response *Position return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPlaceOrdersEPL, http.MethodPost, - "futures/"+settle+"/positions/"+contract.String()+"/leverage", params, nil, &response) + futuresPath+settle+positionsPath+contract.String()+"/leverage", params, nil, &response) } // UpdateFuturesPositionRiskLimit updates the position risk limit @@ -2225,7 +2232,7 @@ func (g *Gateio) UpdateFuturesPositionRiskLimit(ctx context.Context, settle stri params.Set("risk_limit", strconv.FormatUint(riskLimit, 10)) var response *Position return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPlaceOrdersEPL, - http.MethodPost, "futures/"+settle+"/positions/"+contract.String()+"/risk_limit", params, nil, &response) + http.MethodPost, futuresPath+settle+positionsPath+contract.String()+"/risk_limit", params, nil, &response) } // EnableOrDisableDualMode enable or disable dual mode @@ -2238,7 +2245,7 @@ func (g *Gateio) EnableOrDisableDualMode(ctx context.Context, settle string, dua params.Set("dual_mode", strconv.FormatBool(dualMode)) var response *DualModeResponse return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, - http.MethodGet, "futures/"+settle+"/dual_mode", + http.MethodGet, futuresPath+settle+"/dual_mode", params, nil, &response) } @@ -2253,7 +2260,7 @@ func (g *Gateio) RetrivePositionDetailInDualMode(ctx context.Context, settle str var response []Position return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, - "futures/"+settle+"/dual_comp/positions/"+contract.String(), + futuresPath+settle+"/dual_comp/positions/"+contract.String(), nil, nil, &response) } @@ -2274,7 +2281,7 @@ func (g *Gateio) UpdatePositionMarginInDualMode(ctx context.Context, settle stri var response []Position return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPlaceOrdersEPL, http.MethodPost, - "futures/"+settle+"/dual_comp/positions/"+contract.String()+"/margin", + futuresPath+settle+"/dual_comp/positions/"+contract.String()+"/margin", params, nil, &response) } @@ -2295,7 +2302,7 @@ func (g *Gateio) UpdatePositionLeverageInDualMode(ctx context.Context, settle st params.Set("cross_leverage_limit", strconv.FormatFloat(crossLeverageLimit, 'f', -1, 64)) } var response *Position - return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPlaceOrdersEPL, http.MethodPost, "futures/"+settle+"/dual_comp/positions/"+contract.String()+"/leverage", params, nil, &response) + return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPlaceOrdersEPL, http.MethodPost, futuresPath+settle+"/dual_comp/positions/"+contract.String()+"/leverage", params, nil, &response) } // UpdatePositionRiskLimitInDualMode update position risk limit in dual mode @@ -2314,7 +2321,7 @@ func (g *Gateio) UpdatePositionRiskLimitInDualMode(ctx context.Context, settle s var response []Position return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPlaceOrdersEPL, http.MethodPost, - "futures/"+settle+"/dual_comp/positions/"+contract.String()+"/risk_limit", params, + futuresPath+settle+"/dual_comp/positions/"+contract.String()+"/risk_limit", params, nil, &response) } @@ -2361,7 +2368,7 @@ func (g *Gateio) PlaceFuturesOrder(ctx context.Context, arg *OrderCreateParams) return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPlaceOrdersEPL, http.MethodPost, - "futures/"+arg.Settle+"/orders", + futuresPath+arg.Settle+ordersPath, nil, &arg, &response) } @@ -2396,7 +2403,7 @@ func (g *Gateio) GetFuturesOrders(ctx context.Context, contract currency.Pair, s } var response []Order return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, - http.MethodGet, "futures/"+settle+"/orders", + http.MethodGet, futuresPath+settle+ordersPath, params, nil, &response) } @@ -2416,7 +2423,7 @@ func (g *Gateio) CancelMultipleFuturesOpenOrders(ctx context.Context, contract c params.Set("contract", contract.String()) var response []Order return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapCancelOrdersEPL, - http.MethodDelete, "futures/"+settle+"/orders", params, nil, &response) + http.MethodDelete, futuresPath+settle+ordersPath, params, nil, &response) } // PlaceBatchFuturesOrders creates a list of futures orders @@ -2462,7 +2469,7 @@ func (g *Gateio) PlaceBatchFuturesOrders(ctx context.Context, settle string, arg } var response []Order return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, - http.MethodPost, "futures/"+settle+"/batch_orders", + http.MethodPost, futuresPath+settle+"/batch_orders", nil, &args, &response) } @@ -2477,7 +2484,7 @@ func (g *Gateio) GetSingleFuturesOrder(ctx context.Context, settle, orderID stri var response *Order return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, - http.MethodGet, "futures/"+settle+"/orders/"+orderID, + http.MethodGet, futuresPath+settle+"/orders/"+orderID, nil, nil, &response) } @@ -2491,7 +2498,7 @@ func (g *Gateio) CancelSingleFuturesOrder(ctx context.Context, settle, orderID s } var response *Order return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapCancelOrdersEPL, http.MethodDelete, - "futures/"+settle+"/orders/"+orderID, nil, nil, &response) + futuresPath+settle+"/orders/"+orderID, nil, nil, &response) } // AmendFuturesOrder amends an existing futures order @@ -2507,7 +2514,7 @@ func (g *Gateio) AmendFuturesOrder(ctx context.Context, settle, orderID string, } var response *Order return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPlaceOrdersEPL, http.MethodPut, - "futures/"+settle+"/orders/"+orderID, nil, &arg, &response) + futuresPath+settle+"/orders/"+orderID, nil, &arg, &response) } // GetMyPersonalTradingHistory retrieves my personal trading history @@ -2536,7 +2543,7 @@ func (g *Gateio) GetMyPersonalTradingHistory(ctx context.Context, settle, lastID } var response []TradingHistoryItem return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, - "futures/"+settle+"/my_trades", params, nil, &response) + futuresPath+settle+"/my_trades", params, nil, &response) } // GetFuturesPositionCloseHistory lists position close history @@ -2562,7 +2569,7 @@ func (g *Gateio) GetFuturesPositionCloseHistory(ctx context.Context, settle stri } var response []PositionCloseHistoryResponse return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, - "futures/"+settle+"/position_close", params, nil, &response) + futuresPath+settle+"/position_close", params, nil, &response) } // GetFuturesLiquidationHistory list liquidation history @@ -2583,7 +2590,7 @@ func (g *Gateio) GetFuturesLiquidationHistory(ctx context.Context, settle string var response []LiquidationHistoryItem return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, - "futures/"+settle+"/liquidates", params, nil, &response) + futuresPath+settle+"/liquidates", params, nil, &response) } // CountdownCancelOrders represents a trigger time response @@ -2597,7 +2604,7 @@ func (g *Gateio) CountdownCancelOrders(ctx context.Context, settle string, arg C var response *TriggerTimeResponse return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPlaceOrdersEPL, http.MethodPost, - "futures/"+settle+"/countdown_cancel_all", nil, &arg, &response) + futuresPath+settle+"/countdown_cancel_all", nil, &arg, &response) } // CreatePriceTriggeredFuturesOrder create a price-triggered order @@ -2637,7 +2644,7 @@ func (g *Gateio) CreatePriceTriggeredFuturesOrder(ctx context.Context, settle st } var response *OrderID return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPlaceOrdersEPL, http.MethodPost, - "futures/"+settle+"/price_orders", nil, &arg, &response) + futuresPath+settle+priceOrdersPaths, nil, &arg, &response) } // ListAllFuturesAutoOrders lists all open orders @@ -2662,7 +2669,7 @@ func (g *Gateio) ListAllFuturesAutoOrders(ctx context.Context, status, settle st var response []PriceTriggeredOrder return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, - "futures/"+settle+"/price_orders", + futuresPath+settle+priceOrdersPaths, params, nil, &response) } @@ -2679,7 +2686,7 @@ func (g *Gateio) CancelAllFuturesOpenOrders(ctx context.Context, settle string, params.Set("contract", contract.String()) var response []PriceTriggeredOrder return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapCancelOrdersEPL, http.MethodDelete, - "futures/"+settle+"/price_orders", params, nil, &response) + futuresPath+settle+priceOrdersPaths, params, nil, &response) } // GetSingleFuturesPriceTriggeredOrder retrieves a single price triggered order @@ -2693,7 +2700,7 @@ func (g *Gateio) GetSingleFuturesPriceTriggeredOrder(ctx context.Context, settle var response *PriceTriggeredOrder return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, - "futures/"+settle+"/price_orders/"+orderID, nil, nil, &response) + futuresPath+settle+"/price_orders/"+orderID, nil, nil, &response) } // CancelFuturesPriceTriggeredOrder cancel a price-triggered order @@ -2706,7 +2713,7 @@ func (g *Gateio) CancelFuturesPriceTriggeredOrder(ctx context.Context, settle, o } var response *PriceTriggeredOrder return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapCancelOrdersEPL, http.MethodDelete, - "futures/"+settle+"/price_orders/"+orderID, nil, nil, &response) + futuresPath+settle+"/price_orders/"+orderID, nil, nil, &response) } // *************************************** Delivery *************************************** @@ -2719,7 +2726,7 @@ func (g *Gateio) GetAllDeliveryContracts(ctx context.Context, settle string) ([] } var contracts []DeliveryContract return contracts, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, - "delivery/"+settle+"/contracts", &contracts) + deliveryPath+settle+"/contracts", &contracts) } // GetSingleDeliveryContracts retrieves a single delivery contract instance. @@ -2729,7 +2736,7 @@ func (g *Gateio) GetSingleDeliveryContracts(ctx context.Context, settle string, } var deliveryContract *DeliveryContract return deliveryContract, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, - "delivery/"+settle+"/contracts/"+contract.String(), &deliveryContract) + deliveryPath+settle+"/contracts/"+contract.String(), &deliveryContract) } // GetDeliveryOrderbook delivery orderbook @@ -2753,7 +2760,7 @@ func (g *Gateio) GetDeliveryOrderbook(ctx context.Context, settle, interval stri params.Set("with_id", strconv.FormatBool(withOrderbookID)) } var orderbook *Orderbook - return orderbook, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, common.EncodeURLValues("delivery/"+settle+"/order_book", params), &orderbook) + return orderbook, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, common.EncodeURLValues(deliveryPath+settle+"/order_book", params), &orderbook) } // GetDeliveryTradingHistory retrieves futures trading history @@ -2781,7 +2788,7 @@ func (g *Gateio) GetDeliveryTradingHistory(ctx context.Context, settle, lastID s } var histories []DeliveryTradingHistory return histories, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, - common.EncodeURLValues("delivery/"+settle+"/trades", params), &histories) + common.EncodeURLValues(deliveryPath+settle+"/trades", params), &histories) } // GetDeliveryFuturesCandlesticks retrieves specified contract candlesticks @@ -2814,7 +2821,7 @@ func (g *Gateio) GetDeliveryFuturesCandlesticks(ctx context.Context, settle stri var candlesticks []FuturesCandlestick return candlesticks, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, - common.EncodeURLValues("delivery/"+settle+"/candlesticks", params), + common.EncodeURLValues(deliveryPath+settle+"/candlesticks", params), &candlesticks) } @@ -2829,7 +2836,7 @@ func (g *Gateio) GetDeliveryFutureTickers(ctx context.Context, settle string, co params.Set("contract", contract.String()) } var tickers []FuturesTicker - return tickers, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, common.EncodeURLValues("delivery/"+settle+"/tickers", params), &tickers) + return tickers, g.SendHTTPRequest(ctx, exchange.RestSpot, perpetualSwapDefaultEPL, common.EncodeURLValues(deliveryPath+settle+"/tickers", params), &tickers) } // GetDeliveryInsuranceBalanceHistory retrieves delivery futures insurance balance history @@ -2844,7 +2851,7 @@ func (g *Gateio) GetDeliveryInsuranceBalanceHistory(ctx context.Context, settle } var balances []InsuranceBalance return balances, g.SendHTTPRequest(ctx, exchange.RestSpot, spotDefaultEPL, - common.EncodeURLValues("delivery/"+settle+"/insurance", params), + common.EncodeURLValues(deliveryPath+settle+"/insurance", params), &balances) } @@ -2855,7 +2862,7 @@ func (g *Gateio) GetDeliveryFuturesAccounts(ctx context.Context, settle string) return nil, errEmptySettlementCurrency } var response *FuturesAccount - return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, "delivery/"+settle+"/accounts", nil, nil, &response) + return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, deliveryPath+settle+"/accounts", nil, nil, &response) } // GetDeliveryAccountBooks retrieves account books @@ -2879,7 +2886,7 @@ func (g *Gateio) GetDeliveryAccountBooks(ctx context.Context, settle string, lim var response []AccountBookItem return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, - "delivery/"+settle+"/account_book", + deliveryPath+settle+"/account_book", params, nil, &response) } @@ -2890,7 +2897,7 @@ func (g *Gateio) GetAllDeliveryPositionsOfUser(ctx context.Context, settle strin } var response *Position return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, - "delivery/"+settle+"/positions", nil, nil, &response) + deliveryPath+settle+"/positions", nil, nil, &response) } // GetSingleDeliveryPosition get single position @@ -2904,7 +2911,7 @@ func (g *Gateio) GetSingleDeliveryPosition(ctx context.Context, settle string, c } var response *Position return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, - "delivery/"+settle+"/positions/"+contract.String(), + deliveryPath+settle+positionsPath+contract.String(), nil, nil, &response) } @@ -2923,7 +2930,7 @@ func (g *Gateio) UpdateDeliveryPositionMargin(ctx context.Context, settle string params.Set("change", strconv.FormatFloat(change, 'f', -1, 64)) var response *Position return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPlaceOrdersEPL, http.MethodPost, - "delivery/"+settle+"/positions/"+contract.String()+"/margin", params, nil, &response) + deliveryPath+settle+positionsPath+contract.String()+"/margin", params, nil, &response) } // UpdateDeliveryPositionLeverage updates position leverage @@ -2942,7 +2949,7 @@ func (g *Gateio) UpdateDeliveryPositionLeverage(ctx context.Context, settle stri var response *Position return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPlaceOrdersEPL, http.MethodPost, - "delivery/"+settle+"/positions/"+contract.String()+"/leverage", + deliveryPath+settle+positionsPath+contract.String()+"/leverage", params, nil, &response) } @@ -2958,7 +2965,7 @@ func (g *Gateio) UpdateDeliveryPositionRiskLimit(ctx context.Context, settle str params.Set("risk_limit", strconv.FormatUint(riskLimit, 10)) var response *Position return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPlaceOrdersEPL, http.MethodPost, - "delivery/"+settle+"/positions/"+contract.String()+"/risk_limit", params, nil, &response) + deliveryPath+settle+positionsPath+contract.String()+"/risk_limit", params, nil, &response) } // PlaceDeliveryOrder create a futures order @@ -2997,7 +3004,7 @@ func (g *Gateio) PlaceDeliveryOrder(ctx context.Context, arg *OrderCreateParams) } var response *Order return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPlaceOrdersEPL, http.MethodPost, - "delivery/"+arg.Settle+"/orders", nil, &arg, &response) + deliveryPath+arg.Settle+ordersPath, nil, &arg, &response) } // GetDeliveryOrders list futures orders @@ -3031,7 +3038,7 @@ func (g *Gateio) GetDeliveryOrders(ctx context.Context, contract currency.Pair, } var response []Order return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, - "delivery/"+settle+"/orders", params, nil, &response) + deliveryPath+settle+ordersPath, params, nil, &response) } // CancelMultipleDeliveryOrders cancel all open orders matched @@ -3050,7 +3057,7 @@ func (g *Gateio) CancelMultipleDeliveryOrders(ctx context.Context, contract curr params.Set("contract", contract.String()) var response []Order return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapCancelOrdersEPL, http.MethodDelete, - "delivery/"+settle+"/orders", params, nil, &response) + deliveryPath+settle+ordersPath, params, nil, &response) } // GetSingleDeliveryOrder Get a single order @@ -3064,7 +3071,7 @@ func (g *Gateio) GetSingleDeliveryOrder(ctx context.Context, settle, orderID str } var response *Order return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, - "delivery/"+settle+"/orders/"+orderID, nil, nil, &response) + deliveryPath+settle+"/orders/"+orderID, nil, nil, &response) } // CancelSingleDeliveryOrder cancel a single order @@ -3077,7 +3084,7 @@ func (g *Gateio) CancelSingleDeliveryOrder(ctx context.Context, settle, orderID } var response *Order return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapCancelOrdersEPL, http.MethodDelete, - "delivery/"+settle+"/orders/"+orderID, nil, nil, &response) + deliveryPath+settle+"/orders/"+orderID, nil, nil, &response) } // GetDeliveryPersonalTradingHistory retrieves personal trading history @@ -3106,7 +3113,7 @@ func (g *Gateio) GetDeliveryPersonalTradingHistory(ctx context.Context, settle, } var response []TradingHistoryItem return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, - "delivery/"+settle+"/my_trades", params, nil, &response) + deliveryPath+settle+"/my_trades", params, nil, &response) } // GetDeliveryPositionCloseHistory retrieves position history @@ -3132,7 +3139,7 @@ func (g *Gateio) GetDeliveryPositionCloseHistory(ctx context.Context, settle str } var response []PositionCloseHistoryResponse return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, - "delivery/"+settle+"/position_close", params, nil, &response) + deliveryPath+settle+"/position_close", params, nil, &response) } // GetDeliveryLiquidationHistory lists liquidation history @@ -3152,7 +3159,7 @@ func (g *Gateio) GetDeliveryLiquidationHistory(ctx context.Context, settle strin } var response []LiquidationHistoryItem return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, - "delivery/"+settle+"/liquidates", params, nil, &response) + deliveryPath+settle+"/liquidates", params, nil, &response) } // GetDeliverySettlementHistory retrieves settlement history @@ -3172,7 +3179,7 @@ func (g *Gateio) GetDeliverySettlementHistory(ctx context.Context, settle string } var response []SettlementHistoryItem return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, - "delivery/"+settle+"/settlements", params, nil, &response) + deliveryPath+settle+"/settlements", params, nil, &response) } // GetDeliveryPriceTriggeredOrder creates a price-triggered order @@ -3219,7 +3226,7 @@ func (g *Gateio) GetDeliveryPriceTriggeredOrder(ctx context.Context, settle stri } var response *OrderID return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodPost, - "delivery/"+settle+"/price_orders", nil, &arg, &response) + deliveryPath+settle+priceOrdersPaths, nil, &arg, &response) } // GetDeliveryAllAutoOrder retrieves all auto orders @@ -3243,7 +3250,7 @@ func (g *Gateio) GetDeliveryAllAutoOrder(ctx context.Context, status, settle str } var response []PriceTriggeredOrder return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, - "delivery/"+settle+"/price_orders", params, nil, &response) + deliveryPath+settle+priceOrdersPaths, params, nil, &response) } // CancelAllDeliveryPriceTriggeredOrder cancels all delivery price triggered orders @@ -3258,7 +3265,7 @@ func (g *Gateio) CancelAllDeliveryPriceTriggeredOrder(ctx context.Context, settl params.Set("contract", contract.String()) var response []PriceTriggeredOrder return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapCancelOrdersEPL, http.MethodDelete, - "delivery/"+settle+"/price_orders", params, nil, &response) + deliveryPath+settle+priceOrdersPaths, params, nil, &response) } // GetSingleDeliveryPriceTriggeredOrder retrieves a single price triggered order @@ -3271,7 +3278,7 @@ func (g *Gateio) GetSingleDeliveryPriceTriggeredOrder(ctx context.Context, settl } var response *PriceTriggeredOrder return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapPrivateEPL, http.MethodGet, - "delivery/"+settle+"/price_orders/"+orderID, nil, nil, &response) + deliveryPath+settle+"/price_orders/"+orderID, nil, nil, &response) } // CancelDeliveryPriceTriggeredOrder cancel a price-triggered order @@ -3284,7 +3291,7 @@ func (g *Gateio) CancelDeliveryPriceTriggeredOrder(ctx context.Context, settle, } var response *PriceTriggeredOrder return response, g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, perpetualSwapCancelOrdersEPL, http.MethodDelete, - "delivery/"+settle+"/price_orders/"+orderID, nil, nil, &response) + deliveryPath+settle+"/price_orders/"+orderID, nil, nil, &response) } // ********************************** Options *************************************************** diff --git a/exchanges/gateio/gateio_test.go b/exchanges/gateio/gateio_test.go index 5aa8f2c7..b49bc1ae 100644 --- a/exchanges/gateio/gateio_test.go +++ b/exchanges/gateio/gateio_test.go @@ -13,6 +13,7 @@ import ( "github.com/stretchr/testify/assert" "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/core" "github.com/thrasher-corp/gocryptotrader/currency" @@ -1107,7 +1108,8 @@ func TestGetFutureStats(t *testing.T) { if err != nil { t.Error(err) } - if _, err := g.GetFutureStats(context.Background(), settle, futuresTradablePair, time.Time{}, kline.OneHour, 0); err != nil { + _, err = g.GetFutureStats(context.Background(), settle, futuresTradablePair, time.Time{}, 0, 0) + if err != nil { t.Errorf("%s GetFutureStats() error %v", g.Name, err) } } @@ -3499,3 +3501,33 @@ func TestGetHistoricalFundingRates(t *testing.T) { assert.NotEmpty(t, history, "should return values") } + +func TestGetOpenInterest(t *testing.T) { + t.Parallel() + _, err := g.GetOpenInterest(context.Background(), key.PairAsset{ + Base: currency.ETH.Item, + Quote: currency.USDT.Item, + Asset: asset.USDTMarginedFutures, + }) + assert.ErrorIs(t, err, asset.ErrNotSupported) + + resp, err := g.GetOpenInterest(context.Background(), key.PairAsset{ + Base: futuresTradablePair.Base.Item, + Quote: futuresTradablePair.Quote.Item, + Asset: asset.Futures, + }) + assert.NoError(t, err) + assert.Len(t, resp, 1) + + resp, err = g.GetOpenInterest(context.Background(), key.PairAsset{ + Base: deliveryFuturesTradablePair.Base.Item, + Quote: deliveryFuturesTradablePair.Quote.Item, + Asset: asset.DeliveryFutures, + }) + assert.NoError(t, err) + assert.Len(t, resp, 1) + + resp, err = g.GetOpenInterest(context.Background()) + assert.NoError(t, err) + assert.NotEmpty(t, resp) +} diff --git a/exchanges/gateio/gateio_wrapper.go b/exchanges/gateio/gateio_wrapper.go index e2fdfa6f..1058a974 100644 --- a/exchanges/gateio/gateio_wrapper.go +++ b/exchanges/gateio/gateio_wrapper.go @@ -13,6 +13,7 @@ import ( "github.com/shopspring/decimal" "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" @@ -124,6 +125,10 @@ func (g *Gateio) SetDefaults() { FundingRateBatching: map[asset.Item]bool{ asset.Futures: true, }, + OpenInterest: exchange.OpenInterestSupport{ + Supported: true, + SupportsRestBatch: true, + }, }, }, Enabled: exchange.FeaturesEnabled{ @@ -2343,3 +2348,138 @@ func contractToFundingRate(name string, item asset.Item, fPair currency.Pair, co func (g *Gateio) IsPerpetualFutureCurrency(a asset.Item, _ currency.Pair) (bool, error) { return a == asset.Futures, nil } + +// GetOpenInterest returns the open interest rate for a given asset pair +func (g *Gateio) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) { + for i := range k { + if k[i].Asset != asset.DeliveryFutures && k[i].Asset != asset.Futures { + // avoid API calls or returning errors after a successful retrieval + return nil, fmt.Errorf("%w %v %v", asset.ErrNotSupported, k[i].Asset, k[i].Pair()) + } + } + if len(k) == 1 { + p, isEnabled, err := g.MatchSymbolCheckEnabled(k[0].Pair().String(), k[0].Asset, false) + if err != nil { + return nil, err + } + if !isEnabled { + return nil, fmt.Errorf("%w %v", asset.ErrNotEnabled, k[0].Pair()) + } + switch k[0].Asset { + case asset.DeliveryFutures: + contractResp, err := g.GetSingleDeliveryContracts(ctx, "usdt", p) + if err != nil { + return nil, err + } + openInterest := contractResp.QuantoMultiplier.Float64() * float64(contractResp.PositionSize) * contractResp.IndexPrice.Float64() + return []futures.OpenInterest{ + { + Key: key.ExchangePairAsset{ + Exchange: g.Name, + Base: k[0].Base, + Quote: k[0].Quote, + Asset: k[0].Asset, + }, + OpenInterest: openInterest, + }, + }, nil + case asset.Futures: + for _, s := range []string{"usd", "usdt", "btc"} { + contractResp, err := g.GetSingleContract(ctx, s, p.String()) + if err != nil { + continue + } + openInterest := contractResp.QuantoMultiplier.Float64() * float64(contractResp.PositionSize) * contractResp.IndexPrice.Float64() + return []futures.OpenInterest{ + { + Key: key.ExchangePairAsset{ + Exchange: g.Name, + Base: k[0].Base, + Quote: k[0].Quote, + Asset: k[0].Asset, + }, + OpenInterest: openInterest, + }, + }, nil + } + } + } + var resp []futures.OpenInterest + for _, a := range g.GetAssetTypes(true) { + switch a { + case asset.DeliveryFutures: + contractResp, err := g.GetAllDeliveryContracts(ctx, "usdt") + if err != nil { + return nil, err + } + + for i := range contractResp { + p, isEnabled, err := g.MatchSymbolCheckEnabled(contractResp[i].Name, a, true) + if err != nil && !errors.Is(err, currency.ErrPairNotFound) { + return nil, err + } + if !isEnabled { + continue + } + var appendData bool + for j := range k { + if k[j].Pair().Equal(p) { + appendData = true + break + } + } + if len(k) > 0 && !appendData { + continue + } + openInterest := contractResp[i].QuantoMultiplier.Float64() * float64(contractResp[i].PositionSize) * contractResp[i].IndexPrice.Float64() + resp = append(resp, futures.OpenInterest{ + Key: key.ExchangePairAsset{ + Exchange: g.Name, + Base: p.Base.Item, + Quote: p.Quote.Item, + Asset: a, + }, + OpenInterest: openInterest, + }) + } + case asset.Futures: + for _, s := range []string{"usd", "usdt", "btc"} { + contractResp, err := g.GetAllFutureContracts(ctx, s) + if err != nil { + return nil, err + } + + for i := range contractResp { + p, isEnabled, err := g.MatchSymbolCheckEnabled(contractResp[i].Name, a, true) + if err != nil && !errors.Is(err, currency.ErrPairNotFound) { + return nil, err + } + if !isEnabled { + continue + } + var appendData bool + for j := range k { + if k[j].Pair().Equal(p) { + appendData = true + break + } + } + if len(k) > 0 && !appendData { + continue + } + openInterest := contractResp[i].QuantoMultiplier.Float64() * float64(contractResp[i].PositionSize) * contractResp[i].IndexPrice.Float64() + resp = append(resp, futures.OpenInterest{ + Key: key.ExchangePairAsset{ + Exchange: g.Name, + Base: p.Base.Item, + Quote: p.Quote.Item, + Asset: a, + }, + OpenInterest: openInterest, + }) + } + } + } + } + return resp, nil +} diff --git a/exchanges/huobi/futures_types.go b/exchanges/huobi/futures_types.go index 2d00860b..692f5645 100644 --- a/exchanges/huobi/futures_types.go +++ b/exchanges/huobi/futures_types.go @@ -39,14 +39,23 @@ type FContractPriceLimits struct { // FContractOIData stores open interest data for futures contracts type FContractOIData struct { - Data []struct { - Symbol string `json:"symbol"` - ContractType string `json:"contract_type"` - Volume float64 `json:"volume"` - Amount float64 `json:"amount"` - ContractCode string `json:"contract_code"` - } `json:"data"` - Timestamp int64 `json:"ts"` + Data []UContractOpenInterest `json:"data"` + Timestamp int64 `json:"ts"` +} + +// UContractOpenInterest stores open interest data for futures contracts +type UContractOpenInterest struct { + Volume float64 `json:"volume"` + Amount float64 `json:"amount"` + Symbol string `json:"symbol"` + Value float64 `json:"value"` + ContractCode string `json:"contract_code"` + TradeAmount float64 `json:"trade_amount"` + TradeVolume float64 `json:"trade_volume"` + TradeTurnover float64 `json:"trade_turnover"` + BusinessType string `json:"business_type"` + Pair string `json:"pair"` + ContractType string `json:"contract_type"` } // FEstimatedDeliveryPriceInfo stores estimated delivery price data for futures diff --git a/exchanges/huobi/huobi_cfutures.go b/exchanges/huobi/huobi_cfutures.go index 0477c8a1..22488ffd 100644 --- a/exchanges/huobi/huobi_cfutures.go +++ b/exchanges/huobi/huobi_cfutures.go @@ -109,7 +109,9 @@ func (h *HUOBI) SwapOpenInterestInformation(ctx context.Context, code currency.P return resp, err } params := url.Values{} - params.Set("contract_code", codeValue) + if !code.IsEmpty() { + params.Set("contract_code", codeValue) + } path := common.EncodeURLValues(huobiSwapOpenInterestInfo, params) return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp) } diff --git a/exchanges/huobi/huobi_futures.go b/exchanges/huobi/huobi_futures.go index a2b1d4f6..388336db 100644 --- a/exchanges/huobi/huobi_futures.go +++ b/exchanges/huobi/huobi_futures.go @@ -75,6 +75,10 @@ const ( fCancelAllTriggerOrders = "/api/v1/contract_trigger_cancelall" fTriggerOpenOrders = "/api/v1/contract_trigger_openorders" fTriggerOrderHistory = "/api/v1/contract_trigger_hisorders" + + uContractOpenInterest = "/linear-swap-api/v1/swap_open_interest" + + fContractDateFormat = "060102" ) // FGetContractInfo gets contract info for futures @@ -140,6 +144,39 @@ func (h *HUOBI) FContractPriceLimitations(ctx context.Context, symbol, contractT return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp) } +// ContractOpenInterestUSDT gets open interest data for futures contracts +func (h *HUOBI) ContractOpenInterestUSDT(ctx context.Context, contractCode, pair currency.Pair, contractType, businessType string) ([]UContractOpenInterest, error) { + params := url.Values{} + if !contractCode.IsEmpty() { + cc, err := h.formatFuturesPair(contractCode, true) + if err != nil { + return nil, err + } + params.Set("contract_code", cc) + } + if !pair.IsEmpty() { + p, err := h.formatFuturesPair(pair, true) + if err != nil { + return nil, err + } + params.Set("pair", p) + } + if contractType != "" { + if !common.StringDataCompareInsensitive(validContractTypes, contractType) { + return nil, fmt.Errorf("invalid contractType") + } + params.Set("contract_type", contractType) + } + if businessType != "" { + params.Set("business_type", businessType) + } + path := common.EncodeURLValues(uContractOpenInterest, params) + var resp struct { + Data []UContractOpenInterest `json:"data"` + } + return resp.Data, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp) +} + // FContractOpenInterest gets open interest data for futures contracts func (h *HUOBI) FContractOpenInterest(ctx context.Context, symbol, contractType string, code currency.Pair) (FContractOIData, error) { var resp FContractOIData @@ -154,11 +191,11 @@ func (h *HUOBI) FContractOpenInterest(ctx context.Context, symbol, contractType params.Set("contract_type", contractType) } if !code.IsEmpty() { - codeValue, err := h.FormatSymbol(code, asset.Futures) + codeValue, err := h.convertContractShortHandToExpiry(code) if err != nil { return resp, err } - params.Set("contract_code", codeValue) + params.Set("contract_code", codeValue.String()) } path := common.EncodeURLValues(fContractOpenInterest, params) return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp) @@ -179,7 +216,7 @@ func (h *HUOBI) FGetEstimatedDeliveryPrice(ctx context.Context, symbol currency. // FGetMarketDepth gets market depth data for futures contracts func (h *HUOBI) FGetMarketDepth(ctx context.Context, symbol currency.Pair, dataType string) (*OBData, error) { - symbolValue, err := h.formatFuturesPair(symbol) + symbolValue, err := h.formatFuturesPair(symbol, false) if err != nil { return nil, err } @@ -219,7 +256,7 @@ func (h *HUOBI) FGetMarketDepth(ctx context.Context, symbol currency.Pair, dataT func (h *HUOBI) FGetKlineData(ctx context.Context, symbol currency.Pair, period string, size int64, startTime, endTime time.Time) (FKlineData, error) { var resp FKlineData params := url.Values{} - symbolValue, err := h.formatFuturesPair(symbol) + symbolValue, err := h.formatFuturesPair(symbol, false) if err != nil { return resp, err } @@ -246,7 +283,7 @@ func (h *HUOBI) FGetKlineData(ctx context.Context, symbol currency.Pair, period func (h *HUOBI) FGetMarketOverviewData(ctx context.Context, symbol currency.Pair) (FMarketOverviewData, error) { var resp FMarketOverviewData params := url.Values{} - symbolValue, err := h.formatFuturesPair(symbol) + symbolValue, err := h.formatFuturesPair(symbol, false) if err != nil { return resp, err } @@ -259,7 +296,7 @@ func (h *HUOBI) FGetMarketOverviewData(ctx context.Context, symbol currency.Pair func (h *HUOBI) FLastTradeData(ctx context.Context, symbol currency.Pair) (FLastTradeData, error) { var resp FLastTradeData params := url.Values{} - symbolValue, err := h.formatFuturesPair(symbol) + symbolValue, err := h.formatFuturesPair(symbol, false) if err != nil { return resp, err } @@ -271,7 +308,7 @@ func (h *HUOBI) FLastTradeData(ctx context.Context, symbol currency.Pair) (FLast // FRequestPublicBatchTrades gets public batch trades for a futures contract func (h *HUOBI) FRequestPublicBatchTrades(ctx context.Context, symbol currency.Pair, size int64) (FBatchTradesForContractData, error) { params := url.Values{} - symbolValue, err := h.formatFuturesPair(symbol) + symbolValue, err := h.formatFuturesPair(symbol, false) if err != nil { return FBatchTradesForContractData{}, err } @@ -432,7 +469,7 @@ func (h *HUOBI) FLiquidationOrders(ctx context.Context, symbol currency.Code, tr func (h *HUOBI) FIndexKline(ctx context.Context, symbol currency.Pair, period string, size int64) (FIndexKlineData, error) { var resp FIndexKlineData params := url.Values{} - symbolValue, err := h.formatFuturesPair(symbol) + symbolValue, err := h.formatFuturesPair(symbol, false) if err != nil { return resp, err } @@ -453,7 +490,7 @@ func (h *HUOBI) FIndexKline(ctx context.Context, symbol currency.Pair, period st func (h *HUOBI) FGetBasisData(ctx context.Context, symbol currency.Pair, period, basisPriceType string, size int64) (FBasisData, error) { var resp FBasisData params := url.Values{} - symbolValue, err := h.formatFuturesPair(symbol) + symbolValue, err := h.formatFuturesPair(symbol, false) if err != nil { return resp, err } @@ -1216,9 +1253,58 @@ func (h *HUOBI) formatFuturesCode(p currency.Code) (string, error) { } // formatFuturesPair handles pairs in the format as "BTC-NW" and "BTC210827" -func (h *HUOBI) formatFuturesPair(p currency.Pair) (string, error) { +func (h *HUOBI) formatFuturesPair(p currency.Pair, convertQuoteToExpiry bool) (string, error) { if common.StringDataCompareInsensitive(validContractShortTypes, p.Quote.String()) { + if convertQuoteToExpiry { + cp, err := h.convertContractShortHandToExpiry(p) + if err != nil { + return "", err + } + return cp.String(), nil + } return p.Format(currency.PairFormat{Delimiter: "_", Uppercase: true}).String(), nil } + if p.Quote.IsStableCurrency() { + return p.Format(currency.PairFormat{Delimiter: "-", Uppercase: true}).String(), nil + } + return h.FormatSymbol(p, asset.Futures) } + +// convertContractShortHandToExpiry converts a contract shorthand eg BTC-CW into a full expiry date +// eg BTC240329 to associate with tradable pair formatting +func (h *HUOBI) convertContractShortHandToExpiry(pair currency.Pair) (currency.Pair, error) { + if !common.StringDataCompareInsensitive(validContractShortTypes, pair.Quote.String()) { + return currency.EMPTYPAIR, fmt.Errorf("%s invalid contract type", pair) + } + + tt := time.Now() + switch pair.Quote.Item.Symbol { + case "NW": + tt = tt.AddDate(0, 0, 7) + fallthrough + case "CW": + for { + if tt.Weekday() == time.Friday { + break + } + tt = tt.AddDate(0, 0, 1) + } + case "NQ": + tt = tt.AddDate(0, 3, 0) + fallthrough + case "CQ": + // Find the next quarter end + for !(tt.Month() == time.March || tt.Month() == time.June || tt.Month() == time.September || tt.Month() == time.December) { + tt = tt.AddDate(0, 1, 0) + } + // Find the last day of the quarter + tt = time.Date(tt.Year(), tt.Month()+1, 0, 0, 0, 0, 0, time.UTC) + // Find the last Friday of the quarter + for tt.Weekday() != time.Friday { + tt = tt.AddDate(0, 0, -1) + } + } + pair.Quote = currency.NewCode(tt.Format(fContractDateFormat)) + return pair, nil +} diff --git a/exchanges/huobi/huobi_test.go b/exchanges/huobi/huobi_test.go index 0cb4716a..bd21cea7 100644 --- a/exchanges/huobi/huobi_test.go +++ b/exchanges/huobi/huobi_test.go @@ -12,7 +12,9 @@ import ( "time" "github.com/gorilla/websocket" + "github.com/stretchr/testify/assert" "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/core" "github.com/thrasher-corp/gocryptotrader/currency" @@ -2688,7 +2690,7 @@ func TestGetAvailableTransferChains(t *testing.T) { } func TestFormatFuturesPair(t *testing.T) { - r, err := h.formatFuturesPair(futuresTestPair) + r, err := h.formatFuturesPair(futuresTestPair, false) if err != nil { t.Error(err) } @@ -2704,7 +2706,7 @@ func TestFormatFuturesPair(t *testing.T) { } // test getting a tradable pair in the format of BTC210827 but make it lower // case to test correct formatting - r, err = h.formatFuturesPair(availInstruments[0]) + r, err = h.formatFuturesPair(availInstruments[0], false) if err != nil { t.Error(err) } @@ -2714,6 +2716,22 @@ func TestFormatFuturesPair(t *testing.T) { if !strings.Contains(r, "BTC") { t.Errorf("expected %s, got %s", "BTC220708", r) } + + r, err = h.formatFuturesPair(futuresTestPair, true) + if err != nil { + t.Error(err) + } + if r == "BTC_CW" { + t.Errorf("expected BTC{{date}}, got %s", r) + } + + r, err = h.formatFuturesPair(currency.NewPair(currency.BTC, currency.USDT), false) + if err != nil { + t.Error(err) + } + if r != "BTC-USDT" { + t.Errorf("expected BTC-USDT, got %s", r) + } } func TestSearchForExistedWithdrawsAndDeposits(t *testing.T) { @@ -2841,3 +2859,95 @@ func TestGetSwapFundingRates(t *testing.T) { t.Error(err) } } + +func TestGetOpenInterest(t *testing.T) { + t.Parallel() + _, err := h.GetOpenInterest(context.Background(), key.PairAsset{ + Base: currency.ETH.Item, + Quote: currency.USDT.Item, + Asset: asset.USDTMarginedFutures, + }) + assert.ErrorIs(t, err, asset.ErrNotSupported) + + resp, err := h.GetOpenInterest(context.Background(), key.PairAsset{ + Base: currency.BTC.Item, + Quote: currency.USD.Item, + Asset: asset.CoinMarginedFutures, + }) + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + resp, err = h.GetOpenInterest(context.Background(), key.PairAsset{ + Base: futuresTestPair.Base.Item, + Quote: futuresTestPair.Quote.Item, + Asset: asset.Futures, + }) + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + resp, err = h.GetOpenInterest(context.Background()) + assert.NoError(t, err) + assert.NotEmpty(t, resp) +} + +func TestContractOpenInterestUSDT(t *testing.T) { + t.Parallel() + resp, err := h.ContractOpenInterestUSDT(context.Background(), currency.EMPTYPAIR, currency.EMPTYPAIR, "", "") + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + cp := currency.NewPair(currency.BTC, currency.USDT) + resp, err = h.ContractOpenInterestUSDT(context.Background(), cp, currency.EMPTYPAIR, "", "") + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + resp, err = h.ContractOpenInterestUSDT(context.Background(), currency.EMPTYPAIR, cp, "", "") + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + resp, err = h.ContractOpenInterestUSDT(context.Background(), cp, currency.EMPTYPAIR, "this_week", "") + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + resp, err = h.ContractOpenInterestUSDT(context.Background(), currency.EMPTYPAIR, currency.EMPTYPAIR, "", "swap") + assert.NoError(t, err) + assert.NotEmpty(t, resp) +} + +func TestConvertContractShortHandToExpiry(t *testing.T) { + t.Parallel() + cp := currency.NewPair(currency.BTC, currency.NewCode("CW")) + cp, err := h.convertContractShortHandToExpiry(cp) + assert.NoError(t, err) + assert.NotEqual(t, cp.Quote.String(), "CW") + tick, err := h.FetchTicker(context.Background(), cp, asset.Futures) + assert.NoError(t, err) + assert.NotZero(t, tick.Close) + + cp = currency.NewPair(currency.BTC, currency.NewCode("NW")) + cp, err = h.convertContractShortHandToExpiry(cp) + assert.NoError(t, err) + assert.NotEqual(t, cp.Quote.String(), "NW") + tick, err = h.FetchTicker(context.Background(), cp, asset.Futures) + assert.NoError(t, err) + assert.NotZero(t, tick.Close) + + cp = currency.NewPair(currency.BTC, currency.NewCode("CQ")) + cp, err = h.convertContractShortHandToExpiry(cp) + assert.NoError(t, err) + assert.NotEqual(t, cp.Quote.String(), "CQ") + tick, err = h.FetchTicker(context.Background(), cp, asset.Futures) + assert.NoError(t, err) + assert.NotZero(t, tick.Close) + + cp = currency.NewPair(currency.BTC, currency.NewCode("NQ")) + cp, err = h.convertContractShortHandToExpiry(cp) + assert.NoError(t, err) + assert.NotEqual(t, cp.Quote.String(), "NQ") + tick, err = h.FetchTicker(context.Background(), cp, asset.Futures) + if err != nil { + // Huobi doesn't always have a next-quarter contract + return + } + assert.NotZero(t, tick.Close) +} diff --git a/exchanges/huobi/huobi_wrapper.go b/exchanges/huobi/huobi_wrapper.go index fd614c42..58368beb 100644 --- a/exchanges/huobi/huobi_wrapper.go +++ b/exchanges/huobi/huobi_wrapper.go @@ -12,6 +12,7 @@ import ( "github.com/shopspring/decimal" "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" @@ -80,7 +81,7 @@ func (h *HUOBI) SetDefaults() { Delimiter: currency.DashDelimiter, }, } - futures := currency.PairStore{ + futuresFormatting := currency.PairStore{ RequestFormat: ¤cy.PairFormat{ Uppercase: true, }, @@ -97,7 +98,7 @@ func (h *HUOBI) SetDefaults() { if err != nil { log.Errorln(log.ExchangeSys, err) } - err = h.StoreAssetPairFormat(asset.Futures, futures) + err = h.StoreAssetPairFormat(asset.Futures, futuresFormatting) if err != nil { log.Errorln(log.ExchangeSys, err) } @@ -155,6 +156,10 @@ func (h *HUOBI) SetDefaults() { FundingRateBatching: map[asset.Item]bool{ asset.CoinMarginedFutures: true, }, + OpenInterest: exchange.OpenInterestSupport{ + Supported: true, + SupportsRestBatch: true, + }, }, }, Enabled: exchange.FeaturesEnabled{ @@ -2304,3 +2309,159 @@ func (h *HUOBI) IsPerpetualFutureCurrency(a asset.Item, _ currency.Pair) (bool, func (h *HUOBI) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error { return common.ErrNotYetImplemented } + +// GetOpenInterest returns the open interest rate for a given asset pair +func (h *HUOBI) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) { + for i := range k { + if k[i].Asset != asset.Futures && k[i].Asset != asset.CoinMarginedFutures { + // avoid API calls or returning errors after a successful retrieval + return nil, fmt.Errorf("%w %v %v", asset.ErrNotSupported, k[i].Asset, k[i].Pair()) + } + } + if len(k) == 1 { + switch k[0].Asset { + case asset.Futures: + _, err := strconv.ParseInt(k[0].Quote.Symbol, 10, 64) + if err == nil { + // Huobi does not like requests being made with contract expiry in them (eg BTC240109) + return nil, fmt.Errorf("%w %v, must use shorthand such as CW (current week)", currency.ErrCurrencyNotSupported, k[0].Pair()) + } + data, err := h.FContractOpenInterest(ctx, "", "", k[0].Pair()) + if err != nil { + data2, err2 := h.ContractOpenInterestUSDT(ctx, k[0].Pair(), currency.EMPTYPAIR, "", "") + if err2 != nil { + return nil, fmt.Errorf("%w %w", err, err2) + } + data.Data = data2 + } + + for i := range data.Data { + var p currency.Pair + p, err = h.MatchSymbolWithAvailablePairs(data.Data[i].ContractCode, k[0].Asset, true) + if err != nil { + if errors.Is(err, currency.ErrPairNotFound) { + continue + } + return nil, err + } + return []futures.OpenInterest{ + { + Key: key.ExchangePairAsset{ + Exchange: h.Name, + Base: p.Base.Item, + Quote: p.Quote.Item, + Asset: k[0].Asset, + }, + OpenInterest: data.Data[i].Amount, + }, + }, nil + } + case asset.CoinMarginedFutures: + data, err := h.SwapOpenInterestInformation(ctx, k[0].Pair()) + if err != nil { + return nil, err + } + for i := range data.Data { + var p currency.Pair + p, err = h.MatchSymbolWithAvailablePairs(data.Data[i].ContractCode, k[0].Asset, true) + if err != nil { + if errors.Is(err, currency.ErrPairNotFound) { + continue + } + return nil, err + } + return []futures.OpenInterest{ + { + Key: key.ExchangePairAsset{ + Exchange: h.Name, + Base: p.Base.Item, + Quote: p.Quote.Item, + Asset: k[0].Asset, + }, + OpenInterest: data.Data[i].Amount, + }, + }, nil + } + } + } + var resp []futures.OpenInterest + for _, a := range h.GetAssetTypes(true) { + switch a { + case asset.Futures: + data, err := h.FContractOpenInterest(ctx, "", "", currency.EMPTYPAIR) + if err != nil { + return nil, err + } + uData, err := h.ContractOpenInterestUSDT(ctx, currency.EMPTYPAIR, currency.EMPTYPAIR, "", "") + if err != nil { + return nil, err + } + allData := make([]UContractOpenInterest, 0, len(data.Data)+len(uData)) + allData = append(allData, data.Data...) + allData = append(allData, uData...) + for i := range allData { + var p currency.Pair + var isEnabled, appendData bool + p, isEnabled, err = h.MatchSymbolCheckEnabled(allData[i].ContractCode, a, true) + if err != nil && !errors.Is(err, currency.ErrPairNotFound) { + return nil, err + } + if !isEnabled { + continue + } + for j := range k { + if k[j].Pair().Equal(p) { + appendData = true + break + } + } + if len(k) > 0 && !appendData { + continue + } + resp = append(resp, futures.OpenInterest{ + Key: key.ExchangePairAsset{ + Exchange: h.Name, + Base: p.Base.Item, + Quote: p.Quote.Item, + Asset: a, + }, + OpenInterest: allData[i].Amount, + }) + } + case asset.CoinMarginedFutures: + data, err := h.SwapOpenInterestInformation(ctx, currency.EMPTYPAIR) + if err != nil { + return nil, err + } + for i := range data.Data { + p, isEnabled, err := h.MatchSymbolCheckEnabled(data.Data[i].ContractCode, a, true) + if err != nil && !errors.Is(err, currency.ErrPairNotFound) { + return nil, err + } + if !isEnabled { + continue + } + var appendData bool + for j := range k { + if k[j].Pair().Equal(p) { + appendData = true + break + } + } + if len(k) > 0 && !appendData { + continue + } + resp = append(resp, futures.OpenInterest{ + Key: key.ExchangePairAsset{ + Exchange: h.Name, + Base: p.Base.Item, + Quote: p.Quote.Item, + Asset: a, + }, + OpenInterest: data.Data[i].Amount, + }) + } + } + } + return resp, nil +} diff --git a/exchanges/interfaces.go b/exchanges/interfaces.go index 48067c7e..192c2e94 100644 --- a/exchanges/interfaces.go +++ b/exchanges/interfaces.go @@ -5,6 +5,7 @@ import ( "sync" "time" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/exchanges/account" @@ -158,6 +159,7 @@ type FunctionalityChecker interface { // FuturesManagement manages futures orders, pnl and collateral calculations type FuturesManagement interface { + GetOpenInterest(context.Context, ...key.PairAsset) ([]futures.OpenInterest, error) ScaleCollateral(ctx context.Context, calculator *futures.CollateralCalculator) (*collateral.ByCurrency, error) GetPositionSummary(context.Context, *futures.PositionSummaryRequest) (*futures.PositionSummary, error) CalculateTotalCollateral(context.Context, *futures.TotalCollateralCalculator) (*futures.TotalCollateralResponse, error) diff --git a/exchanges/kraken/futures_types.go b/exchanges/kraken/futures_types.go index 59a54036..d296c18a 100644 --- a/exchanges/kraken/futures_types.go +++ b/exchanges/kraken/futures_types.go @@ -275,28 +275,16 @@ type FuturesTradeHistoryData struct { } `json:"history"` } +// FuturesTickersData stores info for futures tickers +type FuturesTickersData struct { + Tickers []FuturesTicker `json:"tickers"` + ServerTime string `json:"serverTime"` +} + // FuturesTickerData stores info for futures ticker type FuturesTickerData struct { - Tickers []struct { - Tag string `json:"tag"` - Pair string `json:"pair"` - Symbol string `json:"symbol"` - MarkPrice float64 `json:"markPrice"` - Bid float64 `json:"bid"` - BidSize float64 `json:"bidSize"` - Ask float64 `json:"ask"` - AskSize float64 `json:"askSize"` - Vol24h float64 `json:"vol24h"` - OpenInterest float64 `json:"openInterest"` - Open24H float64 `json:"open24h"` - Last float64 `json:"last"` - LastTime string `json:"lastTime"` - LastSize float64 `json:"lastSize"` - Suspended bool `json:"suspended"` - FundingRate float64 `json:"fundingRate"` - FundingRatePrediction float64 `json:"fundingRatePrediction"` - } `json:"tickers"` - ServerTime string `json:"serverTime"` + Ticker FuturesTicker `json:"ticker"` + ServerTime string `json:"serverTime"` } // FuturesEditedOrderData stores an edited order's data @@ -315,6 +303,27 @@ type FuturesEditedOrderData struct { } `json:"editStatus"` } +// FuturesTicker holds futures ticker data +type FuturesTicker struct { + Tag string `json:"tag"` + Pair string `json:"pair"` + Symbol string `json:"symbol"` + MarkPrice float64 `json:"markPrice"` + Bid float64 `json:"bid"` + BidSize float64 `json:"bidSize"` + Ask float64 `json:"ask"` + AskSize float64 `json:"askSize"` + Vol24h float64 `json:"vol24h"` + OpenInterest float64 `json:"openInterest"` + Open24H float64 `json:"open24h"` + Last float64 `json:"last"` + LastTime string `json:"lastTime"` + LastSize float64 `json:"lastSize"` + Suspended bool `json:"suspended"` + FundingRate float64 `json:"fundingRate"` + FundingRatePrediction float64 `json:"fundingRatePrediction"` +} + // FuturesSendOrderData stores send order data type FuturesSendOrderData struct { SendStatus struct { diff --git a/exchanges/kraken/kraken_futures.go b/exchanges/kraken/kraken_futures.go index 04e8e8e5..1a12f491 100644 --- a/exchanges/kraken/kraken_futures.go +++ b/exchanges/kraken/kraken_futures.go @@ -79,11 +79,17 @@ func (k *Kraken) GetInstruments(ctx context.Context) (FuturesInstrumentData, err } // GetFuturesTickers gets a list of futures tickers and their data -func (k *Kraken) GetFuturesTickers(ctx context.Context) (FuturesTickerData, error) { - var resp FuturesTickerData +func (k *Kraken) GetFuturesTickers(ctx context.Context) (FuturesTickersData, error) { + var resp FuturesTickersData return resp, k.SendHTTPRequest(ctx, exchange.RestFutures, futuresTickers, &resp) } +// GetFuturesTickerBySymbol returns futures ticker data by symbol +func (k *Kraken) GetFuturesTickerBySymbol(ctx context.Context, symbol string) (FuturesTickerData, error) { + var resp FuturesTickerData + return resp, k.SendHTTPRequest(ctx, exchange.RestFutures, futuresTickers+"/"+symbol, &resp) +} + // GetFuturesTradeHistory gets public trade history data for futures func (k *Kraken) GetFuturesTradeHistory(ctx context.Context, symbol currency.Pair, lastTime time.Time) (FuturesTradeHistoryData, error) { var resp FuturesTradeHistoryData diff --git a/exchanges/kraken/kraken_test.go b/exchanges/kraken/kraken_test.go index b405813f..0847413f 100644 --- a/exchanges/kraken/kraken_test.go +++ b/exchanges/kraken/kraken_test.go @@ -16,6 +16,7 @@ import ( "github.com/stretchr/testify/assert" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common/convert" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/core" "github.com/thrasher-corp/gocryptotrader/currency" @@ -2222,7 +2223,7 @@ func TestGetLatestFundingRates(t *testing.T) { cp := currency.NewPair(currency.PF, currency.NewCode("XBTUSD")) cp.Delimiter = "_" err = k.CurrencyPairs.EnablePair(asset.Futures, cp) - if !errors.Is(err, nil) { + if err != nil && !errors.Is(err, currency.ErrPairAlreadyEnabled) { t.Fatal(err) } _, err = k.GetLatestFundingRates(context.Background(), &fundingrate.LatestRateRequest{ @@ -2261,3 +2262,43 @@ func TestIsPerpetualFutureCurrency(t *testing.T) { t.Error("expected true") } } + +func TestGetOpenInterest(t *testing.T) { + t.Parallel() + _, err := k.GetOpenInterest(context.Background(), key.PairAsset{ + Base: currency.ETH.Item, + Quote: currency.USDT.Item, + Asset: asset.USDTMarginedFutures, + }) + assert.ErrorIs(t, err, asset.ErrNotSupported) + + cp1 := currency.NewPair(currency.PF, currency.NewCode("ETHUSD")) + cp2 := currency.NewPair(currency.PF, currency.NewCode("XBTUSD")) + sharedtestvalues.SetupCurrencyPairsForExchangeAsset(t, k, asset.Futures, cp1, cp2) + + resp, err := k.GetOpenInterest(context.Background(), key.PairAsset{ + Base: cp1.Base.Item, + Quote: cp1.Quote.Item, + Asset: asset.Futures, + }) + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + resp, err = k.GetOpenInterest(context.Background(), + key.PairAsset{ + Base: cp1.Base.Item, + Quote: cp1.Quote.Item, + Asset: asset.Futures, + }, + key.PairAsset{ + Base: cp2.Base.Item, + Quote: cp2.Quote.Item, + Asset: asset.Futures, + }) + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + _, err = k.GetOpenInterest(context.Background()) + assert.NoError(t, err) + assert.NotEmpty(t, resp) +} diff --git a/exchanges/kraken/kraken_wrapper.go b/exchanges/kraken/kraken_wrapper.go index ec17c453..75a46840 100644 --- a/exchanges/kraken/kraken_wrapper.go +++ b/exchanges/kraken/kraken_wrapper.go @@ -13,6 +13,7 @@ import ( "github.com/shopspring/decimal" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common/convert" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" @@ -167,6 +168,11 @@ func (k *Kraken) SetDefaults() { FundingRateBatching: map[asset.Item]bool{ asset.Futures: true, }, + OpenInterest: exchange.OpenInterestSupport{ + Supported: true, + SupportsRestBatch: true, + SupportedViaTicker: true, + }, }, }, Enabled: exchange.FeaturesEnabled{ @@ -544,6 +550,7 @@ func (k *Kraken) UpdateTickers(ctx context.Context, a asset.Item) error { Ask: t.Tickers[x].Ask, Volume: t.Tickers[x].Vol24h, Open: t.Tickers[x].Open24H, + OpenInterest: t.Tickers[x].OpenInterest, Pair: pair, ExchangeName: k.Name, AssetType: a}) @@ -1856,3 +1863,49 @@ func (k *Kraken) GetLatestFundingRates(ctx context.Context, r *fundingrate.Lates func (k *Kraken) IsPerpetualFutureCurrency(a asset.Item, cp currency.Pair) (bool, error) { return cp.Base.Equal(currency.PF) && a == asset.Futures, nil } + +// GetOpenInterest returns the open interest rate for a given asset pair +func (k *Kraken) GetOpenInterest(ctx context.Context, keys ...key.PairAsset) ([]futures.OpenInterest, error) { + for i := range keys { + if keys[i].Asset != asset.Futures { + // avoid API calls or returning errors after a successful retrieval + return nil, fmt.Errorf("%w %v %v", asset.ErrNotSupported, keys[i].Asset, keys[i].Pair()) + } + } + futuresTickersData, err := k.GetFuturesTickers(ctx) + if err != nil { + return nil, err + } + resp := make([]futures.OpenInterest, 0, len(futuresTickersData.Tickers)) + for i := range futuresTickersData.Tickers { + var p currency.Pair + var isEnabled bool + p, isEnabled, err = k.MatchSymbolCheckEnabled(futuresTickersData.Tickers[i].Symbol, asset.Futures, true) + if err != nil && !errors.Is(err, currency.ErrPairNotFound) { + return nil, err + } + if !isEnabled { + continue + } + var appendData bool + for j := range keys { + if keys[j].Pair().Equal(p) { + appendData = true + break + } + } + if len(keys) > 0 && !appendData { + continue + } + resp = append(resp, futures.OpenInterest{ + Key: key.ExchangePairAsset{ + Exchange: k.Name, + Base: p.Base.Item, + Quote: p.Quote.Item, + Asset: asset.Futures, + }, + OpenInterest: futuresTickersData.Tickers[i].OpenInterest, + }) + } + return resp, nil +} diff --git a/exchanges/kucoin/kucoin_futures_types.go b/exchanges/kucoin/kucoin_futures_types.go index 1869b328..04fbc419 100644 --- a/exchanges/kucoin/kucoin_futures_types.go +++ b/exchanges/kucoin/kucoin_futures_types.go @@ -54,7 +54,7 @@ type Contract struct { Status string `json:"status"` FundingFeeRate float64 `json:"fundingFeeRate"` PredictedFundingFeeRate float64 `json:"predictedFundingFeeRate"` - OpenInterest string `json:"openInterest"` + OpenInterest types.Number `json:"openInterest"` TurnoverOf24h float64 `json:"turnoverOf24h"` VolumeOf24h float64 `json:"volumeOf24h"` MarkPrice float64 `json:"markPrice"` diff --git a/exchanges/kucoin/kucoin_test.go b/exchanges/kucoin/kucoin_test.go index 46e8d603..f4a249f1 100644 --- a/exchanges/kucoin/kucoin_test.go +++ b/exchanges/kucoin/kucoin_test.go @@ -12,6 +12,7 @@ import ( "github.com/gofrs/uuid" "github.com/stretchr/testify/assert" "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/core" "github.com/thrasher-corp/gocryptotrader/currency" @@ -2598,3 +2599,42 @@ func TestUpdateOrderExecutionLimits(t *testing.T) { } } } + +func TestGetOpenInterest(t *testing.T) { + t.Parallel() + _, err := ku.GetOpenInterest(context.Background(), key.PairAsset{ + Base: currency.ETH.Item, + Quote: currency.USDT.Item, + Asset: asset.USDTMarginedFutures, + }) + assert.ErrorIs(t, err, asset.ErrNotSupported) + + resp, err := ku.GetOpenInterest(context.Background(), key.PairAsset{ + Base: futuresTradablePair.Base.Item, + Quote: futuresTradablePair.Quote.Item, + Asset: asset.Futures, + }) + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + cp1 := currency.NewPair(currency.ETH, currency.USDTM) + sharedtestvalues.SetupCurrencyPairsForExchangeAsset(t, ku, asset.Futures, cp1) + resp, err = ku.GetOpenInterest(context.Background(), + key.PairAsset{ + Base: futuresTradablePair.Base.Item, + Quote: futuresTradablePair.Quote.Item, + Asset: asset.Futures, + }, + key.PairAsset{ + Base: cp1.Base.Item, + Quote: cp1.Quote.Item, + Asset: asset.Futures, + }, + ) + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + resp, err = ku.GetOpenInterest(context.Background()) + assert.NoError(t, err) + assert.NotEmpty(t, resp) +} diff --git a/exchanges/kucoin/kucoin_wrapper.go b/exchanges/kucoin/kucoin_wrapper.go index d9919ffe..bd734bba 100644 --- a/exchanges/kucoin/kucoin_wrapper.go +++ b/exchanges/kucoin/kucoin_wrapper.go @@ -11,6 +11,7 @@ import ( "github.com/shopspring/decimal" "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" @@ -132,6 +133,11 @@ func (ku *Kucoin) SetDefaults() { FundingRateBatching: map[asset.Item]bool{ asset.Futures: true, }, + OpenInterest: exchange.OpenInterestSupport{ + Supported: true, + SupportedViaTicker: true, + SupportsRestBatch: true, + }, }, MaximumOrderHistory: kline.OneDay.Duration() * 7, WithdrawPermissions: exchange.AutoWithdrawCrypto, @@ -379,6 +385,7 @@ func (ku *Kucoin) UpdateTickers(ctx context.Context, assetType asset.Item) error High: ticks[x].HighPrice, Low: ticks[x].LowPrice, Volume: ticks[x].VolumeOf24h, + OpenInterest: ticks[x].OpenInterest.Float64(), Pair: pair, ExchangeName: ku.Name, AssetType: assetType, @@ -1987,3 +1994,49 @@ func (ku *Kucoin) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) return ku.LoadLimits(limits) } + +// GetOpenInterest returns the open interest rate for a given asset pair +func (ku *Kucoin) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) { + for i := range k { + if k[i].Asset != asset.Futures { + // avoid API calls or returning errors after a successful retrieval + return nil, fmt.Errorf("%w %v %v", asset.ErrNotSupported, k[i].Asset, k[i].Pair()) + } + } + contracts, err := ku.GetFuturesOpenContracts(ctx) + if err != nil { + return nil, err + } + resp := make([]futures.OpenInterest, 0, len(contracts)) + for i := range contracts { + var symbol currency.Pair + var enabled bool + symbol, enabled, err = ku.MatchSymbolCheckEnabled(contracts[i].Symbol, asset.Futures, true) + if err != nil && !errors.Is(err, currency.ErrPairNotFound) { + return nil, err + } + if !enabled { + continue + } + var appendData bool + for j := range k { + if k[j].Pair().Equal(symbol) { + appendData = true + break + } + } + if len(k) > 0 && !appendData { + continue + } + resp = append(resp, futures.OpenInterest{ + Key: key.ExchangePairAsset{ + Exchange: ku.Name, + Base: symbol.Base.Item, + Quote: symbol.Quote.Item, + Asset: asset.Futures, + }, + OpenInterest: contracts[i].OpenInterest.Float64(), + }) + } + return resp, nil +} diff --git a/exchanges/okx/okx.go b/exchanges/okx/okx.go index 04710781..232754c5 100644 --- a/exchanges/okx/okx.go +++ b/exchanges/okx/okx.go @@ -3396,8 +3396,8 @@ func (ok *Okx) GetDeliveryHistory(ctx context.Context, instrumentType, underlyin return resp, ok.SendHTTPRequest(ctx, exchange.RestSpot, getDeliveryExerciseHistoryEPL, http.MethodGet, common.EncodeURLValues(publicDeliveryExerciseHistory, params), nil, &resp, false) } -// GetOpenInterest retrieves the total open interest for contracts on OKX -func (ok *Okx) GetOpenInterest(ctx context.Context, instType, uly, instID string) ([]OpenInterest, error) { +// GetOpenInterestData retrieves the total open interest for contracts on OKX +func (ok *Okx) GetOpenInterestData(ctx context.Context, instType, uly, instID string) ([]OpenInterest, error) { params := url.Values{} instType = strings.ToUpper(instType) if instType == "" { @@ -3858,9 +3858,7 @@ func (ok *Okx) GetLongShortRatio(ctx context.Context, currency string, begin, en } // GetContractsOpenInterestAndVolume retrieves the open interest and trading volume for futures and perpetual swaps. -func (ok *Okx) GetContractsOpenInterestAndVolume( - ctx context.Context, currency string, - begin, end time.Time, period kline.Interval) ([]OpenInterestVolume, error) { +func (ok *Okx) GetContractsOpenInterestAndVolume(ctx context.Context, currency string, begin, end time.Time, period kline.Interval) ([]OpenInterestVolume, error) { params := url.Values{} if currency != "" { params.Set("ccy", currency) @@ -3909,8 +3907,7 @@ func (ok *Okx) GetContractsOpenInterestAndVolume( } // GetOptionsOpenInterestAndVolume retrieves the open interest and trading volume for options. -func (ok *Okx) GetOptionsOpenInterestAndVolume(ctx context.Context, currency string, - period kline.Interval) ([]OpenInterestVolume, error) { +func (ok *Okx) GetOptionsOpenInterestAndVolume(ctx context.Context, currency string, period kline.Interval) ([]OpenInterestVolume, error) { params := url.Values{} if currency != "" { params.Set("ccy", currency) diff --git a/exchanges/okx/okx_test.go b/exchanges/okx/okx_test.go index a07a2181..e5b26187 100644 --- a/exchanges/okx/okx_test.go +++ b/exchanges/okx/okx_test.go @@ -14,6 +14,7 @@ import ( "github.com/stretchr/testify/assert" "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/core" "github.com/thrasher-corp/gocryptotrader/currency" @@ -287,10 +288,10 @@ func TestGetDeliveryHistory(t *testing.T) { } } -func TestGetOpenInterest(t *testing.T) { +func TestGetOpenInterestData(t *testing.T) { t.Parallel() - if _, err := ok.GetOpenInterest(contextGenerate(), "FUTURES", "BTC-USDT", ""); err != nil { - t.Error("Okx GetOpenInterest() error", err) + if _, err := ok.GetOpenInterestData(contextGenerate(), "FUTURES", "BTC-USDT", ""); err != nil { + t.Error("Okx GetOpenInterestData() error", err) } } @@ -3751,3 +3752,43 @@ func TestWsProcessOrderbook5(t *testing.T) { t.Errorf("expected %v, received %v", 5, len(got.Bids)) } } + +func TestGetOpenInterest(t *testing.T) { + t.Parallel() + _, err := ok.GetOpenInterest(context.Background(), key.PairAsset{ + Base: currency.ETH.Item, + Quote: currency.USDT.Item, + Asset: asset.USDTMarginedFutures, + }) + assert.ErrorIs(t, err, asset.ErrNotSupported) + + usdSwapCode := currency.NewCode("USD-SWAP") + resp, err := ok.GetOpenInterest(context.Background(), key.PairAsset{ + Base: currency.BTC.Item, + Quote: usdSwapCode.Item, + Asset: asset.PerpetualSwap, + }) + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + cp1 := currency.NewPair(currency.DOGE, usdSwapCode) + sharedtestvalues.SetupCurrencyPairsForExchangeAsset(t, ok, asset.PerpetualSwap, cp1) + resp, err = ok.GetOpenInterest(context.Background(), + key.PairAsset{ + Base: currency.BTC.Item, + Quote: usdSwapCode.Item, + Asset: asset.PerpetualSwap, + }, + key.PairAsset{ + Base: cp1.Base.Item, + Quote: cp1.Quote.Item, + Asset: asset.PerpetualSwap, + }, + ) + assert.NoError(t, err) + assert.NotEmpty(t, resp) + + resp, err = ok.GetOpenInterest(context.Background()) + assert.NoError(t, err) + assert.NotEmpty(t, resp) +} diff --git a/exchanges/okx/okx_wrapper.go b/exchanges/okx/okx_wrapper.go index 84baac7a..4b24e293 100644 --- a/exchanges/okx/okx_wrapper.go +++ b/exchanges/okx/okx_wrapper.go @@ -13,6 +13,7 @@ import ( "github.com/shopspring/decimal" "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" @@ -132,9 +133,13 @@ func (ok *Okx) SetDefaults() { }, WithdrawPermissions: exchange.AutoWithdrawCrypto, FuturesCapabilities: exchange.FuturesCapabilities{ - Positions: true, - Leverage: true, - CollateralMode: true, + Positions: true, + Leverage: true, + CollateralMode: true, + OpenInterest: exchange.OpenInterestSupport{ + Supported: true, + SupportsRestBatch: true, + }, FundingRates: true, MaximumFundingRateHistory: kline.ThreeMonth.Duration(), SupportedFundingRateFrequencies: map[kline.Interval]bool{ @@ -2246,3 +2251,88 @@ func (ok *Okx) GetFuturesContractDetails(ctx context.Context, item asset.Item) ( } return resp, nil } + +// GetOpenInterest returns the open interest rate for a given asset pair +func (ok *Okx) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) { + for i := range k { + if k[i].Asset != asset.Futures && k[i].Asset != asset.PerpetualSwap { + // avoid API calls or returning errors after a successful retrieval + return nil, fmt.Errorf("%w %v %v", asset.ErrNotSupported, k[i].Asset, k[i].Pair()) + } + } + if len(k) != 1 { + var resp []futures.OpenInterest + // TODO: Options support + instTypes := map[string]asset.Item{ + "SWAP": asset.PerpetualSwap, + "FUTURES": asset.Futures, + } + for instType, v := range instTypes { + oid, err := ok.GetOpenInterestData(ctx, instType, "", "") + if err != nil { + return nil, err + } + for j := range oid { + p, isEnabled, err := ok.MatchSymbolCheckEnabled(oid[j].InstrumentID, v, true) + if err != nil && !errors.Is(err, currency.ErrPairNotFound) { + return nil, err + } + if !isEnabled { + continue + } + var appendData bool + for j := range k { + if k[j].Pair().Equal(p) { + appendData = true + break + } + } + if len(k) > 0 && !appendData { + continue + } + resp = append(resp, futures.OpenInterest{ + Key: key.ExchangePairAsset{ + Exchange: ok.Name, + Base: p.Base.Item, + Quote: p.Quote.Item, + Asset: v, + }, + OpenInterest: oid[j].OpenInterest.Float64(), + }) + } + } + return resp, nil + } + resp := make([]futures.OpenInterest, 1) + instTypes := map[asset.Item]string{ + asset.PerpetualSwap: "SWAP", + asset.Futures: "FUTURES", + } + pFmt, err := ok.FormatSymbol(k[0].Pair(), k[0].Asset) + if err != nil { + return nil, err + } + oid, err := ok.GetOpenInterestData(ctx, instTypes[k[0].Asset], "", pFmt) + if err != nil { + return nil, err + } + for i := range oid { + p, isEnabled, err := ok.MatchSymbolCheckEnabled(oid[i].InstrumentID, k[0].Asset, true) + if err != nil && !errors.Is(err, currency.ErrPairNotFound) { + return nil, err + } + if !isEnabled { + continue + } + resp[0] = futures.OpenInterest{ + Key: key.ExchangePairAsset{ + Exchange: ok.Name, + Base: p.Base.Item, + Quote: p.Quote.Item, + Asset: k[0].Asset, + }, + OpenInterest: oid[i].OpenInterest.Float64(), + } + } + return resp, nil +} diff --git a/exchanges/protocol/features.go b/exchanges/protocol/features.go index 2d12a992..5e8cbb89 100644 --- a/exchanges/protocol/features.go +++ b/exchanges/protocol/features.go @@ -46,7 +46,6 @@ type Features struct { MultiChainDeposits bool `json:"multiChainDeposits,omitempty"` MultiChainWithdrawals bool `json:"multiChainWithdrawals,omitempty"` MultiChainDepositRequiresChainSet bool `json:"multiChainDepositRequiresChainSet,omitempty"` - // HasAssetTypeAccountSegregation is when the assets are divided into asset // types instead of just being denoted as spot holdings. HasAssetTypeAccountSegregation bool `json:"hasAssetTypeAccountSegregation,omitempty"` diff --git a/exchanges/sharedtestvalues/sharedtestvalues.go b/exchanges/sharedtestvalues/sharedtestvalues.go index 9bd0e0c8..e74359b7 100644 --- a/exchanges/sharedtestvalues/sharedtestvalues.go +++ b/exchanges/sharedtestvalues/sharedtestvalues.go @@ -3,6 +3,7 @@ package sharedtestvalues import ( "bufio" "bytes" + "errors" "fmt" "os" "path/filepath" @@ -13,7 +14,9 @@ import ( "time" "github.com/stretchr/testify/assert" + "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" + "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/stream" ) @@ -182,3 +185,44 @@ func TestFixtureToDataHandler(t *testing.T, seed, e exchange.IBotExchange, fixtu } assert.NoError(t, s.Err(), "Fixture Scanner should not error") } + +// SetupCurrencyPairsForExchangeAsset enables an asset for an exchange +// and adds the currency pair(s) to the available and enabled list of existing pairs +// if it is already enabled or part of the pairs, no error is raised +func SetupCurrencyPairsForExchangeAsset(t *testing.T, exch exchange.IBotExchange, a asset.Item, cp ...currency.Pair) { + t.Helper() + if len(cp) == 0 { + return + } + b := exch.GetBase() + err := b.CurrencyPairs.SetAssetEnabled(a, true) + if err != nil && !errors.Is(err, currency.ErrAssetAlreadyEnabled) { + t.Fatal(err) + } + availPairs, err := b.CurrencyPairs.GetPairs(a, false) + if err != nil { + t.Fatal(err) + } + apLen := len(availPairs) + enabledPairs, err := b.CurrencyPairs.GetPairs(a, true) + if err != nil { + t.Fatal(err) + } + epLen := len(enabledPairs) + for i := range cp { + availPairs = availPairs.Add(cp[i]) + enabledPairs = enabledPairs.Add(cp[i]) + } + if len(availPairs) != apLen { + err = b.CurrencyPairs.StorePairs(a, availPairs, false) + if err != nil { + t.Fatal(err) + } + } + if len(enabledPairs) != epLen { + err = b.CurrencyPairs.StorePairs(a, enabledPairs, true) + if err != nil { + t.Fatal(err) + } + } +} diff --git a/exchanges/ticker/ticker.go b/exchanges/ticker/ticker.go index faf1cd4c..ef49e3bf 100644 --- a/exchanges/ticker/ticker.go +++ b/exchanges/ticker/ticker.go @@ -14,12 +14,16 @@ import ( ) var ( + // ErrNoTickerFound is when a ticker is not found + ErrNoTickerFound = errors.New("no ticker found") // ErrBidEqualsAsk error for locked markets - ErrBidEqualsAsk = errors.New("bid equals ask this is a crossed or locked market") + ErrBidEqualsAsk = errors.New("bid equals ask this is a crossed or locked market") + errInvalidTicker = errors.New("invalid ticker") errTickerNotFound = errors.New("ticker not found") errExchangeNameIsEmpty = errors.New("exchange name is empty") errBidGreaterThanAsk = errors.New("bid greater than ask this is a crossed or locked market") + errExchangeNotFound = errors.New("exchange not found") ) func init() { @@ -85,14 +89,41 @@ func GetTicker(exchange string, p currency.Pair, a asset.Item) (*Price, error) { Asset: a, }] if !ok { - return nil, fmt.Errorf("no tickers associated with asset type %s %s %s", - exchange, p, a) + return nil, fmt.Errorf("%w %s %s %s", + ErrNoTickerFound, exchange, p, a) } cpy := tick.Price // Don't let external functions have access to underlying return &cpy, nil } +// GetExchangeTickers returns all tickers for a given exchange +func GetExchangeTickers(exchange string) ([]*Price, error) { + return service.getExchangeTickers(exchange) +} + +func (s *Service) getExchangeTickers(exchange string) ([]*Price, error) { + if exchange == "" { + return nil, errExchangeNameIsEmpty + } + exchange = strings.ToLower(exchange) + s.mu.Lock() + defer s.mu.Unlock() + _, ok := s.Exchange[exchange] + if !ok { + return nil, fmt.Errorf("%w %v", errExchangeNotFound, exchange) + } + tickers := make([]*Price, 0, len(s.Tickers)) + for k, v := range s.Tickers { + if k.Exchange != exchange { + continue + } + cpy := v.Price // Don't let external functions have access to underlying + tickers = append(tickers, &cpy) + } + return tickers, nil +} + // FindLast searches for a currency pair and returns the first available func FindLast(p currency.Pair, a asset.Item) (float64, error) { service.mu.Lock() @@ -206,7 +237,7 @@ func (s *Service) setItemID(t *Ticker, p *Price, exch string) error { return nil } -// getAssociations links a singular book with it's dispatch associations +// getAssociations links a singular book with its dispatch associations func (s *Service) getAssociations(exch string) ([]uuid.UUID, error) { if exch == "" { return nil, errExchangeNameIsEmpty diff --git a/exchanges/ticker/ticker_test.go b/exchanges/ticker/ticker_test.go index 624db986..f16fbd66 100644 --- a/exchanges/ticker/ticker_test.go +++ b/exchanges/ticker/ticker_test.go @@ -10,7 +10,9 @@ import ( "testing" "time" + "github.com/gofrs/uuid" "github.com/stretchr/testify/assert" + "github.com/thrasher-corp/gocryptotrader/common/key" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/dispatch" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" @@ -448,3 +450,44 @@ func TestGetAssociation(t *testing.T) { service.mux = cpyMux } + +func TestGetExchangeTickersPublic(t *testing.T) { + _, err := GetExchangeTickers("") + assert.ErrorIs(t, err, errExchangeNameIsEmpty) +} + +func TestGetExchangeTickers(t *testing.T) { + t.Parallel() + s := Service{ + Tickers: make(map[key.ExchangePairAsset]*Ticker), + Exchange: make(map[string]uuid.UUID), + } + + _, err := s.getExchangeTickers("") + assert.ErrorIs(t, err, errExchangeNameIsEmpty) + + _, err = s.getExchangeTickers("test") + assert.ErrorIs(t, err, errExchangeNotFound) + + s.Tickers[key.ExchangePairAsset{ + Exchange: "test", + Base: currency.XBT.Item, + Quote: currency.DOGE.Item, + Asset: asset.Futures, + }] = &Ticker{ + Price: Price{ + Pair: currency.NewPair(currency.XBT, currency.DOGE), + ExchangeName: "test", + AssetType: asset.Futures, + OpenInterest: 1337, + }, + } + s.Exchange["test"] = uuid.Must(uuid.NewV4()) + + resp, err := s.getExchangeTickers("test") + assert.NoError(t, err) + if len(resp) != 1 { + t.Fatal("unexpected length") + } + assert.Equal(t, resp[0].OpenInterest, 1337.0) +} diff --git a/exchanges/ticker/ticker_types.go b/exchanges/ticker/ticker_types.go index 6525a394..9c849499 100644 --- a/exchanges/ticker/ticker_types.go +++ b/exchanges/ticker/ticker_types.go @@ -44,6 +44,7 @@ type Price struct { PriceATH float64 `json:"PriceATH"` Open float64 `json:"Open"` Close float64 `json:"Close"` + OpenInterest float64 `json:"OpenInterest"` Pair currency.Pair `json:"Pair"` ExchangeName string `json:"exchangeName"` AssetType asset.Item `json:"assetType"` diff --git a/gctrpc/rpc.pb.go b/gctrpc/rpc.pb.go index 671684ed..47934c60 100644 --- a/gctrpc/rpc.pb.go +++ b/gctrpc/rpc.pb.go @@ -15424,6 +15424,234 @@ func (x *GetOrderbookAmountByImpactResponse) GetFullOrderbookSideConsumed() bool return false } +type GetOpenInterestRequest struct { + state protoimpl.MessageState + sizeCache protoimpl.SizeCache + unknownFields protoimpl.UnknownFields + + Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"` + Data []*OpenInterestDataRequest `protobuf:"bytes,2,rep,name=data,proto3" json:"data,omitempty"` +} + +func (x *GetOpenInterestRequest) Reset() { + *x = GetOpenInterestRequest{} + if protoimpl.UnsafeEnabled { + mi := &file_rpc_proto_msgTypes[220] + ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) + ms.StoreMessageInfo(mi) + } +} + +func (x *GetOpenInterestRequest) String() string { + return protoimpl.X.MessageStringOf(x) +} + +func (*GetOpenInterestRequest) ProtoMessage() {} + +func (x *GetOpenInterestRequest) ProtoReflect() protoreflect.Message { + mi := &file_rpc_proto_msgTypes[220] + if protoimpl.UnsafeEnabled && x != nil { + ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) + if ms.LoadMessageInfo() == nil { + ms.StoreMessageInfo(mi) + } + return ms + } + return mi.MessageOf(x) +} + +// Deprecated: Use GetOpenInterestRequest.ProtoReflect.Descriptor instead. +func (*GetOpenInterestRequest) Descriptor() ([]byte, []int) { + return file_rpc_proto_rawDescGZIP(), []int{220} +} + +func (x *GetOpenInterestRequest) GetExchange() string { + if x != nil { + return x.Exchange + } + return "" +} + +func (x *GetOpenInterestRequest) GetData() []*OpenInterestDataRequest { + if x != nil { + return x.Data + } + return nil +} + +type OpenInterestDataRequest struct { + state protoimpl.MessageState + sizeCache protoimpl.SizeCache + unknownFields protoimpl.UnknownFields + + Asset string `protobuf:"bytes,1,opt,name=asset,proto3" json:"asset,omitempty"` + Pair *CurrencyPair `protobuf:"bytes,2,opt,name=pair,proto3" json:"pair,omitempty"` +} + +func (x *OpenInterestDataRequest) Reset() { + *x = OpenInterestDataRequest{} + if protoimpl.UnsafeEnabled { + mi := &file_rpc_proto_msgTypes[221] + ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) + ms.StoreMessageInfo(mi) + } +} + +func (x *OpenInterestDataRequest) String() string { + return protoimpl.X.MessageStringOf(x) +} + +func (*OpenInterestDataRequest) ProtoMessage() {} + +func (x *OpenInterestDataRequest) ProtoReflect() protoreflect.Message { + mi := &file_rpc_proto_msgTypes[221] + if protoimpl.UnsafeEnabled && x != nil { + ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) + if ms.LoadMessageInfo() == nil { + ms.StoreMessageInfo(mi) + } + return ms + } + return mi.MessageOf(x) +} + +// Deprecated: Use OpenInterestDataRequest.ProtoReflect.Descriptor instead. +func (*OpenInterestDataRequest) Descriptor() ([]byte, []int) { + return file_rpc_proto_rawDescGZIP(), []int{221} +} + +func (x *OpenInterestDataRequest) GetAsset() string { + if x != nil { + return x.Asset + } + return "" +} + +func (x *OpenInterestDataRequest) GetPair() *CurrencyPair { + if x != nil { + return x.Pair + } + return nil +} + +type GetOpenInterestResponse struct { + state protoimpl.MessageState + sizeCache protoimpl.SizeCache + unknownFields protoimpl.UnknownFields + + Data []*OpenInterestDataResponse `protobuf:"bytes,1,rep,name=data,proto3" json:"data,omitempty"` +} + +func (x *GetOpenInterestResponse) Reset() { + *x = GetOpenInterestResponse{} + if protoimpl.UnsafeEnabled { + mi := &file_rpc_proto_msgTypes[222] + ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) + ms.StoreMessageInfo(mi) + } +} + +func (x *GetOpenInterestResponse) String() string { + return protoimpl.X.MessageStringOf(x) +} + +func (*GetOpenInterestResponse) ProtoMessage() {} + +func (x *GetOpenInterestResponse) ProtoReflect() protoreflect.Message { + mi := &file_rpc_proto_msgTypes[222] + if protoimpl.UnsafeEnabled && x != nil { + ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) + if ms.LoadMessageInfo() == nil { + ms.StoreMessageInfo(mi) + } + return ms + } + return mi.MessageOf(x) +} + +// Deprecated: Use GetOpenInterestResponse.ProtoReflect.Descriptor instead. +func (*GetOpenInterestResponse) Descriptor() ([]byte, []int) { + return file_rpc_proto_rawDescGZIP(), []int{222} +} + +func (x *GetOpenInterestResponse) GetData() []*OpenInterestDataResponse { + if x != nil { + return x.Data + } + return nil +} + +type OpenInterestDataResponse struct { + state protoimpl.MessageState + sizeCache protoimpl.SizeCache + unknownFields protoimpl.UnknownFields + + Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"` + Asset string `protobuf:"bytes,2,opt,name=asset,proto3" json:"asset,omitempty"` + Pair *CurrencyPair `protobuf:"bytes,3,opt,name=pair,proto3" json:"pair,omitempty"` + OpenInterest float64 `protobuf:"fixed64,4,opt,name=open_interest,json=openInterest,proto3" json:"open_interest,omitempty"` +} + +func (x *OpenInterestDataResponse) Reset() { + *x = OpenInterestDataResponse{} + if protoimpl.UnsafeEnabled { + mi := &file_rpc_proto_msgTypes[223] + ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) + ms.StoreMessageInfo(mi) + } +} + +func (x *OpenInterestDataResponse) String() string { + return protoimpl.X.MessageStringOf(x) +} + +func (*OpenInterestDataResponse) ProtoMessage() {} + +func (x *OpenInterestDataResponse) ProtoReflect() protoreflect.Message { + mi := &file_rpc_proto_msgTypes[223] + if protoimpl.UnsafeEnabled && x != nil { + ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) + if ms.LoadMessageInfo() == nil { + ms.StoreMessageInfo(mi) + } + return ms + } + return mi.MessageOf(x) +} + +// Deprecated: Use OpenInterestDataResponse.ProtoReflect.Descriptor instead. +func (*OpenInterestDataResponse) Descriptor() ([]byte, []int) { + return file_rpc_proto_rawDescGZIP(), []int{223} +} + +func (x *OpenInterestDataResponse) GetExchange() string { + if x != nil { + return x.Exchange + } + return "" +} + +func (x *OpenInterestDataResponse) GetAsset() string { + if x != nil { + return x.Asset + } + return "" +} + +func (x *OpenInterestDataResponse) GetPair() *CurrencyPair { + if x != nil { + return x.Pair + } + return nil +} + +func (x *OpenInterestDataResponse) GetOpenInterest() float64 { + if x != nil { + return x.OpenInterest + } + return 0 +} + var File_rpc_proto protoreflect.FileDescriptor var file_rpc_proto_rawDesc = []byte{ @@ -17766,861 +17994,896 @@ var file_rpc_proto_rawDesc = []byte{ 0x64, 0x65, 0x72, 0x62, 0x6f, 0x6f, 0x6b, 0x5f, 0x73, 0x69, 0x64, 0x65, 0x5f, 0x63, 0x6f, 0x6e, 0x73, 0x75, 0x6d, 0x65, 0x64, 0x18, 0x0b, 0x20, 0x01, 0x28, 0x08, 0x52, 0x19, 0x66, 0x75, 0x6c, 0x6c, 0x4f, 0x72, 0x64, 0x65, 0x72, 0x62, 0x6f, 0x6f, 0x6b, 0x53, 0x69, 0x64, 0x65, 0x43, 0x6f, - 0x6e, 0x73, 0x75, 0x6d, 0x65, 0x64, 0x32, 0xa8, 0x6a, 0x0a, 0x15, 0x47, 0x6f, 0x43, 0x72, 0x79, - 0x70, 0x74, 0x6f, 0x54, 0x72, 0x61, 0x64, 0x65, 0x72, 0x53, 0x65, 0x72, 0x76, 0x69, 0x63, 0x65, - 0x12, 0x4f, 0x0a, 0x07, 0x47, 0x65, 0x74, 0x49, 0x6e, 0x66, 0x6f, 0x12, 0x16, 0x2e, 0x67, 0x63, - 0x74, 0x72, 0x70, 0x63, 0x2e, 0x47, 0x65, 0x74, 0x49, 0x6e, 0x66, 0x6f, 0x52, 0x65, 0x71, 0x75, - 0x65, 0x73, 0x74, 0x1a, 0x17, 0x2e, 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gctrpc.GetInfoResponse.RpcEndpointsEntry - nil, // 222: gctrpc.GetCommunicationRelayersResponse.CommunicationRelayersEntry - nil, // 223: gctrpc.GetSusbsytemsResponse.SubsystemsStatusEntry - nil, // 224: gctrpc.GetRPCEndpointsResponse.EndpointsEntry - nil, // 225: gctrpc.GetExchangeOTPsResponse.OtpCodesEntry - nil, // 226: gctrpc.GetExchangeInfoResponse.SupportedAssetsEntry - nil, // 227: gctrpc.OnlineCoins.CoinsEntry - nil, // 228: gctrpc.GetPortfolioSummaryResponse.CoinsOfflineSummaryEntry - nil, // 229: gctrpc.GetPortfolioSummaryResponse.CoinsOnlineSummaryEntry - nil, // 230: gctrpc.Orders.OrderStatusEntry - nil, // 231: gctrpc.GetCryptocurrencyDepositAddressesResponse.AddressesEntry - nil, // 232: gctrpc.GetExchangePairsResponse.SupportedAssetsEntry - nil, // 233: gctrpc.GetTechnicalAnalysisResponse.SignalsEntry - (*timestamppb.Timestamp)(nil), // 234: google.protobuf.Timestamp + (*GetOpenInterestRequest)(nil), // 220: gctrpc.GetOpenInterestRequest + (*OpenInterestDataRequest)(nil), // 221: gctrpc.OpenInterestDataRequest + (*GetOpenInterestResponse)(nil), // 222: gctrpc.GetOpenInterestResponse + (*OpenInterestDataResponse)(nil), // 223: gctrpc.OpenInterestDataResponse + nil, // 224: gctrpc.GetInfoResponse.SubsystemStatusEntry + nil, // 225: gctrpc.GetInfoResponse.RpcEndpointsEntry + nil, // 226: gctrpc.GetCommunicationRelayersResponse.CommunicationRelayersEntry + nil, // 227: gctrpc.GetSusbsytemsResponse.SubsystemsStatusEntry + nil, // 228: gctrpc.GetRPCEndpointsResponse.EndpointsEntry + nil, // 229: gctrpc.GetExchangeOTPsResponse.OtpCodesEntry + nil, // 230: gctrpc.GetExchangeInfoResponse.SupportedAssetsEntry + nil, // 231: gctrpc.OnlineCoins.CoinsEntry + nil, // 232: gctrpc.GetPortfolioSummaryResponse.CoinsOfflineSummaryEntry + nil, // 233: gctrpc.GetPortfolioSummaryResponse.CoinsOnlineSummaryEntry + nil, // 234: gctrpc.Orders.OrderStatusEntry + nil, // 235: gctrpc.GetCryptocurrencyDepositAddressesResponse.AddressesEntry + nil, // 236: gctrpc.GetExchangePairsResponse.SupportedAssetsEntry + nil, // 237: gctrpc.GetTechnicalAnalysisResponse.SignalsEntry + (*timestamppb.Timestamp)(nil), // 238: google.protobuf.Timestamp } var file_rpc_proto_depIdxs = []int32{ - 220, // 0: gctrpc.GetInfoResponse.subsystem_status:type_name -> gctrpc.GetInfoResponse.SubsystemStatusEntry - 221, // 1: gctrpc.GetInfoResponse.rpc_endpoints:type_name -> gctrpc.GetInfoResponse.RpcEndpointsEntry - 222, // 2: gctrpc.GetCommunicationRelayersResponse.communication_relayers:type_name -> gctrpc.GetCommunicationRelayersResponse.CommunicationRelayersEntry - 223, // 3: gctrpc.GetSusbsytemsResponse.subsystems_status:type_name -> gctrpc.GetSusbsytemsResponse.SubsystemsStatusEntry - 224, // 4: gctrpc.GetRPCEndpointsResponse.endpoints:type_name -> gctrpc.GetRPCEndpointsResponse.EndpointsEntry - 225, // 5: gctrpc.GetExchangeOTPsResponse.otp_codes:type_name -> gctrpc.GetExchangeOTPsResponse.OtpCodesEntry - 226, // 6: gctrpc.GetExchangeInfoResponse.supported_assets:type_name -> gctrpc.GetExchangeInfoResponse.SupportedAssetsEntry + 224, // 0: gctrpc.GetInfoResponse.subsystem_status:type_name -> gctrpc.GetInfoResponse.SubsystemStatusEntry + 225, // 1: gctrpc.GetInfoResponse.rpc_endpoints:type_name -> gctrpc.GetInfoResponse.RpcEndpointsEntry + 226, // 2: gctrpc.GetCommunicationRelayersResponse.communication_relayers:type_name -> gctrpc.GetCommunicationRelayersResponse.CommunicationRelayersEntry + 227, // 3: gctrpc.GetSusbsytemsResponse.subsystems_status:type_name -> gctrpc.GetSusbsytemsResponse.SubsystemsStatusEntry + 228, // 4: gctrpc.GetRPCEndpointsResponse.endpoints:type_name -> gctrpc.GetRPCEndpointsResponse.EndpointsEntry + 229, // 5: gctrpc.GetExchangeOTPsResponse.otp_codes:type_name -> gctrpc.GetExchangeOTPsResponse.OtpCodesEntry + 230, // 6: gctrpc.GetExchangeInfoResponse.supported_assets:type_name -> gctrpc.GetExchangeInfoResponse.SupportedAssetsEntry 21, // 7: gctrpc.GetTickerRequest.pair:type_name -> gctrpc.CurrencyPair 21, // 8: gctrpc.TickerResponse.pair:type_name -> gctrpc.CurrencyPair 22, // 9: gctrpc.Tickers.tickers:type_name -> gctrpc.TickerResponse @@ -18895,12 +19162,12 @@ var file_rpc_proto_depIdxs = []int32{ 33, // 18: gctrpc.GetAccountInfoResponse.accounts:type_name -> gctrpc.Account 38, // 19: gctrpc.GetPortfolioResponse.portfolio:type_name -> gctrpc.PortfolioAddress 43, // 20: gctrpc.OfflineCoins.addresses:type_name -> gctrpc.OfflineCoinSummary - 227, // 21: gctrpc.OnlineCoins.coins:type_name -> gctrpc.OnlineCoins.CoinsEntry + 231, // 21: gctrpc.OnlineCoins.coins:type_name -> gctrpc.OnlineCoins.CoinsEntry 42, // 22: gctrpc.GetPortfolioSummaryResponse.coin_totals:type_name -> gctrpc.Coin 42, // 23: gctrpc.GetPortfolioSummaryResponse.coins_offline:type_name -> gctrpc.Coin - 228, // 24: gctrpc.GetPortfolioSummaryResponse.coins_offline_summary:type_name -> gctrpc.GetPortfolioSummaryResponse.CoinsOfflineSummaryEntry + 232, // 24: gctrpc.GetPortfolioSummaryResponse.coins_offline_summary:type_name -> gctrpc.GetPortfolioSummaryResponse.CoinsOfflineSummaryEntry 42, // 25: gctrpc.GetPortfolioSummaryResponse.coins_online:type_name -> gctrpc.Coin - 229, // 26: gctrpc.GetPortfolioSummaryResponse.coins_online_summary:type_name -> gctrpc.GetPortfolioSummaryResponse.CoinsOnlineSummaryEntry + 233, // 26: gctrpc.GetPortfolioSummaryResponse.coins_online_summary:type_name -> gctrpc.GetPortfolioSummaryResponse.CoinsOnlineSummaryEntry 51, // 27: gctrpc.GetForexProvidersResponse.forex_providers:type_name -> gctrpc.ForexProvider 54, // 28: gctrpc.GetForexRatesResponse.forex_rates:type_name -> gctrpc.ForexRatesConversion 57, // 29: gctrpc.OrderDetails.trades:type_name -> gctrpc.TradeHistory @@ -18914,7 +19181,7 @@ var file_rpc_proto_depIdxs = []int32{ 21, // 37: gctrpc.WhaleBombRequest.pair:type_name -> gctrpc.CurrencyPair 21, // 38: gctrpc.CancelOrderRequest.pair:type_name -> gctrpc.CurrencyPair 21, // 39: gctrpc.CancelBatchOrdersRequest.pair:type_name -> gctrpc.CurrencyPair - 230, // 40: gctrpc.Orders.order_status:type_name -> gctrpc.Orders.OrderStatusEntry + 234, // 40: gctrpc.Orders.order_status:type_name -> gctrpc.Orders.OrderStatusEntry 69, // 41: gctrpc.CancelBatchOrdersResponse.orders:type_name -> gctrpc.Orders 69, // 42: gctrpc.CancelAllOrdersResponse.orders:type_name -> gctrpc.Orders 74, // 43: gctrpc.GetEventsResponse.condition_params:type_name -> gctrpc.ConditionParams @@ -18922,16 +19189,16 @@ var file_rpc_proto_depIdxs = []int32{ 74, // 45: gctrpc.AddEventRequest.condition_params:type_name -> gctrpc.ConditionParams 21, // 46: gctrpc.AddEventRequest.pair:type_name -> gctrpc.CurrencyPair 80, // 47: gctrpc.DepositAddresses.addresses:type_name -> gctrpc.DepositAddress - 231, // 48: gctrpc.GetCryptocurrencyDepositAddressesResponse.addresses:type_name -> gctrpc.GetCryptocurrencyDepositAddressesResponse.AddressesEntry + 235, // 48: gctrpc.GetCryptocurrencyDepositAddressesResponse.addresses:type_name -> gctrpc.GetCryptocurrencyDepositAddressesResponse.AddressesEntry 95, // 49: gctrpc.WithdrawalEventByIDResponse.event:type_name -> gctrpc.WithdrawalEventResponse 95, // 50: gctrpc.WithdrawalEventsByExchangeResponse.event:type_name -> gctrpc.WithdrawalEventResponse 96, // 51: gctrpc.WithdrawalEventResponse.exchange:type_name -> gctrpc.WithdrawlExchangeEvent 97, // 52: gctrpc.WithdrawalEventResponse.request:type_name -> gctrpc.WithdrawalRequestEvent - 234, // 53: gctrpc.WithdrawalEventResponse.created_at:type_name -> google.protobuf.Timestamp - 234, // 54: gctrpc.WithdrawalEventResponse.updated_at:type_name -> google.protobuf.Timestamp + 238, // 53: gctrpc.WithdrawalEventResponse.created_at:type_name -> google.protobuf.Timestamp + 238, // 54: gctrpc.WithdrawalEventResponse.updated_at:type_name -> google.protobuf.Timestamp 98, // 55: gctrpc.WithdrawalRequestEvent.fiat:type_name -> gctrpc.FiatWithdrawalEvent 99, // 56: gctrpc.WithdrawalRequestEvent.crypto:type_name -> gctrpc.CryptoWithdrawalEvent - 232, // 57: gctrpc.GetExchangePairsResponse.supported_assets:type_name -> gctrpc.GetExchangePairsResponse.SupportedAssetsEntry + 236, // 57: gctrpc.GetExchangePairsResponse.supported_assets:type_name -> gctrpc.GetExchangePairsResponse.SupportedAssetsEntry 21, // 58: gctrpc.SetExchangePairRequest.pairs:type_name -> gctrpc.CurrencyPair 21, // 59: gctrpc.GetOrderbookStreamRequest.pair:type_name -> gctrpc.CurrencyPair 21, // 60: gctrpc.GetTickerStreamRequest.pair:type_name -> gctrpc.CurrencyPair @@ -19001,10 +19268,10 @@ var file_rpc_proto_depIdxs = []int32{ 21, // 124: gctrpc.GetLatestFundingRateRequest.pair:type_name -> gctrpc.CurrencyPair 171, // 125: gctrpc.GetLatestFundingRateResponse.rate:type_name -> gctrpc.FundingData 21, // 126: gctrpc.GetTechnicalAnalysisRequest.pair:type_name -> gctrpc.CurrencyPair - 234, // 127: gctrpc.GetTechnicalAnalysisRequest.start:type_name -> google.protobuf.Timestamp - 234, // 128: gctrpc.GetTechnicalAnalysisRequest.end:type_name -> google.protobuf.Timestamp + 238, // 127: gctrpc.GetTechnicalAnalysisRequest.start:type_name -> google.protobuf.Timestamp + 238, // 128: gctrpc.GetTechnicalAnalysisRequest.end:type_name -> google.protobuf.Timestamp 21, // 129: gctrpc.GetTechnicalAnalysisRequest.other_pair:type_name -> gctrpc.CurrencyPair - 233, // 130: gctrpc.GetTechnicalAnalysisResponse.signals:type_name -> gctrpc.GetTechnicalAnalysisResponse.SignalsEntry + 237, // 130: gctrpc.GetTechnicalAnalysisResponse.signals:type_name -> gctrpc.GetTechnicalAnalysisResponse.SignalsEntry 212, // 131: gctrpc.GetMarginRatesHistoryRequest.rates:type_name -> gctrpc.MarginRate 210, // 132: gctrpc.MarginRate.lending_payment:type_name -> gctrpc.LendingPayment 211, // 133: gctrpc.MarginRate.borrow_cost:type_name -> gctrpc.BorrowCost @@ -19014,247 +19281,253 @@ var file_rpc_proto_depIdxs = []int32{ 21, // 137: gctrpc.GetOrderbookMovementRequest.pair:type_name -> gctrpc.CurrencyPair 21, // 138: gctrpc.GetOrderbookAmountByNominalRequest.pair:type_name -> gctrpc.CurrencyPair 21, // 139: gctrpc.GetOrderbookAmountByImpactRequest.pair:type_name -> gctrpc.CurrencyPair - 9, // 140: gctrpc.GetInfoResponse.RpcEndpointsEntry.value:type_name -> gctrpc.RPCEndpoint - 3, // 141: gctrpc.GetCommunicationRelayersResponse.CommunicationRelayersEntry.value:type_name -> gctrpc.CommunicationRelayer - 9, // 142: gctrpc.GetRPCEndpointsResponse.EndpointsEntry.value:type_name -> gctrpc.RPCEndpoint - 18, // 143: gctrpc.GetExchangeInfoResponse.SupportedAssetsEntry.value:type_name -> gctrpc.PairsSupported - 44, // 144: gctrpc.OnlineCoins.CoinsEntry.value:type_name -> gctrpc.OnlineCoinSummary - 45, // 145: gctrpc.GetPortfolioSummaryResponse.CoinsOfflineSummaryEntry.value:type_name -> gctrpc.OfflineCoins - 46, // 146: gctrpc.GetPortfolioSummaryResponse.CoinsOnlineSummaryEntry.value:type_name -> gctrpc.OnlineCoins - 81, // 147: gctrpc.GetCryptocurrencyDepositAddressesResponse.AddressesEntry.value:type_name -> gctrpc.DepositAddresses - 18, // 148: gctrpc.GetExchangePairsResponse.SupportedAssetsEntry.value:type_name -> gctrpc.PairsSupported - 207, // 149: gctrpc.GetTechnicalAnalysisResponse.SignalsEntry.value:type_name -> gctrpc.ListOfSignals - 0, // 150: gctrpc.GoCryptoTraderService.GetInfo:input_type -> gctrpc.GetInfoRequest - 6, // 151: gctrpc.GoCryptoTraderService.GetSubsystems:input_type -> gctrpc.GetSubsystemsRequest - 5, // 152: gctrpc.GoCryptoTraderService.EnableSubsystem:input_type -> gctrpc.GenericSubsystemRequest - 5, // 153: gctrpc.GoCryptoTraderService.DisableSubsystem:input_type -> gctrpc.GenericSubsystemRequest - 8, // 154: gctrpc.GoCryptoTraderService.GetRPCEndpoints:input_type -> gctrpc.GetRPCEndpointsRequest - 2, // 155: gctrpc.GoCryptoTraderService.GetCommunicationRelayers:input_type -> gctrpc.GetCommunicationRelayersRequest - 12, // 156: gctrpc.GoCryptoTraderService.GetExchanges:input_type -> gctrpc.GetExchangesRequest - 11, // 157: gctrpc.GoCryptoTraderService.DisableExchange:input_type -> gctrpc.GenericExchangeNameRequest - 11, // 158: gctrpc.GoCryptoTraderService.GetExchangeInfo:input_type -> gctrpc.GenericExchangeNameRequest - 11, // 159: gctrpc.GoCryptoTraderService.GetExchangeOTPCode:input_type -> gctrpc.GenericExchangeNameRequest - 15, // 160: gctrpc.GoCryptoTraderService.GetExchangeOTPCodes:input_type -> gctrpc.GetExchangeOTPsRequest - 11, // 161: gctrpc.GoCryptoTraderService.EnableExchange:input_type -> gctrpc.GenericExchangeNameRequest - 20, // 162: gctrpc.GoCryptoTraderService.GetTicker:input_type -> gctrpc.GetTickerRequest - 23, // 163: gctrpc.GoCryptoTraderService.GetTickers:input_type -> gctrpc.GetTickersRequest - 26, // 164: gctrpc.GoCryptoTraderService.GetOrderbook:input_type -> gctrpc.GetOrderbookRequest - 29, // 165: gctrpc.GoCryptoTraderService.GetOrderbooks:input_type -> gctrpc.GetOrderbooksRequest - 32, // 166: gctrpc.GoCryptoTraderService.GetAccountInfo:input_type -> gctrpc.GetAccountInfoRequest - 32, // 167: gctrpc.GoCryptoTraderService.UpdateAccountInfo:input_type -> gctrpc.GetAccountInfoRequest - 32, // 168: gctrpc.GoCryptoTraderService.GetAccountInfoStream:input_type -> gctrpc.GetAccountInfoRequest - 36, // 169: gctrpc.GoCryptoTraderService.GetConfig:input_type -> gctrpc.GetConfigRequest - 39, // 170: gctrpc.GoCryptoTraderService.GetPortfolio:input_type -> gctrpc.GetPortfolioRequest - 41, // 171: gctrpc.GoCryptoTraderService.GetPortfolioSummary:input_type -> gctrpc.GetPortfolioSummaryRequest - 48, // 172: gctrpc.GoCryptoTraderService.AddPortfolioAddress:input_type -> gctrpc.AddPortfolioAddressRequest - 49, // 173: gctrpc.GoCryptoTraderService.RemovePortfolioAddress:input_type -> gctrpc.RemovePortfolioAddressRequest - 50, // 174: gctrpc.GoCryptoTraderService.GetForexProviders:input_type -> gctrpc.GetForexProvidersRequest - 53, // 175: gctrpc.GoCryptoTraderService.GetForexRates:input_type -> gctrpc.GetForexRatesRequest - 58, // 176: gctrpc.GoCryptoTraderService.GetOrders:input_type -> gctrpc.GetOrdersRequest - 60, // 177: gctrpc.GoCryptoTraderService.GetOrder:input_type -> gctrpc.GetOrderRequest - 61, // 178: gctrpc.GoCryptoTraderService.SubmitOrder:input_type -> gctrpc.SubmitOrderRequest - 64, // 179: gctrpc.GoCryptoTraderService.SimulateOrder:input_type -> gctrpc.SimulateOrderRequest - 66, // 180: gctrpc.GoCryptoTraderService.WhaleBomb:input_type -> gctrpc.WhaleBombRequest - 67, // 181: gctrpc.GoCryptoTraderService.CancelOrder:input_type -> gctrpc.CancelOrderRequest - 68, // 182: gctrpc.GoCryptoTraderService.CancelBatchOrders:input_type -> gctrpc.CancelBatchOrdersRequest - 71, // 183: gctrpc.GoCryptoTraderService.CancelAllOrders:input_type -> gctrpc.CancelAllOrdersRequest - 73, // 184: gctrpc.GoCryptoTraderService.GetEvents:input_type -> gctrpc.GetEventsRequest - 76, // 185: gctrpc.GoCryptoTraderService.AddEvent:input_type -> gctrpc.AddEventRequest - 78, // 186: gctrpc.GoCryptoTraderService.RemoveEvent:input_type -> gctrpc.RemoveEventRequest - 79, // 187: gctrpc.GoCryptoTraderService.GetCryptocurrencyDepositAddresses:input_type -> gctrpc.GetCryptocurrencyDepositAddressesRequest - 83, // 188: gctrpc.GoCryptoTraderService.GetCryptocurrencyDepositAddress:input_type -> gctrpc.GetCryptocurrencyDepositAddressRequest - 85, // 189: gctrpc.GoCryptoTraderService.GetAvailableTransferChains:input_type -> gctrpc.GetAvailableTransferChainsRequest - 87, // 190: gctrpc.GoCryptoTraderService.WithdrawFiatFunds:input_type -> gctrpc.WithdrawFiatRequest - 88, // 191: gctrpc.GoCryptoTraderService.WithdrawCryptocurrencyFunds:input_type -> gctrpc.WithdrawCryptoRequest - 90, // 192: gctrpc.GoCryptoTraderService.WithdrawalEventByID:input_type -> gctrpc.WithdrawalEventByIDRequest - 92, // 193: gctrpc.GoCryptoTraderService.WithdrawalEventsByExchange:input_type -> gctrpc.WithdrawalEventsByExchangeRequest - 93, // 194: gctrpc.GoCryptoTraderService.WithdrawalEventsByDate:input_type -> gctrpc.WithdrawalEventsByDateRequest - 100, // 195: gctrpc.GoCryptoTraderService.GetLoggerDetails:input_type -> gctrpc.GetLoggerDetailsRequest - 102, // 196: gctrpc.GoCryptoTraderService.SetLoggerDetails:input_type -> gctrpc.SetLoggerDetailsRequest - 103, // 197: gctrpc.GoCryptoTraderService.GetExchangePairs:input_type -> gctrpc.GetExchangePairsRequest - 105, // 198: gctrpc.GoCryptoTraderService.SetExchangePair:input_type -> gctrpc.SetExchangePairRequest - 106, // 199: gctrpc.GoCryptoTraderService.GetOrderbookStream:input_type -> gctrpc.GetOrderbookStreamRequest - 107, // 200: gctrpc.GoCryptoTraderService.GetExchangeOrderbookStream:input_type -> gctrpc.GetExchangeOrderbookStreamRequest - 108, // 201: gctrpc.GoCryptoTraderService.GetTickerStream:input_type -> gctrpc.GetTickerStreamRequest - 109, // 202: gctrpc.GoCryptoTraderService.GetExchangeTickerStream:input_type -> gctrpc.GetExchangeTickerStreamRequest - 110, // 203: gctrpc.GoCryptoTraderService.GetAuditEvent:input_type -> gctrpc.GetAuditEventRequest - 121, // 204: gctrpc.GoCryptoTraderService.GCTScriptExecute:input_type -> gctrpc.GCTScriptExecuteRequest - 126, // 205: gctrpc.GoCryptoTraderService.GCTScriptUpload:input_type -> gctrpc.GCTScriptUploadRequest - 127, // 206: gctrpc.GoCryptoTraderService.GCTScriptReadScript:input_type -> gctrpc.GCTScriptReadScriptRequest - 124, // 207: gctrpc.GoCryptoTraderService.GCTScriptStatus:input_type -> gctrpc.GCTScriptStatusRequest - 128, // 208: gctrpc.GoCryptoTraderService.GCTScriptQuery:input_type -> gctrpc.GCTScriptQueryRequest - 122, // 209: gctrpc.GoCryptoTraderService.GCTScriptStop:input_type -> gctrpc.GCTScriptStopRequest - 123, // 210: gctrpc.GoCryptoTraderService.GCTScriptStopAll:input_type -> gctrpc.GCTScriptStopAllRequest - 125, // 211: gctrpc.GoCryptoTraderService.GCTScriptListAll:input_type -> gctrpc.GCTScriptListAllRequest - 129, // 212: gctrpc.GoCryptoTraderService.GCTScriptAutoLoadToggle:input_type -> gctrpc.GCTScriptAutoLoadRequest - 116, // 213: gctrpc.GoCryptoTraderService.GetHistoricCandles:input_type -> gctrpc.GetHistoricCandlesRequest - 133, // 214: gctrpc.GoCryptoTraderService.SetExchangeAsset:input_type -> gctrpc.SetExchangeAssetRequest - 134, // 215: gctrpc.GoCryptoTraderService.SetAllExchangePairs:input_type -> gctrpc.SetExchangeAllPairsRequest - 135, // 216: gctrpc.GoCryptoTraderService.UpdateExchangeSupportedPairs:input_type -> gctrpc.UpdateExchangeSupportedPairsRequest - 136, // 217: gctrpc.GoCryptoTraderService.GetExchangeAssets:input_type -> gctrpc.GetExchangeAssetsRequest - 138, // 218: gctrpc.GoCryptoTraderService.WebsocketGetInfo:input_type -> gctrpc.WebsocketGetInfoRequest - 140, // 219: gctrpc.GoCryptoTraderService.WebsocketSetEnabled:input_type -> gctrpc.WebsocketSetEnabledRequest - 141, // 220: gctrpc.GoCryptoTraderService.WebsocketGetSubscriptions:input_type -> gctrpc.WebsocketGetSubscriptionsRequest - 144, // 221: gctrpc.GoCryptoTraderService.WebsocketSetProxy:input_type -> gctrpc.WebsocketSetProxyRequest - 145, // 222: gctrpc.GoCryptoTraderService.WebsocketSetURL:input_type -> gctrpc.WebsocketSetURLRequest - 112, // 223: gctrpc.GoCryptoTraderService.GetRecentTrades:input_type -> gctrpc.GetSavedTradesRequest - 112, // 224: gctrpc.GoCryptoTraderService.GetHistoricTrades:input_type -> gctrpc.GetSavedTradesRequest - 112, // 225: gctrpc.GoCryptoTraderService.GetSavedTrades:input_type -> gctrpc.GetSavedTradesRequest - 115, // 226: gctrpc.GoCryptoTraderService.ConvertTradesToCandles:input_type -> gctrpc.ConvertTradesToCandlesRequest - 146, // 227: gctrpc.GoCryptoTraderService.FindMissingSavedCandleIntervals:input_type -> gctrpc.FindMissingCandlePeriodsRequest - 147, // 228: gctrpc.GoCryptoTraderService.FindMissingSavedTradeIntervals:input_type -> gctrpc.FindMissingTradePeriodsRequest - 149, // 229: gctrpc.GoCryptoTraderService.SetExchangeTradeProcessing:input_type -> gctrpc.SetExchangeTradeProcessingRequest - 150, // 230: gctrpc.GoCryptoTraderService.UpsertDataHistoryJob:input_type -> gctrpc.UpsertDataHistoryJobRequest - 154, // 231: gctrpc.GoCryptoTraderService.GetDataHistoryJobDetails:input_type -> gctrpc.GetDataHistoryJobDetailsRequest - 0, // 232: gctrpc.GoCryptoTraderService.GetActiveDataHistoryJobs:input_type -> gctrpc.GetInfoRequest - 158, // 233: gctrpc.GoCryptoTraderService.GetDataHistoryJobsBetween:input_type -> gctrpc.GetDataHistoryJobsBetweenRequest - 154, // 234: gctrpc.GoCryptoTraderService.GetDataHistoryJobSummary:input_type -> gctrpc.GetDataHistoryJobDetailsRequest - 159, // 235: gctrpc.GoCryptoTraderService.SetDataHistoryJobStatus:input_type -> gctrpc.SetDataHistoryJobStatusRequest - 160, // 236: gctrpc.GoCryptoTraderService.UpdateDataHistoryJobPrerequisite:input_type -> gctrpc.UpdateDataHistoryJobPrerequisiteRequest - 58, // 237: gctrpc.GoCryptoTraderService.GetManagedOrders:input_type -> gctrpc.GetOrdersRequest - 161, // 238: gctrpc.GoCryptoTraderService.ModifyOrder:input_type -> gctrpc.ModifyOrderRequest - 163, // 239: gctrpc.GoCryptoTraderService.CurrencyStateGetAll:input_type -> gctrpc.CurrencyStateGetAllRequest - 164, // 240: gctrpc.GoCryptoTraderService.CurrencyStateTrading:input_type -> gctrpc.CurrencyStateTradingRequest - 167, // 241: gctrpc.GoCryptoTraderService.CurrencyStateDeposit:input_type -> gctrpc.CurrencyStateDepositRequest - 166, // 242: gctrpc.GoCryptoTraderService.CurrencyStateWithdraw:input_type -> gctrpc.CurrencyStateWithdrawRequest - 165, // 243: gctrpc.GoCryptoTraderService.CurrencyStateTradingPair:input_type -> gctrpc.CurrencyStateTradingPairRequest - 177, // 244: gctrpc.GoCryptoTraderService.GetFuturesPositionsSummary:input_type -> gctrpc.GetFuturesPositionsSummaryRequest - 179, // 245: gctrpc.GoCryptoTraderService.GetFuturesPositionsOrders:input_type -> gctrpc.GetFuturesPositionsOrdersRequest - 195, // 246: gctrpc.GoCryptoTraderService.GetCollateral:input_type -> gctrpc.GetCollateralRequest - 204, // 247: gctrpc.GoCryptoTraderService.Shutdown:input_type -> gctrpc.ShutdownRequest - 206, // 248: gctrpc.GoCryptoTraderService.GetTechnicalAnalysis:input_type -> gctrpc.GetTechnicalAnalysisRequest - 209, // 249: gctrpc.GoCryptoTraderService.GetMarginRatesHistory:input_type -> gctrpc.GetMarginRatesHistoryRequest - 174, // 250: gctrpc.GoCryptoTraderService.GetManagedPosition:input_type -> gctrpc.GetManagedPositionRequest - 175, // 251: gctrpc.GoCryptoTraderService.GetAllManagedPositions:input_type -> gctrpc.GetAllManagedPositionsRequest - 200, // 252: gctrpc.GoCryptoTraderService.GetFundingRates:input_type -> gctrpc.GetFundingRatesRequest - 202, // 253: gctrpc.GoCryptoTraderService.GetLatestFundingRate:input_type -> gctrpc.GetLatestFundingRateRequest - 214, // 254: gctrpc.GoCryptoTraderService.GetOrderbookMovement:input_type -> gctrpc.GetOrderbookMovementRequest - 216, // 255: gctrpc.GoCryptoTraderService.GetOrderbookAmountByNominal:input_type -> gctrpc.GetOrderbookAmountByNominalRequest - 218, // 256: gctrpc.GoCryptoTraderService.GetOrderbookAmountByImpact:input_type -> gctrpc.GetOrderbookAmountByImpactRequest - 181, // 257: gctrpc.GoCryptoTraderService.GetCollateralMode:input_type -> gctrpc.GetCollateralModeRequest - 191, // 258: gctrpc.GoCryptoTraderService.GetLeverage:input_type -> gctrpc.GetLeverageRequest - 183, // 259: gctrpc.GoCryptoTraderService.SetCollateralMode:input_type -> gctrpc.SetCollateralModeRequest - 189, // 260: gctrpc.GoCryptoTraderService.SetMarginType:input_type -> gctrpc.SetMarginTypeRequest - 193, // 261: gctrpc.GoCryptoTraderService.SetLeverage:input_type -> gctrpc.SetLeverageRequest - 187, // 262: gctrpc.GoCryptoTraderService.ChangePositionMargin:input_type -> gctrpc.ChangePositionMarginRequest - 1, // 263: gctrpc.GoCryptoTraderService.GetInfo:output_type -> gctrpc.GetInfoResponse - 7, // 264: gctrpc.GoCryptoTraderService.GetSubsystems:output_type -> gctrpc.GetSusbsytemsResponse - 132, // 265: gctrpc.GoCryptoTraderService.EnableSubsystem:output_type -> gctrpc.GenericResponse - 132, // 266: gctrpc.GoCryptoTraderService.DisableSubsystem:output_type -> gctrpc.GenericResponse - 10, // 267: gctrpc.GoCryptoTraderService.GetRPCEndpoints:output_type -> gctrpc.GetRPCEndpointsResponse - 4, // 268: gctrpc.GoCryptoTraderService.GetCommunicationRelayers:output_type -> gctrpc.GetCommunicationRelayersResponse - 13, // 269: gctrpc.GoCryptoTraderService.GetExchanges:output_type -> gctrpc.GetExchangesResponse - 132, // 270: gctrpc.GoCryptoTraderService.DisableExchange:output_type -> gctrpc.GenericResponse - 19, // 271: gctrpc.GoCryptoTraderService.GetExchangeInfo:output_type -> gctrpc.GetExchangeInfoResponse - 14, // 272: gctrpc.GoCryptoTraderService.GetExchangeOTPCode:output_type -> gctrpc.GetExchangeOTPResponse - 16, // 273: gctrpc.GoCryptoTraderService.GetExchangeOTPCodes:output_type -> gctrpc.GetExchangeOTPsResponse - 132, // 274: gctrpc.GoCryptoTraderService.EnableExchange:output_type -> gctrpc.GenericResponse - 22, // 275: gctrpc.GoCryptoTraderService.GetTicker:output_type -> gctrpc.TickerResponse - 25, // 276: gctrpc.GoCryptoTraderService.GetTickers:output_type -> gctrpc.GetTickersResponse - 28, // 277: gctrpc.GoCryptoTraderService.GetOrderbook:output_type -> gctrpc.OrderbookResponse - 31, // 278: gctrpc.GoCryptoTraderService.GetOrderbooks:output_type -> gctrpc.GetOrderbooksResponse - 35, // 279: gctrpc.GoCryptoTraderService.GetAccountInfo:output_type -> gctrpc.GetAccountInfoResponse - 35, // 280: gctrpc.GoCryptoTraderService.UpdateAccountInfo:output_type -> gctrpc.GetAccountInfoResponse - 35, // 281: gctrpc.GoCryptoTraderService.GetAccountInfoStream:output_type -> gctrpc.GetAccountInfoResponse - 37, // 282: gctrpc.GoCryptoTraderService.GetConfig:output_type -> gctrpc.GetConfigResponse - 40, // 283: gctrpc.GoCryptoTraderService.GetPortfolio:output_type -> gctrpc.GetPortfolioResponse - 47, // 284: gctrpc.GoCryptoTraderService.GetPortfolioSummary:output_type -> gctrpc.GetPortfolioSummaryResponse - 132, // 285: gctrpc.GoCryptoTraderService.AddPortfolioAddress:output_type -> gctrpc.GenericResponse - 132, // 286: gctrpc.GoCryptoTraderService.RemovePortfolioAddress:output_type -> gctrpc.GenericResponse - 52, // 287: gctrpc.GoCryptoTraderService.GetForexProviders:output_type -> gctrpc.GetForexProvidersResponse - 55, // 288: gctrpc.GoCryptoTraderService.GetForexRates:output_type -> gctrpc.GetForexRatesResponse - 59, // 289: gctrpc.GoCryptoTraderService.GetOrders:output_type -> gctrpc.GetOrdersResponse - 56, // 290: gctrpc.GoCryptoTraderService.GetOrder:output_type -> gctrpc.OrderDetails - 63, // 291: gctrpc.GoCryptoTraderService.SubmitOrder:output_type -> gctrpc.SubmitOrderResponse - 65, // 292: gctrpc.GoCryptoTraderService.SimulateOrder:output_type -> gctrpc.SimulateOrderResponse - 65, // 293: gctrpc.GoCryptoTraderService.WhaleBomb:output_type -> gctrpc.SimulateOrderResponse - 132, // 294: gctrpc.GoCryptoTraderService.CancelOrder:output_type -> gctrpc.GenericResponse - 70, // 295: gctrpc.GoCryptoTraderService.CancelBatchOrders:output_type -> gctrpc.CancelBatchOrdersResponse - 72, // 296: gctrpc.GoCryptoTraderService.CancelAllOrders:output_type -> gctrpc.CancelAllOrdersResponse - 75, // 297: gctrpc.GoCryptoTraderService.GetEvents:output_type -> gctrpc.GetEventsResponse - 77, // 298: gctrpc.GoCryptoTraderService.AddEvent:output_type -> gctrpc.AddEventResponse - 132, // 299: gctrpc.GoCryptoTraderService.RemoveEvent:output_type -> gctrpc.GenericResponse - 82, // 300: gctrpc.GoCryptoTraderService.GetCryptocurrencyDepositAddresses:output_type -> gctrpc.GetCryptocurrencyDepositAddressesResponse - 84, // 301: gctrpc.GoCryptoTraderService.GetCryptocurrencyDepositAddress:output_type -> gctrpc.GetCryptocurrencyDepositAddressResponse - 86, // 302: gctrpc.GoCryptoTraderService.GetAvailableTransferChains:output_type -> gctrpc.GetAvailableTransferChainsResponse - 89, // 303: gctrpc.GoCryptoTraderService.WithdrawFiatFunds:output_type -> gctrpc.WithdrawResponse - 89, // 304: gctrpc.GoCryptoTraderService.WithdrawCryptocurrencyFunds:output_type -> gctrpc.WithdrawResponse - 91, // 305: gctrpc.GoCryptoTraderService.WithdrawalEventByID:output_type -> gctrpc.WithdrawalEventByIDResponse - 94, // 306: gctrpc.GoCryptoTraderService.WithdrawalEventsByExchange:output_type -> gctrpc.WithdrawalEventsByExchangeResponse - 94, // 307: gctrpc.GoCryptoTraderService.WithdrawalEventsByDate:output_type -> gctrpc.WithdrawalEventsByExchangeResponse - 101, // 308: gctrpc.GoCryptoTraderService.GetLoggerDetails:output_type -> gctrpc.GetLoggerDetailsResponse - 101, // 309: gctrpc.GoCryptoTraderService.SetLoggerDetails:output_type -> gctrpc.GetLoggerDetailsResponse - 104, // 310: gctrpc.GoCryptoTraderService.GetExchangePairs:output_type -> gctrpc.GetExchangePairsResponse - 132, // 311: gctrpc.GoCryptoTraderService.SetExchangePair:output_type -> gctrpc.GenericResponse - 28, // 312: gctrpc.GoCryptoTraderService.GetOrderbookStream:output_type -> gctrpc.OrderbookResponse - 28, // 313: gctrpc.GoCryptoTraderService.GetExchangeOrderbookStream:output_type -> gctrpc.OrderbookResponse - 22, // 314: gctrpc.GoCryptoTraderService.GetTickerStream:output_type -> gctrpc.TickerResponse - 22, // 315: gctrpc.GoCryptoTraderService.GetExchangeTickerStream:output_type -> gctrpc.TickerResponse - 111, // 316: gctrpc.GoCryptoTraderService.GetAuditEvent:output_type -> gctrpc.GetAuditEventResponse - 132, // 317: gctrpc.GoCryptoTraderService.GCTScriptExecute:output_type -> gctrpc.GenericResponse - 132, // 318: gctrpc.GoCryptoTraderService.GCTScriptUpload:output_type -> gctrpc.GenericResponse - 131, // 319: gctrpc.GoCryptoTraderService.GCTScriptReadScript:output_type -> gctrpc.GCTScriptQueryResponse - 130, // 320: gctrpc.GoCryptoTraderService.GCTScriptStatus:output_type -> gctrpc.GCTScriptStatusResponse - 131, // 321: gctrpc.GoCryptoTraderService.GCTScriptQuery:output_type -> gctrpc.GCTScriptQueryResponse - 132, // 322: gctrpc.GoCryptoTraderService.GCTScriptStop:output_type -> gctrpc.GenericResponse - 132, // 323: gctrpc.GoCryptoTraderService.GCTScriptStopAll:output_type -> gctrpc.GenericResponse - 130, // 324: gctrpc.GoCryptoTraderService.GCTScriptListAll:output_type -> gctrpc.GCTScriptStatusResponse - 132, // 325: gctrpc.GoCryptoTraderService.GCTScriptAutoLoadToggle:output_type -> gctrpc.GenericResponse - 117, // 326: gctrpc.GoCryptoTraderService.GetHistoricCandles:output_type -> gctrpc.GetHistoricCandlesResponse - 132, // 327: gctrpc.GoCryptoTraderService.SetExchangeAsset:output_type -> gctrpc.GenericResponse - 132, // 328: gctrpc.GoCryptoTraderService.SetAllExchangePairs:output_type -> gctrpc.GenericResponse - 132, // 329: gctrpc.GoCryptoTraderService.UpdateExchangeSupportedPairs:output_type -> gctrpc.GenericResponse - 137, // 330: gctrpc.GoCryptoTraderService.GetExchangeAssets:output_type -> gctrpc.GetExchangeAssetsResponse - 139, // 331: gctrpc.GoCryptoTraderService.WebsocketGetInfo:output_type -> gctrpc.WebsocketGetInfoResponse - 132, // 332: gctrpc.GoCryptoTraderService.WebsocketSetEnabled:output_type -> gctrpc.GenericResponse - 143, // 333: gctrpc.GoCryptoTraderService.WebsocketGetSubscriptions:output_type -> gctrpc.WebsocketGetSubscriptionsResponse - 132, // 334: gctrpc.GoCryptoTraderService.WebsocketSetProxy:output_type -> gctrpc.GenericResponse - 132, // 335: gctrpc.GoCryptoTraderService.WebsocketSetURL:output_type -> gctrpc.GenericResponse - 114, // 336: gctrpc.GoCryptoTraderService.GetRecentTrades:output_type -> gctrpc.SavedTradesResponse - 114, // 337: gctrpc.GoCryptoTraderService.GetHistoricTrades:output_type -> gctrpc.SavedTradesResponse - 114, // 338: gctrpc.GoCryptoTraderService.GetSavedTrades:output_type -> gctrpc.SavedTradesResponse - 117, // 339: gctrpc.GoCryptoTraderService.ConvertTradesToCandles:output_type -> gctrpc.GetHistoricCandlesResponse - 148, // 340: gctrpc.GoCryptoTraderService.FindMissingSavedCandleIntervals:output_type -> gctrpc.FindMissingIntervalsResponse - 148, // 341: gctrpc.GoCryptoTraderService.FindMissingSavedTradeIntervals:output_type -> gctrpc.FindMissingIntervalsResponse - 132, // 342: gctrpc.GoCryptoTraderService.SetExchangeTradeProcessing:output_type -> gctrpc.GenericResponse - 153, // 343: gctrpc.GoCryptoTraderService.UpsertDataHistoryJob:output_type -> gctrpc.UpsertDataHistoryJobResponse - 155, // 344: gctrpc.GoCryptoTraderService.GetDataHistoryJobDetails:output_type -> gctrpc.DataHistoryJob - 157, // 345: gctrpc.GoCryptoTraderService.GetActiveDataHistoryJobs:output_type -> gctrpc.DataHistoryJobs - 157, // 346: gctrpc.GoCryptoTraderService.GetDataHistoryJobsBetween:output_type -> gctrpc.DataHistoryJobs - 155, // 347: gctrpc.GoCryptoTraderService.GetDataHistoryJobSummary:output_type -> gctrpc.DataHistoryJob - 132, // 348: gctrpc.GoCryptoTraderService.SetDataHistoryJobStatus:output_type -> gctrpc.GenericResponse - 132, // 349: gctrpc.GoCryptoTraderService.UpdateDataHistoryJobPrerequisite:output_type -> gctrpc.GenericResponse - 59, // 350: gctrpc.GoCryptoTraderService.GetManagedOrders:output_type -> gctrpc.GetOrdersResponse - 162, // 351: gctrpc.GoCryptoTraderService.ModifyOrder:output_type -> gctrpc.ModifyOrderResponse - 168, // 352: gctrpc.GoCryptoTraderService.CurrencyStateGetAll:output_type -> gctrpc.CurrencyStateResponse - 132, // 353: gctrpc.GoCryptoTraderService.CurrencyStateTrading:output_type -> gctrpc.GenericResponse - 132, // 354: gctrpc.GoCryptoTraderService.CurrencyStateDeposit:output_type -> gctrpc.GenericResponse - 132, // 355: gctrpc.GoCryptoTraderService.CurrencyStateWithdraw:output_type -> gctrpc.GenericResponse - 132, // 356: gctrpc.GoCryptoTraderService.CurrencyStateTradingPair:output_type -> gctrpc.GenericResponse - 178, // 357: gctrpc.GoCryptoTraderService.GetFuturesPositionsSummary:output_type -> gctrpc.GetFuturesPositionsSummaryResponse - 180, // 358: gctrpc.GoCryptoTraderService.GetFuturesPositionsOrders:output_type -> gctrpc.GetFuturesPositionsOrdersResponse - 196, // 359: gctrpc.GoCryptoTraderService.GetCollateral:output_type -> gctrpc.GetCollateralResponse - 205, // 360: gctrpc.GoCryptoTraderService.Shutdown:output_type -> gctrpc.ShutdownResponse - 208, // 361: gctrpc.GoCryptoTraderService.GetTechnicalAnalysis:output_type -> gctrpc.GetTechnicalAnalysisResponse - 213, // 362: gctrpc.GoCryptoTraderService.GetMarginRatesHistory:output_type -> gctrpc.GetMarginRatesHistoryResponse - 176, // 363: gctrpc.GoCryptoTraderService.GetManagedPosition:output_type -> gctrpc.GetManagedPositionsResponse - 176, // 364: gctrpc.GoCryptoTraderService.GetAllManagedPositions:output_type -> gctrpc.GetManagedPositionsResponse - 201, // 365: gctrpc.GoCryptoTraderService.GetFundingRates:output_type -> gctrpc.GetFundingRatesResponse - 203, // 366: gctrpc.GoCryptoTraderService.GetLatestFundingRate:output_type -> gctrpc.GetLatestFundingRateResponse - 215, // 367: gctrpc.GoCryptoTraderService.GetOrderbookMovement:output_type -> gctrpc.GetOrderbookMovementResponse - 217, // 368: gctrpc.GoCryptoTraderService.GetOrderbookAmountByNominal:output_type -> gctrpc.GetOrderbookAmountByNominalResponse - 219, // 369: gctrpc.GoCryptoTraderService.GetOrderbookAmountByImpact:output_type -> gctrpc.GetOrderbookAmountByImpactResponse - 182, // 370: gctrpc.GoCryptoTraderService.GetCollateralMode:output_type -> gctrpc.GetCollateralModeResponse - 192, // 371: gctrpc.GoCryptoTraderService.GetLeverage:output_type -> gctrpc.GetLeverageResponse - 184, // 372: gctrpc.GoCryptoTraderService.SetCollateralMode:output_type -> gctrpc.SetCollateralModeResponse - 190, // 373: gctrpc.GoCryptoTraderService.SetMarginType:output_type -> gctrpc.SetMarginTypeResponse - 194, // 374: gctrpc.GoCryptoTraderService.SetLeverage:output_type -> gctrpc.SetLeverageResponse - 188, // 375: gctrpc.GoCryptoTraderService.ChangePositionMargin:output_type -> gctrpc.ChangePositionMarginResponse - 263, // [263:376] is the sub-list for method output_type - 150, // [150:263] is the sub-list for method input_type - 150, // [150:150] is the sub-list for extension type_name - 150, // [150:150] is the sub-list for extension extendee - 0, // [0:150] is the sub-list for field type_name + 221, // 140: gctrpc.GetOpenInterestRequest.data:type_name -> gctrpc.OpenInterestDataRequest + 21, // 141: gctrpc.OpenInterestDataRequest.pair:type_name -> gctrpc.CurrencyPair + 223, // 142: gctrpc.GetOpenInterestResponse.data:type_name -> gctrpc.OpenInterestDataResponse + 21, // 143: gctrpc.OpenInterestDataResponse.pair:type_name -> gctrpc.CurrencyPair + 9, // 144: gctrpc.GetInfoResponse.RpcEndpointsEntry.value:type_name -> gctrpc.RPCEndpoint + 3, // 145: gctrpc.GetCommunicationRelayersResponse.CommunicationRelayersEntry.value:type_name -> gctrpc.CommunicationRelayer + 9, // 146: gctrpc.GetRPCEndpointsResponse.EndpointsEntry.value:type_name -> gctrpc.RPCEndpoint + 18, // 147: gctrpc.GetExchangeInfoResponse.SupportedAssetsEntry.value:type_name -> gctrpc.PairsSupported + 44, // 148: gctrpc.OnlineCoins.CoinsEntry.value:type_name -> gctrpc.OnlineCoinSummary + 45, // 149: gctrpc.GetPortfolioSummaryResponse.CoinsOfflineSummaryEntry.value:type_name -> gctrpc.OfflineCoins + 46, // 150: gctrpc.GetPortfolioSummaryResponse.CoinsOnlineSummaryEntry.value:type_name -> gctrpc.OnlineCoins + 81, // 151: gctrpc.GetCryptocurrencyDepositAddressesResponse.AddressesEntry.value:type_name -> gctrpc.DepositAddresses + 18, // 152: gctrpc.GetExchangePairsResponse.SupportedAssetsEntry.value:type_name -> gctrpc.PairsSupported + 207, // 153: gctrpc.GetTechnicalAnalysisResponse.SignalsEntry.value:type_name -> gctrpc.ListOfSignals + 0, // 154: gctrpc.GoCryptoTraderService.GetInfo:input_type -> gctrpc.GetInfoRequest + 6, // 155: gctrpc.GoCryptoTraderService.GetSubsystems:input_type -> gctrpc.GetSubsystemsRequest + 5, // 156: gctrpc.GoCryptoTraderService.EnableSubsystem:input_type -> gctrpc.GenericSubsystemRequest + 5, // 157: gctrpc.GoCryptoTraderService.DisableSubsystem:input_type -> gctrpc.GenericSubsystemRequest + 8, // 158: gctrpc.GoCryptoTraderService.GetRPCEndpoints:input_type -> gctrpc.GetRPCEndpointsRequest + 2, // 159: gctrpc.GoCryptoTraderService.GetCommunicationRelayers:input_type -> gctrpc.GetCommunicationRelayersRequest + 12, // 160: gctrpc.GoCryptoTraderService.GetExchanges:input_type -> gctrpc.GetExchangesRequest + 11, // 161: gctrpc.GoCryptoTraderService.DisableExchange:input_type -> gctrpc.GenericExchangeNameRequest + 11, // 162: gctrpc.GoCryptoTraderService.GetExchangeInfo:input_type -> gctrpc.GenericExchangeNameRequest + 11, // 163: gctrpc.GoCryptoTraderService.GetExchangeOTPCode:input_type -> gctrpc.GenericExchangeNameRequest + 15, // 164: gctrpc.GoCryptoTraderService.GetExchangeOTPCodes:input_type -> gctrpc.GetExchangeOTPsRequest + 11, // 165: gctrpc.GoCryptoTraderService.EnableExchange:input_type -> gctrpc.GenericExchangeNameRequest + 20, // 166: gctrpc.GoCryptoTraderService.GetTicker:input_type -> gctrpc.GetTickerRequest + 23, // 167: gctrpc.GoCryptoTraderService.GetTickers:input_type -> gctrpc.GetTickersRequest + 26, // 168: gctrpc.GoCryptoTraderService.GetOrderbook:input_type -> gctrpc.GetOrderbookRequest + 29, // 169: gctrpc.GoCryptoTraderService.GetOrderbooks:input_type -> gctrpc.GetOrderbooksRequest + 32, // 170: gctrpc.GoCryptoTraderService.GetAccountInfo:input_type -> gctrpc.GetAccountInfoRequest + 32, // 171: gctrpc.GoCryptoTraderService.UpdateAccountInfo:input_type -> gctrpc.GetAccountInfoRequest + 32, // 172: gctrpc.GoCryptoTraderService.GetAccountInfoStream:input_type -> gctrpc.GetAccountInfoRequest + 36, // 173: gctrpc.GoCryptoTraderService.GetConfig:input_type -> gctrpc.GetConfigRequest + 39, // 174: gctrpc.GoCryptoTraderService.GetPortfolio:input_type -> gctrpc.GetPortfolioRequest + 41, // 175: gctrpc.GoCryptoTraderService.GetPortfolioSummary:input_type -> gctrpc.GetPortfolioSummaryRequest + 48, // 176: gctrpc.GoCryptoTraderService.AddPortfolioAddress:input_type -> gctrpc.AddPortfolioAddressRequest + 49, // 177: gctrpc.GoCryptoTraderService.RemovePortfolioAddress:input_type -> gctrpc.RemovePortfolioAddressRequest + 50, // 178: gctrpc.GoCryptoTraderService.GetForexProviders:input_type -> gctrpc.GetForexProvidersRequest + 53, // 179: gctrpc.GoCryptoTraderService.GetForexRates:input_type -> gctrpc.GetForexRatesRequest + 58, // 180: gctrpc.GoCryptoTraderService.GetOrders:input_type -> gctrpc.GetOrdersRequest + 60, // 181: gctrpc.GoCryptoTraderService.GetOrder:input_type -> gctrpc.GetOrderRequest + 61, // 182: gctrpc.GoCryptoTraderService.SubmitOrder:input_type -> gctrpc.SubmitOrderRequest + 64, // 183: gctrpc.GoCryptoTraderService.SimulateOrder:input_type -> gctrpc.SimulateOrderRequest + 66, // 184: gctrpc.GoCryptoTraderService.WhaleBomb:input_type -> gctrpc.WhaleBombRequest + 67, // 185: gctrpc.GoCryptoTraderService.CancelOrder:input_type -> gctrpc.CancelOrderRequest + 68, // 186: gctrpc.GoCryptoTraderService.CancelBatchOrders:input_type -> gctrpc.CancelBatchOrdersRequest + 71, // 187: gctrpc.GoCryptoTraderService.CancelAllOrders:input_type -> gctrpc.CancelAllOrdersRequest + 73, // 188: gctrpc.GoCryptoTraderService.GetEvents:input_type -> gctrpc.GetEventsRequest + 76, // 189: gctrpc.GoCryptoTraderService.AddEvent:input_type -> gctrpc.AddEventRequest + 78, // 190: gctrpc.GoCryptoTraderService.RemoveEvent:input_type -> gctrpc.RemoveEventRequest + 79, // 191: gctrpc.GoCryptoTraderService.GetCryptocurrencyDepositAddresses:input_type -> gctrpc.GetCryptocurrencyDepositAddressesRequest + 83, // 192: gctrpc.GoCryptoTraderService.GetCryptocurrencyDepositAddress:input_type -> gctrpc.GetCryptocurrencyDepositAddressRequest + 85, // 193: gctrpc.GoCryptoTraderService.GetAvailableTransferChains:input_type -> gctrpc.GetAvailableTransferChainsRequest + 87, // 194: gctrpc.GoCryptoTraderService.WithdrawFiatFunds:input_type -> gctrpc.WithdrawFiatRequest + 88, // 195: gctrpc.GoCryptoTraderService.WithdrawCryptocurrencyFunds:input_type -> gctrpc.WithdrawCryptoRequest + 90, // 196: gctrpc.GoCryptoTraderService.WithdrawalEventByID:input_type -> gctrpc.WithdrawalEventByIDRequest + 92, // 197: gctrpc.GoCryptoTraderService.WithdrawalEventsByExchange:input_type -> gctrpc.WithdrawalEventsByExchangeRequest + 93, // 198: gctrpc.GoCryptoTraderService.WithdrawalEventsByDate:input_type -> gctrpc.WithdrawalEventsByDateRequest + 100, // 199: gctrpc.GoCryptoTraderService.GetLoggerDetails:input_type -> gctrpc.GetLoggerDetailsRequest + 102, // 200: gctrpc.GoCryptoTraderService.SetLoggerDetails:input_type -> gctrpc.SetLoggerDetailsRequest + 103, // 201: gctrpc.GoCryptoTraderService.GetExchangePairs:input_type -> gctrpc.GetExchangePairsRequest + 105, // 202: gctrpc.GoCryptoTraderService.SetExchangePair:input_type -> gctrpc.SetExchangePairRequest + 106, // 203: gctrpc.GoCryptoTraderService.GetOrderbookStream:input_type -> gctrpc.GetOrderbookStreamRequest + 107, // 204: gctrpc.GoCryptoTraderService.GetExchangeOrderbookStream:input_type -> gctrpc.GetExchangeOrderbookStreamRequest + 108, // 205: gctrpc.GoCryptoTraderService.GetTickerStream:input_type -> gctrpc.GetTickerStreamRequest + 109, // 206: gctrpc.GoCryptoTraderService.GetExchangeTickerStream:input_type -> gctrpc.GetExchangeTickerStreamRequest + 110, // 207: gctrpc.GoCryptoTraderService.GetAuditEvent:input_type -> gctrpc.GetAuditEventRequest + 121, // 208: gctrpc.GoCryptoTraderService.GCTScriptExecute:input_type -> gctrpc.GCTScriptExecuteRequest + 126, // 209: gctrpc.GoCryptoTraderService.GCTScriptUpload:input_type -> gctrpc.GCTScriptUploadRequest + 127, // 210: gctrpc.GoCryptoTraderService.GCTScriptReadScript:input_type -> gctrpc.GCTScriptReadScriptRequest + 124, // 211: gctrpc.GoCryptoTraderService.GCTScriptStatus:input_type -> gctrpc.GCTScriptStatusRequest + 128, // 212: gctrpc.GoCryptoTraderService.GCTScriptQuery:input_type -> gctrpc.GCTScriptQueryRequest + 122, // 213: gctrpc.GoCryptoTraderService.GCTScriptStop:input_type -> gctrpc.GCTScriptStopRequest + 123, // 214: gctrpc.GoCryptoTraderService.GCTScriptStopAll:input_type -> gctrpc.GCTScriptStopAllRequest + 125, // 215: gctrpc.GoCryptoTraderService.GCTScriptListAll:input_type -> gctrpc.GCTScriptListAllRequest + 129, // 216: gctrpc.GoCryptoTraderService.GCTScriptAutoLoadToggle:input_type -> gctrpc.GCTScriptAutoLoadRequest + 116, // 217: gctrpc.GoCryptoTraderService.GetHistoricCandles:input_type -> gctrpc.GetHistoricCandlesRequest + 133, // 218: gctrpc.GoCryptoTraderService.SetExchangeAsset:input_type -> gctrpc.SetExchangeAssetRequest + 134, // 219: gctrpc.GoCryptoTraderService.SetAllExchangePairs:input_type -> gctrpc.SetExchangeAllPairsRequest + 135, // 220: gctrpc.GoCryptoTraderService.UpdateExchangeSupportedPairs:input_type -> gctrpc.UpdateExchangeSupportedPairsRequest + 136, // 221: gctrpc.GoCryptoTraderService.GetExchangeAssets:input_type -> gctrpc.GetExchangeAssetsRequest + 138, // 222: gctrpc.GoCryptoTraderService.WebsocketGetInfo:input_type -> gctrpc.WebsocketGetInfoRequest + 140, // 223: gctrpc.GoCryptoTraderService.WebsocketSetEnabled:input_type -> gctrpc.WebsocketSetEnabledRequest + 141, // 224: gctrpc.GoCryptoTraderService.WebsocketGetSubscriptions:input_type -> gctrpc.WebsocketGetSubscriptionsRequest + 144, // 225: gctrpc.GoCryptoTraderService.WebsocketSetProxy:input_type -> gctrpc.WebsocketSetProxyRequest + 145, // 226: gctrpc.GoCryptoTraderService.WebsocketSetURL:input_type -> gctrpc.WebsocketSetURLRequest + 112, // 227: gctrpc.GoCryptoTraderService.GetRecentTrades:input_type -> gctrpc.GetSavedTradesRequest + 112, // 228: gctrpc.GoCryptoTraderService.GetHistoricTrades:input_type -> gctrpc.GetSavedTradesRequest + 112, // 229: gctrpc.GoCryptoTraderService.GetSavedTrades:input_type -> gctrpc.GetSavedTradesRequest + 115, // 230: gctrpc.GoCryptoTraderService.ConvertTradesToCandles:input_type -> gctrpc.ConvertTradesToCandlesRequest + 146, // 231: gctrpc.GoCryptoTraderService.FindMissingSavedCandleIntervals:input_type -> gctrpc.FindMissingCandlePeriodsRequest + 147, // 232: gctrpc.GoCryptoTraderService.FindMissingSavedTradeIntervals:input_type -> gctrpc.FindMissingTradePeriodsRequest + 149, // 233: gctrpc.GoCryptoTraderService.SetExchangeTradeProcessing:input_type -> gctrpc.SetExchangeTradeProcessingRequest + 150, // 234: gctrpc.GoCryptoTraderService.UpsertDataHistoryJob:input_type -> gctrpc.UpsertDataHistoryJobRequest + 154, // 235: gctrpc.GoCryptoTraderService.GetDataHistoryJobDetails:input_type -> gctrpc.GetDataHistoryJobDetailsRequest + 0, // 236: gctrpc.GoCryptoTraderService.GetActiveDataHistoryJobs:input_type -> gctrpc.GetInfoRequest + 158, // 237: gctrpc.GoCryptoTraderService.GetDataHistoryJobsBetween:input_type -> gctrpc.GetDataHistoryJobsBetweenRequest + 154, // 238: gctrpc.GoCryptoTraderService.GetDataHistoryJobSummary:input_type -> gctrpc.GetDataHistoryJobDetailsRequest + 159, // 239: gctrpc.GoCryptoTraderService.SetDataHistoryJobStatus:input_type -> gctrpc.SetDataHistoryJobStatusRequest + 160, // 240: gctrpc.GoCryptoTraderService.UpdateDataHistoryJobPrerequisite:input_type -> gctrpc.UpdateDataHistoryJobPrerequisiteRequest + 58, // 241: gctrpc.GoCryptoTraderService.GetManagedOrders:input_type -> gctrpc.GetOrdersRequest + 161, // 242: gctrpc.GoCryptoTraderService.ModifyOrder:input_type -> gctrpc.ModifyOrderRequest + 163, // 243: gctrpc.GoCryptoTraderService.CurrencyStateGetAll:input_type -> gctrpc.CurrencyStateGetAllRequest + 164, // 244: gctrpc.GoCryptoTraderService.CurrencyStateTrading:input_type -> gctrpc.CurrencyStateTradingRequest + 167, // 245: gctrpc.GoCryptoTraderService.CurrencyStateDeposit:input_type -> gctrpc.CurrencyStateDepositRequest + 166, // 246: gctrpc.GoCryptoTraderService.CurrencyStateWithdraw:input_type -> gctrpc.CurrencyStateWithdrawRequest + 165, // 247: gctrpc.GoCryptoTraderService.CurrencyStateTradingPair:input_type -> gctrpc.CurrencyStateTradingPairRequest + 177, // 248: gctrpc.GoCryptoTraderService.GetFuturesPositionsSummary:input_type -> gctrpc.GetFuturesPositionsSummaryRequest + 179, // 249: gctrpc.GoCryptoTraderService.GetFuturesPositionsOrders:input_type -> gctrpc.GetFuturesPositionsOrdersRequest + 195, // 250: gctrpc.GoCryptoTraderService.GetCollateral:input_type -> gctrpc.GetCollateralRequest + 204, // 251: gctrpc.GoCryptoTraderService.Shutdown:input_type -> gctrpc.ShutdownRequest + 206, // 252: gctrpc.GoCryptoTraderService.GetTechnicalAnalysis:input_type -> gctrpc.GetTechnicalAnalysisRequest + 209, // 253: gctrpc.GoCryptoTraderService.GetMarginRatesHistory:input_type -> gctrpc.GetMarginRatesHistoryRequest + 174, // 254: gctrpc.GoCryptoTraderService.GetManagedPosition:input_type -> gctrpc.GetManagedPositionRequest + 175, // 255: gctrpc.GoCryptoTraderService.GetAllManagedPositions:input_type -> gctrpc.GetAllManagedPositionsRequest + 200, // 256: gctrpc.GoCryptoTraderService.GetFundingRates:input_type -> gctrpc.GetFundingRatesRequest + 202, // 257: gctrpc.GoCryptoTraderService.GetLatestFundingRate:input_type -> gctrpc.GetLatestFundingRateRequest + 214, // 258: gctrpc.GoCryptoTraderService.GetOrderbookMovement:input_type -> gctrpc.GetOrderbookMovementRequest + 216, // 259: gctrpc.GoCryptoTraderService.GetOrderbookAmountByNominal:input_type -> gctrpc.GetOrderbookAmountByNominalRequest + 218, // 260: gctrpc.GoCryptoTraderService.GetOrderbookAmountByImpact:input_type -> gctrpc.GetOrderbookAmountByImpactRequest + 181, // 261: gctrpc.GoCryptoTraderService.GetCollateralMode:input_type -> gctrpc.GetCollateralModeRequest + 191, // 262: gctrpc.GoCryptoTraderService.GetLeverage:input_type -> gctrpc.GetLeverageRequest + 183, // 263: gctrpc.GoCryptoTraderService.SetCollateralMode:input_type -> gctrpc.SetCollateralModeRequest + 189, // 264: gctrpc.GoCryptoTraderService.SetMarginType:input_type -> gctrpc.SetMarginTypeRequest + 193, // 265: gctrpc.GoCryptoTraderService.SetLeverage:input_type -> gctrpc.SetLeverageRequest + 187, // 266: gctrpc.GoCryptoTraderService.ChangePositionMargin:input_type -> gctrpc.ChangePositionMarginRequest + 220, // 267: gctrpc.GoCryptoTraderService.GetOpenInterest:input_type -> gctrpc.GetOpenInterestRequest + 1, // 268: gctrpc.GoCryptoTraderService.GetInfo:output_type -> gctrpc.GetInfoResponse + 7, // 269: gctrpc.GoCryptoTraderService.GetSubsystems:output_type -> gctrpc.GetSusbsytemsResponse + 132, // 270: gctrpc.GoCryptoTraderService.EnableSubsystem:output_type -> gctrpc.GenericResponse + 132, // 271: gctrpc.GoCryptoTraderService.DisableSubsystem:output_type -> gctrpc.GenericResponse + 10, // 272: gctrpc.GoCryptoTraderService.GetRPCEndpoints:output_type -> gctrpc.GetRPCEndpointsResponse + 4, // 273: gctrpc.GoCryptoTraderService.GetCommunicationRelayers:output_type -> gctrpc.GetCommunicationRelayersResponse + 13, // 274: gctrpc.GoCryptoTraderService.GetExchanges:output_type -> gctrpc.GetExchangesResponse + 132, // 275: gctrpc.GoCryptoTraderService.DisableExchange:output_type -> gctrpc.GenericResponse + 19, // 276: gctrpc.GoCryptoTraderService.GetExchangeInfo:output_type -> gctrpc.GetExchangeInfoResponse + 14, // 277: gctrpc.GoCryptoTraderService.GetExchangeOTPCode:output_type -> gctrpc.GetExchangeOTPResponse + 16, // 278: gctrpc.GoCryptoTraderService.GetExchangeOTPCodes:output_type -> gctrpc.GetExchangeOTPsResponse + 132, // 279: gctrpc.GoCryptoTraderService.EnableExchange:output_type -> gctrpc.GenericResponse + 22, // 280: gctrpc.GoCryptoTraderService.GetTicker:output_type -> gctrpc.TickerResponse + 25, // 281: gctrpc.GoCryptoTraderService.GetTickers:output_type -> gctrpc.GetTickersResponse + 28, // 282: gctrpc.GoCryptoTraderService.GetOrderbook:output_type -> gctrpc.OrderbookResponse + 31, // 283: gctrpc.GoCryptoTraderService.GetOrderbooks:output_type -> gctrpc.GetOrderbooksResponse + 35, // 284: gctrpc.GoCryptoTraderService.GetAccountInfo:output_type -> gctrpc.GetAccountInfoResponse + 35, // 285: gctrpc.GoCryptoTraderService.UpdateAccountInfo:output_type -> gctrpc.GetAccountInfoResponse + 35, // 286: gctrpc.GoCryptoTraderService.GetAccountInfoStream:output_type -> gctrpc.GetAccountInfoResponse + 37, // 287: gctrpc.GoCryptoTraderService.GetConfig:output_type -> gctrpc.GetConfigResponse + 40, // 288: gctrpc.GoCryptoTraderService.GetPortfolio:output_type -> gctrpc.GetPortfolioResponse + 47, // 289: gctrpc.GoCryptoTraderService.GetPortfolioSummary:output_type -> gctrpc.GetPortfolioSummaryResponse + 132, // 290: gctrpc.GoCryptoTraderService.AddPortfolioAddress:output_type -> gctrpc.GenericResponse + 132, // 291: gctrpc.GoCryptoTraderService.RemovePortfolioAddress:output_type -> gctrpc.GenericResponse + 52, // 292: gctrpc.GoCryptoTraderService.GetForexProviders:output_type -> gctrpc.GetForexProvidersResponse + 55, // 293: gctrpc.GoCryptoTraderService.GetForexRates:output_type -> gctrpc.GetForexRatesResponse + 59, // 294: gctrpc.GoCryptoTraderService.GetOrders:output_type -> gctrpc.GetOrdersResponse + 56, // 295: gctrpc.GoCryptoTraderService.GetOrder:output_type -> gctrpc.OrderDetails + 63, // 296: gctrpc.GoCryptoTraderService.SubmitOrder:output_type -> gctrpc.SubmitOrderResponse + 65, // 297: gctrpc.GoCryptoTraderService.SimulateOrder:output_type -> gctrpc.SimulateOrderResponse + 65, // 298: gctrpc.GoCryptoTraderService.WhaleBomb:output_type -> gctrpc.SimulateOrderResponse + 132, // 299: gctrpc.GoCryptoTraderService.CancelOrder:output_type -> gctrpc.GenericResponse + 70, // 300: gctrpc.GoCryptoTraderService.CancelBatchOrders:output_type -> gctrpc.CancelBatchOrdersResponse + 72, // 301: gctrpc.GoCryptoTraderService.CancelAllOrders:output_type -> gctrpc.CancelAllOrdersResponse + 75, // 302: gctrpc.GoCryptoTraderService.GetEvents:output_type -> gctrpc.GetEventsResponse + 77, // 303: gctrpc.GoCryptoTraderService.AddEvent:output_type -> gctrpc.AddEventResponse + 132, // 304: gctrpc.GoCryptoTraderService.RemoveEvent:output_type -> gctrpc.GenericResponse + 82, // 305: gctrpc.GoCryptoTraderService.GetCryptocurrencyDepositAddresses:output_type -> gctrpc.GetCryptocurrencyDepositAddressesResponse + 84, // 306: gctrpc.GoCryptoTraderService.GetCryptocurrencyDepositAddress:output_type -> gctrpc.GetCryptocurrencyDepositAddressResponse + 86, // 307: gctrpc.GoCryptoTraderService.GetAvailableTransferChains:output_type -> gctrpc.GetAvailableTransferChainsResponse + 89, // 308: gctrpc.GoCryptoTraderService.WithdrawFiatFunds:output_type -> gctrpc.WithdrawResponse + 89, // 309: gctrpc.GoCryptoTraderService.WithdrawCryptocurrencyFunds:output_type -> gctrpc.WithdrawResponse + 91, // 310: gctrpc.GoCryptoTraderService.WithdrawalEventByID:output_type -> gctrpc.WithdrawalEventByIDResponse + 94, // 311: gctrpc.GoCryptoTraderService.WithdrawalEventsByExchange:output_type -> gctrpc.WithdrawalEventsByExchangeResponse + 94, // 312: gctrpc.GoCryptoTraderService.WithdrawalEventsByDate:output_type -> gctrpc.WithdrawalEventsByExchangeResponse + 101, // 313: gctrpc.GoCryptoTraderService.GetLoggerDetails:output_type -> gctrpc.GetLoggerDetailsResponse + 101, // 314: gctrpc.GoCryptoTraderService.SetLoggerDetails:output_type -> gctrpc.GetLoggerDetailsResponse + 104, // 315: gctrpc.GoCryptoTraderService.GetExchangePairs:output_type -> gctrpc.GetExchangePairsResponse + 132, // 316: gctrpc.GoCryptoTraderService.SetExchangePair:output_type -> gctrpc.GenericResponse + 28, // 317: gctrpc.GoCryptoTraderService.GetOrderbookStream:output_type -> gctrpc.OrderbookResponse + 28, // 318: gctrpc.GoCryptoTraderService.GetExchangeOrderbookStream:output_type -> gctrpc.OrderbookResponse + 22, // 319: gctrpc.GoCryptoTraderService.GetTickerStream:output_type -> gctrpc.TickerResponse + 22, // 320: gctrpc.GoCryptoTraderService.GetExchangeTickerStream:output_type -> gctrpc.TickerResponse + 111, // 321: gctrpc.GoCryptoTraderService.GetAuditEvent:output_type -> gctrpc.GetAuditEventResponse + 132, // 322: gctrpc.GoCryptoTraderService.GCTScriptExecute:output_type -> gctrpc.GenericResponse + 132, // 323: gctrpc.GoCryptoTraderService.GCTScriptUpload:output_type -> gctrpc.GenericResponse + 131, // 324: gctrpc.GoCryptoTraderService.GCTScriptReadScript:output_type -> gctrpc.GCTScriptQueryResponse + 130, // 325: gctrpc.GoCryptoTraderService.GCTScriptStatus:output_type -> gctrpc.GCTScriptStatusResponse + 131, // 326: gctrpc.GoCryptoTraderService.GCTScriptQuery:output_type -> gctrpc.GCTScriptQueryResponse + 132, // 327: gctrpc.GoCryptoTraderService.GCTScriptStop:output_type -> gctrpc.GenericResponse + 132, // 328: gctrpc.GoCryptoTraderService.GCTScriptStopAll:output_type -> gctrpc.GenericResponse + 130, // 329: gctrpc.GoCryptoTraderService.GCTScriptListAll:output_type -> gctrpc.GCTScriptStatusResponse + 132, // 330: gctrpc.GoCryptoTraderService.GCTScriptAutoLoadToggle:output_type -> gctrpc.GenericResponse + 117, // 331: gctrpc.GoCryptoTraderService.GetHistoricCandles:output_type -> gctrpc.GetHistoricCandlesResponse + 132, // 332: gctrpc.GoCryptoTraderService.SetExchangeAsset:output_type -> gctrpc.GenericResponse + 132, // 333: gctrpc.GoCryptoTraderService.SetAllExchangePairs:output_type -> gctrpc.GenericResponse + 132, // 334: gctrpc.GoCryptoTraderService.UpdateExchangeSupportedPairs:output_type -> gctrpc.GenericResponse + 137, // 335: gctrpc.GoCryptoTraderService.GetExchangeAssets:output_type -> gctrpc.GetExchangeAssetsResponse + 139, // 336: gctrpc.GoCryptoTraderService.WebsocketGetInfo:output_type -> gctrpc.WebsocketGetInfoResponse + 132, // 337: gctrpc.GoCryptoTraderService.WebsocketSetEnabled:output_type -> gctrpc.GenericResponse + 143, // 338: gctrpc.GoCryptoTraderService.WebsocketGetSubscriptions:output_type -> gctrpc.WebsocketGetSubscriptionsResponse + 132, // 339: gctrpc.GoCryptoTraderService.WebsocketSetProxy:output_type -> gctrpc.GenericResponse + 132, // 340: gctrpc.GoCryptoTraderService.WebsocketSetURL:output_type -> gctrpc.GenericResponse + 114, // 341: gctrpc.GoCryptoTraderService.GetRecentTrades:output_type -> gctrpc.SavedTradesResponse + 114, // 342: gctrpc.GoCryptoTraderService.GetHistoricTrades:output_type -> gctrpc.SavedTradesResponse + 114, // 343: gctrpc.GoCryptoTraderService.GetSavedTrades:output_type -> gctrpc.SavedTradesResponse + 117, // 344: gctrpc.GoCryptoTraderService.ConvertTradesToCandles:output_type -> gctrpc.GetHistoricCandlesResponse + 148, // 345: gctrpc.GoCryptoTraderService.FindMissingSavedCandleIntervals:output_type -> gctrpc.FindMissingIntervalsResponse + 148, // 346: gctrpc.GoCryptoTraderService.FindMissingSavedTradeIntervals:output_type -> gctrpc.FindMissingIntervalsResponse + 132, // 347: gctrpc.GoCryptoTraderService.SetExchangeTradeProcessing:output_type -> gctrpc.GenericResponse + 153, // 348: gctrpc.GoCryptoTraderService.UpsertDataHistoryJob:output_type -> gctrpc.UpsertDataHistoryJobResponse + 155, // 349: gctrpc.GoCryptoTraderService.GetDataHistoryJobDetails:output_type -> gctrpc.DataHistoryJob + 157, // 350: gctrpc.GoCryptoTraderService.GetActiveDataHistoryJobs:output_type -> gctrpc.DataHistoryJobs + 157, // 351: gctrpc.GoCryptoTraderService.GetDataHistoryJobsBetween:output_type -> gctrpc.DataHistoryJobs + 155, // 352: gctrpc.GoCryptoTraderService.GetDataHistoryJobSummary:output_type -> gctrpc.DataHistoryJob + 132, // 353: gctrpc.GoCryptoTraderService.SetDataHistoryJobStatus:output_type -> gctrpc.GenericResponse + 132, // 354: gctrpc.GoCryptoTraderService.UpdateDataHistoryJobPrerequisite:output_type -> gctrpc.GenericResponse + 59, // 355: gctrpc.GoCryptoTraderService.GetManagedOrders:output_type -> gctrpc.GetOrdersResponse + 162, // 356: gctrpc.GoCryptoTraderService.ModifyOrder:output_type -> gctrpc.ModifyOrderResponse + 168, // 357: gctrpc.GoCryptoTraderService.CurrencyStateGetAll:output_type -> gctrpc.CurrencyStateResponse + 132, // 358: gctrpc.GoCryptoTraderService.CurrencyStateTrading:output_type -> gctrpc.GenericResponse + 132, // 359: gctrpc.GoCryptoTraderService.CurrencyStateDeposit:output_type -> gctrpc.GenericResponse + 132, // 360: gctrpc.GoCryptoTraderService.CurrencyStateWithdraw:output_type -> gctrpc.GenericResponse + 132, // 361: gctrpc.GoCryptoTraderService.CurrencyStateTradingPair:output_type -> gctrpc.GenericResponse + 178, // 362: gctrpc.GoCryptoTraderService.GetFuturesPositionsSummary:output_type -> gctrpc.GetFuturesPositionsSummaryResponse + 180, // 363: gctrpc.GoCryptoTraderService.GetFuturesPositionsOrders:output_type -> gctrpc.GetFuturesPositionsOrdersResponse + 196, // 364: gctrpc.GoCryptoTraderService.GetCollateral:output_type -> gctrpc.GetCollateralResponse + 205, // 365: gctrpc.GoCryptoTraderService.Shutdown:output_type -> gctrpc.ShutdownResponse + 208, // 366: gctrpc.GoCryptoTraderService.GetTechnicalAnalysis:output_type -> gctrpc.GetTechnicalAnalysisResponse + 213, // 367: gctrpc.GoCryptoTraderService.GetMarginRatesHistory:output_type -> gctrpc.GetMarginRatesHistoryResponse + 176, // 368: gctrpc.GoCryptoTraderService.GetManagedPosition:output_type -> gctrpc.GetManagedPositionsResponse + 176, // 369: gctrpc.GoCryptoTraderService.GetAllManagedPositions:output_type -> gctrpc.GetManagedPositionsResponse + 201, // 370: gctrpc.GoCryptoTraderService.GetFundingRates:output_type -> gctrpc.GetFundingRatesResponse + 203, // 371: gctrpc.GoCryptoTraderService.GetLatestFundingRate:output_type -> gctrpc.GetLatestFundingRateResponse + 215, // 372: gctrpc.GoCryptoTraderService.GetOrderbookMovement:output_type -> gctrpc.GetOrderbookMovementResponse + 217, // 373: gctrpc.GoCryptoTraderService.GetOrderbookAmountByNominal:output_type -> gctrpc.GetOrderbookAmountByNominalResponse + 219, // 374: gctrpc.GoCryptoTraderService.GetOrderbookAmountByImpact:output_type -> gctrpc.GetOrderbookAmountByImpactResponse + 182, // 375: gctrpc.GoCryptoTraderService.GetCollateralMode:output_type -> gctrpc.GetCollateralModeResponse + 192, // 376: gctrpc.GoCryptoTraderService.GetLeverage:output_type -> gctrpc.GetLeverageResponse + 184, // 377: gctrpc.GoCryptoTraderService.SetCollateralMode:output_type -> gctrpc.SetCollateralModeResponse + 190, // 378: gctrpc.GoCryptoTraderService.SetMarginType:output_type -> gctrpc.SetMarginTypeResponse + 194, // 379: gctrpc.GoCryptoTraderService.SetLeverage:output_type -> gctrpc.SetLeverageResponse + 188, // 380: gctrpc.GoCryptoTraderService.ChangePositionMargin:output_type -> gctrpc.ChangePositionMarginResponse + 222, // 381: gctrpc.GoCryptoTraderService.GetOpenInterest:output_type -> gctrpc.GetOpenInterestResponse + 268, // [268:382] is the sub-list for method output_type + 154, // [154:268] is the sub-list for method input_type + 154, // [154:154] is the sub-list for extension type_name + 154, // [154:154] is the sub-list for extension extendee + 0, // [0:154] is the sub-list for field type_name } func init() { file_rpc_proto_init() } @@ -21903,6 +22176,54 @@ func file_rpc_proto_init() { return nil } } + file_rpc_proto_msgTypes[220].Exporter = func(v interface{}, i int) interface{} { + switch v := v.(*GetOpenInterestRequest); i { + case 0: + return &v.state + case 1: + return &v.sizeCache + case 2: + return &v.unknownFields + default: + return nil + } + } + file_rpc_proto_msgTypes[221].Exporter = func(v interface{}, i int) interface{} { + switch v := v.(*OpenInterestDataRequest); i { + case 0: + return &v.state + case 1: + return &v.sizeCache + case 2: + return &v.unknownFields + default: + return nil + } + } + file_rpc_proto_msgTypes[222].Exporter = func(v interface{}, i int) interface{} { + switch v := v.(*GetOpenInterestResponse); i { + case 0: + return &v.state + case 1: + return &v.sizeCache + case 2: + return &v.unknownFields + default: + return nil + } + } + file_rpc_proto_msgTypes[223].Exporter = func(v interface{}, i int) interface{} { + switch v := v.(*OpenInterestDataResponse); i { + case 0: + return &v.state + case 1: + return &v.sizeCache + case 2: + return &v.unknownFields + default: + return nil + } + } } type x struct{} out := protoimpl.TypeBuilder{ @@ -21910,7 +22231,7 @@ func file_rpc_proto_init() { GoPackagePath: reflect.TypeOf(x{}).PkgPath(), RawDescriptor: file_rpc_proto_rawDesc, NumEnums: 0, - NumMessages: 234, + NumMessages: 238, NumExtensions: 0, NumServices: 1, }, diff --git a/gctrpc/rpc.pb.gw.go b/gctrpc/rpc.pb.gw.go index 3913bf6b..895592c6 100644 --- a/gctrpc/rpc.pb.gw.go +++ b/gctrpc/rpc.pb.gw.go @@ -3681,6 +3681,42 @@ func local_request_GoCryptoTraderService_ChangePositionMargin_0(ctx context.Cont } +var ( + filter_GoCryptoTraderService_GetOpenInterest_0 = &utilities.DoubleArray{Encoding: map[string]int{}, Base: []int(nil), Check: []int(nil)} +) + +func request_GoCryptoTraderService_GetOpenInterest_0(ctx context.Context, marshaler runtime.Marshaler, client GoCryptoTraderServiceClient, req *http.Request, pathParams map[string]string) (proto.Message, runtime.ServerMetadata, error) { + var protoReq GetOpenInterestRequest + var metadata runtime.ServerMetadata + + if err := req.ParseForm(); err != nil { + return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err) + } + if err := runtime.PopulateQueryParameters(&protoReq, req.Form, filter_GoCryptoTraderService_GetOpenInterest_0); err != nil { + return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err) + } + + msg, err := client.GetOpenInterest(ctx, &protoReq, grpc.Header(&metadata.HeaderMD), grpc.Trailer(&metadata.TrailerMD)) + return msg, metadata, err + +} + +func local_request_GoCryptoTraderService_GetOpenInterest_0(ctx context.Context, marshaler runtime.Marshaler, server GoCryptoTraderServiceServer, req *http.Request, pathParams map[string]string) (proto.Message, runtime.ServerMetadata, error) { + var protoReq GetOpenInterestRequest + var metadata runtime.ServerMetadata + + if err := req.ParseForm(); err != nil { + return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err) + } + if err := runtime.PopulateQueryParameters(&protoReq, req.Form, filter_GoCryptoTraderService_GetOpenInterest_0); err != nil { + return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err) + } + + msg, err := server.GetOpenInterest(ctx, &protoReq) + return msg, metadata, err + +} + // RegisterGoCryptoTraderServiceHandlerServer registers the http handlers for service GoCryptoTraderService to "mux". // UnaryRPC :call GoCryptoTraderServiceServer directly. // StreamingRPC :currently unsupported pending https://github.com/grpc/grpc-go/issues/906. @@ -6404,6 +6440,31 @@ func RegisterGoCryptoTraderServiceHandlerServer(ctx context.Context, mux *runtim }) + mux.Handle("GET", pattern_GoCryptoTraderService_GetOpenInterest_0, func(w http.ResponseWriter, req *http.Request, pathParams map[string]string) { + ctx, cancel := context.WithCancel(req.Context()) + defer cancel() + var stream runtime.ServerTransportStream + ctx = grpc.NewContextWithServerTransportStream(ctx, &stream) + inboundMarshaler, outboundMarshaler := runtime.MarshalerForRequest(mux, req) + var err error + var annotatedContext context.Context + annotatedContext, err = runtime.AnnotateIncomingContext(ctx, mux, req, "/gctrpc.GoCryptoTraderService/GetOpenInterest", runtime.WithHTTPPathPattern("/v1/getopeninterest")) + if err != nil { + runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err) + return + } + resp, md, err := local_request_GoCryptoTraderService_GetOpenInterest_0(annotatedContext, inboundMarshaler, server, req, pathParams) + md.HeaderMD, md.TrailerMD = metadata.Join(md.HeaderMD, stream.Header()), metadata.Join(md.TrailerMD, stream.Trailer()) + annotatedContext = runtime.NewServerMetadataContext(annotatedContext, md) + if err != nil { + runtime.HTTPError(annotatedContext, mux, outboundMarshaler, w, req, err) + return + } + + forward_GoCryptoTraderService_GetOpenInterest_0(annotatedContext, mux, outboundMarshaler, w, req, resp, mux.GetForwardResponseOptions()...) + + }) + return nil } @@ -8931,6 +8992,28 @@ func RegisterGoCryptoTraderServiceHandlerClient(ctx context.Context, mux *runtim }) + mux.Handle("GET", pattern_GoCryptoTraderService_GetOpenInterest_0, func(w http.ResponseWriter, req *http.Request, pathParams map[string]string) { + ctx, cancel := context.WithCancel(req.Context()) + defer cancel() + inboundMarshaler, outboundMarshaler := runtime.MarshalerForRequest(mux, req) + var err error + var annotatedContext context.Context + annotatedContext, err = runtime.AnnotateContext(ctx, mux, req, "/gctrpc.GoCryptoTraderService/GetOpenInterest", runtime.WithHTTPPathPattern("/v1/getopeninterest")) + if err != nil { + runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err) + return + } + resp, md, err := request_GoCryptoTraderService_GetOpenInterest_0(annotatedContext, inboundMarshaler, client, req, pathParams) + annotatedContext = runtime.NewServerMetadataContext(annotatedContext, md) + if err != nil { + runtime.HTTPError(annotatedContext, mux, outboundMarshaler, w, req, err) + return + } + + forward_GoCryptoTraderService_GetOpenInterest_0(annotatedContext, mux, outboundMarshaler, w, req, resp, mux.GetForwardResponseOptions()...) + + }) + return nil } @@ -9160,6 +9243,8 @@ var ( pattern_GoCryptoTraderService_SetLeverage_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getleverage"}, "")) pattern_GoCryptoTraderService_ChangePositionMargin_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "changepositionmargin"}, "")) + + pattern_GoCryptoTraderService_GetOpenInterest_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getopeninterest"}, "")) ) var ( @@ -9388,4 +9473,6 @@ var ( forward_GoCryptoTraderService_SetLeverage_0 = runtime.ForwardResponseMessage forward_GoCryptoTraderService_ChangePositionMargin_0 = runtime.ForwardResponseMessage + + forward_GoCryptoTraderService_GetOpenInterest_0 = runtime.ForwardResponseMessage ) diff --git a/gctrpc/rpc.proto b/gctrpc/rpc.proto index 94421348..870eaf32 100644 --- a/gctrpc/rpc.proto +++ b/gctrpc/rpc.proto @@ -1501,6 +1501,27 @@ message GetOrderbookAmountByImpactResponse { bool full_orderbook_side_consumed = 11; } +message GetOpenInterestRequest { + string exchange = 1; + repeated OpenInterestDataRequest data = 2; +} + +message OpenInterestDataRequest { + string asset = 1; + CurrencyPair pair = 2; +} + +message GetOpenInterestResponse { + repeated OpenInterestDataResponse data = 1; +} + +message OpenInterestDataResponse { + string exchange = 1; + string asset = 2; + CurrencyPair pair = 3; + double open_interest = 4; +} + service GoCryptoTraderService { rpc GetInfo(GetInfoRequest) returns (GetInfoResponse) { option (google.api.http) = {get: "/v1/getinfo"}; @@ -2044,4 +2065,7 @@ service GoCryptoTraderService { body: "*" }; } + rpc GetOpenInterest(GetOpenInterestRequest) returns (GetOpenInterestResponse) { + option (google.api.http) = {get: "/v1/getopeninterest"}; + } } diff --git a/gctrpc/rpc.swagger.json b/gctrpc/rpc.swagger.json index 9a057c50..020851ef 100644 --- a/gctrpc/rpc.swagger.json +++ b/gctrpc/rpc.swagger.json @@ -2869,6 +2869,36 @@ ] } }, + "/v1/getopeninterest": { + "get": { + "operationId": "GoCryptoTraderService_GetOpenInterest", + "responses": { + "200": { + "description": "A successful response.", + "schema": { + "$ref": "#/definitions/gctrpcGetOpenInterestResponse" + } + }, + "default": { + "description": "An unexpected error response.", + "schema": { + "$ref": "#/definitions/rpcStatus" + } + } + }, + "parameters": [ + { + "name": "exchange", + "in": "query", + "required": false, + "type": "string" + } + ], + "tags": [ + "GoCryptoTraderService" + ] + } + }, "/v1/getorder": { "post": { "operationId": "GoCryptoTraderService_GetOrder", @@ -6291,6 +6321,18 @@ } } }, + "gctrpcGetOpenInterestResponse": { + "type": "object", + "properties": { + "data": { + "type": "array", + "items": { + "type": "object", + "$ref": "#/definitions/gctrpcOpenInterestDataResponse" + } + } + } + }, "gctrpcGetOrderRequest": { "type": "object", "properties": { @@ -6730,6 +6772,35 @@ } } }, + "gctrpcOpenInterestDataRequest": { + "type": "object", + "properties": { + "asset": { + "type": "string" + }, + "pair": { + "$ref": "#/definitions/gctrpcCurrencyPair" + } + } + }, + "gctrpcOpenInterestDataResponse": { + "type": "object", + "properties": { + "exchange": { + "type": "string" + }, + "asset": { + "type": "string" + }, + "pair": { + "$ref": "#/definitions/gctrpcCurrencyPair" + }, + "openInterest": { + "type": "number", + "format": "double" + } + } + }, "gctrpcOrderDetails": { "type": "object", "properties": { diff --git a/gctrpc/rpc_grpc.pb.go b/gctrpc/rpc_grpc.pb.go index 0751aec9..b791c4b3 100644 --- a/gctrpc/rpc_grpc.pb.go +++ b/gctrpc/rpc_grpc.pb.go @@ -132,6 +132,7 @@ const ( GoCryptoTraderService_SetMarginType_FullMethodName = "/gctrpc.GoCryptoTraderService/SetMarginType" GoCryptoTraderService_SetLeverage_FullMethodName = "/gctrpc.GoCryptoTraderService/SetLeverage" GoCryptoTraderService_ChangePositionMargin_FullMethodName = "/gctrpc.GoCryptoTraderService/ChangePositionMargin" + GoCryptoTraderService_GetOpenInterest_FullMethodName = "/gctrpc.GoCryptoTraderService/GetOpenInterest" ) // GoCryptoTraderServiceClient is the client API for GoCryptoTraderService service. @@ -251,6 +252,7 @@ type GoCryptoTraderServiceClient interface { SetMarginType(ctx context.Context, in *SetMarginTypeRequest, opts ...grpc.CallOption) (*SetMarginTypeResponse, error) SetLeverage(ctx context.Context, in *SetLeverageRequest, opts ...grpc.CallOption) (*SetLeverageResponse, error) ChangePositionMargin(ctx context.Context, in *ChangePositionMarginRequest, opts ...grpc.CallOption) (*ChangePositionMarginResponse, error) + GetOpenInterest(ctx context.Context, in *GetOpenInterestRequest, opts ...grpc.CallOption) (*GetOpenInterestResponse, error) } type goCryptoTraderServiceClient struct { @@ -1416,6 +1418,15 @@ func (c *goCryptoTraderServiceClient) ChangePositionMargin(ctx context.Context, return out, nil } +func (c *goCryptoTraderServiceClient) GetOpenInterest(ctx context.Context, in *GetOpenInterestRequest, opts ...grpc.CallOption) (*GetOpenInterestResponse, error) { + out := new(GetOpenInterestResponse) + err := c.cc.Invoke(ctx, GoCryptoTraderService_GetOpenInterest_FullMethodName, in, out, opts...) + if err != nil { + return nil, err + } + return out, nil +} + // GoCryptoTraderServiceServer is the server API for GoCryptoTraderService service. // All implementations must embed UnimplementedGoCryptoTraderServiceServer // for forward compatibility @@ -1533,6 +1544,7 @@ type GoCryptoTraderServiceServer interface { SetMarginType(context.Context, *SetMarginTypeRequest) (*SetMarginTypeResponse, error) SetLeverage(context.Context, *SetLeverageRequest) (*SetLeverageResponse, error) ChangePositionMargin(context.Context, *ChangePositionMarginRequest) (*ChangePositionMarginResponse, error) + GetOpenInterest(context.Context, *GetOpenInterestRequest) (*GetOpenInterestResponse, error) mustEmbedUnimplementedGoCryptoTraderServiceServer() } @@ -1879,6 +1891,9 @@ func (UnimplementedGoCryptoTraderServiceServer) SetLeverage(context.Context, *Se func (UnimplementedGoCryptoTraderServiceServer) ChangePositionMargin(context.Context, *ChangePositionMarginRequest) (*ChangePositionMarginResponse, error) { return nil, status.Errorf(codes.Unimplemented, "method ChangePositionMargin not implemented") } +func (UnimplementedGoCryptoTraderServiceServer) GetOpenInterest(context.Context, *GetOpenInterestRequest) (*GetOpenInterestResponse, error) { + return nil, status.Errorf(codes.Unimplemented, "method GetOpenInterest not implemented") +} func (UnimplementedGoCryptoTraderServiceServer) mustEmbedUnimplementedGoCryptoTraderServiceServer() {} // UnsafeGoCryptoTraderServiceServer may be embedded to opt out of forward compatibility for this service. @@ -3944,6 +3959,24 @@ func _GoCryptoTraderService_ChangePositionMargin_Handler(srv interface{}, ctx co return interceptor(ctx, in, info, handler) } +func _GoCryptoTraderService_GetOpenInterest_Handler(srv interface{}, ctx context.Context, dec func(interface{}) error, interceptor grpc.UnaryServerInterceptor) (interface{}, error) { + in := new(GetOpenInterestRequest) + if err := dec(in); err != nil { + return nil, err + } + if interceptor == nil { + return srv.(GoCryptoTraderServiceServer).GetOpenInterest(ctx, in) + } + info := &grpc.UnaryServerInfo{ + Server: srv, + FullMethod: GoCryptoTraderService_GetOpenInterest_FullMethodName, + } + handler := func(ctx context.Context, req interface{}) (interface{}, error) { + return srv.(GoCryptoTraderServiceServer).GetOpenInterest(ctx, req.(*GetOpenInterestRequest)) + } + return interceptor(ctx, in, info, handler) +} + // GoCryptoTraderService_ServiceDesc is the grpc.ServiceDesc for GoCryptoTraderService service. // It's only intended for direct use with grpc.RegisterService, // and not to be introspected or modified (even as a copy) @@ -4379,6 +4412,10 @@ var GoCryptoTraderService_ServiceDesc = grpc.ServiceDesc{ MethodName: "ChangePositionMargin", Handler: _GoCryptoTraderService_ChangePositionMargin_Handler, }, + { + MethodName: "GetOpenInterest", + Handler: _GoCryptoTraderService_GetOpenInterest_Handler, + }, }, Streams: []grpc.StreamDesc{ { diff --git a/testdata/configtest.json b/testdata/configtest.json index 747b70e1..f8248dd0 100644 --- a/testdata/configtest.json +++ b/testdata/configtest.json @@ -1707,9 +1707,36 @@ }, "useGlobalFormat": true, "assetTypes": [ - "spot" + "spot", + "coinmarginedfutures", + "futures" ], "pairs": { + "coinmarginedfutures": { + "assetEnabled": true, + "enabled": "BTC-USD", + "available": "BTC-USD,ETH-USD,LINK-USD,DOT-USD,ADA-USD,LTC-USD,XRP-USD,TRX-USD,DOGE-USD", + "requestFormat": { + "uppercase": true, + "delimiter": "-" + }, + "configFormat": { + "uppercase": true, + "delimiter": "-" + } + }, + "futures": { + "assetEnabled": true, + "enabled": "BTC-230915", + "available": "BTC-230915,BTC-230922,BTC-230929,ETH-230915,ETH-230922,ETH-230929,TRX-230915,TRX-230922", + "requestFormat": { + "uppercase": true + }, + "configFormat": { + "uppercase": true, + "delimiter": "-" + } + }, "spot": { "enabled": "BTC-USDT", "available": "PROPY-ETH,IOTA-BTC,UGAS-ETH,PAI-USDT,BSV-HUSD,MTX-ETH,BCH-BTC,LTC-HT,SOC-USDT,WXT-BTC,SALT-BTC,RCN-ETH,PNT-ETH,TT-USDT,AIDOC-ETH,BIX-BTC,OCN-USDT,QTUM-ETH,KCASH-ETH,SNT-USDT,LUN-BTC,QASH-BTC,ITC-BTC,NAS-BTC,XMR-BTC,TNT-ETH,UC-ETH,FAIR-BTC,PC-ETH,YEE-BTC,PAY-ETH,XMX-BTC,CRE-USDT,BAT-ETH,BHT-USDT,CKB-HT,LAMB-HT,AE-USDT,QUN-ETH,LYM-BTC,BCH-HT,BHT-BTC,RUFF-ETH,CNN-BTC,FOR-USDT,GTC-ETH,TRX-ETH,ELA-USDT,ACT-ETH,SMT-ETH,BUT-ETH,BCH-USDT,ICX-BTC,MEET-BTC,NCC-BTC,APPC-BTC,GVE-ETH,TNB-BTC,STEEM-ETH,18C-ETH,LBA-BTC,EKO-BTC,REQ-BTC,SOC-BTC,BOX-ETH,ELF-BTC,ZRX-ETH,LET-USDT,HT-BTC,TUSD-HUSD,EGCC-BTC,WTC-BTC,ATP-USDT,DOCK-USDT,PAI-BTC,ONT-ETH,IRIS-BTC,BTT-ETH,SC-BTC,XZC-BTC,LBA-USDT,HT-USDT,VET-ETH,KMD-ETH,SHE-ETH,PORTAL-BTC,ONE-BTC,BIX-USDT,RCCC-BTC,SKM-USDT,XTZ-ETH,SWFTC-BTC,RSR-BTC,LINK-ETH,DATX-BTC,HPT-HT,GET-ETH,BLZ-ETH,CTXC-USDT,CNNS-USDT,PVT-HT,ITC-USDT,LTC-BTC,NCASH-BTC,HOT-ETH,ADA-USDT,ADX-BTC,NODE-USDT,TRIO-BTC,GXC-ETH,SNT-BTC,FOR-BTC,DBC-BTC,UUU-USDT,CVCOIN-ETH,RSR-USDT,CRO-USDT,OCN-BTC,NEW-USDT,EGT-USDT,MANA-BTC,CMT-USDT,WXT-HT,XRP-BTC,MT-ETH,PAX-HUSD,LSK-ETH,IOTA-USDT,SRN-ETH,ZIL-ETH,ELF-USDT,LXT-ETH,LAMB-BTC,CRE-HT,CKB-BTC,XVG-BTC,BSV-BTC,BFT-BTC,WPR-ETH,HT-HUSD,POWR-BTC,MANA-ETH,ENG-ETH,ZJLT-ETH,SNC-ETH,ATOM-ETH,WICC-USDT,KAN-ETH,DGD-BTC,VSYS-HT,BCD-BTC,BTM-ETH,DOGE-USDT,MEX-BTC,BTG-BTC,DAC-ETH,DAT-BTC,GRS-ETH,ADX-ETH,EM-HT,GXC-USDT,CVC-BTC,OMG-ETH,SSP-ETH,OGO-HT,CMT-ETH,POLY-ETH,XZC-USDT,THETA-USDT,XEM-USDT,LOL-USDT,BCH-HUSD,GSC-BTC,DOGE-ETH,MDS-BTC,BTS-ETH,CTXC-BTC,MCO-BTC,BCX-BTC,ZLA-ETH,EKT-USDT,MAN-BTC,BLZ-BTC,ATOM-USDT,LOL-BTC,HPT-USDT,EM-BTC,EOS-USDT,WAN-BTC,GNT-BTC,CRO-BTC,MANA-USDT,SEELE-USDT,FSN-BTC,VIDY-HT,USDC-HUSD,LTC-HUSD,XRP-USDT,VSYS-BTC,STORJ-BTC,LOOM-ETH,SKM-BTC,LINK-USDT,TT-HT,QSP-ETH,ETN-BTC,FSN-HT,NODE-BTC,HC-USDT,PHX-BTC,XLM-BTC,RCCC-ETH,LTC-USDT,UUU-BTC,SEELE-ETH,PVT-BTC,HC-ETH,REN-ETH,KAN-USDT,EOS-ETH,BSV-USDT,BTS-USDT,KMD-BTC,OGO-USDT,THETA-ETH,MUSK-BTC,CNNS-HT,ETC-BTC,COVA-BTC,BTT-TRX,XMR-USDT,MTN-ETH,QUN-BTC,NAS-USDT,ELA-ETH,HIT-ETH,BTT-USDT,EKT-ETH,TOS-BTC,GAS-ETH,DCR-USDT,ONT-BTC,NEW-HT,NEXO-BTC,ETH-USDT,WXT-USDT,FOR-HT,ADA-BTC,EVX-ETH,VET-BTC,ZEC-USDT,NANO-ETH,IOST-HT,BCV-ETH,REN-USDT,NULS-ETH,ACT-USDT,LET-ETH,BTM-USDT,MEET-ETH,AKRO-HT,ARDR-BTC,DCR-ETH,NANO-USDT,BTC-HUSD,ALGO-BTC,IIC-ETH,BHD-BTC,KNC-ETH,ATP-BTC,ZRX-BTC,ABT-BTC,18C-BTC,XMR-ETH,WAXP-BTC,CVNT-BTC,MX-USDT,OST-ETH,NKN-BTC,TOPC-BTC,GNX-BTC,FTT-USDT,ONE-HT,DGB-ETH,NULS-USDT,DASH-BTC,UIP-BTC,KCASH-HT,WICC-ETH,EKO-ETH,EGT-HT,IRIS-USDT,STK-ETH,MXC-BTC,NAS-ETH,OMG-USDT,SMT-BTC,BUT-BTC,HIT-USDT,BAT-BTC,IRIS-ETH,NKN-HT,PC-BTC,TOP-USDT,GTC-BTC,LSK-BTC,ITC-ETH,DTA-BTC,HOT-BTC,BTT-BTC,FAIR-ETH,DOCK-ETH,QTUM-BTC,ZEN-BTC,ZIL-BTC,RCN-BTC,FTI-BTC,BHD-USDT,VIDY-USDT,LUN-ETH,DBC-ETH,TOPC-ETH,IIC-BTC,STEEM-USDT,IOTA-ETH,KCASH-BTC,RUFF-BTC,APPC-ETH,MT-BTC,SOC-ETH,GT-HT,PROPY-BTC,AIDOC-BTC,ACT-BTC,LYM-ETH,CHAT-BTC,SWFTC-ETH,ETH-BTC,UIP-USDT,UGAS-BTC,XRP-HUSD,ALGO-USDT,TNT-BTC,ONT-USDT,YEE-ETH,AKRO-BTC,TRX-USDT,OCN-ETH,SRN-BTC,DASH-USDT,XMX-ETH,NANO-BTC,QASH-ETH,EOS-HT,GT-BTC,XTZ-USDT,ARPA-USDT,SALT-ETH,BKBT-ETH,MTX-BTC,SMT-USDT,GXC-BTC,VIDY-BTC,FTT-HT,LAMB-ETH,TRX-BTC,TRIO-ETH,BFT-ETH,LINK-BTC,AE-ETH,NULS-BTC,BHD-HT,AST-ETH,NEO-USDT,EDU-BTC,CVCOIN-BTC,GVE-BTC,GET-BTC,ZRX-USDT,ELF-ETH,DATX-ETH,ADA-ETH,TOP-HT,NCASH-ETH,QTUM-USDT,ETC-HT,ZIL-USDT,TNB-ETH,BIX-ETH,SHE-BTC,PNT-BTC,BTC-USDT,PORTAL-ETH,WAVES-USDT,XZC-ETH,HT-ETH,POLY-BTC,MCO-ETH,MUSK-ETH,PAI-ETH,LXT-USDT,UTK-BTC,RTE-BTC,NCC-ETH,HB10-USDT,BOX-BTC,RDN-ETH,ARPA-BTC,LBA-ETH,CNN-ETH,AAC-ETH,XTZ-BTC,IDT-BTC,AKRO-USDT,IOST-BTC,GT-USDT,WAN-ETH,ETN-ETH,PVT-USDT,NEO-BTC,WAVES-ETH,ONE-USDT,ZEC-BTC,SKM-HT,IOST-ETH,NPXS-ETH,CVC-ETH,CMT-BTC,COVA-ETH,ARDR-ETH,RDN-BTC,DCR-BTC,REN-BTC,YCC-ETH,MX-HT,NEXO-ETH,XLM-ETH,YCC-BTC,ENG-BTC,CNNS-BTC,ZLA-BTC,QSP-BTC,MAN-ETH,UUU-ETH,ETH-HUSD,RTE-ETH,ATP-HT,BTM-BTC,DAC-BTC,TOS-ETH,LAMB-USDT,DASH-HT,NPXS-BTC,NEW-BTC,FTT-BTC,EOS-HUSD,GRS-BTC,POWR-ETH,VET-USDT,AAC-BTC,MX-BTC,MTN-BTC,XVG-ETH,GNX-ETH,SSP-BTC,WAVES-BTC,EGT-BTC,CTXC-ETH,IDT-ETH,STK-BTC,WICC-BTC,UTK-ETH,CRO-HT,LXT-BTC,GSC-ETH,OMG-BTC,XRP-HT,DGB-BTC,IOST-USDT,CVNT-ETH,GAS-BTC,HIT-BTC,CKB-USDT,ARPA-HT,RUFF-USDT,HC-BTC,WTC-ETH,MDS-USDT,ABT-ETH,ALGO-ETH,BIFI-BTC,KNC-BTC,TT-BTC,LET-BTC,NKN-USDT,PAY-BTC,DTA-USDT,AE-BTC,UC-BTC,VSYS-USDT,USDT-HUSD,EOS-BTC,STEEM-BTC,DOGE-BTC,NODE-HT,MDS-ETH,CRE-BTC,GNT-USDT,UIP-ETH,AST-BTC,XEM-BTC,ZEN-ETH,EDU-ETH,MEX-ETH,EKT-BTC,CVC-USDT,WAXP-ETH,REQ-ETH,OST-BTC,STORJ-USDT,SBTC-BTC,DGD-ETH,SC-ETH,WTC-USDT,THETA-BTC,DTA-ETH,BCV-BTC,SNC-BTC,RSR-HT,KAN-BTC,ELA-BTC,ATOM-BTC,BKBT-BTC,FSN-USDT,EM-USDT,WPR-BTC,TOP-BTC,BTS-BTC,EGCC-ETH,MTL-BTC,GNT-ETH,SEELE-BTC,EVX-BTC,FTI-ETH,BAT-USDT,MT-HT,LOL-HT,ICX-ETH,LOOM-BTC,ZJLT-BTC,XLM-USDT,OGO-BTC,DOCK-BTC,CHAT-ETH,DAT-ETH,ETC-USDT,HPT-BTC,BHT-HT" @@ -1864,6 +1891,19 @@ "spot" ], "pairs": { + "futures": { + "assetEnabled": true, + "enabled": "PF_XBTUSD", + "available": "PI_XBTUSD,PI_ETHUSD,PI_LTCUSD,PI_BCHUSD,PI_XRPUSD,PF_XBTUSD,PF_ETHUSD,PF_ADAUSD,PF_XRPUSD,PF_SOLUSD,PF_UNIUSD,PF_ATOMUSD,PF_BCHUSD,PF_DOTUSD,PF_EOSUSD,PF_FILUSD,PF_LINKUSD,PF_LTCUSD,PF_MATICUSD,PF_DEFIUSD,PF_AVAXUSD,PF_XMRUSD,PF_GMTUSD,PF_LUNA2USD,PF_OPUSD,PF_NEARUSD,PF_APEUSD,PF_WAVESUSD,PF_DOGEUSD,PF_FTMUSD,PF_TRXUSD,PF_MANAUSD,PF_CRVUSD,PF_AAVEUSD,PF_SNXUSD,PF_XTZUSD,PF_XLMUSD,PF_ALGOUSD,PF_SANDUSD,PF_OMGUSD,PF_ENJUSD,PF_COMPUSD,PF_YFIUSD,PF_CHZUSD,PF_LPTUSD,PF_BATUSD,PF_MKRUSD,PF_AXSUSD,PF_GALAUSD,PF_ETCUSD,PF_KAVAUSD,PF_LRCUSD,PF_KSMUSD,PF_GRTUSD,PF_FLOWUSD,PF_ZECUSD,PF_QTUMUSD,PF_DASHUSD,PF_1INCHUSD,PF_KNCUSD,PF_OGNUSD,PF_SUSHIUSD,PF_STORJUSD,PF_RUNEUSD,PF_EGLDUSD,PF_DYDXUSD,PF_RENUSD,PF_ANKRUSD,PF_ICPUSD,PF_ETHWUSD,PF_OCEANUSD,PF_BANDUSD,PF_BALUSD,PF_ALICEUSD,PF_ICXUSD,PF_ENSUSD,PF_AUDIOUSD,PF_ANTUSD,PF_SCUSD,PF_MINAUSD,PF_GLMRUSD,PF_THETAUSD,PF_QNTUSD,PF_IMXUSD,PF_APTUSD,PF_FLRUSD,PF_BLURUSD,PF_GMXUSD,PF_MASKUSD,PF_LDOUSD,PF_USDCUSD,PF_USDTUSD,PF_ARBUSD,PF_FETUSD,PF_STXUSD,PF_RNDRUSD,PF_CVXUSD,PF_WOOUSD,PF_JASMYUSD,PF_INJUSD,PF_ZRXUSD,PF_RLCUSD,PF_GALUSD,PF_SUIUSD,PF_PEPEUSD,FI_XBTUSD_231229,FI_ETHUSD_231229,PF_SHIBUSD,PF_TUSDUSD,PF_SXPUSD,PF_ARPAUSD,PF_ALPHAUSD,PF_STGUSD,PF_HFTUSD,PF_ACHUSD,PF_WLDUSD,PF_MOONUSD,PF_LINAUSD,PF_CFXUSD,PF_PAXGUSD,PF_AGLDUSD,FF_ETHUSD_231229,FF_XBTUSD_231229,FI_ETHUSD_240329,FI_XBTUSD_240329,FI_XRPUSD_231229,FI_BCHUSD_231229,FI_LTCUSD_231229,PF_FXSUSD,PF_SEIUSD,FF_XBTUSD_231027,FF_ETHUSD_231027,FI_XBTUSD_231027,FI_ETHUSD_231027,FI_XRPUSD_231027,FI_BCHUSD_231027,FI_LTCUSD_231027", + "requestFormat": { + "uppercase": true, + "delimiter": "_" + }, + "configFormat": { + "uppercase": true, + "delimiter": "_" + } + }, "spot": { "enabled": "XBT-USD", "available": "ETH-GBP,XRP-USD,DAI-EUR,LSK-USD,BAT-EUR,BCH-EUR,EOS-ETH,GNO-EUR,ETH-CAD,XRP-JPY,ADA-ETH,DAI-USD,DASH-EUR,GNO-USD,LSK-XBT,ETH-EUR,ZEC-EUR,DASH-XBT,EOS-EUR,ETH-CHF,SC-ETH,SC-USD,WAVES-EUR,XBT-USD,ADA-EUR,LINK-USD,NANO-EUR,PAXG-USD,SC-EUR,WAVES-ETH,REP-USD,EOS-XBT,ETC-ETH,XMR-USD,LTC-USD,MLN-XBT,XTZ-CAD,XBT-GBP,ADA-CAD,XTZ-EUR,ETH-JPY,XTZ-USD,XDG-XBT,XLM-EUR,ATOM-USD,ATOM-XBT,OMG-EUR,ZEC-JPY,ADA-XBT,GNO-ETH,LINK-XBT,ETC-EUR,BCH-XBT,QTUM-ETH,XBT-CHF,LTC-EUR,ETH-DAI,LSK-EUR,NANO-USD,QTUM-XBT,XRP-XBT,ZEC-USD,BAT-ETH,LINK-ETH,XBT-CAD,BAT-USD,GNO-XBT,ICX-XBT,PAXG-ETH,DAI-USDT,NANO-ETH,OMG-ETH,WAVES-XBT,ZEC-XBT,BAT-XBT,NANO-XBT,XBT-JPY,DASH-USD,ICX-ETH,LSK-ETH,QTUM-CAD,REP-XBT,XMR-XBT,XRP-EUR,ATOM-CAD,OMG-USD,LTC-XBT,MLN-ETH,XTZ-ETH,EOS-USD,ICX-EUR,SC-XBT,ETC-USD,BCH-USD,ICX-USD,QTUM-USD,ETH-XBT,ETH-USD,OMG-XBT,PAXG-EUR,REP-EUR,ADA-USD,USDT-USD,XMR-EUR,XRP-CAD,ATOM-EUR,ETC-XBT,XBT-EUR,XLM-USD,ATOM-ETH,LINK-EUR,PAXG-XBT,WAVES-USD,REP-ETH,XLM-XBT,QTUM-EUR,XTZ-XBT" diff --git a/testdata/http_mock/binance/binance.json b/testdata/http_mock/binance/binance.json index 12451766..11832875 100644 --- a/testdata/http_mock/binance/binance.json +++ b/testdata/http_mock/binance/binance.json @@ -263323,10 +263323,10 @@ { "data": { "contractType": "PERPETUAL", - "openInterest": "1603856", + "openInterest": "6784657", "pair": "BTCUSD", "symbol": "BTCUSD_PERP", - "time": 1607293625325 + "time": 1702244982986 }, "queryString": "symbol=BTCUSD_PERP", "bodyParams": "", @@ -325935,9 +325935,9 @@ "GET": [ { "data": { - "openInterest": "37679.027", + "openInterest": "83782.317", "symbol": "BTCUSDT", - "time": 1602819815902 + "time": 1702244985273 }, "queryString": "symbol=BTCUSDT", "bodyParams": "", diff --git a/testdata/http_mock/bybit/bybit.json b/testdata/http_mock/bybit/bybit.json index 89a1c92c..1e5be3fe 100644 --- a/testdata/http_mock/bybit/bybit.json +++ b/testdata/http_mock/bybit/bybit.json @@ -78050,54 +78050,6 @@ "bodyParams": "", "headers": {} }, - { - "data": { - "result": { - "category": "linear", - "list": [ - { - "baseCoin": "BTC", - "contractType": "LinearPerpetual", - "copyTrading": "normalOnly", - "deliveryFeeRate": "", - "deliveryTime": "0", - "fundingInterval": 480, - "launchTime": "1683802102000", - "leverageFilter": { - "leverageStep": "0.01", - "maxLeverage": "25.00", - "minLeverage": "1" - }, - "lotSizeFilter": { - "maxOrderQty": "18000000", - "minOrderQty": "100", - "postOnlyMaxOrderQty": "90000000", - "qtyStep": "100" - }, - "priceFilter": { - "maxPrice": "0.1999998", - "minPrice": "0.0000001", - "tickSize": "0.0000001" - }, - "priceScale": "7", - "quoteCoin": "PERP", - "settleCoin": "USDT", - "status": "Trading", - "symbol": "BTCPERP", - "unifiedMarginTrade": true - } - ], - "nextPageCursor": "" - }, - "retCode": 0, - "retExtInfo": null, - "retMsg": "OK", - "time": 1697485563561 - }, - "queryString": "category=linear\u0026limit=1000", - "bodyParams": "", - "headers": {} - }, { "data": { "result": { @@ -142568,6 +142520,10022 @@ "queryString": "baseCoin=ETH\u0026category=option\u0026limit=1000\u0026status=Trading", "bodyParams": "", "headers": {} + }, + { + "data": { + "result": { + "category": "linear", + "list": [ + { + "baseCoin": "1000000VINU", + "contractType": "LinearPerpetual", + "copyTrading": "both", + "deliveryFeeRate": "", + "deliveryTime": "0", + "fundingInterval": 480, + "launchTime": "1701155354000", + "leverageFilter": { + "leverageStep": "0.01", + "maxLeverage": "25.00", + "minLeverage": "1" + }, + "lotSizeFilter": { + "maxOrderQty": "1000000", + "minOrderQty": "100", + "postOnlyMaxOrderQty": "5000000", + "qtyStep": "100" + }, + "priceFilter": { + "maxPrice": "1.999998", + "minPrice": "0.000001", + "tickSize": "0.000001" + }, + "priceScale": "6", + "quoteCoin": "USDT", + "settleCoin": "USDT", + "status": "Trading", + "symbol": "1000000VINUUSDT", + "unifiedMarginTrade": true + }, + { + "baseCoin": "10000LADYS", + "contractType": "LinearPerpetual", + "copyTrading": "both", + "deliveryFeeRate": 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