exchanges/futures: Implement open interest (#1417)

* adds open interest to exchanges

* ADDS TESTING YEAH

* New endpoints, BTSE, RPCS, cached

* slight design change, begin gateio

You will need to get cached for
each exchange that supports it

* gateio, huobi, rpc

* fix up kraken, cache retrieval

* okx, gateio

* finalising all implementations and tests

* definitely my final ever commit on this

* Well, well, well

* final v2

* quick fix of bug

* test coverage, assert notempty, test helper

Added a new testhelper for currency
management because its very annoying
in a parallel test setting which wastes
so much space otherwise

* minimises REST requests for Open Interest

* types.Number merge misses

* Minimises Kraken REST calls

* len change, value -> pointer receiver

* further fixup

* fixes gateio, batch calculates open interest

* single gateio, lint const fixes

* rejig and more thorough oi for huobi

* formatting expansion

* minor fix for handling expiring contracts

* rm unused Binance strings

* add bybit support, fix bybit issues

* oopsie doopsie, dont look at my whoopsie

* Fix issue, remove feature

* move an irrelevant function for the pr

* mini bybit upgrades

* fixes cli request bug

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)
 }

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())
+}