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exchanges/futures: Implement open interest (#1417)

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* 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
This commit is contained in:
Scott
2024-01-12 15:27:35 +11:00
committed by GitHub
parent 614042110a
commit b71bf1f3d1
62 changed files with 22660 additions and 10095 deletions
Download Patch File Download Diff File Expand all files Collapse all files

51
engine/rpcserver.go
View File

@@ -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
}