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

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) {

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)

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)
+}

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
+}