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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
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32
exchanges/binance/binance.go
View File

@@ -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) {