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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

47
exchanges/binance/binance_test.go
View File

@@ -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)
}