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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
exchanges/binance/binance_wrapper.go
View File

@@ -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
}