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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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4
exchanges/bitfinex/bitfinex.go
View File

@@ -615,9 +615,9 @@ func (b *Bitfinex) GetDerivativeStatusInfo(ctx context.Context, keys, startTime,
case float64:
response.OpenInterest = t
case nil:
break // OpenInterest will default to 0
break // SupportedCapability will default to 0
default:
return finalResp, common.GetTypeAssertError(" float64|nil", t, "DerivativesStatus.OpenInterest")
return finalResp, common.GetTypeAssertError(" float64|nil", t, "DerivativesStatus.SupportedCapability")
}
finalResp[z] = response
}

7
exchanges/bitfinex/bitfinex_wrapper.go
View File

@@ -12,6 +12,7 @@ import (
"unicode"
"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"
@@ -1313,3 +1314,9 @@ func (b *Bitfinex) GetLatestFundingRates(context.Context, *fundingrate.LatestRat
// TODO: Add futures support for Bitfinex
return nil, common.ErrNotYetImplemented
}
// GetOpenInterest returns the open interest rate for a given asset pair
func (b *Bitfinex) GetOpenInterest(context.Context, ...key.PairAsset) ([]futures.OpenInterest, error) {
// TODO: Add futures support for Bitfinex
return nil, common.ErrNotYetImplemented
}