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
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

View File

@@ -263,6 +263,15 @@ func (b *Bitmex) GetFullFundingHistory(ctx context.Context, symbol, count, filte
&fundingHistory)
}
// GetInstrument returns instrument data
func (b *Bitmex) GetInstrument(ctx context.Context, params *GenericRequestParams) ([]Instrument, error) {
var instruments []Instrument
return instruments, b.SendHTTPRequest(ctx, exchange.RestSpot, bitmexEndpointInstruments,
params,
&instruments)
}
// GetInstruments returns instrument data
func (b *Bitmex) GetInstruments(ctx context.Context, params *GenericRequestParams) ([]Instrument, error) {
var instruments []Instrument