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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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42
exchanges/bitmex/bitmex_test.go
View File

@@ -11,7 +11,9 @@ import (
"time"
"github.com/gorilla/websocket"
"github.com/stretchr/testify/assert"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/core"
"github.com/thrasher-corp/gocryptotrader/currency"
@@ -1315,3 +1317,43 @@ func TestIsPerpetualFutureCurrency(t *testing.T) {
t.Error("expected true")
}
}
func TestGetOpenInterest(t *testing.T) {
t.Parallel()
cp1 := currency.NewPair(currency.XBT, currency.USD)
cp2 := currency.NewPair(currency.DOGE, currency.USD)
sharedtestvalues.SetupCurrencyPairsForExchangeAsset(t, b, asset.PerpetualContract, cp1, cp2)
resp, err := b.GetOpenInterest(context.Background(), key.PairAsset{
Base: currency.XBT.Item,
Quote: currency.USD.Item,
Asset: asset.PerpetualContract,
})
assert.NoError(t, err)
assert.NotEmpty(t, resp)
resp, err = b.GetOpenInterest(context.Background(),
key.PairAsset{
Base: currency.XBT.Item,
Quote: currency.USD.Item,
Asset: asset.PerpetualContract,
},
key.PairAsset{
Base: currency.DOGE.Item,
Quote: currency.USD.Item,
Asset: asset.PerpetualContract,
})
assert.NoError(t, err)
assert.NotEmpty(t, resp)
resp, err = b.GetOpenInterest(context.Background())
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)
}