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

exchanges/btse/btse_test.go

@@ -10,6 +10,7 @@ import (
 
 	"github.com/stretchr/testify/assert"
 	"github.com/thrasher-corp/gocryptotrader/common"
+	"github.com/thrasher-corp/gocryptotrader/common/key"
 	"github.com/thrasher-corp/gocryptotrader/config"
 	"github.com/thrasher-corp/gocryptotrader/core"
 	"github.com/thrasher-corp/gocryptotrader/currency"
@@ -53,6 +54,7 @@ func TestMain(m *testing.M) {
 	if err = b.Setup(btseConfig); err != nil {
 		log.Fatal(err)
 	}
+
 	os.Exit(m.Run())
 }
 
@@ -737,3 +739,43 @@ func updatePairsOnce(tb testing.TB) {
 		assert.NoError(tb, err, "UpdateTradablePairs should not error")
 	})
 }
+
+func TestGetOpenInterest(t *testing.T) {
+	t.Parallel()
+	cp1 := currency.NewPair(currency.BTC, currency.PFC)
+	cp2 := currency.NewPair(currency.ETH, currency.PFC)
+	sharedtestvalues.SetupCurrencyPairsForExchangeAsset(t, b, asset.Futures, futuresPair, cp1, cp2)
+
+	resp, err := b.GetOpenInterest(context.Background(), key.PairAsset{
+		Base:  cp1.Base.Item,
+		Quote: cp1.Quote.Item,
+		Asset: asset.Futures,
+	})
+	assert.NoError(t, err)
+	assert.NotEmpty(t, resp)
+
+	resp, err = b.GetOpenInterest(context.Background(),
+		key.PairAsset{
+			Base:  cp1.Base.Item,
+			Quote: cp1.Quote.Item,
+			Asset: asset.Futures,
+		},
+		key.PairAsset{
+			Base:  cp2.Base.Item,
+			Quote: cp2.Quote.Item,
+			Asset: asset.Futures,
+		})
+	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)
+}

exchanges/btse/btse_wrapper.go

@@ -13,6 +13,7 @@ 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"
@@ -137,6 +138,11 @@ func (b *BTSE) SetDefaults() {
 				FundingRateBatching: map[asset.Item]bool{
 					asset.Futures: true,
 				},
+				OpenInterest: exchange.OpenInterestSupport{
+					Supported:          true,
+					SupportsRestBatch:  true,
+					SupportedViaTicker: true,
+				},
 			},
 		},
 		Enabled: exchange.FeaturesEnabled{
@@ -333,6 +339,7 @@ func (b *BTSE) UpdateTickers(ctx context.Context, a asset.Item) error {
 				Last:         tickers[x].Last,
 				Volume:       tickers[x].Volume,
 				High:         tickers[x].High24Hr,
+				OpenInterest: tickers[x].OpenInterest,
 				ExchangeName: b.Name,
 				AssetType:    a})
 		}
@@ -1315,3 +1322,49 @@ func (b *BTSE) IsPerpetualFutureCurrency(a asset.Item, p currency.Pair) (bool, e
 func (b *BTSE) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
 	return common.ErrNotYetImplemented
 }
+
+// GetOpenInterest returns the open interest rate for a given asset pair
+func (b *BTSE) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) {
+	for i := range k {
+		if k[i].Asset != asset.Futures {
+			// 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())
+		}
+	}
+	tickers, err := b.GetMarketSummary(ctx, "", false)
+	if err != nil {
+		return nil, err
+	}
+	resp := make([]futures.OpenInterest, 0, len(tickers))
+	for i := range tickers {
+		var symbol currency.Pair
+		var enabled bool
+		symbol, enabled, err = b.MatchSymbolCheckEnabled(tickers[i].Symbol, asset.Futures, false)
+		if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
+			return nil, err
+		}
+		if !enabled {
+			continue
+		}
+		var appendData bool
+		for j := range k {
+			if k[j].Pair().Equal(symbol) {
+				appendData = true
+				break
+			}
+		}
+		if len(k) > 0 && !appendData {
+			continue
+		}
+		resp = append(resp, futures.OpenInterest{
+			Key: key.ExchangePairAsset{
+				Exchange: b.Name,
+				Base:     symbol.Base.Item,
+				Quote:    symbol.Quote.Item,
+				Asset:    asset.Futures,
+			},
+			OpenInterest: tickers[i].OpenInterest,
+		})
+	}
+	return resp, nil
+}