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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

126
exchanges/bybit/bybit_test.go
View File

@@ -4,12 +4,15 @@ import (
"context"
"encoding/json"
"errors"
"fmt"
"sync"
"testing"
"time"
"github.com/gofrs/uuid"
"github.com/stretchr/testify/assert"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
@@ -706,25 +709,25 @@ func TestGetPublicTradingHistory(t *testing.T) {
}
}
func TestGetOpenInterest(t *testing.T) {
func TestGetOpenInterestData(t *testing.T) {
t.Parallel()
_, err := b.GetOpenInterest(context.Background(), "spot", spotTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "")
_, err := b.GetOpenInterestData(context.Background(), "spot", spotTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "")
if !errors.Is(err, errInvalidCategory) {
t.Errorf("expected %v, got %v", errInvalidCategory, err)
}
_, err = b.GetOpenInterest(context.Background(), "linear", usdtMarginedTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "")
_, err = b.GetOpenInterestData(context.Background(), "linear", usdtMarginedTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "")
if err != nil {
t.Error(err)
}
_, err = b.GetOpenInterest(context.Background(), "linear", usdcMarginedTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "")
_, err = b.GetOpenInterestData(context.Background(), "linear", usdcMarginedTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "")
if err != nil {
t.Error(err)
}
_, err = b.GetOpenInterest(context.Background(), "inverse", inverseTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "")
_, err = b.GetOpenInterestData(context.Background(), "inverse", inverseTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "")
if err != nil {
t.Error(err)
}
_, err = b.GetOpenInterest(context.Background(), "option", optionsTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "")
_, err = b.GetOpenInterestData(context.Background(), "option", optionsTradablePair.String(), "5min", time.Time{}, time.Time{}, 0, "")
if !errors.Is(err, errInvalidCategory) {
t.Errorf("expected %v, got %v", errInvalidCategory, err)
}
@@ -2918,59 +2921,6 @@ func TestGetBrokerEarning(t *testing.T) {
}
}
func instantiateTradablePairs() error {
err := b.UpdateTradablePairs(context.Background(), true)
if err != nil {
return err
}
tradables, err := b.GetEnabledPairs(asset.Spot)
if err != nil {
return err
}
format, err := b.GetPairFormat(asset.Spot, true)
if err != nil {
return err
}
spotTradablePair = tradables[0].Format(format)
tradables, err = b.GetEnabledPairs(asset.USDTMarginedFutures)
if err != nil {
return err
}
format, err = b.GetPairFormat(asset.USDTMarginedFutures, true)
if err != nil {
return err
}
usdtMarginedTradablePair = tradables[0].Format(format)
tradables, err = b.GetEnabledPairs(asset.USDCMarginedFutures)
if err != nil {
return err
}
format, err = b.GetPairFormat(asset.USDCMarginedFutures, true)
if err != nil {
return err
}
usdcMarginedTradablePair = tradables[0].Format(format)
tradables, err = b.GetEnabledPairs(asset.CoinMarginedFutures)
if err != nil {
return err
}
format, err = b.GetPairFormat(asset.CoinMarginedFutures, true)
if err != nil {
return err
}
inverseTradablePair = tradables[0].Format(format)
tradables, err = b.GetEnabledPairs(asset.Options)
if err != nil {
return err
}
format, err = b.GetPairFormat(asset.Options, true)
if err != nil {
return err
}
optionsTradablePair = tradables[0].Format(format)
return nil
}
func TestUpdateAccountInfo(t *testing.T) {
t.Parallel()
if mockTests {
@@ -3537,3 +3487,61 @@ func TestUpdateOptionsTickerInformation(t *testing.T) {
t.Fatal(err)
}
}
func TestGetOpenInterest(t *testing.T) {
t.Parallel()
_, err := b.GetOpenInterest(context.Background(), key.PairAsset{
Base: currency.ETH.Item,
Quote: currency.USDT.Item,
Asset: asset.Spot,
})
assert.ErrorIs(t, err, asset.ErrNotSupported)
resp, err := b.GetOpenInterest(context.Background(), key.PairAsset{
Base: usdcMarginedTradablePair.Base.Item,
Quote: usdcMarginedTradablePair.Quote.Item,
Asset: asset.USDCMarginedFutures,
})
assert.NoError(t, err)
assert.NotEmpty(t, resp)
resp, err = b.GetOpenInterest(context.Background(), key.PairAsset{
Base: usdtMarginedTradablePair.Base.Item,
Quote: usdtMarginedTradablePair.Quote.Item,
Asset: asset.USDTMarginedFutures,
})
assert.NoError(t, err)
assert.NotEmpty(t, resp)
resp, err = b.GetOpenInterest(context.Background(), key.PairAsset{
Base: inverseTradablePair.Base.Item,
Quote: inverseTradablePair.Quote.Item,
Asset: asset.CoinMarginedFutures,
})
assert.NoError(t, err)
assert.NotEmpty(t, resp)
resp, err = b.GetOpenInterest(context.Background())
assert.NoError(t, err)
assert.NotEmpty(t, resp)
}
func TestIsPerpetualFutureCurrency(t *testing.T) {
t.Parallel()
is, err := b.IsPerpetualFutureCurrency(asset.Spot, spotTradablePair)
assert.NoError(t, err)
assert.False(t, is)
is, err = b.IsPerpetualFutureCurrency(asset.CoinMarginedFutures, inverseTradablePair)
assert.NoError(t, err)
assert.True(t, is, fmt.Sprintf("%s %s should be a perp", asset.CoinMarginedFutures, inverseTradablePair))
is, err = b.IsPerpetualFutureCurrency(asset.USDTMarginedFutures, usdtMarginedTradablePair)
assert.NoError(t, err)
assert.True(t, is, fmt.Sprintf("%s %s should be a perp", asset.USDTMarginedFutures, usdtMarginedTradablePair))
is, err = b.IsPerpetualFutureCurrency(asset.USDCMarginedFutures, usdcMarginedTradablePair)
assert.NoError(t, err)
assert.True(t, is, fmt.Sprintf("%s %s should be a perp", asset.USDCMarginedFutures, usdcMarginedTradablePair))
}