mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-03 07:26:45 +00:00
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
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@@ -7,18 +7,22 @@ import (
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"testing"
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"time"
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"github.com/stretchr/testify/assert"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/common/convert"
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"github.com/thrasher-corp/gocryptotrader/common/key"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/collateral"
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"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/margin"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/portfolio/banking"
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)
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@@ -3209,3 +3213,59 @@ func TestIsPairEnabled(t *testing.T) {
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t.Fatal("expected true")
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}
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}
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func TestGetOpenInterest(t *testing.T) {
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t.Parallel()
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var b Base
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if _, err := b.GetOpenInterest(context.Background()); !errors.Is(err, common.ErrFunctionNotSupported) {
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t.Errorf("received: %v, expected: %v", err, common.ErrFunctionNotSupported)
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}
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}
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// FakeBase is used to override functions
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type FakeBase struct {
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Base
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}
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func (f *FakeBase) GetOpenInterest(context.Context, ...key.PairAsset) ([]futures.OpenInterest, error) {
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return []futures.OpenInterest{
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{
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Key: key.ExchangePairAsset{
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Exchange: f.Name,
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Base: currency.BTC.Item,
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Quote: currency.BONK.Item,
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Asset: asset.Futures,
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},
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OpenInterest: 1337,
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},
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}, nil
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}
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func TestGetCachedOpenInterest(t *testing.T) {
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t.Parallel()
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var b FakeBase
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b.Features.Supports.FuturesCapabilities.OpenInterest = OpenInterestSupport{
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Supported: true,
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}
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_, err := b.GetCachedOpenInterest(context.Background())
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assert.ErrorIs(t, err, common.ErrFunctionNotSupported)
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b.Features.Supports.FuturesCapabilities.OpenInterest.SupportedViaTicker = true
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b.Name = "test"
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err = ticker.ProcessTicker(&ticker.Price{
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ExchangeName: "test",
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Pair: currency.NewPair(currency.BTC, currency.BONK),
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AssetType: asset.Futures,
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OpenInterest: 1337,
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})
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assert.NoError(t, err)
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_, err = b.GetCachedOpenInterest(context.Background())
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assert.NoError(t, err)
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_, err = b.GetCachedOpenInterest(context.Background(), key.PairAsset{
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Base: currency.BTC.Item,
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Quote: currency.BONK.Item,
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Asset: asset.Futures,
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})
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assert.NoError(t, err)
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}
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