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

@@ -179,13 +179,21 @@ type FeaturesSupported struct {
type FuturesCapabilities struct {
FundingRates bool
MaximumFundingRateHistory time.Duration
FundingRateBatching map[asset.Item]bool
SupportedFundingRateFrequencies map[kline.Interval]bool
Positions bool
OrderManagerPositionTracking bool
Collateral bool
CollateralMode bool
Leverage bool
FundingRateBatching map[asset.Item]bool
OpenInterest OpenInterestSupport
}
// OpenInterestSupport helps breakdown a feature and how it is supported
type OpenInterestSupport struct {
Supported bool
SupportedViaTicker bool
SupportsRestBatch bool
}
// MarginCapabilities stores the exchange's margin capabilities