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/futures/contract.go

@@ -71,6 +71,7 @@ const (
 	LongDated
 	Weekly
 	Fortnightly
+	ThreeWeekly
 	Monthly
 	Quarterly
 	SemiAnnually
@@ -91,6 +92,8 @@ func (c ContractType) String() string {
 		return "weekly"
 	case Fortnightly:
 		return "fortnightly"
+	case ThreeWeekly:
+		return "three-weekly"
 	case Monthly:
 		return "monthly"
 	case Quarterly:

exchanges/futures/futures_types.go

@@ -199,6 +199,12 @@ type CollateralCalculator struct {
 	UnrealisedPNL      decimal.Decimal
 }
 
+// OpenInterest holds open interest data for an exchange pair asset
+type OpenInterest struct {
+	Key          key.ExchangePairAsset
+	OpenInterest float64
+}
+
 // PNLCalculator implements the PNLCalculation interface
 // to call CalculatePNL and is used when a user wishes to have a
 // consistent method of calculating PNL across different exchanges