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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

34
exchanges/gateio/gateio_test.go
View File

@@ -13,6 +13,7 @@ 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"
@@ -1107,7 +1108,8 @@ func TestGetFutureStats(t *testing.T) {
if err != nil {
t.Error(err)
}
if _, err := g.GetFutureStats(context.Background(), settle, futuresTradablePair, time.Time{}, kline.OneHour, 0); err != nil {
_, err = g.GetFutureStats(context.Background(), settle, futuresTradablePair, time.Time{}, 0, 0)
if err != nil {
t.Errorf("%s GetFutureStats() error %v", g.Name, err)
}
}
@@ -3499,3 +3501,33 @@ func TestGetHistoricalFundingRates(t *testing.T) {
assert.NotEmpty(t, history, "should return values")
}
func TestGetOpenInterest(t *testing.T) {
t.Parallel()
_, err := g.GetOpenInterest(context.Background(), key.PairAsset{
Base: currency.ETH.Item,
Quote: currency.USDT.Item,
Asset: asset.USDTMarginedFutures,
})
assert.ErrorIs(t, err, asset.ErrNotSupported)
resp, err := g.GetOpenInterest(context.Background(), key.PairAsset{
Base: futuresTradablePair.Base.Item,
Quote: futuresTradablePair.Quote.Item,
Asset: asset.Futures,
})
assert.NoError(t, err)
assert.Len(t, resp, 1)
resp, err = g.GetOpenInterest(context.Background(), key.PairAsset{
Base: deliveryFuturesTradablePair.Base.Item,
Quote: deliveryFuturesTradablePair.Quote.Item,
Asset: asset.DeliveryFutures,
})
assert.NoError(t, err)
assert.Len(t, resp, 1)
resp, err = g.GetOpenInterest(context.Background())
assert.NoError(t, err)
assert.NotEmpty(t, resp)
}