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/kucoin/kucoin_futures_types.go

@@ -54,7 +54,7 @@ type Contract struct {
 	Status                  string               `json:"status"`
 	FundingFeeRate          float64              `json:"fundingFeeRate"`
 	PredictedFundingFeeRate float64              `json:"predictedFundingFeeRate"`
-	OpenInterest            string               `json:"openInterest"`
+	OpenInterest            types.Number         `json:"openInterest"`
 	TurnoverOf24h           float64              `json:"turnoverOf24h"`
 	VolumeOf24h             float64              `json:"volumeOf24h"`
 	MarkPrice               float64              `json:"markPrice"`

exchanges/kucoin/kucoin_test.go

@@ -12,6 +12,7 @@ import (
 	"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/config"
 	"github.com/thrasher-corp/gocryptotrader/core"
 	"github.com/thrasher-corp/gocryptotrader/currency"
@@ -2598,3 +2599,42 @@ func TestUpdateOrderExecutionLimits(t *testing.T) {
 		}
 	}
 }
+
+func TestGetOpenInterest(t *testing.T) {
+	t.Parallel()
+	_, err := ku.GetOpenInterest(context.Background(), key.PairAsset{
+		Base:  currency.ETH.Item,
+		Quote: currency.USDT.Item,
+		Asset: asset.USDTMarginedFutures,
+	})
+	assert.ErrorIs(t, err, asset.ErrNotSupported)
+
+	resp, err := ku.GetOpenInterest(context.Background(), key.PairAsset{
+		Base:  futuresTradablePair.Base.Item,
+		Quote: futuresTradablePair.Quote.Item,
+		Asset: asset.Futures,
+	})
+	assert.NoError(t, err)
+	assert.NotEmpty(t, resp)
+
+	cp1 := currency.NewPair(currency.ETH, currency.USDTM)
+	sharedtestvalues.SetupCurrencyPairsForExchangeAsset(t, ku, asset.Futures, cp1)
+	resp, err = ku.GetOpenInterest(context.Background(),
+		key.PairAsset{
+			Base:  futuresTradablePair.Base.Item,
+			Quote: futuresTradablePair.Quote.Item,
+			Asset: asset.Futures,
+		},
+		key.PairAsset{
+			Base:  cp1.Base.Item,
+			Quote: cp1.Quote.Item,
+			Asset: asset.Futures,
+		},
+	)
+	assert.NoError(t, err)
+	assert.NotEmpty(t, resp)
+
+	resp, err = ku.GetOpenInterest(context.Background())
+	assert.NoError(t, err)
+	assert.NotEmpty(t, resp)
+}

exchanges/kucoin/kucoin_wrapper.go

@@ -11,6 +11,7 @@ import (
 
 	"github.com/shopspring/decimal"
 	"github.com/thrasher-corp/gocryptotrader/common"
+	"github.com/thrasher-corp/gocryptotrader/common/key"
 	"github.com/thrasher-corp/gocryptotrader/config"
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
@@ -132,6 +133,11 @@ func (ku *Kucoin) SetDefaults() {
 				FundingRateBatching: map[asset.Item]bool{
 					asset.Futures: true,
 				},
+				OpenInterest: exchange.OpenInterestSupport{
+					Supported:          true,
+					SupportedViaTicker: true,
+					SupportsRestBatch:  true,
+				},
 			},
 			MaximumOrderHistory: kline.OneDay.Duration() * 7,
 			WithdrawPermissions: exchange.AutoWithdrawCrypto,
@@ -379,6 +385,7 @@ func (ku *Kucoin) UpdateTickers(ctx context.Context, assetType asset.Item) error
 				High:         ticks[x].HighPrice,
 				Low:          ticks[x].LowPrice,
 				Volume:       ticks[x].VolumeOf24h,
+				OpenInterest: ticks[x].OpenInterest.Float64(),
 				Pair:         pair,
 				ExchangeName: ku.Name,
 				AssetType:    assetType,
@@ -1987,3 +1994,49 @@ func (ku *Kucoin) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item)
 
 	return ku.LoadLimits(limits)
 }
+
+// GetOpenInterest returns the open interest rate for a given asset pair
+func (ku *Kucoin) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) {
+	for i := range k {
+		if k[i].Asset != asset.Futures {
+			// avoid API calls or returning errors after a successful retrieval
+			return nil, fmt.Errorf("%w %v %v", asset.ErrNotSupported, k[i].Asset, k[i].Pair())
+		}
+	}
+	contracts, err := ku.GetFuturesOpenContracts(ctx)
+	if err != nil {
+		return nil, err
+	}
+	resp := make([]futures.OpenInterest, 0, len(contracts))
+	for i := range contracts {
+		var symbol currency.Pair
+		var enabled bool
+		symbol, enabled, err = ku.MatchSymbolCheckEnabled(contracts[i].Symbol, asset.Futures, true)
+		if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
+			return nil, err
+		}
+		if !enabled {
+			continue
+		}
+		var appendData bool
+		for j := range k {
+			if k[j].Pair().Equal(symbol) {
+				appendData = true
+				break
+			}
+		}
+		if len(k) > 0 && !appendData {
+			continue
+		}
+		resp = append(resp, futures.OpenInterest{
+			Key: key.ExchangePairAsset{
+				Exchange: ku.Name,
+				Base:     symbol.Base.Item,
+				Quote:    symbol.Quote.Item,
+				Asset:    asset.Futures,
+			},
+			OpenInterest: contracts[i].OpenInterest.Float64(),
+		})
+	}
+	return resp, nil
+}