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/okx/okx.go

@@ -3396,8 +3396,8 @@ func (ok *Okx) GetDeliveryHistory(ctx context.Context, instrumentType, underlyin
 	return resp, ok.SendHTTPRequest(ctx, exchange.RestSpot, getDeliveryExerciseHistoryEPL, http.MethodGet, common.EncodeURLValues(publicDeliveryExerciseHistory, params), nil, &resp, false)
 }
 
-// GetOpenInterest retrieves the total open interest for contracts on OKX
-func (ok *Okx) GetOpenInterest(ctx context.Context, instType, uly, instID string) ([]OpenInterest, error) {
+// GetOpenInterestData retrieves the total open interest for contracts on OKX
+func (ok *Okx) GetOpenInterestData(ctx context.Context, instType, uly, instID string) ([]OpenInterest, error) {
 	params := url.Values{}
 	instType = strings.ToUpper(instType)
 	if instType == "" {
@@ -3858,9 +3858,7 @@ func (ok *Okx) GetLongShortRatio(ctx context.Context, currency string, begin, en
 }
 
 // GetContractsOpenInterestAndVolume retrieves the open interest and trading volume for futures and perpetual swaps.
-func (ok *Okx) GetContractsOpenInterestAndVolume(
-	ctx context.Context, currency string,
-	begin, end time.Time, period kline.Interval) ([]OpenInterestVolume, error) {
+func (ok *Okx) GetContractsOpenInterestAndVolume(ctx context.Context, currency string, begin, end time.Time, period kline.Interval) ([]OpenInterestVolume, error) {
 	params := url.Values{}
 	if currency != "" {
 		params.Set("ccy", currency)
@@ -3909,8 +3907,7 @@ func (ok *Okx) GetContractsOpenInterestAndVolume(
 }
 
 // GetOptionsOpenInterestAndVolume retrieves the open interest and trading volume for options.
-func (ok *Okx) GetOptionsOpenInterestAndVolume(ctx context.Context, currency string,
-	period kline.Interval) ([]OpenInterestVolume, error) {
+func (ok *Okx) GetOptionsOpenInterestAndVolume(ctx context.Context, currency string, period kline.Interval) ([]OpenInterestVolume, error) {
 	params := url.Values{}
 	if currency != "" {
 		params.Set("ccy", currency)

exchanges/okx/okx_test.go

@@ -14,6 +14,7 @@ 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"
@@ -287,10 +288,10 @@ func TestGetDeliveryHistory(t *testing.T) {
 	}
 }
 
-func TestGetOpenInterest(t *testing.T) {
+func TestGetOpenInterestData(t *testing.T) {
 	t.Parallel()
-	if _, err := ok.GetOpenInterest(contextGenerate(), "FUTURES", "BTC-USDT", ""); err != nil {
-		t.Error("Okx GetOpenInterest() error", err)
+	if _, err := ok.GetOpenInterestData(contextGenerate(), "FUTURES", "BTC-USDT", ""); err != nil {
+		t.Error("Okx GetOpenInterestData() error", err)
 	}
 }
 
@@ -3751,3 +3752,43 @@ func TestWsProcessOrderbook5(t *testing.T) {
 		t.Errorf("expected %v, received %v", 5, len(got.Bids))
 	}
 }
+
+func TestGetOpenInterest(t *testing.T) {
+	t.Parallel()
+	_, err := ok.GetOpenInterest(context.Background(), key.PairAsset{
+		Base:  currency.ETH.Item,
+		Quote: currency.USDT.Item,
+		Asset: asset.USDTMarginedFutures,
+	})
+	assert.ErrorIs(t, err, asset.ErrNotSupported)
+
+	usdSwapCode := currency.NewCode("USD-SWAP")
+	resp, err := ok.GetOpenInterest(context.Background(), key.PairAsset{
+		Base:  currency.BTC.Item,
+		Quote: usdSwapCode.Item,
+		Asset: asset.PerpetualSwap,
+	})
+	assert.NoError(t, err)
+	assert.NotEmpty(t, resp)
+
+	cp1 := currency.NewPair(currency.DOGE, usdSwapCode)
+	sharedtestvalues.SetupCurrencyPairsForExchangeAsset(t, ok, asset.PerpetualSwap, cp1)
+	resp, err = ok.GetOpenInterest(context.Background(),
+		key.PairAsset{
+			Base:  currency.BTC.Item,
+			Quote: usdSwapCode.Item,
+			Asset: asset.PerpetualSwap,
+		},
+		key.PairAsset{
+			Base:  cp1.Base.Item,
+			Quote: cp1.Quote.Item,
+			Asset: asset.PerpetualSwap,
+		},
+	)
+	assert.NoError(t, err)
+	assert.NotEmpty(t, resp)
+
+	resp, err = ok.GetOpenInterest(context.Background())
+	assert.NoError(t, err)
+	assert.NotEmpty(t, resp)
+}

exchanges/okx/okx_wrapper.go

@@ -13,6 +13,7 @@ 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"
@@ -132,9 +133,13 @@ func (ok *Okx) SetDefaults() {
 			},
 			WithdrawPermissions: exchange.AutoWithdrawCrypto,
 			FuturesCapabilities: exchange.FuturesCapabilities{
-				Positions:                 true,
-				Leverage:                  true,
-				CollateralMode:            true,
+				Positions:      true,
+				Leverage:       true,
+				CollateralMode: true,
+				OpenInterest: exchange.OpenInterestSupport{
+					Supported:         true,
+					SupportsRestBatch: true,
+				},
 				FundingRates:              true,
 				MaximumFundingRateHistory: kline.ThreeMonth.Duration(),
 				SupportedFundingRateFrequencies: map[kline.Interval]bool{
@@ -2246,3 +2251,88 @@ func (ok *Okx) GetFuturesContractDetails(ctx context.Context, item asset.Item) (
 	}
 	return resp, nil
 }
+
+// GetOpenInterest returns the open interest rate for a given asset pair
+func (ok *Okx) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) {
+	for i := range k {
+		if k[i].Asset != asset.Futures && k[i].Asset != asset.PerpetualSwap {
+			// 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())
+		}
+	}
+	if len(k) != 1 {
+		var resp []futures.OpenInterest
+		// TODO: Options support
+		instTypes := map[string]asset.Item{
+			"SWAP":    asset.PerpetualSwap,
+			"FUTURES": asset.Futures,
+		}
+		for instType, v := range instTypes {
+			oid, err := ok.GetOpenInterestData(ctx, instType, "", "")
+			if err != nil {
+				return nil, err
+			}
+			for j := range oid {
+				p, isEnabled, err := ok.MatchSymbolCheckEnabled(oid[j].InstrumentID, v, true)
+				if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
+					return nil, err
+				}
+				if !isEnabled {
+					continue
+				}
+				var appendData bool
+				for j := range k {
+					if k[j].Pair().Equal(p) {
+						appendData = true
+						break
+					}
+				}
+				if len(k) > 0 && !appendData {
+					continue
+				}
+				resp = append(resp, futures.OpenInterest{
+					Key: key.ExchangePairAsset{
+						Exchange: ok.Name,
+						Base:     p.Base.Item,
+						Quote:    p.Quote.Item,
+						Asset:    v,
+					},
+					OpenInterest: oid[j].OpenInterest.Float64(),
+				})
+			}
+		}
+		return resp, nil
+	}
+	resp := make([]futures.OpenInterest, 1)
+	instTypes := map[asset.Item]string{
+		asset.PerpetualSwap: "SWAP",
+		asset.Futures:       "FUTURES",
+	}
+	pFmt, err := ok.FormatSymbol(k[0].Pair(), k[0].Asset)
+	if err != nil {
+		return nil, err
+	}
+	oid, err := ok.GetOpenInterestData(ctx, instTypes[k[0].Asset], "", pFmt)
+	if err != nil {
+		return nil, err
+	}
+	for i := range oid {
+		p, isEnabled, err := ok.MatchSymbolCheckEnabled(oid[i].InstrumentID, k[0].Asset, true)
+		if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
+			return nil, err
+		}
+		if !isEnabled {
+			continue
+		}
+		resp[0] = futures.OpenInterest{
+			Key: key.ExchangePairAsset{
+				Exchange: ok.Name,
+				Base:     p.Base.Item,
+				Quote:    p.Quote.Item,
+				Asset:    k[0].Asset,
+			},
+			OpenInterest: oid[i].OpenInterest.Float64(),
+		}
+	}
+	return resp, nil
+}