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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

44
exchanges/sharedtestvalues/sharedtestvalues.go
View File

@@ -3,6 +3,7 @@ package sharedtestvalues
import (
"bufio"
"bytes"
"errors"
"fmt"
"os"
"path/filepath"
@@ -13,7 +14,9 @@ import (
"time"
"github.com/stretchr/testify/assert"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
)
@@ -182,3 +185,44 @@ func TestFixtureToDataHandler(t *testing.T, seed, e exchange.IBotExchange, fixtu
}
assert.NoError(t, s.Err(), "Fixture Scanner should not error")
}
// SetupCurrencyPairsForExchangeAsset enables an asset for an exchange
// and adds the currency pair(s) to the available and enabled list of existing pairs
// if it is already enabled or part of the pairs, no error is raised
func SetupCurrencyPairsForExchangeAsset(t *testing.T, exch exchange.IBotExchange, a asset.Item, cp ...currency.Pair) {
t.Helper()
if len(cp) == 0 {
return
}
b := exch.GetBase()
err := b.CurrencyPairs.SetAssetEnabled(a, true)
if err != nil && !errors.Is(err, currency.ErrAssetAlreadyEnabled) {
t.Fatal(err)
}
availPairs, err := b.CurrencyPairs.GetPairs(a, false)
if err != nil {
t.Fatal(err)
}
apLen := len(availPairs)
enabledPairs, err := b.CurrencyPairs.GetPairs(a, true)
if err != nil {
t.Fatal(err)
}
epLen := len(enabledPairs)
for i := range cp {
availPairs = availPairs.Add(cp[i])
enabledPairs = enabledPairs.Add(cp[i])
}
if len(availPairs) != apLen {
err = b.CurrencyPairs.StorePairs(a, availPairs, false)
if err != nil {
t.Fatal(err)
}
}
if len(enabledPairs) != epLen {
err = b.CurrencyPairs.StorePairs(a, enabledPairs, true)
if err != nil {
t.Fatal(err)
}
}
}