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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

87
gctrpc/rpc.pb.gw.go
View File

@@ -3681,6 +3681,42 @@ func local_request_GoCryptoTraderService_ChangePositionMargin_0(ctx context.Cont
}
var (
filter_GoCryptoTraderService_GetOpenInterest_0 = &utilities.DoubleArray{Encoding: map[string]int{}, Base: []int(nil), Check: []int(nil)}
)
func request_GoCryptoTraderService_GetOpenInterest_0(ctx context.Context, marshaler runtime.Marshaler, client GoCryptoTraderServiceClient, req *http.Request, pathParams map[string]string) (proto.Message, runtime.ServerMetadata, error) {
var protoReq GetOpenInterestRequest
var metadata runtime.ServerMetadata
if err := req.ParseForm(); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
if err := runtime.PopulateQueryParameters(&protoReq, req.Form, filter_GoCryptoTraderService_GetOpenInterest_0); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
msg, err := client.GetOpenInterest(ctx, &protoReq, grpc.Header(&metadata.HeaderMD), grpc.Trailer(&metadata.TrailerMD))
return msg, metadata, err
}
func local_request_GoCryptoTraderService_GetOpenInterest_0(ctx context.Context, marshaler runtime.Marshaler, server GoCryptoTraderServiceServer, req *http.Request, pathParams map[string]string) (proto.Message, runtime.ServerMetadata, error) {
var protoReq GetOpenInterestRequest
var metadata runtime.ServerMetadata
if err := req.ParseForm(); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
if err := runtime.PopulateQueryParameters(&protoReq, req.Form, filter_GoCryptoTraderService_GetOpenInterest_0); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
msg, err := server.GetOpenInterest(ctx, &protoReq)
return msg, metadata, err
}
// RegisterGoCryptoTraderServiceHandlerServer registers the http handlers for service GoCryptoTraderService to "mux".
// UnaryRPC :call GoCryptoTraderServiceServer directly.
// StreamingRPC :currently unsupported pending https://github.com/grpc/grpc-go/issues/906.
@@ -6404,6 +6440,31 @@ func RegisterGoCryptoTraderServiceHandlerServer(ctx context.Context, mux *runtim
})
mux.Handle("GET", pattern_GoCryptoTraderService_GetOpenInterest_0, func(w http.ResponseWriter, req *http.Request, pathParams map[string]string) {
ctx, cancel := context.WithCancel(req.Context())
defer cancel()
var stream runtime.ServerTransportStream
ctx = grpc.NewContextWithServerTransportStream(ctx, &stream)
inboundMarshaler, outboundMarshaler := runtime.MarshalerForRequest(mux, req)
var err error
var annotatedContext context.Context
annotatedContext, err = runtime.AnnotateIncomingContext(ctx, mux, req, "/gctrpc.GoCryptoTraderService/GetOpenInterest", runtime.WithHTTPPathPattern("/v1/getopeninterest"))
if err != nil {
runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err)
return
}
resp, md, err := local_request_GoCryptoTraderService_GetOpenInterest_0(annotatedContext, inboundMarshaler, server, req, pathParams)
md.HeaderMD, md.TrailerMD = metadata.Join(md.HeaderMD, stream.Header()), metadata.Join(md.TrailerMD, stream.Trailer())
annotatedContext = runtime.NewServerMetadataContext(annotatedContext, md)
if err != nil {
runtime.HTTPError(annotatedContext, mux, outboundMarshaler, w, req, err)
return
}
forward_GoCryptoTraderService_GetOpenInterest_0(annotatedContext, mux, outboundMarshaler, w, req, resp, mux.GetForwardResponseOptions()...)
})
return nil
}
@@ -8931,6 +8992,28 @@ func RegisterGoCryptoTraderServiceHandlerClient(ctx context.Context, mux *runtim
})
mux.Handle("GET", pattern_GoCryptoTraderService_GetOpenInterest_0, func(w http.ResponseWriter, req *http.Request, pathParams map[string]string) {
ctx, cancel := context.WithCancel(req.Context())
defer cancel()
inboundMarshaler, outboundMarshaler := runtime.MarshalerForRequest(mux, req)
var err error
var annotatedContext context.Context
annotatedContext, err = runtime.AnnotateContext(ctx, mux, req, "/gctrpc.GoCryptoTraderService/GetOpenInterest", runtime.WithHTTPPathPattern("/v1/getopeninterest"))
if err != nil {
runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err)
return
}
resp, md, err := request_GoCryptoTraderService_GetOpenInterest_0(annotatedContext, inboundMarshaler, client, req, pathParams)
annotatedContext = runtime.NewServerMetadataContext(annotatedContext, md)
if err != nil {
runtime.HTTPError(annotatedContext, mux, outboundMarshaler, w, req, err)
return
}
forward_GoCryptoTraderService_GetOpenInterest_0(annotatedContext, mux, outboundMarshaler, w, req, resp, mux.GetForwardResponseOptions()...)
})
return nil
}
@@ -9160,6 +9243,8 @@ var (
pattern_GoCryptoTraderService_SetLeverage_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getleverage"}, ""))
pattern_GoCryptoTraderService_ChangePositionMargin_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "changepositionmargin"}, ""))
pattern_GoCryptoTraderService_GetOpenInterest_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getopeninterest"}, ""))
)
var (
@@ -9388,4 +9473,6 @@ var (
forward_GoCryptoTraderService_SetLeverage_0 = runtime.ForwardResponseMessage
forward_GoCryptoTraderService_ChangePositionMargin_0 = runtime.ForwardResponseMessage
forward_GoCryptoTraderService_GetOpenInterest_0 = runtime.ForwardResponseMessage
)