mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-29 15:10:37 +00:00
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
This commit is contained in:
@@ -1501,6 +1501,27 @@ message GetOrderbookAmountByImpactResponse {
|
||||
bool full_orderbook_side_consumed = 11;
|
||||
}
|
||||
|
||||
message GetOpenInterestRequest {
|
||||
string exchange = 1;
|
||||
repeated OpenInterestDataRequest data = 2;
|
||||
}
|
||||
|
||||
message OpenInterestDataRequest {
|
||||
string asset = 1;
|
||||
CurrencyPair pair = 2;
|
||||
}
|
||||
|
||||
message GetOpenInterestResponse {
|
||||
repeated OpenInterestDataResponse data = 1;
|
||||
}
|
||||
|
||||
message OpenInterestDataResponse {
|
||||
string exchange = 1;
|
||||
string asset = 2;
|
||||
CurrencyPair pair = 3;
|
||||
double open_interest = 4;
|
||||
}
|
||||
|
||||
service GoCryptoTraderService {
|
||||
rpc GetInfo(GetInfoRequest) returns (GetInfoResponse) {
|
||||
option (google.api.http) = {get: "/v1/getinfo"};
|
||||
@@ -2044,4 +2065,7 @@ service GoCryptoTraderService {
|
||||
body: "*"
|
||||
};
|
||||
}
|
||||
rpc GetOpenInterest(GetOpenInterestRequest) returns (GetOpenInterestResponse) {
|
||||
option (google.api.http) = {get: "/v1/getopeninterest"};
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user