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:
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

View File

@@ -263323,10 +263323,10 @@
{
"data": {
"contractType": "PERPETUAL",
"openInterest": "1603856",
"openInterest": "6784657",
"pair": "BTCUSD",
"symbol": "BTCUSD_PERP",
"time": 1607293625325
"time": 1702244982986
},
"queryString": "symbol=BTCUSD_PERP",
"bodyParams": "",
@@ -325935,9 +325935,9 @@
"GET": [
{
"data": {
"openInterest": "37679.027",
"openInterest": "83782.317",
"symbol": "BTCUSDT",
"time": 1602819815902
"time": 1702244985273
},
"queryString": "symbol=BTCUSDT",
"bodyParams": "",

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