Files
gocryptotrader/exchanges/futures/contract.go
Scott b71bf1f3d1 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
2024-01-12 15:27:35 +11:00

115 lines
2.4 KiB
Go

package futures
import (
"time"
"github.com/shopspring/decimal"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
)
// Contract holds details on futures contracts
type Contract struct {
Exchange string
Name currency.Pair
Underlying currency.Pair
Asset asset.Item
StartDate time.Time
EndDate time.Time
IsActive bool
Status string
Type ContractType
SettlementType ContractSettlementType
// Optional values if the exchange offers them
SettlementCurrencies currency.Currencies
MarginCurrency currency.Code
Multiplier float64
MaxLeverage float64
LatestRate fundingrate.Rate
FundingRateFloor decimal.Decimal
FundingRateCeiling decimal.Decimal
}
// ContractSettlementType holds the various style of contracts offered by futures exchanges
type ContractSettlementType uint8
// ContractSettlementType definitions
const (
UnsetSettlementType ContractSettlementType = iota
Linear
Inverse
Quanto
LinearOrInverse
)
// String returns the string representation of a contract settlement type
func (d ContractSettlementType) String() string {
switch d {
case UnsetSettlementType:
return "unset"
case Linear:
return "linear"
case Inverse:
return "inverse"
case Quanto:
return "quanto"
case LinearOrInverse:
return "linearOrInverse"
default:
return "unknown"
}
}
// ContractType holds the various style of contracts offered by futures exchanges
type ContractType uint8
// ContractType definitions
const (
UnsetContractType ContractType = iota
Perpetual
LongDated
Weekly
Fortnightly
ThreeWeekly
Monthly
Quarterly
SemiAnnually
HalfYearly
NineMonthly
Yearly
Unknown
)
// String returns the string representation of the contract type
func (c ContractType) String() string {
switch c {
case Perpetual:
return "perpetual"
case LongDated:
return "long_dated"
case Weekly:
return "weekly"
case Fortnightly:
return "fortnightly"
case ThreeWeekly:
return "three-weekly"
case Monthly:
return "monthly"
case Quarterly:
return "quarterly"
case SemiAnnually:
return "semi-annually"
case HalfYearly:
return "half-yearly"
case NineMonthly:
return "nine-monthly"
case Yearly:
return "yearly"
case Unknown:
return "unknown"
default:
return "unset"
}
}