add tradeQuoteCcy request param to the trade-related endpoints

aisk · Dec 15, 2022 · Dec 15, 2022 · Dec 15, 2022 · Dec 15, 2022 · Dec 15, 2022
commit 149d3f492fef1522a2c16a9247c375687bf679ea
diff --git a/okx/TradingData.py b/okx/TradingData.py
@@ -47,6 +47,31 @@ def get_taker_block_volume(self, ccy, period=''):
         params = {'ccy': ccy, 'period': period}
         return self._request_with_params(GET, TAKER_FLOW, params)
 
+    def get_contracts_open_interest_history(self, instId, period=None, begin=None, end=None, limit=None):
+        """
+        Get contract open interest history
+        Retrieve the contract open interest statistics of futures and perp.
+        Rate limit: 10 requests per 2 seconds
+        Rate limit rule: IP + Instrument ID
+
+        :param instId: Instrument ID, e.g. BTC-USDT-SWAP. Only applicable to FUTURES, SWAP
+        :param period: Bar size, the default is 5m, e.g. [5m/15m/30m/1H/2H/4H]
+        :param begin: Return records newer than the requested ts
+        :param end: Pagination of data to return records earlier than the requested ts
+        :param limit: Number of results per request. The maximum is 100. The default is 100
+        :return: API response
+        """
+        params = {'instId': instId}
+        if period is not None:
+            params['period'] = period
+        if begin is not None:
+            params['begin'] = begin
+        if end is not None:
+            params['end'] = end
+        if limit is not None:
+            params['limit'] = limit
+        return self._request_with_params(GET, CONTRACTS_OPEN_INTEREST_HISTORY, params)
+
 
 
 

diff --git a/okx/consts.py b/okx/consts.py
@@ -143,6 +143,7 @@
 OPEN_INTEREST_VOLUME_EXPIRY = '/api/v5/rubik/stat/option/open-interest-volume-expiry'
 INTEREST_VOLUME_STRIKE = '/api/v5/rubik/stat/option/open-interest-volume-strike'
 TAKER_FLOW = '/api/v5/rubik/stat/option/taker-block-volume'
+CONTRACTS_OPEN_INTEREST_HISTORY = '/api/v5/rubik/stat/contracts/open-interest-history'
 
 # Trade
 PLACR_ORDER = '/api/v5/trade/order'

diff --git a/test/test_trading_data.py b/test/test_trading_data.py
@@ -29,8 +29,16 @@ def test_open_interest_volume_strike(self):
         print(self.TradingDataAPI.get_interest_volume_strike(ccy="BTC",expTime="20220901"))
 
     """
-    def test_taker_block_vol(self):
-        print(self.TradingDataAPI.get_taker_flow(ccy='BTC'))
+
+    def test_get_contracts_open_interest_history(self):
+        print(self.TradingDataAPI.get_contracts_open_interest_history(instId='BTC-USDT-SWAP'))
+
+    def test_get_contracts_open_interest_history_with_params(self):
+        print(self.TradingDataAPI.get_contracts_open_interest_history(
+            instId='BTC-USDT-SWAP',
+            period='1H',
+            limit='50'
+        ))
 
 if __name__ == "__main__":
     unittest.main()
diff --git a/test/unit/okx/test_trading_data.py b/test/unit/okx/test_trading_data.py
@@ -0,0 +1,177 @@
+"""
+Unit tests for okx.TradingData module
+
+Mirrors the structure: okx/TradingData.py -> test/unit/okx/test_trading_data.py
+"""
+import unittest
+from unittest.mock import patch
+from okx.TradingData import TradingDataAPI
+from okx import consts as c
+
+
+class TestTradingDataAPIContractsOpenInterestHistory(unittest.TestCase):
+    """Unit tests for the get_contracts_open_interest_history method"""
+
+    def setUp(self):
+        """Set up test fixtures"""
+        self.trading_data_api = TradingDataAPI(flag='0')
+
+    @patch.object(TradingDataAPI, '_request_with_params')
+    def test_get_contracts_open_interest_history_with_required_params(self, mock_request):
+        """Test get_contracts_open_interest_history with required parameters only"""
+        # Arrange
+        mock_response = {
+            'code': '0',
+            'msg': '',
+            'data': [
+                {'ts': '1609459200000', 'oi': '100000', 'oiCcy': '10'}
+            ]
+        }
+        mock_request.return_value = mock_response
+
+        # Act
+        result = self.trading_data_api.get_contracts_open_interest_history(
+            instId='BTC-USDT-SWAP'
+        )
+
+        # Assert
+        expected_params = {
+            'instId': 'BTC-USDT-SWAP'
+        }
+        mock_request.assert_called_once_with(c.GET, c.CONTRACTS_OPEN_INTEREST_HISTORY, expected_params)
+        self.assertEqual(result, mock_response)
+
+    @patch.object(TradingDataAPI, '_request_with_params')
+    def test_get_contracts_open_interest_history_with_all_params(self, mock_request):
+        """Test get_contracts_open_interest_history with all parameters provided"""
+        # Arrange
+        mock_response = {
+            'code': '0',
+            'msg': '',
+            'data': [
+                {'ts': '1609459200000', 'oi': '100000', 'oiCcy': '10'}
+            ]
+        }
+        mock_request.return_value = mock_response
+
+        # Act
+        result = self.trading_data_api.get_contracts_open_interest_history(
+            instId='BTC-USDT-SWAP',
+            period='1H',
+            begin='1609459200000',
+            end='1609545600000',
+            limit='50'
+        )
+
+        # Assert
+        expected_params = {
+            'instId': 'BTC-USDT-SWAP',
+            'period': '1H',
+            'begin': '1609459200000',
+            'end': '1609545600000',
+            'limit': '50'
+        }
+        mock_request.assert_called_once_with(c.GET, c.CONTRACTS_OPEN_INTEREST_HISTORY, expected_params)
+        self.assertEqual(result, mock_response)
+
+    @patch.object(TradingDataAPI, '_request_with_params')
+    def test_get_contracts_open_interest_history_with_period(self, mock_request):
+        """Test get_contracts_open_interest_history with period parameter"""
+        # Arrange
+        mock_response = {'code': '0', 'msg': '', 'data': []}
+        mock_request.return_value = mock_response
+
+        # Act
+        result = self.trading_data_api.get_contracts_open_interest_history(
+            instId='ETH-USDT-SWAP',
+            period='5m'
+        )
+
+        # Assert
+        expected_params = {
+            'instId': 'ETH-USDT-SWAP',
+            'period': '5m'
+        }
+        mock_request.assert_called_once_with(c.GET, c.CONTRACTS_OPEN_INTEREST_HISTORY, expected_params)
+
+    @patch.object(TradingDataAPI, '_request_with_params')
+    def test_get_contracts_open_interest_history_different_periods(self, mock_request):
+        """Test get_contracts_open_interest_history with different period values"""
+        mock_response = {'code': '0', 'msg': '', 'data': []}
+        mock_request.return_value = mock_response
+
+        periods = ['5m', '15m', '30m', '1H', '2H', '4H', '6H', '12H', '1D', '2D', '3D', '5D', '1W', '1M', '3M']
+
+        for period in periods:
+            mock_request.reset_mock()
+            result = self.trading_data_api.get_contracts_open_interest_history(
+                instId='BTC-USDT-SWAP',
+                period=period
+            )
+
+            call_args = mock_request.call_args[0][2]
+            self.assertEqual(call_args['period'], period)
+
+    @patch.object(TradingDataAPI, '_request_with_params')
+    def test_get_contracts_open_interest_history_different_inst_ids(self, mock_request):
+        """Test get_contracts_open_interest_history with different instrument IDs"""
+        mock_response = {'code': '0', 'msg': '', 'data': []}
+        mock_request.return_value = mock_response
+
+        inst_ids = ['BTC-USDT-SWAP', 'ETH-USDT-SWAP', 'BTC-USD-SWAP', 'BTC-USDT-240329']
+
+        for inst_id in inst_ids:
+            mock_request.reset_mock()
+            result = self.trading_data_api.get_contracts_open_interest_history(
+                instId=inst_id
+            )
+
+            call_args = mock_request.call_args[0][2]
+            self.assertEqual(call_args['instId'], inst_id)
+
+    @patch.object(TradingDataAPI, '_request_with_params')
+    def test_get_contracts_open_interest_history_with_pagination(self, mock_request):
+        """Test get_contracts_open_interest_history with pagination parameters"""
+        # Arrange
+        mock_response = {'code': '0', 'msg': '', 'data': []}
+        mock_request.return_value = mock_response
+
+        # Act
+        result = self.trading_data_api.get_contracts_open_interest_history(
+            instId='BTC-USDT-SWAP',
+            begin='1609459200000',
+            end='1609545600000',
+            limit='100'
+        )
+
+        # Assert
+        expected_params = {
+            'instId': 'BTC-USDT-SWAP',
+            'begin': '1609459200000',
+            'end': '1609545600000',
+            'limit': '100'
+        }
+        mock_request.assert_called_once_with(c.GET, c.CONTRACTS_OPEN_INTEREST_HISTORY, expected_params)
+
+    @patch.object(TradingDataAPI, '_request_with_params')
+    def test_get_contracts_open_interest_history_utc_periods(self, mock_request):
+        """Test get_contracts_open_interest_history with UTC+0 period values"""
+        mock_response = {'code': '0', 'msg': '', 'data': []}
+        mock_request.return_value = mock_response
+
+        utc_periods = ['6Hutc', '12Hutc', '1Dutc', '2Dutc', '3Dutc', '5Dutc', '1Wutc', '1Mutc', '3Mutc']
+
+        for period in utc_periods:
+            mock_request.reset_mock()
+            result = self.trading_data_api.get_contracts_open_interest_history(
+                instId='BTC-USDT-SWAP',
+                period=period
+            )
+
+            call_args = mock_request.call_args[0][2]
+            self.assertEqual(call_args['period'], period)
+
+
+if __name__ == '__main__':
+    unittest.main()
+