fix(Raw): Remove open interest from raw data channels

README.md

@@ -207,9 +207,8 @@ Raw trades, top-of-book quotes and derivative ticks for Binance, OKX and Hyperli
 | `mark_price`    | Mark price, one row per change               | yes               | yes         | yes                 |
 | `index_price`   | Index price, one row per change              | yes               | yes         | yes                 |
 | `funding_rate`  | Funding rate and next funding time           | yes               | yes         | yes                 |
-| `open_interest` | Open interest, one row per change            | yes               | yes         | yes                 |
 
-Hyperliquid's derivative feed carries no exchange time, so in its `mark_price`, `index_price`, `funding_rate` and `open_interest` files `exchange_timestamp` is modelled, and an `exchange_timestamp_kind` column (`"modelled"`) follows it. Raw L2 order books are not offered.
+Hyperliquid's derivative feed carries no exchange time, so in its `mark_price`, `index_price` and `funding_rate` files `exchange_timestamp` is modelled, and an `exchange_timestamp_kind` column (`"modelled"`) follows it. Raw L2 order books are not offered.
 
 Every file starts with `exchange_timestamp` (the venue's time) and `local_timestamp` (when the event reached our capture machine). Timestamps are UTC.
 

cli_raw.go

@@ -14,12 +14,11 @@ import (
 )
 
 var rawDatasetDescriptions = map[RawDataset]string{
-	RawTrades:       "Every trade: id, taker side, price, amount",
-	RawQuotes:       "Top of book: best bid/ask price and amount",
-	RawMarkPrice:    "Mark price, one row per change",
-	RawIndexPrice:   "Index price, one row per change",
-	RawFundingRate:  "Funding rate and next funding time",
-	RawOpenInterest: "Open interest, one row per change",
+	RawTrades:      "Every trade: id, taker side, price, amount",
+	RawQuotes:      "Top of book: best bid/ask price and amount",
+	RawMarkPrice:   "Mark price, one row per change",
+	RawIndexPrice:  "Index price, one row per change",
+	RawFundingRate: "Funding rate and next funding time",
 }
 
 type rawDownloadFlags struct {

raw.go

@@ -43,7 +43,7 @@ const (
 
 var (
 	// RawDatasets lists every raw dataset in catalog order.
-	RawDatasets = []RawDataset{RawTrades, RawQuotes, RawMarkPrice, RawIndexPrice, RawFundingRate, RawOpenInterest}
+	RawDatasets = []RawDataset{RawTrades, RawQuotes, RawMarkPrice, RawIndexPrice, RawFundingRate}
 
 	// Exchanges lists every supported exchange.
 	Exchanges = []Exchange{ExchangeBinanceFutures, ExchangeOkxPerps, ExchangeHyperliquidPerps}
@@ -69,7 +69,7 @@ var (
 )
 
 // RawExchanges returns the exchanges a raw dataset is served for: every one.
-// On Hyperliquid, whose feed carries no exchange time, the four derivative
+// On Hyperliquid, whose feed carries no exchange time, the three derivative
 // datasets have a modelled exchange_timestamp and an exchange_timestamp_kind
 // column.
 func RawExchanges(RawDataset) []Exchange {

raw_live_test.go

@@ -91,6 +91,17 @@ func TestCLI_Raw_Live_PreviewNeedsNoKey(t *testing.T) {
 	if code != 0 {
 		t.Fatalf("expected exit code 0, got %d; stderr: %s", code, stderr)
 	}
+	// Raw previews may currently have no files, which is a successful response.
+	if strings.Contains(stdout, "No data found for the given criteria") {
+		entries, err := os.ReadDir(outputDir)
+		if err != nil {
+			t.Fatal(err)
+		}
+		if len(entries) != 0 {
+			t.Errorf("expected no files for an empty preview, got %v", entries)
+		}
+		return
+	}
 	if !strings.Contains(stdout, "Successfully downloaded 1 files") {
 		t.Errorf("expected one file downloaded, got: %s", stdout)
 	}

raw_test.go

@@ -313,6 +313,14 @@ func TestRawFilePath(t *testing.T) {
 }
 
 func TestValidateRawQuery(t *testing.T) {
+	want := []RawDataset{RawTrades, RawQuotes, RawMarkPrice, RawIndexPrice, RawFundingRate}
+	if !slices.Equal(RawDatasets, want) {
+		t.Fatalf("expected five raw datasets, got %v", RawDatasets)
+	}
+	if err := ValidateRawQuery("open_interest", ExchangeBinanceFutures); err == nil {
+		t.Error("expected raw open interest to be rejected")
+	}
+
 	// The API serves every raw dataset on every exchange, Hyperliquid's
 	// derivative datasets included (with a modelled exchange_timestamp).
 	for _, dataset := range RawDatasets {
@@ -323,7 +331,7 @@ func TestValidateRawQuery(t *testing.T) {
 		}
 	}
 
-	if err := ValidateRawQuery("l2_book", ExchangeBinanceFutures); err == nil || !strings.Contains(err.Error(), "open_interest") {
+	if err := ValidateRawQuery("l2_book", ExchangeBinanceFutures); err == nil || !strings.Contains(err.Error(), "funding_rate") {
 		t.Errorf("expected an unknown dataset to list the valid ones, got %v", err)
 	}
 	if err := ValidateRawQuery(RawTrades, "bybit"); err == nil || !strings.Contains(err.Error(), "okx-perps") {
@@ -684,14 +692,31 @@ func TestCLI_Raw_ReportsMissingPeriods(t *testing.T) {
 }
 
 func TestCLI_Raw_NoFiles(t *testing.T) {
-	newRawStub(t, staticListing())
+	for _, preview := range []bool{false, true} {
+		t.Run(fmt.Sprintf("preview=%t", preview), func(t *testing.T) {
+			stub := newRawStub(t, staticListing())
+			args := rawArgs(t.TempDir())
+			if preview {
+				t.Setenv("APERIODIC_API_KEY", "")
+				args = append(args, "--preview")
+			} else {
+				args = append(args, "--start-date", "2025-06-01", "--end-date", "2025-06-30")
+			}
 
-	stdout, stderr, code := runCLI(rawArgs(t.TempDir(), "--start-date", "2025-06-01", "--end-date", "2025-06-30")...)
-	if code != 0 {
-		t.Fatalf("expected exit code 0, got %d; stderr: %s", code, stderr)
-	}
-	if !strings.Contains(stdout, "No data found") {
-		t.Errorf("expected a no-data message, got: %s", stdout)
+			stdout, stderr, code := runCLI(args...)
+			if code != 0 {
+				t.Fatalf("expected exit code 0, got %d; stderr: %s", code, stderr)
+			}
+			if !strings.Contains(stdout, "No data found") {
+				t.Errorf("expected a no-data message, got: %s", stdout)
+			}
+			if preview {
+				calls := stub.calls()
+				if len(calls) != 1 || calls[0].path != "/data/raw/preview/trades" || calls[0].key != DemoAPIKey {
+					t.Errorf("expected one preview request with the demo key, got %v", calls)
+				}
+			}
+		})
 	}
 }
 
@@ -706,6 +731,7 @@ func TestCLI_Raw_ValidatesBeforeCallingTheAPI(t *testing.T) {
 		want string
 	}{
 		{"no dataset", []string{"raw", "--symbol", rawTestSymbol, "--output-dir", outputDir}, "raw dataset is required"},
+		{"raw open interest", append([]string{"raw", "open_interest", "--symbol", rawTestSymbol, "--output-dir", outputDir}, dates...), `unknown raw dataset "open_interest"`},
 		{"unknown dataset", append([]string{"raw", "book", "--symbol", rawTestSymbol, "--output-dir", outputDir}, dates...), `unknown raw dataset "book"`},
 		{"unknown exchange", append([]string{"raw", "trades", "--exchange", "bybit", "--symbol", rawTestSymbol, "--output-dir", outputDir}, dates...), `unknown exchange "bybit"`},
 		{"missing symbol", append([]string{"raw", "trades", "--output-dir", outputDir}, dates...), "--symbol is required"},
@@ -750,6 +776,9 @@ func TestCLI_Raw_RequiresAKeyWithoutPreview(t *testing.T) {
 func TestCLI_Raw_Help(t *testing.T) {
 	for _, args := range [][]string{{"raw"}, {"raw", "help"}, {"raw", "--help"}, {"raw", "trades", "-h"}} {
 		stdout, _, code := runCLI(args...)
+		if strings.Contains(stdout, "open_interest") {
+			t.Errorf("raw help must not list open interest: %s", stdout)
+		}
 		if code != 0 {
 			t.Errorf("%v: expected exit code 0, got %d", args, code)
 		}
@@ -761,6 +790,9 @@ func TestCLI_Raw_Help(t *testing.T) {
 	}
 
 	stdout, _, _ := runCLI("help")
+	if !strings.Contains(stdout, string(MetricOpenInterest)) {
+		t.Error("expected open-interest metrics to remain in top-level help")
+	}
 	if !strings.Contains(stdout, "aperiodic raw <dataset>") {
 		t.Error("expected the top-level help to list the raw command")
 	}

types.go

@@ -100,12 +100,11 @@ type SymbolsResponse struct {
 type RawDataset string
 
 const (
-	RawTrades       RawDataset = "trades"
-	RawQuotes       RawDataset = "quotes"
-	RawMarkPrice    RawDataset = "mark_price"
-	RawIndexPrice   RawDataset = "index_price"
-	RawFundingRate  RawDataset = "funding_rate"
-	RawOpenInterest RawDataset = "open_interest"
+	RawTrades      RawDataset = "trades"
+	RawQuotes      RawDataset = "quotes"
+	RawMarkPrice   RawDataset = "mark_price"
+	RawIndexPrice  RawDataset = "index_price"
+	RawFundingRate RawDataset = "funding_rate"
 )
 
 type RawFileInfo struct {