how to repeat last command in OCaml interpreter shell

You can use the improved toplevel utop. Moreover, it includes nice completion capacities.

Use rlwrap:

rlwrap ocaml

ocaml itself has no readline support.

You can configure readline using ~/.inputrc. For example, you could add such lines to it:

$if ocaml
"\C-o": "()\C-b"
"\C-n": ";;\n"
$endif

Now you can use ctrl-o and ctrl-n hotkeys in ocaml. Just try it.