Calculating each exchange's fees (#188)

* Adds some constants for fee types Adds some fee calculation in an attempt to be generic Adds fee stuff to Bittrex Adds fee stuff to bitstamp * Fixes bitstamp fee calculation * Tests Tests all scenarios for GetFeeByType * Adds method to wrapper Adds err to response Checks for err * Adds support for Bittrex fees * Adds maker/taker dynamic to fees Updates tests Adds bitmex fee support Removes unused switch case scenarios to not waste space * Adds bithumb support for fee calculation * Adds Bitfinex fee support Adds list of currencies as const strings Sets up bitflyer * Fixes arguments * Greatly expands symbols Adds Binance fee calculation support Cleans up previous exchanges * Fixes errors for fee calculations * Adds ANX fee support * Adds btcc fee support Adds alphapoint fee wrapper support Renames method to match "enum" Uses symbols in tests, not inline strings * Adds support for BTCMarkets fee calculation Adds new method to retrieve fee amount from BTCMarkets Adds new fee type struct: FeeBuilder Updates ANX and BTCMarkets to use new FeeBuilder type struct Standardises the tests to run when it comes to fee calculation * Migrates all existing exchange fee to use new feebuilder type struct Uses standard testing model * Fixes unit tests * Updates maker taker fees in test config * Removes parallel from fee testing * Removes more parallel from tests * Adds coinbasepro fee support * Adds Coinut fee support * Adds Exmo fee support Adds maker fee support to coinut Introduces a type for fees and bank transfers to prevent random strings being used * Adds partial bitflyer support Moves bitflyer to feeBuilder struct * Adds gateio fee support * Adds Gemini fee support * Adds hitbtc fee support * Adds huobi fee support * Adds HuobiHadax fee support * Adds itbit fee support * Adds partial kraken fee support with trading fees * Finishes basic Kraken fee support * Adds basic LakeBTC fee support * Adds basic liqui fee support * Adds localbitcoins fee support....... * Adds basic okcoin fee support * Adds simple OKEX fee support Adds many new currency symbols Fixes liqui's fees * Adds poloniex fee support * Adds fee support for Yobit * Adds WEX fee support * Adds ZB fee support * Removes bad reference * Improves accuracy of variable name * trading fee method names are now consistent (cherry picked from commit 21c82e8b90cae590cfd73d365d7be39e1a00e973) * Fixes rebasing issues * Fixes issues from rebase Removes "IsTaker" as IsMaker bool can imply taker Updates tests to actually work. * Adds a zero to the test * Fixes bitfinex api endpoints and fixes fee calculations * Updates btcmarkets trading fee calculation * Verifies tests with apis for all exchanges except coinbasepro, itbit and bitflyer Removes taker fee test as taker is default * Removes redundant all exchange wrapper error checks due to the error checks being redundant * Addresses review comments: - Renames variables - Changes how functions return data - Fixes typo
2026-06-06 15:10:59 +00:00 · 2018-10-29 12:32:46 +11:00
parent 83263f3245
commit e4c443b901
108 changed files with 8468 additions and 538 deletions
--- a/exchanges/anx/anx.go
+++ b/exchanges/anx/anx.go
@@ -8,6 +8,8 @@ import (
 	"strconv"
 	"time"

+	"github.com/thrasher-/gocryptotrader/currency/symbol"
+
 	"github.com/thrasher-/gocryptotrader/common"
 	"github.com/thrasher-/gocryptotrader/config"
 	"github.com/thrasher-/gocryptotrader/exchanges"
@@ -44,8 +46,8 @@ type ANX struct {
 func (a *ANX) SetDefaults() {
 	a.Name = "ANX"
 	a.Enabled = false
-	a.TakerFee = 0.6
-	a.MakerFee = 0.3
+	a.TakerFee = 0.02
+	a.MakerFee = 0.01
 	a.Verbose = false
 	a.RESTPollingDelay = 10
 	a.RequestCurrencyPairFormat.Delimiter = ""
@@ -118,14 +120,6 @@ func (a *ANX) GetCurrencies() (CurrenciesStore, error) {
 	return result.CurrenciesResponse, nil
 }

-// GetFee returns maker or taker fees
-func (a *ANX) GetFee(maker bool) float64 {
-	if maker {
-		return a.MakerFee
-	}
-	return a.TakerFee
-}
-
 // GetTicker returns the current ticker
 func (a *ANX) GetTicker(currency string) (Ticker, error) {
 	var ticker Ticker
@@ -405,3 +399,47 @@ func (a *ANX) SendAuthenticatedHTTPRequest(path string, params map[string]interf

 	return a.SendPayload("POST", a.APIUrl+path, headers, bytes.NewBuffer(PayloadJSON), result, true, a.Verbose)
 }
+
+// GetFee returns an estimate of fee based on type of transaction
+func (a *ANX) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
+	var fee float64
+
+	switch feeBuilder.FeeType {
+	case exchange.CryptocurrencyTradeFee:
+		fee = a.calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount, feeBuilder.IsMaker)
+	case exchange.CryptocurrencyWithdrawalFee:
+		fee = getCryptocurrencyWithdrawalFee(feeBuilder.FirstCurrency)
+	case exchange.InternationalBankWithdrawalFee:
+		fee = getInternationalBankWithdrawalFee(feeBuilder.CurrencyItem, feeBuilder.Amount)
+	}
+	if fee < 0 {
+		fee = 0
+	}
+	return fee, nil
+}
+
+func (a *ANX) calculateTradingFee(purchasePrice, amount float64, isMaker bool) float64 {
+	var fee float64
+
+	if isMaker {
+		fee = a.MakerFee * amount * purchasePrice
+	} else {
+		fee = a.TakerFee * amount * purchasePrice
+	}
+
+	return fee
+}
+
+func getCryptocurrencyWithdrawalFee(currency string) float64 {
+	return WithdrawalFees[currency]
+}
+
+func getInternationalBankWithdrawalFee(currency string, amount float64) float64 {
+	var fee float64
+
+	if currency == symbol.HKD {
+		fee = 250 + (WithdrawalFees[currency] * amount)
+	}
+	//TODO, other fiat currencies require consultation with ANXPRO
+	return fee
+}
--- a/exchanges/anx/anx_test.go
+++ b/exchanges/anx/anx_test.go
@@ -4,32 +4,34 @@ import (
 	"testing"

 	"github.com/thrasher-/gocryptotrader/config"
+	"github.com/thrasher-/gocryptotrader/currency/symbol"
+	exchange "github.com/thrasher-/gocryptotrader/exchanges"
 )

-var anx ANX
+var a ANX

 func TestSetDefaults(t *testing.T) {
-	anx.SetDefaults()
+	a.SetDefaults()

-	if anx.Name != "ANX" {
+	if a.Name != "ANX" {
 		t.Error("Test Failed - ANX SetDefaults() incorrect values set")
 	}
-	if anx.Enabled != false {
+	if a.Enabled != false {
 		t.Error("Test Failed - ANX SetDefaults() incorrect values set")
 	}
-	if anx.TakerFee != 0.6 {
+	if a.TakerFee != 0.02 {
 		t.Error("Test Failed - ANX SetDefaults() incorrect values set")
 	}
-	if anx.MakerFee != 0.3 {
+	if a.MakerFee != 0.01 {
 		t.Error("Test Failed - ANX SetDefaults() incorrect values set")
 	}
-	if anx.Verbose != false {
+	if a.Verbose != false {
 		t.Error("Test Failed - ANX SetDefaults() incorrect values set")
 	}
-	if anx.Websocket.IsEnabled() != false {
+	if a.Websocket.IsEnabled() != false {
 		t.Error("Test Failed - ANX SetDefaults() incorrect values set")
 	}
-	if anx.RESTPollingDelay != 10 {
+	if a.RESTPollingDelay != 10 {
 		t.Error("Test Failed - ANX SetDefaults() incorrect values set")
 	}
 }
@@ -41,67 +43,56 @@ func TestSetup(t *testing.T) {
 	if err != nil {
 		t.Error("Test Failed - ANX Setup() init error")
 	}
-	anx.Setup(anxConfig)
+	a.Setup(anxConfig)

-	if anx.Enabled != true {
+	if a.Enabled != true {
 		t.Error("Test Failed - ANX Setup() incorrect values set")
 	}
-	if anx.AuthenticatedAPISupport != false {
+	if a.AuthenticatedAPISupport != false {
 		t.Error("Test Failed - ANX Setup() incorrect values set")
 	}
-	if len(anx.APIKey) != 0 {
+	if len(a.APIKey) != 0 {
 		t.Error("Test Failed - ANX Setup() incorrect values set")
 	}
-	if len(anx.APISecret) != 0 {
+	if len(a.APISecret) != 0 {
 		t.Error("Test Failed - ANX Setup() incorrect values set")
 	}
-	if anx.RESTPollingDelay != 10 {
+	if a.RESTPollingDelay != 10 {
 		t.Error("Test Failed - ANX Setup() incorrect values set")
 	}
-	if anx.Verbose != false {
+	if a.Verbose != false {
 		t.Error("Test Failed - ANX Setup() incorrect values set")
 	}
-	if anx.Websocket.IsEnabled() != false {
+	if a.Websocket.IsEnabled() != false {
 		t.Error("Test Failed - ANX Setup() incorrect values set")
 	}
-	if len(anx.BaseCurrencies) <= 0 {
+	if len(a.BaseCurrencies) <= 0 {
 		t.Error("Test Failed - ANX Setup() incorrect values set")
 	}
-	if len(anx.AvailablePairs) <= 0 {
+	if len(a.AvailablePairs) <= 0 {
 		t.Error("Test Failed - ANX Setup() incorrect values set")
 	}
-	if len(anx.EnabledPairs) <= 0 {
+	if len(a.EnabledPairs) <= 0 {
 		t.Error("Test Failed - ANX Setup() incorrect values set")
 	}
 }

 func TestGetCurrencies(t *testing.T) {
-	_, err := anx.GetCurrencies()
+	_, err := a.GetCurrencies()
 	if err != nil {
 		t.Fatalf("Test failed. TestGetCurrencies failed. Err: %s", err)
 	}
 }

 func TestGetTradablePairs(t *testing.T) {
-	_, err := anx.GetTradablePairs()
+	_, err := a.GetTradablePairs()
 	if err != nil {
 		t.Fatalf("Test failed. TestGetTradablePairs failed. Err: %s", err)
 	}
 }

-func TestGetFee(t *testing.T) {
-	makerFeeExpected, takerFeeExpected := 0.3, 0.6
-
-	if anx.GetFee(true) != makerFeeExpected {
-		t.Error("Test Failed - ANX GetFee() incorrect return value")
-	}
-	if anx.GetFee(false) != takerFeeExpected {
-		t.Error("Test Failed - ANX GetFee() incorrect return value")
-	}
-}
-
 func TestGetTicker(t *testing.T) {
-	ticker, err := anx.GetTicker("BTCUSD")
+	ticker, err := a.GetTicker("BTCUSD")
 	if err != nil {
 		t.Errorf("Test Failed - ANX GetTicker() error: %s", err)
 	}
@@ -111,7 +102,7 @@ func TestGetTicker(t *testing.T) {
 }

 func TestGetDepth(t *testing.T) {
-	ticker, err := anx.GetDepth("BTCUSD")
+	ticker, err := a.GetDepth("BTCUSD")
 	if err != nil {
 		t.Errorf("Test Failed - ANX GetDepth() error: %s", err)
 	}
@@ -121,7 +112,7 @@ func TestGetDepth(t *testing.T) {
 }

 func TestGetAPIKey(t *testing.T) {
-	apiKey, apiSecret, err := anx.GetAPIKey("userName", "passWord", "", "1337")
+	apiKey, apiSecret, err := a.GetAPIKey("userName", "passWord", "", "1337")
 	if err == nil {
 		t.Error("Test Failed - ANX GetAPIKey() Incorrect")
 	}
@@ -132,3 +123,87 @@ func TestGetAPIKey(t *testing.T) {
 		t.Error("Test Failed - ANX GetAPIKey() Incorrect")
 	}
 }
+
+func setFeeBuilder() exchange.FeeBuilder {
+	return exchange.FeeBuilder{
+		Amount:         1,
+		Delimiter:      "",
+		FeeType:        exchange.CryptocurrencyTradeFee,
+		FirstCurrency:  symbol.BTC,
+		SecondCurrency: symbol.LTC,
+		IsMaker:        false,
+		PurchasePrice:  1,
+	}
+}
+
+func TestGetFee(t *testing.T) {
+	a.SetDefaults()
+	TestSetup(t)
+
+	var feeBuilder = setFeeBuilder()
+
+	// CryptocurrencyTradeFee Basic
+	if resp, err := a.GetFee(feeBuilder); resp != float64(0.02) || err != nil {
+		t.Error(err)
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0), resp)
+	}
+
+	// CryptocurrencyTradeFee High quantity
+	feeBuilder = setFeeBuilder()
+	feeBuilder.Amount = 1000
+	feeBuilder.PurchasePrice = 1000
+	if resp, err := a.GetFee(feeBuilder); resp != float64(20000) || err != nil {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(20000), resp)
+		t.Error(err)
+	}
+
+	// CryptocurrencyTradeFee IsMaker
+	feeBuilder = setFeeBuilder()
+	feeBuilder.IsMaker = true
+	if resp, err := a.GetFee(feeBuilder); resp != float64(0.01) || err != nil {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.01), resp)
+		t.Error(err)
+	}
+
+	// CryptocurrencyTradeFee Negative purchase price
+	feeBuilder = setFeeBuilder()
+	feeBuilder.PurchasePrice = -1000
+	if resp, err := a.GetFee(feeBuilder); resp != float64(0) || err != nil {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0), resp)
+		t.Error(err)
+	}
+
+	// CryptocurrencyWithdrawalFee Basic
+	feeBuilder = setFeeBuilder()
+	feeBuilder.FeeType = exchange.CryptocurrencyWithdrawalFee
+	if resp, err := a.GetFee(feeBuilder); resp != float64(0.002) || err != nil {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0), resp)
+		t.Error(err)
+	}
+
+	// CyptocurrencyDepositFee Basic
+	feeBuilder = setFeeBuilder()
+	feeBuilder.FeeType = exchange.CyptocurrencyDepositFee
+	if resp, err := a.GetFee(feeBuilder); resp != float64(0) || err != nil {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0), resp)
+		t.Error(err)
+	}
+
+	// InternationalBankDepositFee Basic
+	feeBuilder = setFeeBuilder()
+	feeBuilder.FeeType = exchange.InternationalBankDepositFee
+	feeBuilder.CurrencyItem = symbol.HKD
+	if resp, err := a.GetFee(feeBuilder); resp != float64(0) || err != nil {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0), resp)
+		t.Error(err)
+	}
+
+	// InternationalBankWithdrawalFee Basic
+	feeBuilder = setFeeBuilder()
+	feeBuilder.FeeType = exchange.InternationalBankWithdrawalFee
+	feeBuilder.CurrencyItem = symbol.HKD
+	if resp, err := a.GetFee(feeBuilder); resp != float64(250.01) || err != nil {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(250.01), resp)
+		t.Error(err)
+	}
+}
--- a/exchanges/anx/anx_types.go
+++ b/exchanges/anx/anx_types.go
@@ -1,5 +1,7 @@
 package anx

+import "github.com/thrasher-/gocryptotrader/currency/symbol"
+
 // Currency holds the currency information
 type Currency struct {
 	Decimals               int     `json:"decimals"`
@@ -146,3 +148,16 @@ type Depth struct {
 		Bids           []DepthItem `json:"bids"`
 	} `json:"data"`
 }
+
+// WithdrawalFees the large list of predefined withdrawal fees
+// Prone to change
+var WithdrawalFees = map[string]float64{
+	symbol.BTC:  0.002,
+	symbol.DOGE: 0.1,
+	symbol.ETH:  0.005,
+	symbol.GNT:  0.001,
+	symbol.LTC:  0.02,
+	symbol.OAX:  0.001,
+	symbol.XRP:  1,
+	symbol.HKD:  0.01,
+}
--- a/exchanges/anx/anx_wrapper.go
+++ b/exchanges/anx/anx_wrapper.go
@@ -249,3 +249,8 @@ func (a *ANX) WithdrawFiatExchangeFundsToInternationalBank(currency pair.Currenc
 func (a *ANX) GetWebsocket() (*exchange.Websocket, error) {
 	return nil, errors.New("not yet implemented")
 }
+
+// GetFeeByType returns an estimate of fee based on type of transaction
+func (a *ANX) GetFeeByType(feeBuilder exchange.FeeBuilder) (float64, error) {
+	return a.GetFee(feeBuilder)
+}