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Calculating each exchange's fees (#188)

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* 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
This commit is contained in:
Scott
2018-10-29 12:32:46 +11:00
committed by Adrian Gallagher
parent 83263f3245
commit e4c443b901
108 changed files with 8468 additions and 538 deletions
Download Patch File Download Diff File Expand all files Collapse all files

45
exchanges/binance/binance.go
View File

@@ -652,3 +652,48 @@ func (b *Binance) SetValues() {
TimeIntervalMonth,
}
}
// GetFee returns an estimate of fee based on type of transaction
func (b *Binance) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
multiplier, err := b.getMultiplier(feeBuilder.IsMaker)
if err != nil {
return 0, err
}
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount, multiplier)
case exchange.CryptocurrencyWithdrawalFee:
fee = getCryptocurrencyWithdrawalFee(feeBuilder.FirstCurrency, feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getMultiplier retrieves account based taker/maker fees
func (b *Binance) getMultiplier(isMaker bool) (float64, error) {
var multiplier float64
account, err := b.GetAccount()
if err != nil {
return 0, err
}
if isMaker {
multiplier = float64(account.MakerCommission)
} else {
multiplier = float64(account.TakerCommission)
}
return multiplier, nil
}
// calculateTradingFee returns the fee for trading any currency on Bittrex
func calculateTradingFee(purchasePrice, amount, multiplier float64) float64 {
return (multiplier / 100) * purchasePrice * amount
}
// getCryptocurrencyWithdrawalFee returns the fee for withdrawing from the exchange
func getCryptocurrencyWithdrawalFee(currency string, purchasePrice, amount float64) float64 {
return WithdrawalFees[currency]
}

113
exchanges/binance/binance_test.go
View File

@@ -3,7 +3,10 @@ package binance
import (
"testing"
"github.com/thrasher-/gocryptotrader/currency/symbol"
"github.com/thrasher-/gocryptotrader/config"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
)
// Please supply your own keys here for due diligence testing
@@ -29,7 +32,6 @@ func TestSetup(t *testing.T) {
binanceConfig.AuthenticatedAPISupport = true
binanceConfig.APIKey = testAPIKey
binanceConfig.APISecret = testAPISecret
b.Setup(binanceConfig)
}
@@ -205,3 +207,112 @@ func TestAllOrders(t *testing.T) {
t.Error("Test Failed - Binance AllOrders() error", err)
}
}
func TestGetAccount(t *testing.T) {
if testAPIKey == "" || testAPISecret == "" {
t.Skip()
}
t.Parallel()
b.SetDefaults()
TestSetup(t)
account, err := b.GetAccount()
if err != nil {
t.Fatal("Test Failed - Binance GetAccount() error", err)
}
if account.MakerCommission <= 0 {
t.Fatalf("Test Failed. Expected > 0, Recieved %d", account.MakerCommission)
}
if account.TakerCommission <= 0 {
t.Fatalf("Test Failed. Expected > 0, Recieved %d", account.TakerCommission)
}
t.Logf("Current makerFee: %d", account.MakerCommission)
t.Logf("Current takerFee: %d", account.TakerCommission)
}
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) {
b.SetDefaults()
TestSetup(t)
var feeBuilder = setFeeBuilder()
if testAPIKey != "" || testAPISecret != "" {
// CryptocurrencyTradeFee Basic
if resp, err := b.GetFee(feeBuilder); resp != float64(0.1) || 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 := b.GetFee(feeBuilder); resp != float64(100000) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(100000), resp)
t.Error(err)
}
// CryptocurrencyTradeFee IsMaker
feeBuilder = setFeeBuilder()
feeBuilder.IsMaker = true
if resp, err := b.GetFee(feeBuilder); resp != float64(0.1) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.1), resp)
t.Error(err)
}
// CryptocurrencyTradeFee Negative purchase price
feeBuilder = setFeeBuilder()
feeBuilder.PurchasePrice = -1000
if resp, err := b.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 := b.GetFee(feeBuilder); resp != float64(0.0005) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.0005), resp)
t.Error(err)
}
// CyptocurrencyDepositFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.CyptocurrencyDepositFee
if resp, err := b.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 := b.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 := b.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0), resp)
t.Error(err)
}
}

171
exchanges/binance/binance_types.go
View File

@@ -2,6 +2,8 @@ package binance
import (
"encoding/json"
"github.com/thrasher-/gocryptotrader/currency/symbol"
)
// Response holds basic binance api response data
@@ -432,3 +434,172 @@ var (
TimeIntervalWeek = TimeInterval("1w")
TimeIntervalMonth = TimeInterval("1M")
)
// WithdrawalFees the large list of predefined withdrawal fees
// Prone to change
var WithdrawalFees = map[string]float64{
symbol.BNB: 0.13,
symbol.BTC: 0.0005,
symbol.NEO: 0,
symbol.ETH: 0.01,
symbol.LTC: 0.001,
symbol.QTUM: 0.01,
symbol.EOS: 0.1,
symbol.SNT: 35,
symbol.BNT: 1,
symbol.GAS: 0,
symbol.BCC: 0.001,
symbol.BTM: 5,
symbol.USDT: 3.4,
symbol.HCC: 0.0005,
symbol.OAX: 6.5,
symbol.DNT: 54,
symbol.MCO: 0.31,
symbol.ICN: 3.5,
symbol.ZRX: 1.9,
symbol.OMG: 0.4,
symbol.WTC: 0.5,
symbol.LRC: 12.3,
symbol.LLT: 67.8,
symbol.YOYO: 1,
symbol.TRX: 1,
symbol.STRAT: 0.1,
symbol.SNGLS: 54,
symbol.BQX: 3.9,
symbol.KNC: 3.5,
symbol.SNM: 25,
symbol.FUN: 86,
symbol.LINK: 4,
symbol.XVG: 0.1,
symbol.CTR: 35,
symbol.SALT: 2.3,
symbol.MDA: 2.3,
symbol.IOTA: 0.5,
symbol.SUB: 11.4,
symbol.ETC: 0.01,
symbol.MTL: 2,
symbol.MTH: 45,
symbol.ENG: 2.2,
symbol.AST: 14.4,
symbol.DASH: 0.002,
symbol.BTG: 0.001,
symbol.EVX: 2.8,
symbol.REQ: 29.9,
symbol.VIB: 30,
symbol.POWR: 8.2,
symbol.ARK: 0.2,
symbol.XRP: 0.25,
symbol.MOD: 2,
symbol.ENJ: 26,
symbol.STORJ: 5.1,
symbol.KMD: 0.002,
symbol.RCN: 47,
symbol.NULS: 0.01,
symbol.RDN: 2.5,
symbol.XMR: 0.04,
symbol.DLT: 19.8,
symbol.AMB: 8.9,
symbol.BAT: 8,
symbol.ZEC: 0.005,
symbol.BCPT: 14.5,
symbol.ARN: 3,
symbol.GVT: 0.13,
symbol.CDT: 81,
symbol.GXS: 0.3,
symbol.POE: 134,
symbol.QSP: 36,
symbol.BTS: 1,
symbol.XZC: 0.02,
symbol.LSK: 0.1,
symbol.TNT: 47,
symbol.FUEL: 79,
symbol.MANA: 18,
symbol.BCD: 0.01,
symbol.DGD: 0.04,
symbol.ADX: 6.3,
symbol.ADA: 1,
symbol.PPT: 0.41,
symbol.CMT: 12,
symbol.XLM: 0.01,
symbol.CND: 58,
symbol.LEND: 84,
symbol.WABI: 6.6,
symbol.SBTC: 0.0005,
symbol.BCX: 0.5,
symbol.WAVES: 0.002,
symbol.TNB: 139,
symbol.GTO: 20,
symbol.ICX: 0.02,
symbol.OST: 32,
symbol.ELF: 3.9,
symbol.AION: 3.2,
symbol.CVC: 10.9,
symbol.REP: 0.2,
symbol.GNT: 8.9,
symbol.DATA: 37,
symbol.ETF: 1,
symbol.BRD: 3.8,
symbol.NEBL: 0.01,
symbol.VIBE: 17.3,
symbol.LUN: 0.36,
symbol.CHAT: 60.7,
symbol.RLC: 3.4,
symbol.INS: 3.5,
symbol.IOST: 105.6,
symbol.STEEM: 0.01,
symbol.NANO: 0.01,
symbol.AE: 1.3,
symbol.VIA: 0.01,
symbol.BLZ: 10.3,
symbol.SYS: 1,
symbol.NCASH: 247.6,
symbol.POA: 0.01,
symbol.ONT: 1,
symbol.ZIL: 37.2,
symbol.STORM: 152,
symbol.XEM: 4,
symbol.WAN: 0.1,
symbol.WPR: 43.4,
symbol.QLC: 1,
symbol.GRS: 0.2,
symbol.CLOAK: 0.02,
symbol.LOOM: 11.9,
symbol.BCN: 1,
symbol.TUSD: 1.35,
symbol.ZEN: 0.002,
symbol.SKY: 0.01,
symbol.THETA: 24,
symbol.IOTX: 90.5,
symbol.QKC: 24.6,
symbol.AGI: 29.81,
symbol.NXS: 0.02,
symbol.SC: 0.1,
symbol.EON: 10,
symbol.NPXS: 897,
symbol.KEY: 223,
symbol.NAS: 0.1,
symbol.ADD: 100,
symbol.MEETONE: 300,
symbol.ATD: 100,
symbol.MFT: 175,
symbol.EOP: 5,
symbol.DENT: 596,
symbol.IQ: 50,
symbol.ARDR: 2,
symbol.HOT: 1210,
symbol.VET: 100,
symbol.DOCK: 68,
symbol.POLY: 7,
symbol.VTHO: 21,
symbol.ONG: 0.1,
symbol.PHX: 1,
symbol.HC: 0.005,
symbol.GO: 0.01,
symbol.PAX: 1.4,
symbol.EDO: 1.3,
symbol.WINGS: 8.9,
symbol.NAV: 0.2,
symbol.TRIG: 49.1,
symbol.APPC: 12.4,
symbol.PIVX: 0.02,
}

5
exchanges/binance/binance_wrapper.go
View File

@@ -194,3 +194,8 @@ func (b *Binance) WithdrawFiatExchangeFundsToInternationalBank(currency pair.Cur
func (b *Binance) GetWebsocket() (*exchange.Websocket, error) {
return b.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Binance) GetFeeByType(feeBuilder exchange.FeeBuilder) (float64, error) {
return b.GetFee(feeBuilder)
}