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/bitfinex/bitfinex.go
+++ b/exchanges/bitfinex/bitfinex.go
@@ -489,36 +489,19 @@ func (b *Bitfinex) GetSymbolsDetails() ([]SymbolDetails, error) {
 }

 // GetAccountInfo returns information about your account incl. trading fees
-func (b *Bitfinex) GetAccountInfo() (AccountInfo, error) {
+func (b *Bitfinex) GetAccountInfo() ([]AccountInfo, error) {

-	var result AccountInfo
-
-	var response []interface{}
-	err := b.SendAuthenticatedHTTPRequest("POST", bitfinexAccountInfo, nil, &response)
+	var responses []AccountInfo
+	err := b.SendAuthenticatedHTTPRequest("POST", bitfinexAccountInfo, nil, &responses)

 	if err != nil {
-		return result, err
+		return responses, err
 	}

-	result = AccountInfo{}
-	result.MakerFees = response[0].(map[string]interface{})["maker_fees"].(string)
-	result.TakerFees = response[0].(map[string]interface{})["taker_fees"].(string)
-
-	feeslist := response[0].(map[string]interface{})["fees"].([]interface{})
-	for _, v := range feeslist {
-		item := v.(map[string]interface{})
-
-		result.Fees = append(result.Fees, AccountInfoFees{
-			Pairs:     item["pairs"].(string),
-			MakerFees: item["maker_fees"].(string),
-			TakerFees: item["taker_fees"].(string),
-		})
-	}
-
-	return result, nil
+	return responses, nil
 }

-// GetAccountFees - NOT YET IMPLEMENTED
+// GetAccountFees - Gets all fee rates for all currencies
 func (b *Bitfinex) GetAccountFees() (AccountFees, error) {
 	response := AccountFees{}

@@ -903,7 +886,7 @@ func (b *Bitfinex) SendAuthenticatedHTTPRequest(method, path string, params map[
 	}

 	request := make(map[string]interface{})
-	request["request"] = fmt.Sprintf("/v%s/%s", bitfinexAPIVersion, path)
+	request["request"] = fmt.Sprintf("%s%s", bitfinexAPIVersion, path)
 	request["nonce"] = b.Nonce.String()

 	if params != nil {
@@ -934,3 +917,83 @@ func (b *Bitfinex) SendAuthenticatedHTTPRequest(method, path string, params map[
 	}
 	return nil
 }
+
+// GetFee returns an estimate of fee based on type of transaction
+func (b *Bitfinex) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
+	var fee float64
+
+	switch feeBuilder.FeeType {
+	case exchange.CryptocurrencyTradeFee:
+		accountInfos, err := b.GetAccountInfo()
+		if err != nil {
+			return 0, err
+		}
+		fee, err = b.CalculateTradingFee(accountInfos, feeBuilder.PurchasePrice, feeBuilder.Amount, feeBuilder.FirstCurrency, feeBuilder.IsMaker)
+		if err != nil {
+			return 0, err
+		}
+	case exchange.CyptocurrencyDepositFee:
+		//TODO: fee is charged when < $1000USD is transferred, need to infer value in some way
+		fee = 0
+	case exchange.CryptocurrencyWithdrawalFee:
+		accountFees, err := b.GetAccountFees()
+		if err != nil {
+			return 0, err
+		}
+		fee, err = b.GetCryptocurrencyWithdrawalFee(feeBuilder.FirstCurrency, accountFees)
+		if err != nil {
+			return 0, err
+		}
+	case exchange.InternationalBankDepositFee:
+		fee = getInternationalBankDepositFee(feeBuilder.Amount)
+	case exchange.InternationalBankWithdrawalFee:
+		fee = getInternationalBankWithdrawalFee(feeBuilder.Amount)
+	}
+	if fee < 0 {
+		fee = 0
+	}
+	return fee, nil
+}
+
+// GetCryptocurrencyWithdrawalFee returns an estimate of fee based on type of transaction
+func (b *Bitfinex) GetCryptocurrencyWithdrawalFee(currency string, accountFees AccountFees) (fee float64, err error) {
+	switch accountFees.Withdraw[currency].(type) {
+	case string:
+		fee, err = strconv.ParseFloat(accountFees.Withdraw[currency].(string), 64)
+		if err != nil {
+			return 0, err
+		}
+	case float64:
+		fee = accountFees.Withdraw[currency].(float64)
+	}
+
+	return fee, nil
+}
+
+func getInternationalBankDepositFee(amount float64) float64 {
+	return 0.001 * amount
+}
+
+func getInternationalBankWithdrawalFee(amount float64) float64 {
+	return 0.001 * amount
+}
+
+// CalculateTradingFee returns an estimate of fee based on type of whether is maker or taker fee
+func (b *Bitfinex) CalculateTradingFee(accountInfos []AccountInfo, purchasePrice, amount float64, currency string, isMaker bool) (fee float64, err error) {
+	for _, i := range accountInfos {
+		for _, j := range i.Fees {
+			if currency == j.Pairs {
+				if isMaker {
+					fee = j.MakerFees
+				} else {
+					fee = j.TakerFees
+				}
+				break
+			}
+		}
+		if fee > 0 {
+			break
+		}
+	}
+	return (fee / 100) * purchasePrice * amount, err
+}
--- a/exchanges/bitfinex/bitfinex_test.go
+++ b/exchanges/bitfinex/bitfinex_test.go
@@ -8,6 +8,8 @@ import (

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

 // Please supply your own keys here to do better tests
@@ -27,7 +29,8 @@ func TestSetup(t *testing.T) {
 		t.Error("Test Failed - Bitfinex Setup() init error")
 	}
 	b.Setup(bfxConfig)
-
+	b.APIKey = testAPIKey
+	b.APISecret = testAPISecret
 	if !b.Enabled || b.AuthenticatedAPISupport || b.RESTPollingDelay != time.Duration(10) ||
 		b.Verbose || b.Websocket.IsEnabled() || len(b.BaseCurrencies) < 1 ||
 		len(b.AvailablePairs) < 1 || len(b.EnabledPairs) < 1 {
@@ -617,3 +620,89 @@ func TestCloseMarginFunding(t *testing.T) {
 		t.Error("Test Failed - CloseMarginFunding() error")
 	}
 }
+
+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()
+	b.Verbose = true
+	TestSetup(t)
+	var feeBuilder = setFeeBuilder()
+
+	if testAPIKey != "" || testAPISecret != "" {
+		// CryptocurrencyTradeFee Basic
+		if resp, err := b.GetFee(feeBuilder); resp != float64(0.002) || err != nil {
+			t.Error(err)
+			t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.002), resp)
+		}
+
+		// CryptocurrencyTradeFee High quantity
+		feeBuilder = setFeeBuilder()
+		feeBuilder.Amount = 1000
+		feeBuilder.PurchasePrice = 1000
+		if resp, err := b.GetFee(feeBuilder); resp != float64(2000) || err != nil {
+			t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(2000), resp)
+			t.Error(err)
+		}
+
+		// CryptocurrencyTradeFee IsMaker
+		feeBuilder = setFeeBuilder()
+		feeBuilder.IsMaker = true
+		if resp, err := b.GetFee(feeBuilder); resp != float64(0.001) || err != nil {
+			t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.001), 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(0.0004) || err != nil {
+			t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.0004), 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(0.001) || err != nil {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.001), resp)
+		t.Error(err)
+	}
+
+	// InternationalBankWithdrawalFee Basic
+	feeBuilder = setFeeBuilder()
+	feeBuilder.FeeType = exchange.InternationalBankWithdrawalFee
+	feeBuilder.CurrencyItem = symbol.HKD
+	if resp, err := b.GetFee(feeBuilder); resp != float64(0.001) || err != nil {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.001), resp)
+		t.Error(err)
+	}
+}
--- a/exchanges/bitfinex/bitfinex_types.go
+++ b/exchanges/bitfinex/bitfinex_types.go
@@ -133,36 +133,22 @@ type AccountInfoFull struct {

 // AccountInfo general account information with fees
 type AccountInfo struct {
-	MakerFees string            `json:"maker_fees"`
-	TakerFees string            `json:"taker_fees"`
+	MakerFees float64           `json:"maker_fees,string"`
+	TakerFees float64           `json:"taker_fees,string"`
 	Fees      []AccountInfoFees `json:"fees"`
 	Message   string            `json:"message"`
 }

 // AccountInfoFees general account information with fees
 type AccountInfoFees struct {
-	Pairs     string `json:"pairs"`
-	MakerFees string `json:"maker_fees"`
-	TakerFees string `json:"taker_fees"`
+	Pairs     string  `json:"pairs"`
+	MakerFees float64 `json:"maker_fees,string"`
+	TakerFees float64 `json:"taker_fees,string"`
 }

 // AccountFees stores withdrawal account fee data from Bitfinex
 type AccountFees struct {
-	Withdraw struct {
-		BTC float64 `json:"BTC,string"`
-		LTC float64 `json:"LTC,string"`
-		ETH float64 `json:"ETH,string"`
-		ETC float64 `json:"ETC,string"`
-		ZEC float64 `json:"ZEC,string"`
-		XMR float64 `json:"XMR,string"`
-		DSH float64 `json:"DSH,string"`
-		XRP float64 `json:"XRP,string"`
-		IOT float64 `json:"IOT"`
-		EOS float64 `json:"EOS,string"`
-		SAN float64 `json:"SAN,string"`
-		OMG float64 `json:"OMG,string"`
-		BCH float64 `json:"BCH,string"`
-	} `json:"withdraw"`
+	Withdraw map[string]interface{} `json:"withdraw"`
 }

 // AccountSummary holds account summary data
--- a/exchanges/bitfinex/bitfinex_wrapper.go
+++ b/exchanges/bitfinex/bitfinex_wrapper.go
@@ -226,3 +226,8 @@ func (b *Bitfinex) WithdrawFiatExchangeFundsToInternationalBank(currency pair.Cu
 func (b *Bitfinex) GetWebsocket() (*exchange.Websocket, error) {
 	return b.Websocket, nil
 }
+
+// GetFeeByType returns an estimate of fee based on type of transaction
+func (b *Bitfinex) GetFeeByType(feeBuilder exchange.FeeBuilder) (float64, error) {
+	return b.GetFee(feeBuilder)
+}