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
2026-06-02 07:26:53 +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/bitflyer/bitflyer.go
+++ b/exchanges/bitflyer/bitflyer.go
@@ -10,6 +10,7 @@ import (

 	"github.com/thrasher-/gocryptotrader/common"
 	"github.com/thrasher-/gocryptotrader/config"
+	"github.com/thrasher-/gocryptotrader/currency/symbol"
 	exchange "github.com/thrasher-/gocryptotrader/exchanges"
 	"github.com/thrasher-/gocryptotrader/exchanges/request"
 	"github.com/thrasher-/gocryptotrader/exchanges/ticker"
@@ -385,3 +386,55 @@ func (b *Bitflyer) SendAuthHTTPRequest(path string, params url.Values, result in
 	headers["ACCESS-KEY"] = b.APIKey
 	headers["ACCESS-TIMESTAMP"] = strconv.FormatInt(int64(time.Now().UnixNano()), 10)
 }
+
+// GetFee returns an estimate of fee based on type of transaction
+// TODO: Figure out the weird fee structure. Do we use Bitcoin Easy Exchange,Lightning Spot,Bitcoin Market,Lightning FX/Futures ???
+func (b *Bitflyer) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
+	var fee float64
+
+	switch feeBuilder.FeeType {
+	case exchange.CryptocurrencyTradeFee:
+		fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
+	case exchange.InternationalBankDepositFee:
+		fee = getDepositFee(feeBuilder.BankTransactionType, feeBuilder.CurrencyItem, feeBuilder.Amount)
+	case exchange.InternationalBankWithdrawalFee:
+		fee = getWithdrawalFee(feeBuilder.BankTransactionType, feeBuilder.CurrencyItem, feeBuilder.Amount)
+	}
+	if fee < 0 {
+		fee = 0
+	}
+	return fee, nil
+}
+
+// getDepositFee returns fee when performing a trade
+func calculateTradingFee(purchasePrice float64, amount float64) float64 {
+	fee := 0.0015
+	// bitflyer has fee tiers, but does not disclose them via API, so the largest has to be assumed
+	return fee * amount * purchasePrice
+}
+
+func getDepositFee(bankTransactionType exchange.InternationalBankTransactionType, currency string, amount float64) (fee float64) {
+	switch bankTransactionType {
+	case exchange.WireTransfer:
+		switch currency {
+		case symbol.JPY:
+			fee = 324
+		}
+	}
+	return fee
+}
+
+func getWithdrawalFee(bankTransactionType exchange.InternationalBankTransactionType, currency string, amount float64) (fee float64) {
+	switch bankTransactionType {
+	case exchange.WireTransfer:
+		switch currency {
+		case symbol.JPY:
+			if amount < 30000 {
+				fee = 540
+			} else {
+				fee = 756
+			}
+		}
+	}
+	return fee
+}
--- a/exchanges/bitflyer/bitflyer_test.go
+++ b/exchanges/bitflyer/bitflyer_test.go
@@ -4,6 +4,9 @@ import (
 	"log"
 	"testing"

+	"github.com/thrasher-/gocryptotrader/currency/symbol"
+	"github.com/thrasher-/gocryptotrader/exchanges"
+
 	"github.com/thrasher-/gocryptotrader/config"
 	"github.com/thrasher-/gocryptotrader/currency/pair"
 )
@@ -118,33 +121,6 @@ func TestGetExchangeStatus(t *testing.T) {
 	}
 }

-// func TestGetChats(t *testing.T) {
-// 	t.Parallel()
-// 	time := time.Now().Format(time.RFC3339)
-// 	_, err := b.GetChats(time)
-// 	if err != nil {
-// 		t.Error("test failed - Bitflyer - GetChats() error:", err)
-// 	}
-// }
-
-// func TestUpdateTicker(t *testing.T) {
-// 	t.Parallel()
-// 	p := pair.NewCurrencyPairFromString("BTC_JPY")
-// 	_, err := b.UpdateTicker(p, "SPOT")
-// 	if err != nil {
-// 		t.Error("test failed - Bitflyer - UpdateTicker() error:", err)
-// 	}
-// }
-//
-// func TestUpdateOrderbook(t *testing.T) {
-// 	t.Parallel()
-// 	p := pair.NewCurrencyPairFromString("BTC_JPY")
-// 	_, err := b.UpdateOrderbook(p, "SPOT")
-// 	if err != nil {
-// 		t.Error("test failed - Bitflyer - UpdateOrderbook() error:", err)
-// 	}
-// }
-
 func TestCheckFXString(t *testing.T) {
 	t.Parallel()
 	p := pair.NewCurrencyPairDelimiter("FXBTC_JPY", "_")
@@ -171,3 +147,91 @@ func TestGetTickerPrice(t *testing.T) {
 		t.Error("test failed - Bitflyer - GetTickerPrice() error", err)
 	}
 }
+
+func setFeeBuilder() exchange.FeeBuilder {
+	return exchange.FeeBuilder{
+		Amount:              1,
+		Delimiter:           "",
+		FeeType:             exchange.CryptocurrencyTradeFee,
+		FirstCurrency:       symbol.BTC,
+		SecondCurrency:      symbol.LTC,
+		IsMaker:             false,
+		PurchasePrice:       1,
+		CurrencyItem:        symbol.JPY,
+		BankTransactionType: exchange.WireTransfer,
+	}
+}
+
+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) || 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(0) || err != nil {
+			t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0), 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) || 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 := 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.JPY
+	if resp, err := b.GetFee(feeBuilder); resp != float64(324) || err != nil {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(324), resp)
+		t.Error(err)
+	}
+
+	// InternationalBankWithdrawalFee Basic
+	feeBuilder = setFeeBuilder()
+	feeBuilder.FeeType = exchange.InternationalBankWithdrawalFee
+	feeBuilder.CurrencyItem = symbol.JPY
+	if resp, err := b.GetFee(feeBuilder); resp != float64(540) || err != nil {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(540), resp)
+		t.Error(err)
+	}
+}