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
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

View File

@@ -11,6 +11,7 @@ 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"
@@ -564,3 +565,67 @@ func (b *Bithumb) SendAuthenticatedHTTPRequest(path string, params url.Values, r
return b.SendPayload("POST", b.APIUrl+path, headers, bytes.NewBufferString(payload), result, true, b.Verbose)
}
// GetFee returns an estimate of fee based on type of transaction
func (b *Bithumb) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
case exchange.CyptocurrencyDepositFee:
fee = getDepositFee(feeBuilder.FirstCurrency, feeBuilder.Amount)
case exchange.CryptocurrencyWithdrawalFee:
fee = getWithdrawalFee(feeBuilder.FirstCurrency)
}
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
return fee * amount * purchasePrice
}
// getDepositFee returns fee on a currency when depositing small amounts to bithumb
func getDepositFee(currency string, amount float64) float64 {
var fee float64
switch currency {
case symbol.BTC:
if amount <= 0.005 {
fee = 0.001
}
case symbol.LTC:
if amount <= 0.3 {
fee = 0.01
}
case symbol.DASH:
if amount <= 0.04 {
fee = 0.01
}
case symbol.BCH:
if amount <= 0.03 {
fee = 0.001
}
case symbol.ZEC:
if amount <= 0.02 {
fee = 0.001
}
case symbol.BTG:
if amount <= 0.15 {
fee = 0.001
}
}
return fee
}
// getWithdrawalFee returns fee on a currency when withdrawing out of bithumb
func getWithdrawalFee(currency string) float64 {
return WithdrawalFees[currency]
}

View File

@@ -4,6 +4,8 @@ import (
"testing"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/currency/symbol"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
)
// Please supply your own keys here for due diligence testing
@@ -185,34 +187,86 @@ func TestMarketSellOrder(t *testing.T) {
}
}
// func TestRun(t *testing.T) {
// t.Parallel()
// b.Run()
// }
//
// func TestUpdateTicker(t *testing.T) {
// t.Parallel()
// pair := b.GetEnabledCurrencies()[0]
// _, err := b.UpdateTicker(pair, b.AssetTypes[0])
// if err != nil {
// t.Error("test failed - Bithumb UpdateTicker() error", err)
// }
// }
//
// func TestGetTickerPrice(t *testing.T) {
// t.Parallel()
// pair := b.GetEnabledCurrencies()[0]
// _, err := b.GetTickerPrice(pair, b.AssetTypes[0])
// if err != nil {
// t.Error("test failed - Bithumb GetTickerPrice() error", err)
// }
// }
//
// func TestGetOrderbookEx(t *testing.T) {
// t.Parallel()
// pair := b.GetEnabledCurrencies()[0]
// _, err := b.GetOrderbookEx(pair, b.AssetTypes[0])
// if err != nil {
// t.Error("test failed - Bithumb GetOrderbookEx() 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,
}
}
func TestGetFee(t *testing.T) {
b.SetDefaults()
TestSetup(t)
var feeBuilder = setFeeBuilder()
// CryptocurrencyTradeFee Basic
if resp, err := b.GetFee(feeBuilder); resp != float64(0.0015) || err != nil {
t.Error(err)
t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.0015), resp)
}
// CryptocurrencyTradeFee High quantity
feeBuilder = setFeeBuilder()
feeBuilder.Amount = 1000
feeBuilder.PurchasePrice = 1000
if resp, err := b.GetFee(feeBuilder); resp != float64(1500) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(1500), resp)
t.Error(err)
}
// CryptocurrencyTradeFee IsMaker
feeBuilder = setFeeBuilder()
feeBuilder.IsMaker = true
if resp, err := b.GetFee(feeBuilder); resp != float64(0.0015) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.0015), 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(0.001) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.001), 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)
}
}

View File

@@ -1,5 +1,7 @@
package bithumb
import "github.com/thrasher-/gocryptotrader/currency/symbol"
// Ticker holds ticker data
type Ticker struct {
OpeningPrice float64 `json:"opening_price,string"`
@@ -227,3 +229,52 @@ type MarketSell struct {
} `json:"data"`
Message string `json:"message"`
}
// WithdrawalFees the large list of predefined withdrawal fees
// Prone to change
var WithdrawalFees = map[string]float64{
symbol.KRW: 1000,
symbol.BTC: 0.001,
symbol.ETH: 0.01,
symbol.DASH: 0.01,
symbol.LTC: 0.01,
symbol.ETC: 0.01,
symbol.XRP: 1,
symbol.BCH: 0.001,
symbol.XMR: 0.05,
symbol.ZEC: 0.001,
symbol.QTUM: 0.05,
symbol.BTG: 0.001,
symbol.ICX: 1,
symbol.TRX: 5,
symbol.ELF: 5,
symbol.MITH: 5,
symbol.MCO: 0.5,
symbol.OMG: 0.4,
symbol.KNC: 3,
symbol.GNT: 12,
symbol.HSR: 0.2,
symbol.ZIL: 30,
symbol.ETHOS: 2,
symbol.PAY: 2.4,
symbol.WAX: 5,
symbol.POWR: 5,
symbol.LRC: 10,
symbol.GTO: 15,
symbol.STEEM: 0.01,
symbol.STRAT: 0.2,
symbol.PPT: 0.5,
symbol.CTXC: 4,
symbol.CMT: 20,
symbol.THETA: 24,
symbol.WTC: 0.7,
symbol.ITC: 5,
symbol.TRUE: 4,
symbol.ABT: 5,
symbol.RNT: 20,
symbol.PLY: 20,
symbol.WAVES: 0.01,
symbol.LINK: 10,
symbol.ENJ: 35,
symbol.PST: 30,
}

View File

@@ -193,3 +193,8 @@ func (b *Bithumb) WithdrawFiatExchangeFundsToInternationalBank(currency pair.Cur
func (b *Bithumb) GetWebsocket() (*exchange.Websocket, error) {
return nil, errors.New("not yet implemented")
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bithumb) GetFeeByType(feeBuilder exchange.FeeBuilder) (float64, error) {
return b.GetFee(feeBuilder)
}