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

exchanges/bitmex/bitmex.go

@@ -912,3 +912,29 @@ func (b *Bitmex) CaptureError(resp, reType interface{}) error {
 	}
 	return nil
 }
+
+// GetFee returns an estimate of fee based on type of transaction
+func (b *Bitmex) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
+	var fee float64
+	var err error
+
+	switch feeBuilder.FeeType {
+	case exchange.CryptocurrencyTradeFee:
+		fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount, feeBuilder.IsMaker)
+	}
+	if fee < 0 {
+		fee = 0
+	}
+	return fee, err
+}
+
+// calculateTradingFee returns the fee for trading any currency on Bittrex
+func calculateTradingFee(purchasePrice float64, amount float64, isMaker bool) float64 {
+	var fee = 0.000750
+
+	if isMaker {
+		fee -= 0.000250
+	}
+
+	return fee * purchasePrice * amount
+}

exchanges/bitmex/bitmex_test.go

@@ -6,6 +6,8 @@ import (
 	"time"
 
 	"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
@@ -363,3 +365,87 @@ func TestGetPreviousTrades(t *testing.T) {
 		t.Error("test failed - GetPreviousTrades() 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(0.00075) || err != nil {
+		t.Error(err)
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.00075), resp)
+	}
+
+	// CryptocurrencyTradeFee High quantity
+	feeBuilder = setFeeBuilder()
+	feeBuilder.Amount = 1000
+	feeBuilder.PurchasePrice = 1000
+	if resp, err := b.GetFee(feeBuilder); resp != float64(750) || err != nil {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(750), resp)
+		t.Error(err)
+	}
+
+	// CryptocurrencyTradeFee IsMaker
+	feeBuilder = setFeeBuilder()
+	feeBuilder.IsMaker = true
+	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)
+	}
+
+	// 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.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)
+	}
+}

exchanges/bitmex/bitmex_wrapper.go

@@ -197,3 +197,8 @@ func (b *Bitmex) WithdrawExchangeFiatFundsToInternationalBank(currency pair.Curr
 func (b *Bitmex) GetWebsocket() (*exchange.Websocket, error) {
 	return b.Websocket, nil
 }
+
+// GetFeeByType returns an estimate of fee based on type of transaction
+func (b *Bitmex) GetFeeByType(feeBuilder exchange.FeeBuilder) (float64, error) {
+	return b.GetFee(feeBuilder)
+}