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
2026-06-03 07:26:45 +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/bitstamp/bitstamp.go
+++ b/exchanges/bitstamp/bitstamp.go
@@ -12,6 +12,7 @@ import (

 	"github.com/thrasher-/gocryptotrader/common"
 	"github.com/thrasher-/gocryptotrader/config"
+	"github.com/thrasher-/gocryptotrader/currency/symbol"
 	"github.com/thrasher-/gocryptotrader/exchanges"
 	"github.com/thrasher-/gocryptotrader/exchanges/request"
 	"github.com/thrasher-/gocryptotrader/exchanges/ticker"
@@ -129,22 +130,74 @@ func (b *Bitstamp) Setup(exch config.ExchangeConfig) {
 	}
 }

-// GetFee returns fee on a currency pair
-func (b *Bitstamp) GetFee(currencyPair string) float64 {
-	switch currencyPair {
-	case "BTCUSD":
-		return b.Balance.BTCUSDFee
-	case "BTCEUR":
-		return b.Balance.BTCEURFee
-	case "XRPEUR":
-		return b.Balance.XRPEURFee
-	case "XRPUSD":
-		return b.Balance.XRPUSDFee
-	case "EURUSD":
-		return b.Balance.EURUSDFee
-	default:
-		return 0
+// GetFee returns an estimate of fee based on type of transaction
+func (b *Bitstamp) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
+	var fee float64
+
+	switch feeBuilder.FeeType {
+	case exchange.CryptocurrencyTradeFee:
+		var err error
+
+		b.Balance, err = b.GetBalance()
+		if err != nil {
+			return 0, err
+		}
+		fee = b.CalculateTradingFee(feeBuilder.FirstCurrency+feeBuilder.SecondCurrency, feeBuilder.PurchasePrice, feeBuilder.Amount)
+	case exchange.CyptocurrencyDepositFee:
+		fee = 0
+	case exchange.InternationalBankDepositFee:
+		fee = getInternationalBankDepositFee(feeBuilder.Amount)
+	case exchange.InternationalBankWithdrawalFee:
+		fee = getInternationalBankWithdrawalFee(feeBuilder.Amount)
 	}
+	if fee < 0 {
+		fee = 0
+	}
+	return fee, nil
+}
+
+// getInternationalBankWithdrawalFee returns international withdrawal fee
+func getInternationalBankWithdrawalFee(amount float64) float64 {
+	fee := amount * 0.0009
+
+	if fee < 15 {
+		return 15
+	}
+	return fee
+}
+
+// getInternationalBankDepositFee returns international deposit fee
+func getInternationalBankDepositFee(amount float64) float64 {
+	fee := amount * 0.0005
+
+	if fee < 7.5 {
+		return 7.5
+	}
+	if fee > 300 {
+		return 300
+	}
+	return fee
+}
+
+// CalculateTradingFee returns fee on a currency pair
+func (b *Bitstamp) CalculateTradingFee(currency string, purchasePrice float64, amount float64) float64 {
+	var fee float64
+
+	switch currency {
+	case symbol.BTC + symbol.USD:
+		fee = b.Balance.BTCUSDFee
+	case symbol.BTC + symbol.EUR:
+		fee = b.Balance.BTCEURFee
+	case symbol.XRP + symbol.EUR:
+		fee = b.Balance.XRPEURFee
+	case symbol.XRP + symbol.USD:
+		fee = b.Balance.XRPUSDFee
+	case symbol.EUR + symbol.USD:
+		fee = b.Balance.EURUSDFee
+	default:
+		fee = 0
+	}
+	return fee * purchasePrice * amount
 }

 // GetTicker returns ticker information
--- a/exchanges/bitstamp/bitstamp_test.go
+++ b/exchanges/bitstamp/bitstamp_test.go
@@ -5,6 +5,9 @@ import (
 	"testing"
 	"time"

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

@@ -53,23 +56,118 @@ func TestSetup(t *testing.T) {
 	}
 }

+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) {
-	t.Parallel()
-	if resp := b.GetFee("BTCUSD"); resp != 0 {
+	b.SetDefaults()
+	TestSetup(t)
+
+	var feeBuilder = setFeeBuilder()
+
+	// 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) || err != nil {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0), 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(7.5) || err != nil {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(7.5), resp)
+		t.Error(err)
+	}
+
+	// InternationalBankWithdrawalFee Basic
+	feeBuilder = setFeeBuilder()
+	feeBuilder.FeeType = exchange.InternationalBankWithdrawalFee
+	feeBuilder.CurrencyItem = symbol.HKD
+	if resp, err := b.GetFee(feeBuilder); resp != float64(15) || err != nil {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(15), resp)
+		t.Error(err)
+	}
+}
+
+func TestCalculateTradingFee(t *testing.T) {
+	b.SetDefaults()
+	TestSetup(t)
+	b.Balance = Balances{}
+	b.Balance.BTCUSDFee = 1
+	b.Balance.BTCEURFee = 0
+
+	if resp := b.CalculateTradingFee(symbol.BTC+symbol.USD, 0, 0); resp != 0 {
 		t.Error("Test Failed - GetFee() error")
 	}
-	if resp := b.GetFee("bla"); resp != 0 {
+	if resp := b.CalculateTradingFee(symbol.BTC+symbol.USD, 2, 2); resp != float64(4) {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(4), resp)
+	}
+	if resp := b.CalculateTradingFee(symbol.BTC+symbol.EUR, 2, 2); resp != float64(0) {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0), resp)
+	}
+	if resp := b.CalculateTradingFee("bla", 0, 0); resp != 0 {
 		t.Error("Test Failed - GetFee() error")
 	}
 }

 func TestGetTicker(t *testing.T) {
 	t.Parallel()
-	_, err := b.GetTicker("BTCUSD", false)
+	_, err := b.GetTicker(symbol.BTC+symbol.USD, false)
 	if err != nil {
 		t.Error("Test Failed - GetTicker() error", err)
 	}
-	_, err = b.GetTicker("BTCUSD", true)
+	_, err = b.GetTicker(symbol.BTC+symbol.USD, true)
 	if err != nil {
 		t.Error("Test Failed - GetTicker() error", err)
 	}
@@ -77,7 +175,7 @@ func TestGetTicker(t *testing.T) {

 func TestGetOrderbook(t *testing.T) {
 	t.Parallel()
-	_, err := b.GetOrderbook("BTCUSD")
+	_, err := b.GetOrderbook(symbol.BTC + symbol.USD)
 	if err != nil {
 		t.Error("Test Failed - GetOrderbook() error", err)
 	}
@@ -96,7 +194,7 @@ func TestGetTransactions(t *testing.T) {
 	value := url.Values{}
 	value.Set("time", "hour")

-	_, err := b.GetTransactions("BTCUSD", value)
+	_, err := b.GetTransactions(symbol.BTC+symbol.USD, value)
 	if err != nil {
 		t.Error("Test Failed - GetTransactions() error", err)
 	}
--- a/exchanges/bitstamp/bitstamp_wrapper.go
+++ b/exchanges/bitstamp/bitstamp_wrapper.go
@@ -77,6 +77,12 @@ func (b *Bitstamp) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker
 	return tick, nil
 }

+// GetFeeByType returns an estimate of fee based on type of transaction
+func (b *Bitstamp) GetFeeByType(feeBuilder exchange.FeeBuilder) (float64, error) {
+	return b.GetFee(feeBuilder)
+
+}
+
 // GetOrderbookEx returns the orderbook for a currency pair
 func (b *Bitstamp) GetOrderbookEx(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
 	ob, err := orderbook.GetOrderbook(b.GetName(), p, assetType)