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"
@@ -363,3 +364,161 @@ func (e *EXMO) SendAuthenticatedHTTPRequest(method, endpoint string, vals url.Va
return e.SendPayload(method, path, headers, strings.NewReader(payload), result, true, e.Verbose)
}
// GetFee returns an estimate of fee based on type of transaction
func (e *EXMO) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = e.calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
case exchange.CryptocurrencyWithdrawalFee:
fee = getCryptocurrencyWithdrawalFee(feeBuilder.FirstCurrency)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.CurrencyItem, feeBuilder.Amount, feeBuilder.BankTransactionType)
case exchange.InternationalBankDepositFee:
fee = getInternationalBankDepositFee(feeBuilder.CurrencyItem, feeBuilder.Amount, feeBuilder.BankTransactionType)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
func getCryptocurrencyWithdrawalFee(currency string) float64 {
return WithdrawalFees[currency]
}
func (e *EXMO) calculateTradingFee(purchasePrice, amount float64) float64 {
fee := 0.002
return fee * amount * purchasePrice
}
func calculateTradingFee(purchasePrice, amount float64) float64 {
fee := 0.002
return fee * amount * purchasePrice
}
func getInternationalBankWithdrawalFee(currency string, amount float64, bankTransactionType exchange.InternationalBankTransactionType) float64 {
var fee float64
switch bankTransactionType {
case exchange.WireTransfer:
if currency == symbol.RUB {
fee = 3200
} else if currency == symbol.PLN {
fee = 125
} else if currency == symbol.TRY {
fee = 0
}
case exchange.PerfectMoney:
switch currency {
case symbol.USD:
fee = 0.01 * amount
case symbol.EUR:
fee = 0.0195 * amount
}
case exchange.Neteller:
switch currency {
case symbol.USD:
fee = 0.0195 * amount
case symbol.EUR:
fee = 0.0195 * amount
}
case exchange.AdvCash:
switch currency {
case symbol.USD:
fee = 0.0295 * amount
case symbol.EUR:
fee = 0.03 * amount
case symbol.RUB:
fee = 0.0195 * amount
case symbol.UAH:
fee = 0.0495 * amount
}
case exchange.Payeer:
switch currency {
case symbol.USD:
fee = 0.0395 * amount
case symbol.EUR:
fee = 0.01 * amount
case symbol.RUB:
fee = 0.0595 * amount
}
case exchange.Skrill:
switch currency {
case symbol.USD:
fee = 0.0145 * amount
case symbol.EUR:
fee = 0.03 * amount
case symbol.TRY:
fee = 0
}
case exchange.VisaMastercard:
switch currency {
case symbol.USD:
fee = 0.06 * amount
case symbol.EUR:
fee = 0.06 * amount
case symbol.PLN:
fee = 0.06 * amount
}
}
return fee
}
func getInternationalBankDepositFee(currency string, amount float64, bankTransactionType exchange.InternationalBankTransactionType) float64 {
var fee float64
switch bankTransactionType {
case exchange.WireTransfer:
if currency == symbol.RUB {
fee = 1600
} else if currency == symbol.PLN {
fee = 30
} else if currency == symbol.TRY {
fee = 0
}
case exchange.Neteller:
switch currency {
case symbol.USD:
fee = (0.035 * amount) + 0.29
case symbol.EUR:
fee = (0.035 * amount) + 0.25
}
case exchange.AdvCash:
switch currency {
case symbol.USD:
fee = 0.0295 * amount
case symbol.EUR:
fee = 0.01 * amount
case symbol.RUB:
fee = 0.0495 * amount
case symbol.UAH:
fee = 0.01 * amount
}
case exchange.Payeer:
switch currency {
case symbol.USD:
fee = 0.0195 * amount
case symbol.EUR:
fee = 0.0295 * amount
case symbol.RUB:
fee = 0.0345 * amount
}
case exchange.Skrill:
switch currency {
case symbol.USD:
fee = (0.0495 * amount) + 0.36
case symbol.EUR:
fee = (0.0295 * amount) + 0.29
case symbol.PLN:
fee = (0.035 * amount) + 1.21
case symbol.TRY:
fee = 0
}
}
return fee
}

View File

@@ -1,6 +1,11 @@
package exmo
import "testing"
import (
"testing"
"github.com/thrasher-/gocryptotrader/currency/symbol"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
)
const (
APIKey = ""
@@ -96,3 +101,135 @@ func TestGetDepositAddress(t *testing.T) {
t.Errorf("Test failed. Err: %s", 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.USD,
BankTransactionType: exchange.WireTransfer,
}
}
func TestGetFee(t *testing.T) {
e.SetDefaults()
TestSetup(t)
t.Parallel()
var feeBuilder = setFeeBuilder()
// CryptocurrencyTradeFee Basic
if resp, err := e.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 := e.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 := e.GetFee(feeBuilder); resp != float64(0.002) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.002), resp)
t.Error(err)
}
// CryptocurrencyTradeFee Negative purchase price
feeBuilder = setFeeBuilder()
feeBuilder.PurchasePrice = -1000
if resp, err := e.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 := e.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)
}
// CryptocurrencyWithdrawalFee Invalid currency
feeBuilder = setFeeBuilder()
feeBuilder.FirstCurrency = "hello"
feeBuilder.FeeType = exchange.CryptocurrencyWithdrawalFee
if resp, err := e.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 := e.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.RUB
if resp, err := e.GetFee(feeBuilder); resp != float64(1600) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(1600), resp)
t.Error(err)
}
// InternationalBankDepositFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.InternationalBankDepositFee
feeBuilder.CurrencyItem = symbol.PLN
if resp, err := e.GetFee(feeBuilder); resp != float64(30) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(30), resp)
t.Error(err)
}
// InternationalBankWithdrawalFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.InternationalBankWithdrawalFee
feeBuilder.CurrencyItem = symbol.PLN
if resp, err := e.GetFee(feeBuilder); resp != float64(125) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(125), resp)
t.Error(err)
}
// InternationalBankWithdrawalFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.InternationalBankWithdrawalFee
feeBuilder.CurrencyItem = symbol.TRY
if resp, err := e.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.EUR
if resp, err := e.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.RUB
if resp, err := e.GetFee(feeBuilder); resp != float64(3200) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(3200), resp)
t.Error(err)
}
}

View File

@@ -1,5 +1,7 @@
package exmo
import "github.com/thrasher-/gocryptotrader/currency/symbol"
// Trades holds trade data
type Trades struct {
TradeID int64 `json:"trade_id"`
@@ -142,3 +144,33 @@ type WalletHistory struct {
Account string `json:"account,string"`
}
}
// WithdrawalFees the large list of predefined withdrawal fees
// Prone to change
var WithdrawalFees = map[string]float64{
symbol.BTC: 0.0005,
symbol.LTC: 0.01,
symbol.DOGE: 1,
symbol.DASH: 0.01,
symbol.ETH: 0.01,
symbol.WAVES: 0.001,
symbol.ZEC: 0.001,
symbol.USDT: 5,
symbol.XMR: 0.05,
symbol.XRP: 0.02,
symbol.KICK: 50,
symbol.ETC: 0.01,
symbol.BCH: 0.001,
symbol.BTG: 0.001,
symbol.HBZ: 65,
symbol.BTCZ: 5,
symbol.DXT: 20,
symbol.STQ: 100,
symbol.XLM: 0.001,
symbol.OMG: 0.5,
symbol.TRX: 1,
symbol.ADA: 1,
symbol.INK: 50,
symbol.ZRX: 1,
symbol.GNT: 1,
}

View File

@@ -229,3 +229,8 @@ func (e *EXMO) WithdrawFiatExchangeFundsToInternationalBank(currency pair.Curren
func (e *EXMO) GetWebsocket() (*exchange.Websocket, error) {
return nil, errors.New("not yet implemented")
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (e *EXMO) GetFeeByType(feeBuilder exchange.FeeBuilder) (float64, error) {
return e.GetFee(feeBuilder)
}