mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-01 15:10:44 +00:00
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:
@@ -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
|
||||
}
|
||||
|
||||
@@ -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)
|
||||
}
|
||||
}
|
||||
|
||||
@@ -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,
|
||||
}
|
||||
|
||||
@@ -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)
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user