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
2026-05-31 07:26:44 +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/itbit/itbit.go
+++ b/exchanges/itbit/itbit.go
@@ -101,14 +101,6 @@ func (i *ItBit) Setup(exch config.ExchangeConfig) {
 	}
 }

-// GetFee returns the maker or taker fee
-func (i *ItBit) GetFee(maker bool) float64 {
-	if maker {
-		return i.MakerFee
-	}
-	return i.TakerFee
-}
-
 // GetTicker returns ticker info for a specified market.
 // currencyPair - example "XBTUSD" "XBTSGD" "XBTEUR"
 func (i *ItBit) GetTicker(currencyPair string) (Ticker, error) {
@@ -376,3 +368,27 @@ func (i *ItBit) SendAuthenticatedHTTPRequest(method string, path string, params

 	return i.SendPayload(method, url, headers, bytes.NewBuffer([]byte(PayloadJSON)), result, true, i.Verbose)
 }
+
+// GetFee returns an estimate of fee based on type of transaction
+func (i *ItBit) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
+	var fee float64
+	switch feeBuilder.FeeType {
+	case exchange.CryptocurrencyTradeFee:
+		fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount, feeBuilder.IsMaker)
+	}
+	if fee < 0 {
+		fee = 0
+	}
+
+	return fee, nil
+}
+
+func calculateTradingFee(purchasePrice, amount float64, isMaker bool) float64 {
+	// TODO: Itbit has volume discounts, but not API endpoint to get the exact volume numbers
+	// When support is added, this needs to be updated to calculate the accurate volume fee
+	feePercent := 0.0025
+	if isMaker {
+		feePercent = 0
+	}
+	return feePercent * purchasePrice * amount
+}
--- a/exchanges/itbit/itbit_test.go
+++ b/exchanges/itbit/itbit_test.go
@@ -5,6 +5,8 @@ import (
 	"testing"

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

 var i ItBit
@@ -36,13 +38,6 @@ func TestSetup(t *testing.T) {
 	i.Setup(itbitConfig)
 }

-func TestGetFee(t *testing.T) {
-	t.Parallel()
-	if i.GetFee(true) != -0.1 || i.GetFee(false) != 0.5 {
-		t.Error("Test Failed - GetFee() error")
-	}
-}
-
 func TestGetTicker(t *testing.T) {
 	t.Parallel()
 	_, err := i.GetTicker("XBTUSD")
@@ -144,3 +139,93 @@ func TestWalletTransfer(t *testing.T) {
 		t.Error("Test Failed - WalletTransfer() 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,
+		CurrencyItem:        symbol.USD,
+		BankTransactionType: exchange.WireTransfer,
+	}
+}
+
+func TestGetFee(t *testing.T) {
+	t.Parallel()
+	var feeBuilder = setFeeBuilder()
+	// CryptocurrencyTradeFee Basic
+	if resp, err := i.GetFee(feeBuilder); resp != float64(0.0025) || 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 := i.GetFee(feeBuilder); resp != float64(2500) || err != nil {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(2500), resp)
+		t.Error(err)
+	}
+
+	// CryptocurrencyTradeFee IsMaker
+	feeBuilder = setFeeBuilder()
+	feeBuilder.IsMaker = true
+	if resp, err := i.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 := i.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 := i.GetFee(feeBuilder); resp != float64(0) || err != nil {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0), resp)
+		t.Error(err)
+	}
+
+	// CryptocurrencyWithdrawalFee Invalid currency
+	feeBuilder = setFeeBuilder()
+	feeBuilder.FirstCurrency = "hello"
+	feeBuilder.FeeType = exchange.CryptocurrencyWithdrawalFee
+	if resp, err := i.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 := i.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
+	if resp, err := i.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.USD
+	if resp, err := i.GetFee(feeBuilder); resp != float64(0) || err != nil {
+		t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0), resp)
+		t.Error(err)
+	}
+}
--- a/exchanges/itbit/itbit_wrapper.go
+++ b/exchanges/itbit/itbit_wrapper.go
@@ -182,3 +182,8 @@ func (i *ItBit) WithdrawFiatExchangeFundsToInternationalBank(currency pair.Curre
 func (i *ItBit) GetWebsocket() (*exchange.Websocket, error) {
 	return nil, errors.New("not yet implemented")
 }
+
+// GetFeeByType returns an estimate of fee based on type of transaction
+func (i *ItBit) GetFeeByType(feeBuilder exchange.FeeBuilder) (float64, error) {
+	return i.GetFee(feeBuilder)
+}