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

@@ -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)
}
}