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"
@@ -127,11 +128,6 @@ func (w *WEX) GetTradablePairs() ([]string, error) {
return currencies, nil
}
// GetFee returns the exchange fee
func (w *WEX) GetFee() float64 {
return w.Fee
}
// GetInfo returns the WEX info
func (w *WEX) GetInfo() (Info, error) {
resp := Info{}
@@ -399,3 +395,60 @@ func (w *WEX) SendAuthenticatedHTTPRequest(method string, values url.Values, res
true,
w.Verbose)
}
// GetFee returns an estimate of fee based on type of transaction
func (w *WEX) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
info, err := w.GetInfo()
if err != nil {
return 0, err
}
currency := feeBuilder.FirstCurrency + feeBuilder.Delimiter + feeBuilder.SecondCurrency
fee = calculateTradingFee(info, currency, feeBuilder.PurchasePrice, feeBuilder.Amount)
case exchange.CryptocurrencyWithdrawalFee:
fee = getWithdrawalFee(feeBuilder.FirstCurrency)
case exchange.InternationalBankDepositFee:
fee = getInternationalBankDepositFee(feeBuilder.CurrencyItem, feeBuilder.Amount, feeBuilder.BankTransactionType)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
func calculateTradingFee(info Info, currency string, purchasePrice, amount float64) (fee float64) {
fee = info.Pairs[common.StringToLower(currency)].Fee
return (fee / 100) * amount * purchasePrice
}
func getWithdrawalFee(currency string) float64 {
return WithdrawalFees[currency]
}
func getInternationalBankDepositFee(currency string, amount float64, bankTransactionType exchange.InternationalBankTransactionType) float64 {
var fee float64
switch bankTransactionType {
case exchange.WireTransfer:
fallthrough
case exchange.WesternUnion:
switch currency {
case symbol.USD:
fee = 0.065 * amount
}
case exchange.MoneyGram:
switch currency {
case symbol.USD:
fee = 0.065 * amount
}
case exchange.Contact:
switch currency {
case symbol.USD:
fee = 0.065 * amount
}
}
return fee
}

View File

@@ -4,6 +4,8 @@ import (
"testing"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/currency/symbol"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
)
var w WEX
@@ -40,13 +42,6 @@ func TestGetTradablePairs(t *testing.T) {
}
}
func TestGetFee(t *testing.T) {
t.Parallel()
if w.GetFee() != 0.2 {
t.Error("Test Failed - GetFee() error")
}
}
func TestGetInfo(t *testing.T) {
t.Parallel()
_, err := w.GetInfo()
@@ -166,3 +161,96 @@ func TestRedeemCoupon(t *testing.T) {
t.Error("Test Failed - RedeemCoupon() error", err)
}
}
func setFeeBuilder() exchange.FeeBuilder {
return exchange.FeeBuilder{
Amount: 1,
Delimiter: "_",
FeeType: exchange.CryptocurrencyTradeFee,
FirstCurrency: symbol.LTC,
SecondCurrency: symbol.BTC,
IsMaker: false,
PurchasePrice: 1,
CurrencyItem: symbol.USD,
BankTransactionType: exchange.WireTransfer,
}
}
func TestGetFee(t *testing.T) {
w.SetDefaults()
TestSetup(t)
var feeBuilder = setFeeBuilder()
// CryptocurrencyTradeFee Basic
if resp, err := w.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 := w.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 := w.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 := w.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 := w.GetFee(feeBuilder); resp != float64(0.001) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.001), resp)
t.Error(err)
}
// CryptocurrencyWithdrawalFee Invalid currency
feeBuilder = setFeeBuilder()
feeBuilder.FirstCurrency = "hello"
feeBuilder.FeeType = exchange.CryptocurrencyWithdrawalFee
if resp, err := w.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 := w.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 := w.GetFee(feeBuilder); resp != float64(0.065) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.065), resp)
t.Error(err)
}
// InternationalBankWithdrawalFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.InternationalBankWithdrawalFee
feeBuilder.CurrencyItem = symbol.USD
if resp, err := w.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0), resp)
t.Error(err)
}
}

View File

@@ -1,5 +1,7 @@
package wex
import "github.com/thrasher-/gocryptotrader/currency/symbol"
// Response is a generic struct used for exchange API request result
type Response struct {
Return interface{} `json:"return"`
@@ -152,3 +154,19 @@ type RedeemCoupon struct {
TransID int64 `json:"transID"`
Error string `json:"error"`
}
// WithdrawalFees the large list of predefined withdrawal fees
// Prone to change, using highest value
var WithdrawalFees = map[string]float64{
symbol.BTC: 0.0004,
symbol.LTC: 0.001,
symbol.NMC: 0.1,
symbol.NVC: 0.1,
symbol.PPC: 0.1,
symbol.DSH: 0.001,
symbol.ETH: 0.003,
symbol.BCH: 0.001,
symbol.ZEC: 0.001,
symbol.USDT: 10,
symbol.XMR: 0.01,
}

View File

@@ -211,3 +211,8 @@ func (w *WEX) WithdrawFiatExchangeFundsToInternationalBank(currency pair.Currenc
func (w *WEX) GetWebsocket() (*exchange.Websocket, error) {
return nil, errors.New("not yet implemented")
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (w *WEX) GetFeeByType(feeBuilder exchange.FeeBuilder) (float64, error) {
return w.GetFee(feeBuilder)
}