mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-07 15:11:03 +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 (
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"github.com/thrasher-/gocryptotrader/common"
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"github.com/thrasher-/gocryptotrader/config"
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"github.com/thrasher-/gocryptotrader/currency/symbol"
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exchange "github.com/thrasher-/gocryptotrader/exchanges"
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"github.com/thrasher-/gocryptotrader/exchanges/request"
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"github.com/thrasher-/gocryptotrader/exchanges/ticker"
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@@ -127,11 +128,6 @@ func (w *WEX) GetTradablePairs() ([]string, error) {
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return currencies, nil
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}
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// GetFee returns the exchange fee
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func (w *WEX) GetFee() float64 {
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return w.Fee
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}
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// GetInfo returns the WEX info
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func (w *WEX) GetInfo() (Info, error) {
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resp := Info{}
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@@ -399,3 +395,60 @@ func (w *WEX) SendAuthenticatedHTTPRequest(method string, values url.Values, res
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true,
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w.Verbose)
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}
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// GetFee returns an estimate of fee based on type of transaction
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func (w *WEX) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
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var fee float64
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switch feeBuilder.FeeType {
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case exchange.CryptocurrencyTradeFee:
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info, err := w.GetInfo()
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if err != nil {
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return 0, err
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}
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currency := feeBuilder.FirstCurrency + feeBuilder.Delimiter + feeBuilder.SecondCurrency
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fee = calculateTradingFee(info, currency, feeBuilder.PurchasePrice, feeBuilder.Amount)
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case exchange.CryptocurrencyWithdrawalFee:
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fee = getWithdrawalFee(feeBuilder.FirstCurrency)
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case exchange.InternationalBankDepositFee:
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fee = getInternationalBankDepositFee(feeBuilder.CurrencyItem, feeBuilder.Amount, feeBuilder.BankTransactionType)
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}
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if fee < 0 {
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fee = 0
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}
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return fee, nil
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}
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func calculateTradingFee(info Info, currency string, purchasePrice, amount float64) (fee float64) {
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fee = info.Pairs[common.StringToLower(currency)].Fee
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return (fee / 100) * amount * purchasePrice
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}
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func getWithdrawalFee(currency string) float64 {
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return WithdrawalFees[currency]
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}
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func getInternationalBankDepositFee(currency string, amount float64, bankTransactionType exchange.InternationalBankTransactionType) float64 {
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var fee float64
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switch bankTransactionType {
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case exchange.WireTransfer:
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fallthrough
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case exchange.WesternUnion:
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switch currency {
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case symbol.USD:
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fee = 0.065 * amount
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}
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case exchange.MoneyGram:
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switch currency {
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case symbol.USD:
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fee = 0.065 * amount
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}
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case exchange.Contact:
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switch currency {
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case symbol.USD:
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fee = 0.065 * amount
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}
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}
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return fee
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}
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@@ -4,6 +4,8 @@ import (
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"testing"
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"github.com/thrasher-/gocryptotrader/config"
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"github.com/thrasher-/gocryptotrader/currency/symbol"
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exchange "github.com/thrasher-/gocryptotrader/exchanges"
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)
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var w WEX
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@@ -40,13 +42,6 @@ func TestGetTradablePairs(t *testing.T) {
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}
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}
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func TestGetFee(t *testing.T) {
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t.Parallel()
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if w.GetFee() != 0.2 {
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t.Error("Test Failed - GetFee() error")
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}
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}
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func TestGetInfo(t *testing.T) {
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t.Parallel()
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_, err := w.GetInfo()
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@@ -166,3 +161,96 @@ func TestRedeemCoupon(t *testing.T) {
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t.Error("Test Failed - RedeemCoupon() error", err)
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}
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}
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func setFeeBuilder() exchange.FeeBuilder {
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return exchange.FeeBuilder{
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Amount: 1,
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Delimiter: "_",
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FeeType: exchange.CryptocurrencyTradeFee,
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FirstCurrency: symbol.LTC,
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SecondCurrency: symbol.BTC,
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IsMaker: false,
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PurchasePrice: 1,
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CurrencyItem: symbol.USD,
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BankTransactionType: exchange.WireTransfer,
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}
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}
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func TestGetFee(t *testing.T) {
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w.SetDefaults()
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TestSetup(t)
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var feeBuilder = setFeeBuilder()
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// CryptocurrencyTradeFee Basic
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if resp, err := w.GetFee(feeBuilder); resp != float64(0.002) || err != nil {
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t.Error(err)
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t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.002), resp)
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}
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// CryptocurrencyTradeFee High quantity
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feeBuilder = setFeeBuilder()
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feeBuilder.Amount = 1000
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feeBuilder.PurchasePrice = 1000
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if resp, err := w.GetFee(feeBuilder); resp != float64(2000) || err != nil {
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t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(2000), resp)
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t.Error(err)
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}
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// CryptocurrencyTradeFee IsMaker
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feeBuilder = setFeeBuilder()
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feeBuilder.IsMaker = true
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if resp, err := w.GetFee(feeBuilder); resp != float64(0.002) || err != nil {
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t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.002), resp)
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t.Error(err)
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}
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// CryptocurrencyTradeFee Negative purchase price
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feeBuilder = setFeeBuilder()
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feeBuilder.PurchasePrice = -1000
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if resp, err := w.GetFee(feeBuilder); resp != float64(0) || err != nil {
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t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0), resp)
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t.Error(err)
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}
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// CryptocurrencyWithdrawalFee Basic
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feeBuilder = setFeeBuilder()
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feeBuilder.FeeType = exchange.CryptocurrencyWithdrawalFee
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if resp, err := w.GetFee(feeBuilder); resp != float64(0.001) || err != nil {
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t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.001), resp)
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t.Error(err)
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}
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// CryptocurrencyWithdrawalFee Invalid currency
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feeBuilder = setFeeBuilder()
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feeBuilder.FirstCurrency = "hello"
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feeBuilder.FeeType = exchange.CryptocurrencyWithdrawalFee
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if resp, err := w.GetFee(feeBuilder); resp != float64(0) || err != nil {
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t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0), resp)
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t.Error(err)
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}
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// CyptocurrencyDepositFee Basic
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feeBuilder = setFeeBuilder()
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feeBuilder.FeeType = exchange.CyptocurrencyDepositFee
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if resp, err := w.GetFee(feeBuilder); resp != float64(0) || err != nil {
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t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0), resp)
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t.Error(err)
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}
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// InternationalBankDepositFee Basic
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feeBuilder = setFeeBuilder()
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feeBuilder.FeeType = exchange.InternationalBankDepositFee
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if resp, err := w.GetFee(feeBuilder); resp != float64(0.065) || err != nil {
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t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.065), resp)
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t.Error(err)
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}
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// InternationalBankWithdrawalFee Basic
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feeBuilder = setFeeBuilder()
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feeBuilder.FeeType = exchange.InternationalBankWithdrawalFee
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feeBuilder.CurrencyItem = symbol.USD
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if resp, err := w.GetFee(feeBuilder); resp != float64(0) || err != nil {
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t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0), resp)
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t.Error(err)
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}
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}
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@@ -1,5 +1,7 @@
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package wex
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import "github.com/thrasher-/gocryptotrader/currency/symbol"
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// Response is a generic struct used for exchange API request result
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type Response struct {
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Return interface{} `json:"return"`
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@@ -152,3 +154,19 @@ type RedeemCoupon struct {
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TransID int64 `json:"transID"`
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Error string `json:"error"`
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}
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// WithdrawalFees the large list of predefined withdrawal fees
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// Prone to change, using highest value
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var WithdrawalFees = map[string]float64{
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symbol.BTC: 0.0004,
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symbol.LTC: 0.001,
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symbol.NMC: 0.1,
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symbol.NVC: 0.1,
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symbol.PPC: 0.1,
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symbol.DSH: 0.001,
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symbol.ETH: 0.003,
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symbol.BCH: 0.001,
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symbol.ZEC: 0.001,
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symbol.USDT: 10,
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symbol.XMR: 0.01,
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}
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@@ -211,3 +211,8 @@ func (w *WEX) WithdrawFiatExchangeFundsToInternationalBank(currency pair.Currenc
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func (w *WEX) GetWebsocket() (*exchange.Websocket, error) {
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return nil, errors.New("not yet implemented")
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}
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// GetFeeByType returns an estimate of fee based on type of transaction
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func (w *WEX) GetFeeByType(feeBuilder exchange.FeeBuilder) (float64, error) {
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return w.GetFee(feeBuilder)
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}
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