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

@@ -343,3 +343,28 @@ func (z *ZB) SendAuthenticatedHTTPRequest(method, endpoint string, values url.Va
true,
z.Verbose)
}
// GetFee returns an estimate of fee based on type of transaction
func (z *ZB) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
case exchange.CryptocurrencyWithdrawalFee:
fee = getWithdrawalFee(feeBuilder.FirstCurrency)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
func calculateTradingFee(purchasePrice, amount float64) (fee float64) {
fee = 0.002
return fee * amount * purchasePrice
}
func getWithdrawalFee(currency string) float64 {
return WithdrawalFees[currency]
}

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"
)
// Please supply you own test keys here for due diligence testing.
@@ -134,3 +136,95 @@ func TestGetSpotKline(t *testing.T) {
t.Errorf("Test failed - ZB GetSpotKline: %s", 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) {
z.SetDefaults()
TestSetup(t)
var feeBuilder = setFeeBuilder()
// CryptocurrencyTradeFee Basic
if resp, err := z.GetFee(feeBuilder); resp != float64(0.002) || err != nil {
t.Error(err)
t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.0015), resp)
}
// CryptocurrencyTradeFee High quantity
feeBuilder = setFeeBuilder()
feeBuilder.Amount = 1000
feeBuilder.PurchasePrice = 1000
if resp, err := z.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 := z.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 := z.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 := z.GetFee(feeBuilder); resp != float64(0.005) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Recieved: %f", float64(0.005), resp)
t.Error(err)
}
// CryptocurrencyWithdrawalFee Invalid currency
feeBuilder = setFeeBuilder()
feeBuilder.FirstCurrency = "hello"
feeBuilder.FeeType = exchange.CryptocurrencyWithdrawalFee
if resp, err := z.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 := z.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 := z.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 := z.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

@@ -1,6 +1,7 @@
package zb
import "time"
import "github.com/thrasher-/gocryptotrader/currency/symbol"
// OrderbookResponse holds the orderbook data for a symbol
type OrderbookResponse struct {
@@ -135,3 +136,77 @@ var (
TimeIntervalThreeDays = TimeInterval("3day")
TimeIntervalWeek = TimeInterval("1week")
)
// WithdrawalFees the large list of predefined withdrawal fees
// Prone to change, using highest value
var WithdrawalFees = map[string]float64{
symbol.ZB: 5,
symbol.BTC: 0.001,
symbol.BCH: 0.0006,
symbol.LTC: 0.005,
symbol.ETH: 0.01,
symbol.ETC: 0.01,
symbol.BTS: 3,
symbol.EOS: 0.1,
symbol.QTUM: 0.01,
symbol.HC: 0.001,
symbol.XRP: 0.1,
symbol.QC: 5,
symbol.DASH: 0.002,
symbol.BCD: 0,
symbol.UBTC: 0.001,
symbol.SBTC: 0,
symbol.INK: 60,
symbol.BTH: 0.01,
symbol.LBTC: 0.01,
symbol.CHAT: 20,
symbol.BITCNY: 20,
symbol.HLC: 100,
symbol.BTP: 0.001,
symbol.TOPC: 200,
symbol.ENT: 50,
symbol.BAT: 40,
symbol.FIRST: 30,
symbol.SAFE: 0.001,
symbol.QUN: 200,
symbol.BTN: 0.005,
symbol.TRUE: 5,
symbol.CDC: 1,
symbol.DDM: 1,
symbol.HOTC: 150,
symbol.USDT: 5,
symbol.XUC: 1,
symbol.EPC: 40,
symbol.BDS: 3,
symbol.GRAM: 5,
symbol.DOGE: 20,
symbol.NEO: 0,
symbol.OMG: 0.5,
symbol.BTM: 4,
symbol.SNT: 60,
symbol.AE: 3,
symbol.ICX: 3,
symbol.ZRX: 10,
symbol.EDO: 4,
symbol.FUN: 250,
symbol.MANA: 70,
symbol.RCN: 70,
symbol.MCO: 0.6,
symbol.MITH: 10,
symbol.KNC: 5,
symbol.XLM: 0.1,
symbol.GNT: 20,
symbol.MTL: 3,
symbol.SUB: 20,
symbol.XEM: 4,
symbol.EOSDAC: 0,
symbol.KAN: 350,
symbol.AAA: 1,
symbol.XWC: 1,
symbol.PDX: 1,
symbol.SLT: 100,
symbol.ADA: 1,
symbol.HPY: 100,
symbol.PAX: 5,
symbol.XTZ: 0.1,
}

View File

@@ -189,3 +189,8 @@ func (z *ZB) WithdrawFiatExchangeFundsToInternationalBank(currency pair.Currency
func (z *ZB) GetWebsocket() (*exchange.Websocket, error) {
return nil, errors.New("not yet implemented")
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (z *ZB) GetFeeByType(feeBuilder exchange.FeeBuilder) (float64, error) {
return z.GetFee(feeBuilder)
}