d0zingcat/gocryptotrader
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Offline worst case trade fees (#274)

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* Really basic getSimulated fee function everywhere

* Worst case fees for all exchanges

* Adds tests, fixes comment spacing. Adds wrapper logic. Makes test api key var name consistent. Removes some okcoin ETT tests

* Removes redundant functions

* linting issues. Fixes introduces huobi issues

* More linting

* Stops trying to hide ETT problems, uses iota

* Skips ETT tests for now
This commit is contained in:
Scott
2019-04-09 19:38:31 +10:00
committed by Adrian Gallagher
parent eeda97bbaf
commit e56fc26d93
83 changed files with 814 additions and 136 deletions
Download Patch File Download Diff File Expand all files Collapse all files

7
exchanges/bitflyer/bitflyer.go
View File

@@ -403,6 +403,8 @@ func (b *Bitflyer) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
fee = getDepositFee(feeBuilder.BankTransactionType, feeBuilder.FiatCurrency)
case exchange.InternationalBankWithdrawalFee:
fee = getWithdrawalFee(feeBuilder.BankTransactionType, feeBuilder.FiatCurrency, feeBuilder.Amount)
case exchange.OfflineTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
@@ -411,10 +413,9 @@ func (b *Bitflyer) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
}
// calculateTradingFee returns fee when performing a trade
func calculateTradingFee(purchasePrice, amount float64) float64 {
fee := 0.0015
func calculateTradingFee(price, amount float64) float64 {
// bitflyer has fee tiers, but does not disclose them via API, so the largest has to be assumed
return fee * amount * purchasePrice
return 0.0012 * price * amount
}
func getDepositFee(bankTransactionType exchange.InternationalBankTransactionType, c currency.Code) (fee float64) {

25
exchanges/bitflyer/bitflyer_test.go
View File

@@ -12,8 +12,8 @@ import (
// Please supply your own keys here for due diligence testing
const (
testAPIKey = ""
testAPISecret = ""
apiKey = ""
apiSecret = ""
canManipulateRealOrders = false
)
@@ -32,8 +32,8 @@ func TestSetup(t *testing.T) {
}
bitflyerConfig.AuthenticatedAPISupport = true
bitflyerConfig.APIKey = testAPIKey
bitflyerConfig.APISecret = testAPISecret
bitflyerConfig.APIKey = apiKey
bitflyerConfig.APISecret = apiSecret
b.Setup(&bitflyerConfig)
}
@@ -159,12 +159,27 @@ func setFeeBuilder() *exchange.FeeBuilder {
}
}
// TestGetFeeByTypeOfflineTradeFee logic test
func TestGetFeeByTypeOfflineTradeFee(t *testing.T) {
var feeBuilder = setFeeBuilder()
b.GetFeeByType(feeBuilder)
if apiKey == "" || apiSecret == "" {
if feeBuilder.FeeType != exchange.OfflineTradeFee {
t.Errorf("Expected %v, received %v", exchange.OfflineTradeFee, feeBuilder.FeeType)
}
} else {
if feeBuilder.FeeType != exchange.CryptocurrencyTradeFee {
t.Errorf("Expected %v, received %v", exchange.CryptocurrencyTradeFee, feeBuilder.FeeType)
}
}
}
func TestGetFee(t *testing.T) {
b.SetDefaults()
TestSetup(t)
var feeBuilder = setFeeBuilder()
if testAPIKey != "" || testAPISecret != "" {
if apiKey != "" || apiSecret != "" {
// CryptocurrencyTradeFee Basic
if resp, err := b.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Error(err)

4
exchanges/bitflyer/bitflyer_wrapper.go
View File

@@ -236,5 +236,9 @@ func (b *Bitflyer) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest)
// GetFeeByType returns an estimate of fee based on the type of transaction
func (b *Bitflyer) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (b.APIKey == "" || b.APISecret == "") && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}