Offline worst case trade fees (#274)

* 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

exchanges/bitmex/bitmex.go

@@ -938,9 +938,11 @@ func (b *Bitmex) CaptureError(resp, reType interface{}) error {
 func (b *Bitmex) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
 	var fee float64
 	var err error
-
-	if feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
+	switch feeBuilder.FeeType {
+	case exchange.CryptocurrencyTradeFee:
 		fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount, feeBuilder.IsMaker)
+	case exchange.OfflineTradeFee:
+		fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
 	}
 	if fee < 0 {
 		fee = 0
@@ -948,10 +950,14 @@ func (b *Bitmex) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
 	return fee, err
 }
 
+// getOfflineTradeFee calculates the worst case-scenario trading fee
+func getOfflineTradeFee(price, amount float64) float64 {
+	return 0.000750 * price * amount
+}
+
 // calculateTradingFee returns the fee for trading any currency on Bittrex
 func calculateTradingFee(purchasePrice, amount float64, isMaker bool) float64 {
 	var fee = 0.000750
-
 	if isMaker {
 		fee -= 0.000250
 	}

exchanges/bitmex/bitmex_test.go

@@ -13,8 +13,8 @@ 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) {
 		t.Error("Test Failed - Bitmex Setup() init error")
 	}
 	bitmexConfig.AuthenticatedAPISupport = true
-	bitmexConfig.APIKey = testAPIKey
-	bitmexConfig.APISecret = testAPISecret
+	bitmexConfig.APIKey = apiKey
+	bitmexConfig.APISecret = apiSecret
 
 	b.Setup(&bitmexConfig)
 }
@@ -369,12 +369,26 @@ 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()
-
 	// CryptocurrencyTradeFee Basic
 	if resp, err := b.GetFee(feeBuilder); resp != float64(0.00075) || err != nil {
 		t.Error(err)
@@ -576,7 +590,7 @@ func TestCancelAllExchangeOrders(t *testing.T) {
 }
 
 func TestGetAccountInfo(t *testing.T) {
-	if testAPIKey != "" || testAPISecret != "" {
+	if apiKey != "" || apiSecret != "" {
 		_, err := b.GetAccountInfo()
 		if err != nil {
 			t.Error("Test Failed - GetAccountInfo() error", err)

exchanges/bitmex/bitmex_wrapper.go

@@ -305,6 +305,10 @@ func (b *Bitmex) GetWebsocket() (*exchange.Websocket, error) {
 
 // GetFeeByType returns an estimate of fee based on type of transaction
 func (b *Bitmex) 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)
 }