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
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

View File

@@ -530,6 +530,8 @@ func (b *Bittrex) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
case exchange.CryptocurrencyWithdrawalFee:
fee, err = b.GetWithdrawalFee(feeBuilder.Pair.Base)
case exchange.OfflineTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
@@ -554,7 +556,7 @@ func (b *Bittrex) GetWithdrawalFee(c currency.Code) (float64, error) {
}
// calculateTradingFee returns the fee for trading any currency on Bittrex
func calculateTradingFee(purchasePrice, amount float64) float64 {
var fee = 0.0025
return fee * purchasePrice * amount
func calculateTradingFee(price, amount float64) float64 {
return 0.0025 * price * amount
}

View File

@@ -228,6 +228,21 @@ 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)

View File

@@ -300,6 +300,10 @@ func (b *Bittrex) GetWebsocket() (*exchange.Websocket, error) {
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bittrex) 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)
}