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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
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14
exchanges/exmo/exmo.go
View File

@@ -421,7 +421,7 @@ func (e *EXMO) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = e.calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
case exchange.CryptocurrencyWithdrawalFee:
fee = getCryptocurrencyWithdrawalFee(feeBuilder.Pair.Base)
case exchange.InternationalBankWithdrawalFee:
@@ -432,6 +432,8 @@ func (e *EXMO) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
fee = getInternationalBankDepositFee(feeBuilder.FiatCurrency,
feeBuilder.Amount,
feeBuilder.BankTransactionType)
case exchange.OfflineTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
@@ -445,14 +447,8 @@ func getCryptocurrencyWithdrawalFee(c currency.Code) float64 {
return WithdrawalFees[c]
}
func (e *EXMO) calculateTradingFee(purchasePrice, amount float64) float64 {
fee := 0.002
return fee * amount * purchasePrice
}
func calculateTradingFee(purchasePrice, amount float64) float64 {
fee := 0.002
return fee * amount * purchasePrice
func calculateTradingFee(price, amount float64) float64 {
return 0.002 * price * amount
}
func getInternationalBankWithdrawalFee(c currency.Code, amount float64, bankTransactionType exchange.InternationalBankTransactionType) float64 {

15
exchanges/exmo/exmo_test.go
View File

@@ -116,6 +116,21 @@ func setFeeBuilder() *exchange.FeeBuilder {
}
}
// TestGetFeeByTypeOfflineTradeFee logic test
func TestGetFeeByTypeOfflineTradeFee(t *testing.T) {
var feeBuilder = setFeeBuilder()
e.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) {
e.SetDefaults()
TestSetup(t)

4
exchanges/exmo/exmo_wrapper.go
View File

@@ -316,6 +316,10 @@ func (e *EXMO) GetWebsocket() (*exchange.Websocket, error) {
// GetFeeByType returns an estimate of fee based on type of transaction
func (e *EXMO) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (e.APIKey == "" || e.APISecret == "") && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return e.GetFee(feeBuilder)
}