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

@@ -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 {