mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-31 23:16:54 +00:00
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
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@@ -546,6 +546,8 @@ func (g *Gemini) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
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// Could do via trade history, but would require analysis of response and dates to determine level of fee
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case exchange.InternationalBankWithdrawalFee:
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fee = 0
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case exchange.OfflineTradeFee:
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fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
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}
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if fee < 0 {
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fee = 0
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@@ -554,6 +556,11 @@ func (g *Gemini) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
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return fee, nil
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}
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// getOfflineTradeFee calculates the worst case-scenario trading fee
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func getOfflineTradeFee(price, amount float64) float64 {
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return 0.01 * price * amount
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}
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func calculateTradingFee(notionVolume *NotionalVolume, purchasePrice, amount float64, isMaker bool) float64 {
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var volumeFee float64
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if isMaker {
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@@ -247,6 +247,24 @@ func setFeeBuilder() *exchange.FeeBuilder {
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}
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}
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// TestGetFeeByTypeOfflineTradeFee logic test
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func TestGetFeeByTypeOfflineTradeFee(t *testing.T) {
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TestAddSession(t)
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TestSetDefaults(t)
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TestSetup(t)
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var feeBuilder = setFeeBuilder()
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Session[1].GetFeeByType(feeBuilder)
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if apiKey1 == "" || apiSecret1 == "" {
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if feeBuilder.FeeType != exchange.OfflineTradeFee {
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t.Errorf("Expected %v, received %v", exchange.OfflineTradeFee, feeBuilder.FeeType)
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}
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} else {
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if feeBuilder.FeeType != exchange.CryptocurrencyTradeFee {
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t.Errorf("Expected %v, received %v", exchange.CryptocurrencyTradeFee, feeBuilder.FeeType)
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}
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}
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}
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func TestGetFee(t *testing.T) {
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var feeBuilder = setFeeBuilder()
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if apiKey1 != "" && apiSecret1 != "" {
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@@ -342,7 +360,6 @@ func TestGetActiveOrders(t *testing.T) {
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TestAddSession(t)
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TestSetDefaults(t)
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TestSetup(t)
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Session[1].Verbose = true
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var getOrdersRequest = exchange.GetOrdersRequest{
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OrderType: exchange.AnyOrderType,
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@@ -361,7 +378,6 @@ func TestGetOrderHistory(t *testing.T) {
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TestAddSession(t)
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TestSetDefaults(t)
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TestSetup(t)
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Session[1].Verbose = true
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var getOrdersRequest = exchange.GetOrdersRequest{
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OrderType: exchange.AnyOrderType,
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@@ -259,6 +259,10 @@ func (g *Gemini) GetWebsocket() (*exchange.Websocket, error) {
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// GetFeeByType returns an estimate of fee based on type of transaction
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func (g *Gemini) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
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if (g.APIKey == "" || g.APISecret == "") && // Todo check connection status
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feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
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feeBuilder.FeeType = exchange.OfflineTradeFee
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}
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return g.GetFee(feeBuilder)
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}
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