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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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11
exchanges/itbit/itbit.go
View File

@@ -428,6 +428,8 @@ func (i *ItBit) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount, feeBuilder.IsMaker)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.FiatCurrency, feeBuilder.BankTransactionType)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
@@ -437,12 +439,17 @@ func (i *ItBit) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(price, amount float64) float64 {
return 0.0035 * price * amount
}
func calculateTradingFee(purchasePrice, amount float64, isMaker bool) float64 {
// TODO: Itbit has volume discounts, but not API endpoint to get the exact volume numbers
// When support is added, this needs to be updated to calculate the accurate volume fee
feePercent := 0.0025
feePercent := 0.0035
if isMaker {
feePercent = 0
feePercent = -0.0003
}
return feePercent * purchasePrice * amount
}

23
exchanges/itbit/itbit_test.go
View File

@@ -154,21 +154,36 @@ func setFeeBuilder() *exchange.FeeBuilder {
}
}
// TestGetFeeByTypeOfflineTradeFee logic test
func TestGetFeeByTypeOfflineTradeFee(t *testing.T) {
var feeBuilder = setFeeBuilder()
i.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) {
t.Parallel()
var feeBuilder = setFeeBuilder()
// CryptocurrencyTradeFee Basic
if resp, err := i.GetFee(feeBuilder); resp != float64(0.0025) || err != nil {
if resp, err := i.GetFee(feeBuilder); resp != float64(0.0035) || err != nil {
t.Error(err)
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0.002), resp)
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0.0035), resp)
}
// CryptocurrencyTradeFee High quantity
feeBuilder = setFeeBuilder()
feeBuilder.Amount = 1000
feeBuilder.PurchasePrice = 1000
if resp, err := i.GetFee(feeBuilder); resp != float64(2500) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(2500), resp)
if resp, err := i.GetFee(feeBuilder); resp != float64(3500) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(3500), resp)
t.Error(err)
}

4
exchanges/itbit/itbit_wrapper.go
View File

@@ -301,6 +301,10 @@ func (i *ItBit) GetWebsocket() (*exchange.Websocket, error) {
// GetFeeByType returns an estimate of fee based on type of transaction
func (i *ItBit) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (i.APIKey == "" || i.APISecret == "") && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return i.GetFee(feeBuilder)
}