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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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7
exchanges/lakebtc/lakebtc.go
View File

@@ -388,6 +388,8 @@ func (l *LakeBTC) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
// fees for withdrawals are dynamic. They cannot be calculated in
// advance as they are manually performed via the website, it can only
// be determined when submitting the request
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
@@ -397,6 +399,11 @@ func (l *LakeBTC) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(price, amount float64) float64 {
return 0.002 * price * amount
}
func calculateTradingFee(purchasePrice, amount float64, isMaker bool) (fee float64) {
if isMaker {
// TODO: Volume based fee calculation

15
exchanges/lakebtc/lakebtc_test.go
View File

@@ -148,6 +148,21 @@ func setFeeBuilder() *exchange.FeeBuilder {
}
}
// TestGetFeeByTypeOfflineTradeFee logic test
func TestGetFeeByTypeOfflineTradeFee(t *testing.T) {
var feeBuilder = setFeeBuilder()
l.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()

4
exchanges/lakebtc/lakebtc_wrapper.go
View File

@@ -276,6 +276,10 @@ func (l *LakeBTC) GetWebsocket() (*exchange.Websocket, error) {
// GetFeeByType returns an estimate of fee based on type of transaction
func (l *LakeBTC) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (l.APIKey == "" || l.APISecret == "") && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return l.GetFee(feeBuilder)
}