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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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22
exchanges/okex/okex_test.go
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@@ -1553,6 +1553,7 @@ func TestGetETTOrderDetails(t *testing.T) {
// TestGetETTConstituents API endpoint test
func TestGetETTConstituents(t *testing.T) {
t.Skip("ETT currently unavailable")
TestSetDefaults(t)
t.Parallel()
_, err := o.GetETTConstituents("OK06ETT")
@@ -1563,6 +1564,7 @@ func TestGetETTConstituents(t *testing.T) {
// TestGetETTSettlementPriceHistory API endpoint test
func TestGetETTSettlementPriceHistory(t *testing.T) {
t.Skip("ETT currently unavailable")
TestSetDefaults(t)
t.Parallel()
_, err := o.GetETTSettlementPriceHistory("OK06ETT")
@@ -1810,7 +1812,21 @@ func setFeeBuilder() *exchange.FeeBuilder {
}
}
// TestGetFee fee calcuation test
// TestGetFeeByTypeOfflineTradeFee logic test
func TestGetFeeByTypeOfflineTradeFee(t *testing.T) {
var feeBuilder = setFeeBuilder()
o.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) {
TestSetDefaults(t)
t.Parallel()
@@ -1833,8 +1849,8 @@ func TestGetFee(t *testing.T) {
// CryptocurrencyTradeFee IsMaker
feeBuilder = setFeeBuilder()
feeBuilder.IsMaker = true
if resp, err := o.GetFee(feeBuilder); resp != float64(0.001) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0.001), resp)
if resp, err := o.GetFee(feeBuilder); resp != float64(0.0005) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0.0005), resp)
t.Error(err)
}