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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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9
exchanges/okgroup/okgroup.go
View File

@@ -680,6 +680,8 @@ func (o *OKGroup) GetFee(feeBuilder *exchange.FeeBuilder) (fee float64, _ error)
break
}
}
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
@@ -688,10 +690,15 @@ func (o *OKGroup) GetFee(feeBuilder *exchange.FeeBuilder) (fee float64, _ error)
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(price, amount float64) float64 {
return 0.0015 * price * amount
}
func calculateTradingFee(purchasePrice, amount float64, isMaker bool) (fee float64) {
// TODO volume based fees
if isMaker {
fee = 0.001
fee = 0.0005
} else {
fee = 0.0015
}

4
exchanges/okgroup/okgroup_wrapper.go
View File

@@ -414,6 +414,10 @@ func (o *OKGroup) GetWebsocket() (*exchange.Websocket, error) {
// GetFeeByType returns an estimate of fee based on type of transaction
func (o *OKGroup) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (o.APIKey == "" || o.APISecret == "") && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return o.GetFee(feeBuilder)
}