48 lines
1.2 KiB
Go
48 lines
1.2 KiB
Go
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package tradingutil
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import (
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"git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint"
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"git.qtrade.icu/lychiyu/bbgo/pkg/types"
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)
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// CollectTradeFee collects the fee from the given trade slice
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func CollectTradeFee(trades []types.Trade) map[string]fixedpoint.Value {
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fees := make(map[string]fixedpoint.Value)
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for _, t := range trades {
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if t.FeeDiscounted {
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continue
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}
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if fee, ok := fees[t.FeeCurrency]; ok {
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fees[t.FeeCurrency] = fee.Add(t.Fee)
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} else {
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fees[t.FeeCurrency] = t.Fee
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}
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}
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return fees
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}
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// AggregateTradesQuantity sums up the quantity from the given trades
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// totalQuantity = SUM(trade1.Quantity, trade2.Quantity, ...)
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func AggregateTradesQuantity(trades []types.Trade) fixedpoint.Value {
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tq := fixedpoint.Zero
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for _, t := range trades {
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tq = tq.Add(t.Quantity)
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}
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return tq
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}
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// AggregateTradesQuoteQuantity aggregates the quote quantity from the given trade slice
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func AggregateTradesQuoteQuantity(trades []types.Trade) fixedpoint.Value {
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quoteQuantity := fixedpoint.Zero
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for _, t := range trades {
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if t.QuoteQuantity.IsZero() {
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quoteQuantity = quoteQuantity.Add(t.Price.Mul(t.Quantity))
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} else {
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quoteQuantity = quoteQuantity.Add(t.QuoteQuantity)
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}
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}
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return quoteQuantity
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}
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