58 lines
1.6 KiB
Go
58 lines
1.6 KiB
Go
package backtest
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import (
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"git.qtrade.icu/lychiyu/bbgo/pkg/bbgo"
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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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type FeeModeFunction func(order *types.Order, market *types.Market, feeRate fixedpoint.Value) (fee fixedpoint.Value, feeCurrency string)
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func feeModeFunctionToken(order *types.Order, _ *types.Market, feeRate fixedpoint.Value) (fee fixedpoint.Value, feeCurrency string) {
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quoteQuantity := order.Quantity.Mul(order.Price)
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feeCurrency = FeeToken
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fee = quoteQuantity.Mul(feeRate)
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return fee, feeCurrency
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}
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func feeModeFunctionNative(order *types.Order, market *types.Market, feeRate fixedpoint.Value) (fee fixedpoint.Value, feeCurrency string) {
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switch order.Side {
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case types.SideTypeBuy:
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fee = order.Quantity.Mul(feeRate)
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feeCurrency = market.BaseCurrency
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case types.SideTypeSell:
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quoteQuantity := order.Quantity.Mul(order.Price)
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fee = quoteQuantity.Mul(feeRate)
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feeCurrency = market.QuoteCurrency
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}
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return fee, feeCurrency
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}
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func feeModeFunctionQuote(order *types.Order, market *types.Market, feeRate fixedpoint.Value) (fee fixedpoint.Value, feeCurrency string) {
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feeCurrency = market.QuoteCurrency
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quoteQuantity := order.Quantity.Mul(order.Price)
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fee = quoteQuantity.Mul(feeRate)
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return fee, feeCurrency
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}
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func getFeeModeFunction(feeMode bbgo.BacktestFeeMode) FeeModeFunction {
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switch feeMode {
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case bbgo.BacktestFeeModeNative:
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return feeModeFunctionNative
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case bbgo.BacktestFeeModeQuote:
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return feeModeFunctionQuote
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case bbgo.BacktestFeeModeToken:
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return feeModeFunctionToken
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default:
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return feeModeFunctionQuote
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}
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}
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