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Merge pull request #176 from c9s/refactor/remove-bps-from-fee-cal

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REFACTOR: remove bps from the fee calc #1
This commit is contained in:
Yo-An Lin 2021-03-21 09:52:07 +08:00 committed by GitHub
commit 3ad805a1d2
4 changed files with 9 additions and 9 deletions
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5
pkg/exchange/binance/exchange.go
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@ -377,9 +377,10 @@ func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
} }
} }
// binance use 15 -> 0.15%, so we convert it to 0.0015
a := &types.Account{ a := &types.Account{
MakerCommission: fixedpoint.NewFromInt64(account.MakerCommission), MakerCommission: fixedpoint.NewFromFloat(float64(account.MakerCommission) * 0.0001),
TakerCommission: fixedpoint.NewFromInt64(account.TakerCommission), TakerCommission: fixedpoint.NewFromFloat(float64(account.TakerCommission) * 0.0001),
} }
a.UpdateBalances(balances) a.UpdateBalances(balances)
return a, nil return a, nil

5
pkg/exchange/ftx/exchange.go
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@ -73,10 +73,9 @@ func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
return nil, fmt.Errorf("ftx returns querying balances failure") return nil, fmt.Errorf("ftx returns querying balances failure")
} }
bps := fixedpoint.NewFromFloat(10000)
a := &types.Account{ a := &types.Account{
MakerCommission: fixedpoint.NewFromFloat(resp.Result.MakerFee).Mul(bps), MakerCommission: fixedpoint.NewFromFloat(resp.Result.MakerFee),
TakerCommission: fixedpoint.NewFromFloat(resp.Result.TakerFee).Mul(bps), TakerCommission: fixedpoint.NewFromFloat(resp.Result.TakerFee),
} }
balances, err := e.QueryAccountBalances(ctx) balances, err := e.QueryAccountBalances(ctx)

4
pkg/exchange/ftx/exchange_test.go
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@ -365,6 +365,6 @@ func TestExchange_QueryAccount(t *testing.T) {
expected.Locked = expected.Locked.Sub(expected.Available) expected.Locked = expected.Locked.Sub(expected.Available)
assert.Equal(t, expected, b) assert.Equal(t, expected, b)
assert.Equal(t, fixedpoint.NewFromFloat(0.0002).Mul(fixedpoint.NewFromInt64(10000)), resp.MakerCommission) assert.Equal(t, fixedpoint.NewFromFloat(0.0002), resp.MakerCommission)
assert.Equal(t, fixedpoint.NewFromFloat(0.0005).Mul(fixedpoint.NewFromInt64(10000)), resp.TakerCommission) assert.Equal(t, fixedpoint.NewFromFloat(0.0005), resp.TakerCommission)
} }

4
pkg/exchange/max/exchange.go
View File

@ -415,8 +415,8 @@ func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
// "maker_fee": 0.0005 -> 0.05% // "maker_fee": 0.0005 -> 0.05%
// "taker_fee": 0.0015 -> 0.15% // "taker_fee": 0.0015 -> 0.15%
a := &types.Account{ a := &types.Account{
MakerCommission: fixedpoint.NewFromFloat(vipLevel.Current.MakerFee * 10000.0), // 0.15% = 0.0015, 0.0015 * 10000 = 15 MakerCommission: fixedpoint.NewFromFloat(vipLevel.Current.MakerFee), // 0.15% = 0.0015
TakerCommission: fixedpoint.NewFromFloat(vipLevel.Current.TakerFee * 10000.0), // 0.15% = 0.0015, 0.0015 * 10000 = 15 TakerCommission: fixedpoint.NewFromFloat(vipLevel.Current.TakerFee), // 0.15% = 0.0015
} }
a.UpdateBalances(balances) a.UpdateBalances(balances)