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Merge pull request #176 from c9s/refactor/remove-bps-from-fee-cal
REFACTOR: remove bps from the fee calc #1
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commit
3ad805a1d2
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@ -377,9 +377,10 @@ func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
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}
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}
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}
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}
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// binance use 15 -> 0.15%, so we convert it to 0.0015
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a := &types.Account{
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a := &types.Account{
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MakerCommission: fixedpoint.NewFromInt64(account.MakerCommission),
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MakerCommission: fixedpoint.NewFromFloat(float64(account.MakerCommission) * 0.0001),
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TakerCommission: fixedpoint.NewFromInt64(account.TakerCommission),
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TakerCommission: fixedpoint.NewFromFloat(float64(account.TakerCommission) * 0.0001),
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}
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}
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a.UpdateBalances(balances)
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a.UpdateBalances(balances)
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return a, nil
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return a, nil
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@ -73,10 +73,9 @@ func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
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return nil, fmt.Errorf("ftx returns querying balances failure")
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return nil, fmt.Errorf("ftx returns querying balances failure")
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}
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}
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bps := fixedpoint.NewFromFloat(10000)
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a := &types.Account{
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a := &types.Account{
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MakerCommission: fixedpoint.NewFromFloat(resp.Result.MakerFee).Mul(bps),
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MakerCommission: fixedpoint.NewFromFloat(resp.Result.MakerFee),
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TakerCommission: fixedpoint.NewFromFloat(resp.Result.TakerFee).Mul(bps),
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TakerCommission: fixedpoint.NewFromFloat(resp.Result.TakerFee),
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}
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}
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balances, err := e.QueryAccountBalances(ctx)
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balances, err := e.QueryAccountBalances(ctx)
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@ -365,6 +365,6 @@ func TestExchange_QueryAccount(t *testing.T) {
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expected.Locked = expected.Locked.Sub(expected.Available)
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expected.Locked = expected.Locked.Sub(expected.Available)
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assert.Equal(t, expected, b)
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assert.Equal(t, expected, b)
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assert.Equal(t, fixedpoint.NewFromFloat(0.0002).Mul(fixedpoint.NewFromInt64(10000)), resp.MakerCommission)
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assert.Equal(t, fixedpoint.NewFromFloat(0.0002), resp.MakerCommission)
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assert.Equal(t, fixedpoint.NewFromFloat(0.0005).Mul(fixedpoint.NewFromInt64(10000)), resp.TakerCommission)
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assert.Equal(t, fixedpoint.NewFromFloat(0.0005), resp.TakerCommission)
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}
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}
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@ -415,8 +415,8 @@ func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
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// "maker_fee": 0.0005 -> 0.05%
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// "maker_fee": 0.0005 -> 0.05%
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// "taker_fee": 0.0015 -> 0.15%
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// "taker_fee": 0.0015 -> 0.15%
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a := &types.Account{
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a := &types.Account{
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MakerCommission: fixedpoint.NewFromFloat(vipLevel.Current.MakerFee * 10000.0), // 0.15% = 0.0015, 0.0015 * 10000 = 15
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MakerCommission: fixedpoint.NewFromFloat(vipLevel.Current.MakerFee), // 0.15% = 0.0015
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TakerCommission: fixedpoint.NewFromFloat(vipLevel.Current.TakerFee * 10000.0), // 0.15% = 0.0015, 0.0015 * 10000 = 15
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TakerCommission: fixedpoint.NewFromFloat(vipLevel.Current.TakerFee), // 0.15% = 0.0015
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}
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}
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a.UpdateBalances(balances)
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a.UpdateBalances(balances)
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