lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-22 06:53:52 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

types: pull out calculateFeeInQuote method

Browse Source
This commit is contained in:
c9s 2024-08-22 11:07:45 +08:00
parent e2d68f2a86
commit 5635e31487
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 30 additions and 15 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

45
pkg/types/position.go
View File

@ -504,6 +504,34 @@ func (p *Position) AddTrades(trades []Trade) (fixedpoint.Value, fixedpoint.Value
return totalProfitAmount, totalNetProfit, !totalProfitAmount.IsZero()
}
func (p *Position) calculateFeeInQuote(td Trade) fixedpoint.Value {
var quoteQuantity = td.QuoteQuantity
if cost, ok := p.FeeAverageCosts[td.FeeCurrency]; ok {
return td.Fee.Mul(cost)
}
if p.ExchangeFeeRates != nil {
if exchangeFee, ok := p.ExchangeFeeRates[td.Exchange]; ok {
if td.IsMaker {
return exchangeFee.MakerFeeRate.Mul(quoteQuantity)
} else {
return exchangeFee.TakerFeeRate.Mul(quoteQuantity)
}
}
}
if p.FeeRate != nil {
if td.IsMaker {
return p.FeeRate.MakerFeeRate.Mul(quoteQuantity)
} else {
return p.FeeRate.TakerFeeRate.Mul(quoteQuantity)
}
}
return fixedpoint.Zero
}
func (p *Position) AddTrade(td Trade) (profit fixedpoint.Value, netProfit fixedpoint.Value, madeProfit bool) {
price := td.Price
quantity := td.Quantity
@ -517,6 +545,7 @@ func (p *Position) AddTrade(td Trade) (profit fixedpoint.Value, netProfit fixedp
switch td.FeeCurrency {
case p.BaseCurrency:
// USD-M futures use the quote currency as the fee currency.
if !td.IsFutures {
quantity = quantity.Sub(fee)
}
@ -528,21 +557,7 @@ func (p *Position) AddTrade(td Trade) (profit fixedpoint.Value, netProfit fixedp
default:
if !td.Fee.IsZero() {
if p.ExchangeFeeRates != nil {
if exchangeFee, ok := p.ExchangeFeeRates[td.Exchange]; ok {
if td.IsMaker {
feeInQuote = feeInQuote.Add(exchangeFee.MakerFeeRate.Mul(quoteQuantity))
} else {
feeInQuote = feeInQuote.Add(exchangeFee.TakerFeeRate.Mul(quoteQuantity))
}
}
} else if p.FeeRate != nil {
if td.IsMaker {
feeInQuote = feeInQuote.Add(p.FeeRate.MakerFeeRate.Mul(quoteQuantity))
} else {
feeInQuote = feeInQuote.Add(p.FeeRate.TakerFeeRate.Mul(quoteQuantity))
}
}
feeInQuote = p.calculateFeeInQuote(td)
}
}