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calculate currency fee

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This commit is contained in:
c9s 2020-08-05 18:39:08 +08:00
parent 12dde9f57b
commit c8849e76a1
1 changed files with 15 additions and 3 deletions
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18
bbgo/pnl.go
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@ -16,7 +16,6 @@ type ProfitAndLossCalculator struct {
CurrentPrice float64
Trades []types.Trade
TradingFeeCurrency string
CurrencyPrice map[string]float64
}
func (c *ProfitAndLossCalculator) AddTrade(trade types.Trade) {
@ -38,6 +37,8 @@ func (c *ProfitAndLossCalculator) Calculate() *ProfitAndLossReport {
var askFee = 0.0
var feeRate = 0.0015
var currencyFees = map[string]float64{}
for _, trade := range trades {
if trade.Symbol == c.Symbol {
if trade.IsBuyer {
@ -56,6 +57,11 @@ func (c *ProfitAndLossCalculator) Calculate() *ProfitAndLossReport {
} else if trade.FeeCurrency == c.TradingFeeCurrency {
bidVolume -= trade.Fee
}
if _, ok := currencyFees[trade.FeeCurrency]; !ok {
currencyFees[trade.FeeCurrency] = 0.0
}
currencyFees[trade.FeeCurrency] += trade.Fee
}
log.Infof("average bid price = (total amount %f + total fee %f) / volume %f", bidAmount, bidFee, bidVolume)
@ -107,7 +113,8 @@ func (c *ProfitAndLossCalculator) Calculate() *ProfitAndLossReport {
Stock: stock,
Profit: profit,
AverageBidPrice: averageBidPrice,
Fee: fee,
FeeUSD: fee,
CurrencyFees: currencyFees,
}
}
@ -121,8 +128,9 @@ type ProfitAndLossReport struct {
AverageBidPrice float64
BidVolume float64
AskVolume float64
Fee float64
FeeUSD float64
Stock float64
CurrencyFees map[string]float64
}
func (report ProfitAndLossReport) Print() {
@ -133,6 +141,10 @@ func (report ProfitAndLossReport) Print() {
log.Infof("stock: %f", report.Stock)
log.Infof("current price: %s", USD.FormatMoneyFloat64(report.CurrentPrice))
log.Infof("profit: %s", USD.FormatMoneyFloat64(report.Profit))
log.Infof("currency fees:")
for currency, fee := range report.CurrencyFees {
log.Infof(" - %s: %f", currency, fee)
}
}
func (report ProfitAndLossReport) SlackAttachment() slack.Attachment {