package tradingutil import ( "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" ) // CollectTradeFee collects the fee from the given trade slice func CollectTradeFee(trades []types.Trade) map[string]fixedpoint.Value { fees := make(map[string]fixedpoint.Value) for _, t := range trades { if t.FeeDiscounted { continue } if fee, ok := fees[t.FeeCurrency]; ok { fees[t.FeeCurrency] = fee.Add(t.Fee) } else { fees[t.FeeCurrency] = t.Fee } } return fees } // AggregateTradesQuantity sums up the quantity from the given trades // totalQuantity = SUM(trade1.Quantity, trade2.Quantity, ...) func AggregateTradesQuantity(trades []types.Trade) fixedpoint.Value { tq := fixedpoint.Zero for _, t := range trades { tq = tq.Add(t.Quantity) } return tq } // AggregateTradesQuoteQuantity aggregates the quote quantity from the given trade slice func AggregateTradesQuoteQuantity(trades []types.Trade) fixedpoint.Value { quoteQuantity := fixedpoint.Zero for _, t := range trades { if t.QuoteQuantity.IsZero() { quoteQuantity = quoteQuantity.Add(t.Price.Mul(t.Quantity)) } else { quoteQuantity = quoteQuantity.Add(t.QuoteQuantity) } } return quoteQuantity }