Look up fees from exchange and calc dynamically;

hammertoe · Feb 25, 2019 · b870f6a · b870f6a
1 parent b3ed42a
commit b870f6a
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Showing 3 changed files with 36 additions and 5 deletions.
diff --git a/crypto_balancer/main.py b/crypto_balancer/main.py
@@ -61,7 +61,8 @@ def exchange_choices():
     print()
 
     rates = fetch_rates(exch, targets.keys())
-    balancer = SimpleBalancer(targets, args.valuebase,
+    fee = exch.fees['trading']['maker']
+    balancer = SimpleBalancer(targets, args.valuebase, fee,
                               threshold=float(config['threshold']))
 
     base_values = balancer.calc_base_values(balances, rates)

diff --git a/crypto_balancer/simple_balancer.py b/crypto_balancer/simple_balancer.py
@@ -3,18 +3,18 @@
 
 
 class SimpleBalancer():
-    def __init__(self, targets, base, rounds=6, threshold=1):
+    def __init__(self, targets, base, fee=0.001, rounds=6, attempts=10000, threshold=1):
         self.targets = targets
         self.base = base
+        self.fee = fee
         self.rounds = rounds
-        self.attempts = 10000
+        self.attempts = attempts
         self.threshold = threshold
 
     def __call__(self, amounts, rates, force=False):
         new_amounts = amounts.copy()
         pairs_processed = set()
         attempts = []
-        fee = 0.1
 
         # exit if don't need to balance and not forcing
         if not self.needs_balancing(new_amounts, rates) and not force:
@@ -103,7 +103,7 @@ def __call__(self, amounts, rates, force=False):
                     orders.append(order)
                     pairs_processed.add(trade_pair)
                     # keep track of the total fee of these orders
-                    total_fee += trade_amount_base * (fee/100.0)
+                    total_fee += trade_amount_base * self.fee
 
             # Check the at the end we have no differences outstanding
             # and that none of the new amounts have gone negative

diff --git a/crypto_balancer/tests.py b/crypto_balancer/tests.py
@@ -701,6 +701,36 @@ def test_zero_balance(self):
         expected = []
         self.assertEqual(res['orders'], expected)
 
+    def test_fees1(self):
+        targets = {'XRP': 50,
+                   'XLM': 40,
+                   'USDT': 10, }
+        current = {'XRP': 0,
+                   'XLM': 0,
+                   'USDT': 1000, }
+        base = "USDT"
+        rates = {'XRP/USDT': 1.0,
+                 'XLM/USDT': 1.0,
+                 }
+        balancer = SimpleBalancer(targets, base)
+        res = balancer(current, rates)
+        self.assertEqual(res['total_fee'], 0.9)
+
+    def test_fees2(self):
+        targets = {'XRP': 50,
+                   'XLM': 40,
+                   'USDT': 10, }
+        current = {'XRP': 0,
+                   'XLM': 0,
+                   'USDT': 1000, }
+        base = "USDT"
+        rates = {'XRP/USDT': 1.0,
+                 'XLM/USDT': 1.0,
+                 }
+        balancer = SimpleBalancer(targets, base, fee=0.005)
+        res = balancer(current, rates)
+        self.assertEqual(res['total_fee'], 4.5)
+
 
 if __name__ == '__main__':  # pragma: no cover
     unittest.main()