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feeStructure implementation

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This commit is contained in:
Luis Fernando Molina committed 2019-08-23 18:13:24 +02:00
1 parent b35e78d747
commit dbfe48bf1b
1 file changed
+56 -6
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Commons.js
+56 -6
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@@ -196,6 +196,36 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
}
/* Fee Structure */
let feeStructure = { // Default Values
maker: 0,
taker: 0
}
if (definition.tradingSystem !== undefined) {
if (definition.tradingSystem.parameters !== undefined) {
if (definition.tradingSystem.parameters.baseAsset !== undefined) {
if (definition.tradingSystem.parameters.baseAsset.formula !== undefined) {
if (definition.tradingSystem.parameters.baseAsset.formula.code !== undefined) {
try {
let code = JSON.parse(definition.tradingSystem.parameters.baseAsset.formula.code)
if (code.feeStructure !== undefined) {
if (code.feeStructure.maker !== undefined) {
feeStructure.maker = code.feeStructure.maker
}
if (code.feeStructure.taker !== undefined) {
feeStructure.taker = code.feeStructure.taker
}
}
} catch (err) {
tradingSystem.parameters.baseAsset.formula.error = "Fee Structure Error: " + err.message
}
}
}
}
}
}
let timerToCloseStage = 0
/* Stop Loss Management */
@@ -1614,17 +1644,23 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
let finalStopLoss = slippedStopLoss;
let feePaid = 0
if (baseAsset === 'BTC') {
strategy.positionSize = balanceAssetB / finalStopLoss;
strategy.positionRate = finalStopLoss;
balanceAssetA = balanceAssetA + balanceAssetB / finalStopLoss;
feePaid = balanceAssetB / finalStopLoss * feeStructure.taker / 100
balanceAssetA = balanceAssetA + balanceAssetB / finalStopLoss - feePaid;
balanceAssetB = 0;
} else {
strategy.positionSize = balanceAssetA * finalStopLoss;
strategy.positionRate = finalStopLoss;
balanceAssetB = balanceAssetB + balanceAssetA * finalStopLoss;
feePaid = balanceAssetA * finalStopLoss * feeStructure.taker / 100
balanceAssetB = balanceAssetB + balanceAssetA * finalStopLoss - feePaid;
balanceAssetA = 0;
}
@@ -1689,17 +1725,23 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
let finalTakeProfit = slippedTakeProfit;
let feePaid = 0
if (baseAsset === 'BTC') {
strategy.positionSize = balanceAssetB / finalTakeProfit;
strategy.positionRate = finalTakeProfit;
balanceAssetA = balanceAssetA + balanceAssetB / finalTakeProfit;
feePaid = balanceAssetB / finalTakeProfit * feeStructure.taker / 100
balanceAssetA = balanceAssetA + balanceAssetB / finalTakeProfit - feePaid;
balanceAssetB = 0;
} else {
strategy.positionSize = balanceAssetA * finalTakeProfit;
strategy.positionRate = finalTakeProfit;
balanceAssetB = balanceAssetB + balanceAssetA * finalTakeProfit;
feePaid = balanceAssetA * finalTakeProfit * feeStructure.taker / 100
balanceAssetB = balanceAssetB + balanceAssetA * finalTakeProfit - feePaid;
balanceAssetA = 0;
}
@@ -1991,11 +2033,19 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
lastTradeProfitLoss = 0;
lastTradeROI = 0;
let feePaid = 0
if (baseAsset === 'BTC') {
balanceAssetB = balanceAssetB + tradePositionSize * tradePositionRate;
feePaid = tradePositionSize * tradePositionRate * feeStructure.taker / 100
balanceAssetB = balanceAssetB + tradePositionSize * tradePositionRate - feePaid;
balanceAssetA = balanceAssetA - tradePositionSize;
} else {
balanceAssetA = balanceAssetA + tradePositionSize / tradePositionRate;
feePaid = tradePositionSize / tradePositionRate * feeStructure.taker / 100
balanceAssetA = balanceAssetA + tradePositionSize / tradePositionRate - feePaid;
balanceAssetB = balanceAssetB - tradePositionSize;
}