def test_calculate_fees_in_quote_for_one_trade_with_fees_different_tokens(
self):
rate_oracle = RateOracle()
rate_oracle._prices["DAI-COINALPHA"] = Decimal("2")
rate_oracle._prices["USDT-DAI"] = Decimal("0.9")
RateOracle._shared_instance = rate_oracle
performance_metric = PerformanceMetrics()
flat_fees = [
TokenAmount(token="USDT", amount=Decimal("10")),
TokenAmount(token="DAI", amount=Decimal("5")),
]
trade = Trade(trading_pair="HBOT-COINALPHA",
side=TradeType.BUY,
price=Decimal("1000"),
amount=Decimal("1"),
order_type=OrderType.LIMIT,
market="binance",
timestamp=1640001112.223,
trade_fee=AddedToCostTradeFee(percent=Decimal("0.1"),
percent_token="COINALPHA",
flat_fees=flat_fees))
self.async_run_with_timeout(
performance_metric._calculate_fees(quote="COINALPHA",
trades=[trade]))
expected_fee_amount = trade.amount * trade.price * trade.trade_fee.percent
expected_fee_amount += flat_fees[0].amount * Decimal("0.9") * Decimal(
"2")
expected_fee_amount += flat_fees[1].amount * Decimal("2")
self.assertEqual(expected_fee_amount, performance_metric.fee_in_quote)
def test_calculate_fees_in_quote_for_one_trade_fill_with_fees_different_tokens(
self):
rate_oracle = RateOracle()
rate_oracle._prices["DAI-COINALPHA"] = Decimal("2")
rate_oracle._prices["USDT-DAI"] = Decimal("0.9")
RateOracle._shared_instance = rate_oracle
performance_metric = PerformanceMetrics()
flat_fees = [
TokenAmount(token="USDT", amount=Decimal("10")),
TokenAmount(token="DAI", amount=Decimal("5")),
]
trade = TradeFill(
config_file_path="some-strategy.yml",
strategy="pure_market_making",
market="binance",
symbol="HBOT-COINALPHA",
base_asset="HBOT",
quote_asset="COINALPHA",
timestamp=int(time.time()),
order_id="someId0",
trade_type="BUY",
order_type="LIMIT",
price=1000,
amount=1,
trade_fee=AddedToCostTradeFee(percent=Decimal("0.1"),
percent_token="COINALPHA",
flat_fees=flat_fees).to_json(),
exchange_trade_id="someExchangeId0",
position=PositionAction.NIL.value,
)
self.async_run_with_timeout(
performance_metric._calculate_fees(quote="COINALPHA",
trades=[trade]))
expected_fee_amount = Decimal(str(trade.amount)) * Decimal(
str(trade.price)) * Decimal("0.1")
expected_fee_amount += flat_fees[0].amount * Decimal("0.9") * Decimal(
"2")
expected_fee_amount += flat_fees[1].amount * Decimal("2")
self.assertEqual(expected_fee_amount, performance_metric.fee_in_quote)