#152 : Simulate fees in Try Mode adapter

Author: gazbert

README.md

@@ -214,10 +214,7 @@ The [`TryModeExchangeAdapter`](./bxbot-exchanges/src/main/java/com/gazbert/bxbot
 configured by default to delegate public API calls to the 
 [`BitstampExchangeAdapter`](./bxbot-exchanges/src/main/java/com/gazbert/bxbot/exchanges/BitstampExchangeAdapter.java). 
 It simulates the private API (order management) calls; it's good for testing your initial setup and 
-paper trading, but you'll eventually want to send live orders to the exchange! You'll still need to 
-configure your API credentials for Bitstamp because the adapter makes an authenticated API call to 
-get the buy/sell fees from the [/balance](https://www.bitstamp.net/api/#account-balance) endpoint.
-
+``paper trading, but you'll eventually want to send live orders to the exchange!
 
 The configuration below shows how to live-trade with Bitstamp:
 

bxbot-exchanges/src/main/java/com/gazbert/bxbot/exchanges/TryModeExchangeAdapter.java

@@ -68,22 +68,32 @@ public class TryModeExchangeAdapter extends AbstractExchangeAdapter implements E
   private static final Logger LOG = LogManager.getLogger();
 
   private static final String SIMULATED_COUNTER_CURRENCY_PROPERTY_NAME = "simulatedCounterCurrency";
-  private static final String COUNTER_CURRENCY_START_BALANCE_PROPERTY_NAME =
-      "counterCurrencyStartingBalance";
+  private static final String SIMULATED_COUNTER_CURRENCY_START_BALANCE_PROPERTY_NAME =
+      "simulatedCounterCurrencyStartingBalance";
+
   private static final String SIMULATED_BASE_CURRENCY_PROPERTY_NAME = "simulatedBaseCurrency";
-  private static final String BASE_CURRENCY_START_BALANCE_PROPERTY_NAME =
-      "baseCurrencyStartingBalance";
+  private static final String SIMULATED_BASE_CURRENCY_START_BALANCE_PROPERTY_NAME =
+      "simulatedBaseCurrencyStartingBalance";
+
+  private static final String SIMULATED_SELL_FEE_PROPERTY_NAME = "simulatedSellFee";
+  private static final String SIMULATED_BUY_FEE_PROPERTY_NAME = "simulatedBuyFee";
+
   private static final String DELEGATE_ADAPTER_CLASS_PROPERTY_NAME = "delegateAdapter";
 
   private String simulatedBaseCurrency;
+  private BigDecimal simulatedBaseCurrencyBalance;
+
   private String simulatedCounterCurrency;
-  private BigDecimal counterCurrencyBalance;
+  private BigDecimal simulatedCounterCurrencyBalance;
+
+  private BigDecimal simulatedSellFee;
+  private BigDecimal simulatedBuyFee;
+
   private String delegateExchangeClassName;
 
   private ExchangeAdapter delegateExchangeAdapter;
 
   private OpenOrder currentOpenOrder;
-  private BigDecimal baseCurrencyBalance;
   private boolean isOpenOrderCheckReentering;
 
   @Override
@@ -173,31 +183,21 @@ public BigDecimal getLatestMarketPrice(String marketId)
   @Override
   public BalanceInfo getBalanceInfo() {
     final HashMap<String, BigDecimal> availableBalances = new HashMap<>();
-    availableBalances.put(simulatedBaseCurrency, baseCurrencyBalance);
-    availableBalances.put(simulatedCounterCurrency, counterCurrencyBalance);
+    availableBalances.put(simulatedBaseCurrency, simulatedBaseCurrencyBalance);
+    availableBalances.put(simulatedCounterCurrency, simulatedCounterCurrencyBalance);
     final BalanceInfo currentBalance = new BalanceInfoImpl(availableBalances, new HashMap<>());
     LOG.info(() -> "Return the following simulated balances: " + currentBalance);
     return currentBalance;
   }
 
   @Override
-  public BigDecimal getPercentageOfBuyOrderTakenForExchangeFee(String marketId)
-      throws TradingApiException, ExchangeNetworkException {
-    LOG.info(
-        () ->
-            "Delegate 'getPercentageOfBuyOrderTakenForExchangeFee'"
-                + "to the configured delegation exchange adapter.");
-    return delegateExchangeAdapter.getPercentageOfBuyOrderTakenForExchangeFee(marketId);
+  public BigDecimal getPercentageOfBuyOrderTakenForExchangeFee(String marketId) {
+    return simulatedBuyFee;
   }
 
   @Override
-  public BigDecimal getPercentageOfSellOrderTakenForExchangeFee(String marketId)
-      throws TradingApiException, ExchangeNetworkException {
-    LOG.info(
-        () ->
-            "Delegate 'getPercentageOfSellOrderTakenForExchangeFee'"
-                + "to the configured delegation exchange adapter.");
-    return delegateExchangeAdapter.getPercentageOfSellOrderTakenForExchangeFee(marketId);
+  public BigDecimal getPercentageOfSellOrderTakenForExchangeFee(String marketId) {
+    return simulatedSellFee;
   }
 
   @Override
@@ -215,24 +215,33 @@ private void setOtherConfig(ExchangeConfig exchangeConfig) {
     LOG.info(() -> "Base currency to be simulated:" + simulatedBaseCurrency);
 
     final String startingBaseBalanceInConfig =
-        getOtherConfigItem(otherConfig, BASE_CURRENCY_START_BALANCE_PROPERTY_NAME);
-    baseCurrencyBalance = new BigDecimal(startingBaseBalanceInConfig);
+        getOtherConfigItem(otherConfig, SIMULATED_BASE_CURRENCY_START_BALANCE_PROPERTY_NAME);
+    simulatedBaseCurrencyBalance = new BigDecimal(startingBaseBalanceInConfig);
     LOG.info(
         () ->
             "Base currency balance at simulation start in BigDecimal format: "
-                + baseCurrencyBalance);
+                + simulatedBaseCurrencyBalance);
 
     simulatedCounterCurrency =
         getOtherConfigItem(otherConfig, SIMULATED_COUNTER_CURRENCY_PROPERTY_NAME);
     LOG.info(() -> "Counter currency to be simulated:" + simulatedCounterCurrency);
 
     final String startingBalanceInConfig =
-        getOtherConfigItem(otherConfig, COUNTER_CURRENCY_START_BALANCE_PROPERTY_NAME);
-    counterCurrencyBalance = new BigDecimal(startingBalanceInConfig);
+        getOtherConfigItem(otherConfig, SIMULATED_COUNTER_CURRENCY_START_BALANCE_PROPERTY_NAME);
+    simulatedCounterCurrencyBalance = new BigDecimal(startingBalanceInConfig);
     LOG.info(
         () ->
             "Counter currency balance at simulation start in BigDecimal format: "
-                + counterCurrencyBalance);
+                + simulatedCounterCurrencyBalance);
+
+    final String sellFeeInConfig =
+        getOtherConfigItem(otherConfig, SIMULATED_SELL_FEE_PROPERTY_NAME);
+    simulatedSellFee = new BigDecimal(sellFeeInConfig);
+    LOG.info(() -> "Sell Fee at simulation start in BigDecimal format: " + simulatedSellFee);
+
+    final String buyFeeInConfig = getOtherConfigItem(otherConfig, SIMULATED_BUY_FEE_PROPERTY_NAME);
+    simulatedBuyFee = new BigDecimal(buyFeeInConfig);
+    LOG.info(() -> "Buy Fee at simulation start in BigDecimal format: " + simulatedBuyFee);
 
     delegateExchangeClassName =
         getOtherConfigItem(otherConfig, DELEGATE_ADAPTER_CLASS_PROPERTY_NAME);
@@ -250,6 +259,7 @@ private void initializeAdapterDelegation(ExchangeConfig config) {
     delegateExchangeAdapter.init(config);
   }
 
+  @SuppressWarnings("unchecked")
   private ExchangeAdapter createDelegateExchangeAdapter() {
     LOG.info(() -> "Creating the delegate exchange adapter '" + delegateExchangeClassName + "'...");
     try {
@@ -308,8 +318,9 @@ private void checkOpenSellOrderExecution(String marketId)
       final BigDecimal buyFees =
           getPercentageOfSellOrderTakenForExchangeFee(marketId).multiply(orderPrice);
       final BigDecimal netOrderPrice = orderPrice.subtract(buyFees);
-      counterCurrencyBalance = counterCurrencyBalance.add(netOrderPrice);
-      baseCurrencyBalance = baseCurrencyBalance.subtract(currentOpenOrder.getOriginalQuantity());
+      simulatedCounterCurrencyBalance = simulatedCounterCurrencyBalance.add(netOrderPrice);
+      simulatedBaseCurrencyBalance =
+          simulatedBaseCurrencyBalance.subtract(currentOpenOrder.getOriginalQuantity());
       currentOpenOrder = null;
     }
   }
@@ -326,8 +337,9 @@ private void checkOpenBuyOrderExecution(String marketId)
       final BigDecimal buyFees =
           getPercentageOfBuyOrderTakenForExchangeFee(marketId).multiply(orderPrice);
       final BigDecimal netOrderPrice = orderPrice.add(buyFees);
-      counterCurrencyBalance = counterCurrencyBalance.subtract(netOrderPrice);
-      baseCurrencyBalance = baseCurrencyBalance.add(currentOpenOrder.getOriginalQuantity());
+      simulatedCounterCurrencyBalance = simulatedCounterCurrencyBalance.subtract(netOrderPrice);
+      simulatedBaseCurrencyBalance =
+          simulatedBaseCurrencyBalance.add(currentOpenOrder.getOriginalQuantity());
       currentOpenOrder = null;
     }
   }

bxbot-exchanges/src/test/java/com/gazbert/bxbot/exchanges/TestTryModeExchangeAdapter.java

@@ -93,11 +93,6 @@ public class TestTryModeExchangeAdapter extends AbstractExchangeAdapter {
   private static final BigDecimal SELL_ORDER_QUANTITY = new BigDecimal("0.03");
   private static final String UNRECOGNISED_ORDER_ID = "80894263";
 
-  private static final BigDecimal PERCENTAGE_OF_SELL_ORDER_TAKEN_FOR_EXCHANGE_FEE =
-      new BigDecimal("0.0025");
-  private static final BigDecimal PERCENTAGE_OF_BUY_ORDER_TAKEN_FOR_EXCHANGE_FEE =
-      new BigDecimal("0.0024");
-
   private static final BigDecimal LAST = new BigDecimal("18789.58");
   private static final BigDecimal BID = new BigDecimal("18778.25");
   private static final BigDecimal ASK = new BigDecimal("18783.33");
@@ -160,6 +155,13 @@ public class TestTryModeExchangeAdapter extends AbstractExchangeAdapter {
   private static final String COUNTER_CURRENCY = "USD";
   private static final String COUNTER_CURRENCY_STARTING_BALANCE = "100.0";
 
+  private static final String SIMULATED_SELL_FEE = "0.2";
+  private static final String SIMULATED_BUY_FEE = "0.1";
+  private static final BigDecimal PERCENTAGE_OF_SELL_ORDER_TAKEN_FOR_EXCHANGE_FEE =
+      new BigDecimal(SIMULATED_SELL_FEE);
+  private static final BigDecimal PERCENTAGE_OF_BUY_ORDER_TAKEN_FOR_EXCHANGE_FEE =
+      new BigDecimal(SIMULATED_BUY_FEE);
+
   private static final String CLIENT_ID = "clientId123";
   private static final String KEY = "key123";
   private static final String SECRET = "notGonnaTellYa";
@@ -185,17 +187,20 @@ public void setupForEachTest() {
 
     OtherConfig otherConfig = PowerMock.createMock(OtherConfig.class);
     expect(otherConfig.getItem("simulatedBaseCurrency")).andReturn(BASE_CURRENCY).atLeastOnce();
-    expect(otherConfig.getItem("baseCurrencyStartingBalance"))
+    expect(otherConfig.getItem("simulatedBaseCurrencyStartingBalance"))
         .andReturn(BASE_CURRENCY_STARTING_BALANCE)
         .atLeastOnce();
 
     expect(otherConfig.getItem("simulatedCounterCurrency"))
         .andReturn(COUNTER_CURRENCY)
         .atLeastOnce();
-    expect(otherConfig.getItem("counterCurrencyStartingBalance"))
+    expect(otherConfig.getItem("simulatedCounterCurrencyStartingBalance"))
         .andReturn(COUNTER_CURRENCY_STARTING_BALANCE)
         .atLeastOnce();
 
+    expect(otherConfig.getItem("simulatedSellFee")).andReturn(SIMULATED_SELL_FEE).atLeastOnce();
+    expect(otherConfig.getItem("simulatedBuyFee")).andReturn(SIMULATED_BUY_FEE).atLeastOnce();
+
     expect(otherConfig.getItem("delegateAdapter")).andReturn(DELEGATE_ADAPTER).atLeastOnce();
 
     authenticationConfig = PowerMock.createMock(AuthenticationConfig.class);
@@ -303,12 +308,6 @@ public void testCreateBuyOrderThatFillsInstantly() throws Exception {
     PowerMock.expectPrivate(delegateExchangeAdapter, MOCKED_GET_TICKER_METHOD, eq(MARKET_ID))
         .andReturn(tickerResponse);
 
-    PowerMock.expectPrivate(
-            delegateExchangeAdapter,
-            MOCKED_GET_PERCENTAGE_OF_BUY_ORDER_TAKEN_FOR_EXCHANGE_FEE,
-            eq(MARKET_ID))
-        .andReturn(PERCENTAGE_OF_BUY_ORDER_TAKEN_FOR_EXCHANGE_FEE);
-
     final TryModeExchangeAdapter tryModeExchangeAdapter =
         PowerMock.createPartialMockAndInvokeDefaultConstructor(
             TryModeExchangeAdapter.class, MOCKED_CREATE_DELEGATE_EXCHANGE_ADAPTER);
@@ -375,12 +374,6 @@ public void testCreateSellOrderThatFillsInstantly() throws Exception {
     PowerMock.expectPrivate(delegateExchangeAdapter, MOCKED_GET_TICKER_METHOD, eq(MARKET_ID))
         .andReturn(tickerResponse);
 
-    PowerMock.expectPrivate(
-            delegateExchangeAdapter,
-            MOCKED_GET_PERCENTAGE_OF_SELL_ORDER_TAKEN_FOR_EXCHANGE_FEE,
-            eq(MARKET_ID))
-        .andReturn(PERCENTAGE_OF_SELL_ORDER_TAKEN_FOR_EXCHANGE_FEE);
-
     final TryModeExchangeAdapter tryModeExchangeAdapter =
         PowerMock.createPartialMockAndInvokeDefaultConstructor(
             TryModeExchangeAdapter.class, MOCKED_CREATE_DELEGATE_EXCHANGE_ADAPTER);
@@ -609,12 +602,6 @@ public void testGettingYourOpenOrdersWhenSellOrderFilled() throws Exception {
     PowerMock.expectPrivate(delegateExchangeAdapter, MOCKED_GET_TICKER_METHOD, eq(MARKET_ID))
         .andReturn(tickerResponse);
 
-    PowerMock.expectPrivate(
-            delegateExchangeAdapter,
-            MOCKED_GET_PERCENTAGE_OF_SELL_ORDER_TAKEN_FOR_EXCHANGE_FEE,
-            eq(MARKET_ID))
-        .andReturn(PERCENTAGE_OF_SELL_ORDER_TAKEN_FOR_EXCHANGE_FEE);
-
     final TryModeExchangeAdapter tryModeExchangeAdapter =
         PowerMock.createPartialMockAndInvokeDefaultConstructor(
             TryModeExchangeAdapter.class, MOCKED_CREATE_DELEGATE_EXCHANGE_ADAPTER);
@@ -714,12 +701,6 @@ public void testGettingYourOpenOrdersWhenBuyOrderFilled() throws Exception {
     PowerMock.expectPrivate(delegateExchangeAdapter, MOCKED_GET_TICKER_METHOD, eq(MARKET_ID))
         .andReturn(tickerResponse);
 
-    PowerMock.expectPrivate(
-            delegateExchangeAdapter,
-            MOCKED_GET_PERCENTAGE_OF_BUY_ORDER_TAKEN_FOR_EXCHANGE_FEE,
-            eq(MARKET_ID))
-        .andReturn(PERCENTAGE_OF_BUY_ORDER_TAKEN_FOR_EXCHANGE_FEE);
-
     final TryModeExchangeAdapter tryModeExchangeAdapter =
         PowerMock.createPartialMockAndInvokeDefaultConstructor(
             TryModeExchangeAdapter.class, MOCKED_CREATE_DELEGATE_EXCHANGE_ADAPTER);
@@ -908,17 +889,12 @@ public void testGettingBalanceInfoSuccessfully() throws Exception {
 
   @Test
   public void testGettingExchangeBuyingFeeSuccessfully() throws Exception {
+
     final BitstampExchangeAdapter delegateExchangeAdapter =
         PowerMock.createPartialMockAndInvokeDefaultConstructor(
             BitstampExchangeAdapter.class,
             MOCKED_GET_PERCENTAGE_OF_BUY_ORDER_TAKEN_FOR_EXCHANGE_FEE);
 
-    PowerMock.expectPrivate(
-            delegateExchangeAdapter,
-            MOCKED_GET_PERCENTAGE_OF_BUY_ORDER_TAKEN_FOR_EXCHANGE_FEE,
-            eq(MARKET_ID))
-        .andReturn(PERCENTAGE_OF_BUY_ORDER_TAKEN_FOR_EXCHANGE_FEE);
-
     final TryModeExchangeAdapter tryModeExchangeAdapter =
         PowerMock.createPartialMockAndInvokeDefaultConstructor(
             TryModeExchangeAdapter.class, MOCKED_CREATE_DELEGATE_EXCHANGE_ADAPTER);
@@ -931,7 +907,7 @@ public void testGettingExchangeBuyingFeeSuccessfully() throws Exception {
     tryModeExchangeAdapter.init(exchangeConfig);
 
     final BigDecimal buyPercentageFee =
-        delegateExchangeAdapter.getPercentageOfBuyOrderTakenForExchangeFee(MARKET_ID);
+        tryModeExchangeAdapter.getPercentageOfBuyOrderTakenForExchangeFee(MARKET_ID);
     assertEquals(0, buyPercentageFee.compareTo(PERCENTAGE_OF_BUY_ORDER_TAKEN_FOR_EXCHANGE_FEE));
 
     PowerMock.verifyAll();
@@ -943,17 +919,12 @@ public void testGettingExchangeBuyingFeeSuccessfully() throws Exception {
 
   @Test
   public void testGettingExchangeSellingFeeSuccessfully() throws Exception {
+
     final BitstampExchangeAdapter delegateExchangeAdapter =
         PowerMock.createPartialMockAndInvokeDefaultConstructor(
             BitstampExchangeAdapter.class,
             MOCKED_GET_PERCENTAGE_OF_SELL_ORDER_TAKEN_FOR_EXCHANGE_FEE);
 
-    PowerMock.expectPrivate(
-            delegateExchangeAdapter,
-            MOCKED_GET_PERCENTAGE_OF_SELL_ORDER_TAKEN_FOR_EXCHANGE_FEE,
-            eq(MARKET_ID))
-        .andReturn(PERCENTAGE_OF_SELL_ORDER_TAKEN_FOR_EXCHANGE_FEE);
-
     final TryModeExchangeAdapter tryModeExchangeAdapter =
         PowerMock.createPartialMockAndInvokeDefaultConstructor(
             TryModeExchangeAdapter.class, MOCKED_CREATE_DELEGATE_EXCHANGE_ADAPTER);

config/exchange.yaml

@@ -57,13 +57,19 @@ exchange:
     simulatedCounterCurrency: USD
 
     # The starting balance for the simulation. The simulation starts with this amount for counter currency.
-    counterCurrencyStartingBalance: 100
+    simulatedCounterCurrencyStartingBalance: 100
 
     # The base currency which is simulated. This must match your chosen market base currency.
     simulatedBaseCurrency: BTC
 
     # The starting balance for the simulation. The simulation starts with this amount for base currency.
-    baseCurrencyStartingBalance: 2
+    simulatedBaseCurrencyStartingBalance: 2
+
+    # The exchange sell fee percentage for the simulation.
+    simulatedSellFee: 0.1
+
+    # The exchange buy fee percentage for the simulation.
+    simulatedBuyFee: 0.1
 
     # The adapter which should be used for public API calls.
     # All special config values for this adapter must be given in this otherConfig section as well.