rustybot/src/connectors.rs

@@ -57,21 +57,52 @@ impl Client {
         pair: &SymbolPair,
     ) -> Result<Option<Vec<Position>>, BoxError> {
         // retrieving open positions and order book to calculate effective profit/loss
-        let (positions, order_book) = tokio::join!(
+        let (positions, order_book, fees) = tokio::join!(
             self.inner.active_positions(pair),
-            self.inner.order_book(pair)
+            self.inner.order_book(pair),
+            self.inner.trading_fees()
         );
 
-        let (mut positions, order_book) = (positions?, order_book?);
+        let (mut positions, order_book, fees) = (positions?, order_book?, fees?);
         let (best_ask, best_bid) = (order_book.lowest_ask(), order_book.highest_bid());
 
+        let derivative_taker = fees
+            .iter()
+            .filter_map(|x| match x {
+                TradingFees::Taker {
+                    platform,
+                    percentage,
+                } if platform == &TradingPlatform::Derivative => Some(percentage),
+                _ => None,
+            })
+            .next()
+            .ok_or("Could not retrieve derivative taker fee!")?;
+        let margin_taker = fees
+            .iter()
+            .filter_map(|x| match x {
+                TradingFees::Taker {
+                    platform,
+                    percentage,
+                } if platform == &TradingPlatform::Margin => Some(percentage),
+                _ => None,
+            })
+            .next()
+            .ok_or("Could not retrieve margin taker fee!")?;
+
         // updating positions with effective profit/loss
-        // TODO: change fee with account's taker fee
         positions.iter_mut().flatten().for_each(|x| {
+            let fee = match x.platform() {
+                TradingPlatform::Funding | TradingPlatform::Exchange => {
+                    unimplemented!()
+                }
+                TradingPlatform::Margin => margin_taker,
+                TradingPlatform::Derivative => derivative_taker,
+            };
+
             if x.is_short() {
-                x.update_profit_loss(best_ask, 0.075);
+                x.update_profit_loss(best_ask, *fee);
             } else {
-                x.update_profit_loss(best_bid, 0.075);
+                x.update_profit_loss(best_bid, *fee);
             }
         });
 
@@ -380,7 +411,46 @@ impl Connector for BitfinexConnector {
     }
 
     async fn trading_fees(&self) -> Result<Vec<TradingFees>, BoxError> {
-        unimplemented!()
+        let mut fees = vec![];
+        let accountfees = self.bfx.account.account_summary().await?;
+
+        // Derivatives
+        let derivative_taker = TradingFees::Taker {
+            platform: TradingPlatform::Derivative,
+            percentage: accountfees.derivative_taker() * 100.0,
+        };
+        let derivative_maker = TradingFees::Maker {
+            platform: TradingPlatform::Derivative,
+            percentage: accountfees.derivative_rebate() * 100.0,
+        };
+        fees.push(derivative_taker);
+        fees.push(derivative_maker);
+
+        // Exchange
+        let exchange_taker = TradingFees::Taker {
+            platform: TradingPlatform::Exchange,
+            percentage: accountfees.taker_to_fiat() * 100.0,
+        };
+        let exchange_maker = TradingFees::Maker {
+            platform: TradingPlatform::Exchange,
+            percentage: accountfees.maker_fee() * 100.0,
+        };
+        fees.push(exchange_taker);
+        fees.push(exchange_maker);
+
+        // Margin
+        let margin_taker = TradingFees::Taker {
+            platform: TradingPlatform::Margin,
+            percentage: accountfees.taker_to_fiat() * 100.0,
+        };
+        let margin_maker = TradingFees::Maker {
+            platform: TradingPlatform::Margin,
+            percentage: accountfees.maker_fee() * 100.0,
+        };
+        fees.push(margin_taker);
+        fees.push(margin_maker);
+
+        Ok(fees)
     }
 }
 
@@ -423,6 +493,14 @@ impl TryInto<Position> for bitfinex::positions::Position {
             }
         };
 
+        let platform = {
+            if self.symbol().to_ascii_lowercase().contains("f0") {
+                TradingPlatform::Derivative
+            } else {
+                TradingPlatform::Margin
+            }
+        };
+
         Ok(Position::new(
             SymbolPair::from_str(self.symbol())?,
             state,
@@ -432,6 +510,7 @@ impl TryInto<Position> for bitfinex::positions::Position {
             self.pl_perc(),
             self.price_liq(),
             self.position_id(),
+            platform,
         )
         .with_creation_date(self.mts_create())
         .with_creation_update(self.mts_update()))
@@ -648,23 +727,23 @@ impl From<&bitfinex::orders::ActiveOrder> for OrderDetails {
 // TODO: fields are hardcoded, to fix
 impl From<&bitfinex::responses::TradeResponse> for Trade {
     fn from(response: &TradeResponse) -> Self {
-        let pair = SymbolPair::from_str(&response.symbol).unwrap();
+        let pair = SymbolPair::from_str(&response.symbol()).unwrap();
         let fee = {
-            if response.is_maker {
-                OrderFee::Maker(response.fee)
+            if response.is_maker() {
+                OrderFee::Maker(response.fee())
             } else {
-                OrderFee::Taker(response.fee)
+                OrderFee::Taker(response.fee())
             }
         };
 
         Self {
-            trade_id: response.trade_id,
+            trade_id: response.trade_id(),
             pair,
-            execution_timestamp: response.execution_timestamp,
-            price: response.execution_price,
-            amount: response.execution_amount,
+            execution_timestamp: response.execution_timestamp(),
+            price: response.execution_price(),
+            amount: response.execution_amount(),
             fee,
-            fee_currency: Symbol::new(response.symbol.clone()),
+            fee_currency: Symbol::new(response.symbol().to_owned().clone()),
         }
     }
 }

rustybot/src/models.rs

@@ -186,7 +186,7 @@ impl PartialEq for ActiveOrder {
 
 impl Eq for ActiveOrder {}
 
-#[derive(Debug, Clone, Copy)]
+#[derive(Debug, Clone, Copy, Eq, PartialEq)]
 pub enum TradingPlatform {
     Exchange,
     Derivative,
@@ -396,6 +396,7 @@ pub struct Position {
     position_id: u64,
     creation_date: Option<u64>,
     creation_update: Option<u64>,
+    platform: TradingPlatform,
 }
 
 impl Position {
@@ -408,6 +409,7 @@ impl Position {
         pl_perc: f64,
         price_liq: f64,
         position_id: u64,
+        platform: TradingPlatform,
     ) -> Self {
         Position {
             pair,
@@ -421,6 +423,7 @@ impl Position {
             creation_date: None,
             creation_update: None,
             profit_state: None,
+            platform,
         }
     }
 
@@ -505,6 +508,9 @@ impl Position {
     pub fn is_long(&self) -> bool {
         self.amount.is_sign_positive()
     }
+    pub fn platform(&self) -> TradingPlatform {
+        self.platform
+    }
 }
 
 impl Hash for Position {