CEXIO use "my" fees (#967)

* CEXIO use "my" fees

Get (and use) personalized fees on CEXIO as returned by the API at https://cex.io/api/get_myfee for live and paper trading.

The fees get recalculated (by CEX) and refreshed (by us) every day at midnight (GMT)

The timer uses UTC so this works regardless of the bots local timezone.

* Check for dynamicFees property instead of exchange name

Less hackish

extensions/exchanges/cexio/exchange.js

@@ -42,13 +42,31 @@ module.exports = function container (get, set, clear) {
     }, 10000)
   }
 
+  function refreshFees(args) {
+    var skew = 5000 // in ms
+    var now = new Date();
+    var nowUTC = new Date(now.getUTCFullYear(), now.getUTCMonth(), now.getUTCDate(), now.getUTCHours(), now.getUTCMinutes(), now.getUTCSeconds())
+    var midnightUTC = new Date(now.getUTCFullYear(), now.getUTCMonth(), now.getUTCDate(), now.getUTCHours(), now.getUTCMinutes(), now.getUTCSeconds()).setHours(24,0,0,0)
+    var countdown = midnightUTC - nowUTC + skew
+    if (so.debug) {
+      var hours = parseInt((countdown/(1000*60*60))%24)
+      var minutes = parseInt((countdown/(1000*60))%60)
+      var seconds = parseInt((countdown/1000)%60)
+      console.log('\nRefreshing fees in ' + hours + ' hours ' + minutes + ' minutes ' + seconds + ' seconds')
+    }
+    setTimeout(function() {
+      exchange['setFees'].apply(exchange, args)
+    }, countdown)
+  }
+
   var orders = {}
   var exchange = {
     name: 'cexio',
     historyScan: 'forward',
     backfillRateLimit: 0,
     makerFee: 0.16,
     takerFee: 0.25,
+    dynamicFees: true,
 
     getProducts: function () {
       return require('./products.json')
@@ -182,6 +200,32 @@ module.exports = function container (get, set, clear) {
       })
     },
 
+    setFees: function(opts) {
+      var func_args = [].slice.call(arguments)
+      var client = authedClient()
+      client.get_my_fee(function (err, body) {
+        if (err || (typeof body === 'string' && body.match(/error/))) {
+          if (so.debug) {
+            console.log(('\nsetFees ' + body + ' - using fixed fees!').red)
+          }
+          return retry('setFees', func_args)
+        } else {
+          var pair = opts.asset + ':' + opts.currency
+          var makerFee = (parseFloat(body[pair].buyMaker) + parseFloat(body[pair].sellMaker)) / 2
+          var takerFee = (parseFloat(body[pair].buy) + parseFloat(body[pair].sell)) / 2
+          if (exchange.makerFee != makerFee) {
+            if (so.debug) console.log('\nMaker fee changed: ' + exchange.makerFee + '% -> ' + makerFee + '%')
+            exchange.makerFee = makerFee
+          }
+          if (exchange.takerFee != takerFee) {
+            if (so.debug) console.log('\nTaker fee changed: ' + exchange.takerFee + '% -> ' + takerFee + '%')
+            exchange.takerFee = takerFee
+          }
+        }
+        return refreshFees(func_args)
+      })
+    },
+
     // return the property used for range querying.
     getCursor: function (trade) {
       return trade.trade_id

lib/engine.js

@@ -34,6 +34,9 @@ module.exports = function container (get, set, clear) {
       console.error('error: could not find product "' + s.product_id + '"')
       process.exit(1)
     }
+    if ((so.mode === 'live' || so.mode === 'paper') && s.exchange.dynamicFees) {
+      s.exchange.setFees({asset: s.asset, currency: s.currency})
+    }
     if (so.mode === 'sim' || so.mode === 'paper') {
       s.balance = {asset: so.asset_capital, currency: so.currency_capital}
     }