autotrade/MarketTools.pm

   1 package autotrade::MarketTools;
   2
   3 use Carp;
   4 use Moose::Util::TypeConstraints;
   5
   6 require Exporter;
   7 our @ISA = qw(Exporter);
   8 our @EXPORT = qw($mult str_curr curr_str curr_conv doublefee_cost);
   9
  10 our $mult = 1000;
  11 sub str_curr { sprintf '%d', $_[0] * $mult; }
  12 sub curr_str { sprintf '%.3f', $_[0] / $mult; }
  13 subtype "Curr", as "Str";
  14 coerce "Curr", from "Str", via { str_curr($_) };
  15 # coerce "Str", from "Curr", via { curr_str($_) };
  16
  17 # Convert from currency to currency by rate.
  18 sub curr_conv {
  19         my ($amount, $rate) = @_;
  20         $amount * $rate / $mult;
  21 }
  22
  23 # How much fees we need to pay for a buy-sell combo, assuming we will
  24 # reimburse for the fees within the sell amount.
  25 sub doublefee_cost {
  26         my ($m, $buy, $sell) = @_;
  27         # This solves the equation
  28         #       (buy + (sell + fees)) * tfee = fees
  29         # returning $fees.
  30         return ($buy + $sell) * $m->fee() / (1 - $m->fee());
  31 }
  32
  33 1;