stable/freqtrade/pairlist/pairlistmanager.py

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"""
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PairList manager class
"""
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import logging
from copy import deepcopy
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from typing import Dict, List
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from cachetools import TTLCache, cached
from freqtrade.exceptions import OperationalException
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from freqtrade.pairlist.IPairList import IPairList
from freqtrade.resolvers import PairListResolver
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from freqtrade.typing import ListPairsWithTimeframes
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logger = logging.getLogger(__name__)
class PairListManager():
def __init__(self, exchange, config: dict) -> None:
self._exchange = exchange
self._config = config
self._whitelist = self._config['exchange'].get('pair_whitelist')
self._blacklist = self._config['exchange'].get('pair_blacklist', [])
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self._pairlist_handlers: List[IPairList] = []
self._tickers_needed = False
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for pairlist_handler_config in self._config.get('pairlists', None):
if 'method' not in pairlist_handler_config:
logger.warning(f"No method found in {pairlist_handler_config}, ignoring.")
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continue
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pairlist_handler = PairListResolver.load_pairlist(
pairlist_handler_config['method'],
exchange=exchange,
pairlistmanager=self,
config=config,
pairlistconfig=pairlist_handler_config,
pairlist_pos=len(self._pairlist_handlers)
)
self._tickers_needed |= pairlist_handler.needstickers
self._pairlist_handlers.append(pairlist_handler)
if not self._pairlist_handlers:
raise OperationalException("No Pairlist Handlers defined")
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@property
def whitelist(self) -> List[str]:
"""
Has the current whitelist
"""
return self._whitelist
@property
def blacklist(self) -> List[str]:
"""
Has the current blacklist
-> no need to overwrite in subclasses
"""
return self._blacklist
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@property
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def name_list(self) -> List[str]:
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"""
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Get list of loaded Pairlist Handler names
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"""
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return [p.name for p in self._pairlist_handlers]
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def short_desc(self) -> List[Dict]:
"""
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List of short_desc for each Pairlist Handler
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"""
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return [{p.name: p.short_desc()} for p in self._pairlist_handlers]
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@cached(TTLCache(maxsize=1, ttl=1800))
def _get_cached_tickers(self):
return self._exchange.get_tickers()
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def refresh_pairlist(self) -> None:
"""
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Run pairlist through all configured Pairlist Handlers.
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"""
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# Tickers should be cached to avoid calling the exchange on each call.
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tickers: Dict = {}
if self._tickers_needed:
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tickers = self._get_cached_tickers()
# Adjust whitelist if filters are using tickers
pairlist = self._prepare_whitelist(self._whitelist.copy(), tickers)
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# Process all Pairlist Handlers in the chain
for pairlist_handler in self._pairlist_handlers:
pairlist = pairlist_handler.filter_pairlist(pairlist, tickers)
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# Validation against blacklist happens after the chain of Pairlist Handlers
# to ensure blacklist is respected.
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pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True)
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self._whitelist = pairlist
def _prepare_whitelist(self, pairlist: List[str], tickers) -> List[str]:
"""
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Prepare sanitized pairlist for Pairlist Handlers that use tickers data - remove
pairs that do not have ticker available
"""
if self._tickers_needed:
# Copy list since we're modifying this list
for p in deepcopy(pairlist):
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if p not in tickers:
pairlist.remove(p)
return pairlist
def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
"""
Create list of pair tuples with (pair, ticker_interval)
"""
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return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]