stable/freqtrade/plugins/pairlist/PrecisionFilter.py

"""
Precision pair list filter
"""
import logging
from typing import Any, Dict, Optional

from freqtrade.constants import Config
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import ROUND_UP
from freqtrade.exchange.types import Ticker
from freqtrade.plugins.pairlist.IPairList import IPairList


logger = logging.getLogger(__name__)


class PrecisionFilter(IPairList):

    def __init__(self, exchange, pairlistmanager,
                 config: Config, pairlistconfig: Dict[str, Any],
                 pairlist_pos: int) -> None:
        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)

        if 'stoploss' not in self._config:
            raise OperationalException(
                'PrecisionFilter can only work with stoploss defined. Please add the '
                'stoploss key to your configuration (overwrites eventual strategy settings).')
        self._stoploss = self._config['stoploss']
        self._enabled = self._stoploss != 0

        # Precalculate sanitized stoploss value to avoid recalculation for every pair
        self._stoploss = 1 - abs(self._stoploss)

    @property
    def needstickers(self) -> bool:
        """
        Boolean property defining if tickers are necessary.
        If no Pairlist requires tickers, an empty Dict is passed
        as tickers argument to filter_pairlist
        """
        return True

    def short_desc(self) -> str:
        """
        Short whitelist method description - used for startup-messages
        """
        return f"{self.name} - Filtering untradable pairs."

    def _validate_pair(self, pair: str, ticker: Optional[Ticker]) -> bool:
        """
        Check if pair has enough room to add a stoploss to avoid "unsellable" buys of very
        low value pairs.
        :param pair: Pair that's currently validated
        :param ticker: ticker dict as returned from ccxt.fetch_ticker
        :return: True if the pair can stay, false if it should be removed
        """
        if not ticker or ticker.get('last', None) is None:
            self.log_once(f"Removed {pair} from whitelist, because "
                          "ticker['last'] is empty (Usually no trade in the last 24h).",
                          logger.info)
            return False
        stop_price = ticker['last'] * self._stoploss

        # Adjust stop-prices to precision
        sp = self._exchange.price_to_precision(pair, stop_price, rounding_mode=ROUND_UP)

        stop_gap_price = self._exchange.price_to_precision(pair, stop_price * 0.99,
                                                           rounding_mode=ROUND_UP)
        logger.debug(f"{pair} - {sp} : {stop_gap_price}")

        if sp <= stop_gap_price:
            self.log_once(f"Removed {pair} from whitelist, because "
                          f"stop price {sp} would be <= stop limit {stop_gap_price}", logger.info)
            return False

        return True