stable/freqtrade/pairlist/IPairList.py

"""
PairList Handler base class
"""
import logging
from abc import ABC, abstractmethod, abstractproperty
from typing import Any, Dict, List

from cachetools import TTLCache, cached

from freqtrade.exchange import market_is_active


logger = logging.getLogger(__name__)


class IPairList(ABC):

    def __init__(self, exchange, pairlistmanager,
                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
                 pairlist_pos: int) -> None:
        """
        :param exchange: Exchange instance
        :param pairlistmanager: Instantiated Pairlist manager
        :param config: Global bot configuration
        :param pairlistconfig: Configuration for this Pairlist Handler - can be empty.
        :param pairlist_pos: Position of the Pairlist Handler in the chain
        """
        self._exchange = exchange
        self._pairlistmanager = pairlistmanager
        self._config = config
        self._pairlistconfig = pairlistconfig
        self._pairlist_pos = pairlist_pos
        self.refresh_period = self._pairlistconfig.get('refresh_period', 1800)
        self._last_refresh = 0
        self._log_cache = TTLCache(maxsize=1024, ttl=self.refresh_period)

    @property
    def name(self) -> str:
        """
        Gets name of the class
        -> no need to overwrite in subclasses
        """
        return self.__class__.__name__

    def log_on_refresh(self, logmethod, message: str) -> None:
        """
        Logs message - not more often than "refresh_period" to avoid log spamming
        Logs the log-message as debug as well to simplify debugging.
        :param logmethod: Function that'll be called. Most likely `logger.info`.
        :param message: String containing the message to be sent to the function.
        :return: None.
        """

        @cached(cache=self._log_cache)
        def _log_on_refresh(message: str):
            logmethod(message)

        # Log as debug first
        logger.debug(message)
        # Call hidden function.
        _log_on_refresh(message)

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

    @abstractmethod
    def short_desc(self) -> str:
        """
        Short whitelist method description - used for startup-messages
        -> Please overwrite in subclasses
        """

    @abstractmethod
    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
        """
        Filters and sorts pairlist and returns the whitelist again.
        Called on each bot iteration - please use internal caching if necessary
        -> Please overwrite in subclasses
        :param pairlist: pairlist to filter or sort
        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
        :return: new whitelist
        """

    def verify_blacklist(self, pairlist: List[str]) -> List[str]:
        """
        Proxy method to verify_blacklist for easy access for child classes.
        Uses `aswarning=False`, as it should be for Pairlist Handlers.
        :param pairlist: Pairlist to validate
        :return: pairlist - blacklisted pairs
        """
        return self._pairlistmanager.verify_blacklist(pairlist, aswarning=False)

    def _whitelist_for_active_markets(self, pairlist: List[str]) -> List[str]:
        """
        Check available markets and remove pair from whitelist if necessary
        :param whitelist: the sorted list of pairs the user might want to trade
        :return: the list of pairs the user wants to trade without those unavailable or
        black_listed
        """
        markets = self._exchange.markets

        sanitized_whitelist: List[str] = []
        for pair in pairlist:
            # pair is not in the generated dynamic market or has the wrong stake currency
            if pair not in markets:
                logger.warning(f"Pair {pair} is not compatible with exchange "
                               f"{self._exchange.name}. Removing it from whitelist..")
                continue

            if self._exchange.get_pair_quote_currency(pair) != self._config['stake_currency']:
                logger.warning(f"Pair {pair} is not compatible with your stake currency "
                               f"{self._config['stake_currency']}. Removing it from whitelist..")
                continue

            # Check if market is active
            market = markets[pair]
            if not market_is_active(market):
                logger.info(f"Ignoring {pair} from whitelist. Market is not active.")
                continue
            if pair not in sanitized_whitelist:
                sanitized_whitelist.append(pair)

        # We need to remove pairs that are unknown
        return sanitized_whitelist