Update documentation

config_full.json.example

@@ -56,7 +56,8 @@
             "method": "VolumePairList",
             "config": {
                 "number_assets": 20,
-                "sort_key": "quoteVolume"
+                "sort_key": "quoteVolume",
+                "ttl": 1800
             }
         },
         {"method": "PrecisionFilter"},

docs/configuration.md

@@ -82,8 +82,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded.
 | `edge` | false | Please refer to [edge configuration document](edge.md) for detailed explanation.
 | `experimental.block_bad_exchanges` | true | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now.
-| `pairlist.method` | StaticPairList | Use static or dynamic volume-based pairlist. [More information below](#dynamic-pairlists).
+| `pairlists` | StaticPairList | Define one or more pairlists to be used. [More information below](#dynamic-pairlists).
-| `pairlist.config` | None | Additional configuration for dynamic pairlists. [More information below](#dynamic-pairlists).
 | `telegram.enabled` | true | **Required.** Enable or not the usage of Telegram.
 | `telegram.token` | token | Your Telegram bot token. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.***
 | `telegram.chat_id` | chat_id | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.***
@@ -382,41 +381,50 @@ The valid values are:
 Pairlists define the list of pairs that the bot should trade.
 There are [`StaticPairList`](#static-pair-list) and dynamic Whitelists available.
 
-In addition to pairlists, [pairlist filters](#available-pairlist-filters) can be configured, which remove certain assets.
+[`PrecisionFilter`](#precision-filter) and [`LowPriceFilter`](#low-price-pair-filter) act as filters, removing low-value pairs.
-These Filters work with all Pairlist providers and are applied in the sequence they occur.
+
+All pairlists can be chained, and a combination of all pairlists will become your new whitelist.
+
+Inactive markets and blacklisted pairs are always removed from the resulting `pair_whitelist`.
 
 ### Available Pairlists
 
 * [`StaticPairList`](#static-pair-list) (default, if not configured differently)
 * [`VolumePairList`](#volume-pair-list)
+* [`PrecisionFilter`](#precision-filter)
+* [`LowPriceFilter`](#low-price-pair-filter)
 
 #### Static Pair List
 
-By default, the `StaticPairList` method is used, which uses a statically defined pair whitelist from the configuration. Inactive markets and blacklisted pairs are removed from the pair_whitelist.
+By default, the `StaticPairList` method is used, which uses a statically defined pair whitelist from the configuration. 
 
 It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`.
 
+```json
+"pairlists": [
+    {"method": "StaticPairList"}
+    ],
+```
+
 #### Volume Pair List
 
 `VolumePairList` selects `number_assets` top pairs based on `sort_key`, which can be one of `askVolume`, `bidVolume` and `quoteVolume` and defaults to `quoteVolume`.
 
 `VolumePairList` does not consider `pair_whitelist`, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
-Pairs in `pair_blacklist` are not considered for `VolumePairList`, even if all other filters would match.
+
+`ttl` allows setting the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
 
 ```json
-"pairlist": {
+"pairlists": [{
         "method": "VolumePairList",
         "config": {
             "number_assets": 20,
             "sort_key": "quoteVolume",
-        },
+            "ttl": 1800,
+        }
+],
 ```
 
-### Available Pairlist Filters
-
-* [`PrecisionFilter`](#precision-filter)
-* [`LowPriceFilter`](#low-price-pair-filter)
-
 #### Precision Filter
 
 Filters low-value coins which would not allow setting a stoploss.
@@ -440,17 +448,19 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
     "pair_whitelist": [],
     "pair_blacklist": ["BNB/BTC"]
 },
-"pairlist": {
+"pairlists": [
+    {
         "method": "VolumePairList",
         "config": {
             "number_assets": 20,
             "sort_key": "quoteVolume",
         },
-        "filters":{
-            "PrecisionFilter": {},
-            "LowPriceFilter": {"low_price_percent": 0.01}
-        }
     },
+    {"method": "PrecisionFilter"},
+    {"method": "LowPriceFilter",
+          "config": {"low_price_percent": 0.01}
+    }
+    }],
 ```
 
 ## Switch to Dry-run mode

docs/developer.md

@@ -46,15 +46,18 @@ def test_method_to_test(caplog):
 The fastest and easiest way to start up is to use docker-compose.develop which gives developers the ability to start the bot up with all the required dependencies, *without* needing to install any freqtrade specific dependencies on your local machine.
 
 #### Install
+
 * [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
 * [docker](https://docs.docker.com/install/)
 * [docker-compose](https://docs.docker.com/compose/install/)
 
 #### Starting the bot
 ##### Use the develop dockerfile
+
 ``` bash
 rm docker-compose.yml && mv docker-compose.develop.yml docker-compose.yml
 ```
+
 #### Docker Compose
 
 ##### Starting
@@ -62,9 +65,11 @@ rm docker-compose.yml && mv docker-compose.develop.yml docker-compose.yml
 ``` bash
 docker-compose up
 ```
+
 ![Docker compose up](https://user-images.githubusercontent.com/419355/65456322-47f63a80-de06-11e9-90c6-3c74d1bad0b8.png)
 
 ##### Rebuilding
+
 ``` bash
 docker-compose build
 ```
@@ -77,8 +82,8 @@ that can be effected by `docker-compose up` or `docker-compose run freqtrade_dev
 ``` bash
 docker-compose exec freqtrade_develop /bin/bash
 ```
-![image](https://user-images.githubusercontent.com/419355/65456522-ba671a80-de06-11e9-9598-df9ca0d8dcac.png)
 
+![image](https://user-images.githubusercontent.com/419355/65456522-ba671a80-de06-11e9-9598-df9ca0d8dcac.png)
 
 ## Modules
 
@@ -95,7 +100,7 @@ This is a simple provider, which however serves as a good example on how to star
 
 Next, modify the classname of the provider (ideally align this with the Filename).
 
-The base-class provides the an instance of the bot (`self._freqtrade`), as well as the configuration (`self._config`), and initiates both `_blacklist` and `_whitelist`.
+The base-class provides an instance of the exchange (`self._exchange`) the pairlist manager (`self._pairlistmanager`), as well as the main configuration (`self._config`) and the pairlist dedicated configuration (`self._pairlistconfig`).
 
 ```python
         self._freqtrade = freqtrade
@@ -104,10 +109,9 @@ The base-class provides the an instance of the bot (`self._freqtrade`), as well
         self._blacklist = self._config['exchange'].get('pair_blacklist', [])
 ```
 
-
 Now, let's step through the methods which require actions:
 
-#### configuration
+#### Pairlist configuration
 
 Configuration for PairListProvider is done in the bot configuration file in the element `"pairlist"`.
 This Pairlist-object may contain a `"config"` dict with additional configurations for the configured pairlist.
@@ -120,29 +124,30 @@ Additional elements can be configured as needed. `VolumePairList` uses `"sort_ke
 Returns a description used for Telegram messages.
 This should contain the name of the Provider, as well as a short description containing the number of assets. Please follow the format `"PairlistName - top/bottom X pairs"`.
 
-#### refresh_pairlist
+#### filter_pairlist
 
 Override this method and run all calculations needed in this method.
 This is called with each iteration of the bot - so consider implementing caching for compute/network heavy calculations.
 
-Assign the resulting whiteslist to `self._whitelist` and `self._blacklist` respectively. These will then be used to run the bot in this iteration. Pairs with open trades will be added to the whitelist to have the sell-methods run correctly.
+It get's passed a pairlist (which can be the result of previous pairlists) as well as `tickers`, a pre-fetched version of `get_tickers()`.
 
-Please also run `self.validate_whitelist(pairs, tickers)` (tickers is optional, but should be passed when you're using tickers anyway) and to check and remove pairs with inactive markets. This function is available in the Parent class (`StaticPairList`) and should ideally not be overwritten.
+It must return the resulting pairlist (which may then be passed into the next pairlist filter).
+
+Validations are optional, the parent class exposes a `_verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filters. Use this if you limit your result to a certain number of pairs - so the endresult is not shorter than expected.
 
 ##### sample
 
 ``` python
-    def refresh_pairlist(self) -> None:
+    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         # Generate dynamic whitelist
-        pairs = self._gen_pair_whitelist(self._config['stake_currency'], self._sort_key)
+        pairs = self._calculate_pairlist(pairlist, tickers)
-        # Validate whitelist to only have active market pairs
+        return pairs
-        self._whitelist = self.validate_whitelist(pairs)[:self._number_pairs]
 ```
 
 #### _gen_pair_whitelist
 
 This is a simple method used by `VolumePairList` - however serves as a good example.
-It implements caching (`@cached(TTLCache(maxsize=1, ttl=1800))`) as well as a configuration option to allow different (but similar) strategies to work with the same PairListProvider.
+In VolumePairList, this implements different methods of sorting, does early validation so only the expected number of pairs is returned.
 
 ## Implement a new Exchange (WIP)