Merge pull request #2442 from freqtrade/volumeList_enhanced_filter

Pairlists enhanced filter options

freqtrade/configuration/config_validation.py

@@ -122,6 +122,7 @@ def _validate_whitelist(conf: Dict[str, Any]) -> None:
                                               RunMode.UTIL_NO_EXCHANGE, RunMode.UTIL_EXCHANGE]:
         return
 
-    if (conf.get('pairlist', {}).get('method', 'StaticPairList') == 'StaticPairList'
-       and not conf.get('exchange', {}).get('pair_whitelist')):
-        raise OperationalException("StaticPairList requires pair_whitelist to be set.")
+    for pl in conf.get('pairlists', [{'method': 'StaticPairList'}]):
+        if (pl.get('method') == 'StaticPairList'
+                and not conf.get('exchange', {}).get('pair_whitelist')):
+            raise OperationalException("StaticPairList requires pair_whitelist to be set.")

freqtrade/configuration/configuration.py

@@ -81,6 +81,9 @@ class Configuration:
         if 'ask_strategy' not in config:
             config['ask_strategy'] = {}
 
+        if 'pairlists' not in config:
+            config['pairlists'] = []
+
         # validate configuration before returning
         logger.info('Validating configuration ...')
         validate_config_schema(config)

freqtrade/configuration/deprecated_settings.py

@@ -57,3 +57,19 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
                                'experimental', 'sell_profit_only')
     process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal',
                                'experimental', 'ignore_roi_if_buy_signal')
+
+    if config.get('pairlist', {}).get("method") == 'VolumePairList':
+        logger.warning(
+            "DEPRECATED: "
+            f"Using VolumePairList in pairlist is deprecated and must be moved to pairlists. "
+            "Please refer to the docs on configuration details")
+        pl = {'method': 'VolumePairList'}
+        pl.update(config.get('pairlist', {}).get('config'))
+        config['pairlists'].append(pl)
+
+    if config.get('pairlist', {}).get('config', {}).get('precision_filter'):
+        logger.warning(
+            "DEPRECATED: "
+            f"Using precision_filter setting is deprecated and has been replaced by"
+            "PrecisionFilter. Please refer to the docs on configuration details")
+        config['pairlists'].append({'method': 'PrecisionFilter'})