Add 'get_tickers' function to exchange and use it for dynamic whitelists

freqtrade/exchange/__init__.py

@@ -226,6 +226,23 @@ def get_balances() -> dict:
         raise OperationalException(e)
 
 
+@retrier
+def get_tickers() -> Dict:
+    try:
+        return _API.fetch_tickers()
+    except ccxt.NetworkError as e:
+        raise NetworkException(
+            'Could not load tickers due to networking error. Message: {}'.format(e)
+        )
+    except ccxt.BaseError as e:
+        raise OperationalException(e)
+    except ccxt.NotSupported as e:
+        raise OperationalException(
+            'Exchange {} does not support fetching tickers in batch.'
+            'Message: {}'.format(_API.name, e)
+        )
+
+
 # TODO: remove refresh argument, keeping it to keep track of where it was intended to be used
 @retrier
 def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:

freqtrade/freqtradebot.py

@@ -185,18 +185,27 @@ class FreqtradeBot(object):
         return state_changed
 
     @cached(TTLCache(maxsize=1, ttl=1800))
-    def _gen_pair_whitelist(self, base_currency: str, key: str = 'BaseVolume') -> List[str]:
+    def _gen_pair_whitelist(self, base_currency: str, key: str = 'quoteVolume') -> List[str]:
         """
         Updates the whitelist with with a dynamically generated list
         :param base_currency: base currency as str
-        :param key: sort key (defaults to 'BaseVolume')
+        :param key: sort key (defaults to 'quoteVolume')
         :return: List of pairs
         """
-        pairs = sorted(
-            [s['symbol'] for s in exchange.get_markets() if s['quote'] == base_currency],
-            reverse=True
-        )
 
+        if not exchange.exchange_has('fetchTickers'):
+            raise OperationalException(
+                'Exchange does not support dynamic whitelist.'
+                'Please edit your config and restart the bot'
+            )
+
+        tickers = exchange.get_tickers()
+        # check length so that we make sure that '/' is actually in the string
+        tickers = [v for k, v in tickers.items()
+                   if len(k.split('/')) == 2 and k.split('/')[1] == base_currency]
+
+        sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key])
+        pairs = [s['symbol'] for s in sorted_tickers]
         return pairs
 
     def _refresh_whitelist(self, whitelist: List[str]) -> List[str]:
@@ -349,7 +358,7 @@ class FreqtradeBot(object):
         if trade.open_order_id:
             # Update trade with order values
             self.logger.info('Found open order for %s', trade)
-            trade.update(exchange.get_order(trade.open_order_id))
+            trade.update(exchange.get_order(trade.open_order_id, trade.pair))
 
         if trade.is_open and trade.open_order_id is None:
             # Check if we can sell our current pair