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Refactoring the handling of whitelist among the various functions

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This commit is contained in:
Jean-Baptiste LE STANG 2017-12-29 21:43:56 +01:00
parent 6c9dfb1471
commit 12b93f679c
1 changed files with 14 additions and 20 deletions
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34
freqtrade/main.py
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@ -26,14 +26,13 @@ logger = logging.getLogger('freqtrade')
_CONF = {} _CONF = {}
def refresh_whitelist(whitelist: Optional[List[str]] = None) -> None: def refresh_whitelist(whitelist: List[str]) -> List[str]:
""" """
Check wallet health and remove pair from whitelist if necessary Check wallet health and remove pair from whitelist if necessary
:param whitelist: a new whitelist (optional) :param whitelist: a new whitelist (optional)
:return: None :return: None
""" """
whitelist = whitelist or _CONF['exchange']['pair_whitelist'] sanitized_whitelist = [x for x in whitelist if x not in _CONF['exchange'].get('pair_blacklist',[])]
sanitized_whitelist = [x for x in whiletlist if x not in _CONF['exchange'].get('pair_blacklist',[])]
health = exchange.get_wallet_health() health = exchange.get_wallet_health()
for status in health: for status in health:
pair = '{}_{}'.format(_CONF['stake_currency'], status['Currency']) pair = '{}_{}'.format(_CONF['stake_currency'], status['Currency'])
@ -46,12 +45,9 @@ def refresh_whitelist(whitelist: Optional[List[str]] = None) -> None:
'Ignoring %s from whitelist (reason: %s).', 'Ignoring %s from whitelist (reason: %s).',
pair, status.get('Notice') or 'wallet is not active' pair, status.get('Notice') or 'wallet is not active'
) )
if _CONF['exchange']['pair_whitelist'] != sanitized_whitelist: return sanitized_whitelist
logger.debug('Using refreshed pair whitelist: %s ...', sanitized_whitelist)
_CONF['exchange']['pair_whitelist'] = sanitized_whitelist
def _process(nb_assets: Optional[int] = 0) -> bool:
def _process(dynamic_whitelist: Optional[int] = 0) -> bool:
""" """
Queries the persistence layer for open trades and handles them, Queries the persistence layer for open trades and handles them,
otherwise a new trade is created. otherwise a new trade is created.
@ -61,13 +57,15 @@ def _process(dynamic_whitelist: Optional[int] = 0) -> bool:
state_changed = False state_changed = False
try: try:
# Refresh whitelist based on wallet maintenance # Refresh whitelist based on wallet maintenance
refresh_whitelist( sanitized_list = refresh_whitelist(
gen_pair_whitelist( gen_pair_whitelist(
_CONF['stake_currency'], _CONF['stake_currency']
topn=dynamic_whitelist, ) if nb_assets else _CONF['exchange']['pair_whitelist']
black_list = _CONF.get('pair_blacklist', []),
) if dynamic_whitelist else None
) )
# Keep only the subsets of pairs wanted (up to nb_assets)
_CONF['exchange']['pair_whitelist'] = sanitized_list if (nb_assets == 0) else sanitized_list[:nb_assets]
# Query trades from persistence layer # Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all() trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if len(trades) < _CONF['max_open_trades']: if len(trades) < _CONF['max_open_trades']:
@ -292,24 +290,20 @@ def init(config: dict, db_url: Optional[str] = None) -> None:
@cached(TTLCache(maxsize=1, ttl=1800)) @cached(TTLCache(maxsize=1, ttl=1800))
def gen_pair_whitelist(base_currency: str, topn: int = 20, key: str = 'BaseVolume', black_list: List[str] = []) -> List[str]: def gen_pair_whitelist(base_currency: str, key: str = 'BaseVolume') -> List[str]:
""" """
Updates the whitelist with with a dynamically generated list Updates the whitelist with with a dynamically generated list
:param base_currency: base currency as str :param base_currency: base currency as str
:param topn: maximum number of returned results, must be greater than 0
:param key: sort key (defaults to 'BaseVolume') :param key: sort key (defaults to 'BaseVolume')
:return: List of pairs :return: List of pairs
""" """
summaries = sorted( summaries = sorted(
(s for s in exchange.get_market_summaries() if s['MarketName'].startswith(base_currency) and s['MarketName'].replace('-','_') not in black_list), (s for s in exchange.get_market_summaries() if s['MarketName'].startswith(base_currency)),
key=lambda s: s.get(key) or 0.0, key=lambda s: s.get(key) or 0.0,
reverse=True reverse=True
) )
if topn <= 0: return [s['MarketName'].replace('-', '_') for s in summaries]
topn = 20
return [s['MarketName'].replace('-', '_') for s in summaries[:topn]]
def cleanup() -> None: def cleanup() -> None: