+Remote Pairlist

freqtrade/constants.py

@@ -31,7 +31,7 @@ HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
                          'CalmarHyperOptLoss',
                          'MaxDrawDownHyperOptLoss', 'MaxDrawDownRelativeHyperOptLoss',
                          'ProfitDrawDownHyperOptLoss']
-AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'ProducerPairList',
+AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'ProducerPairList', 'RemotePairlist',
                        'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
                        'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
                        'ShuffleFilter', 'SpreadFilter', 'VolatilityFilter']

freqtrade/plugins/pairlist/RemotePairlist.py

@@ -0,0 +1,152 @@
+"""
+Remote PairList provider
+
+Provides dynamic pair list based on trade volumes
+"""
+import json
+import logging
+from typing import Any, Dict, List
+
+import requests
+from cachetools import TTLCache
+
+from freqtrade.constants import Config
+from freqtrade.exceptions import OperationalException
+from freqtrade.exchange.types import Tickers
+from freqtrade.plugins.pairlist.IPairList import IPairList
+
+
+logger = logging.getLogger(__name__)
+
+
+class RemotePairlist(IPairList):
+
+    def __init__(self, exchange, pairlistmanager,
+                 config: Config, pairlistconfig: Dict[str, Any],
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        if 'number_assets' not in self._pairlistconfig:
+            raise OperationalException(
+                '`number_assets` not specified. Please check your configuration '
+                'for "pairlist.config.number_assets"')
+
+        self._number_pairs = self._pairlistconfig['number_assets']
+        self._refresh_period = self._pairlistconfig.get('refresh_period', 1800)
+        self._keep_pairlist_on_failure = self._pairlistconfig.get('keep_pairlist_on_failure', True)        
+        self._pair_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
+        self._pairlist_url = self._pairlistconfig.get('pairlist_url',
+                                                      'http://pairlist.robot.co.network')
+        self._stake_currency = config['stake_currency']
+
+        if (self._refresh_period < 850):
+            raise OperationalException(
+                'Please set a Refresh Period higher than 850 for the Remotepairlist.'
+            )
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requires tickers, an empty Dict is passed
+        as tickers argument to filter_pairlist
+        """
+        return False
+
+    def short_desc(self) -> str:
+        """
+        Short whitelist method description - used for startup-messages
+        """
+        return f"{self.name} - {self._pairlistconfig['number_assets']} pairs from Remote."
+
+    def gen_pairlist(self, tickers: Tickers) -> List[str]:
+        """
+        Generate the pairlist
+        :param tickers: Tickers (from exchange.get_tickers). May be cached.
+        :return: List of pairs
+        """
+        hick = "'"
+        double = '"'
+        # Generate dynamic whitelist
+        # Must always run if this pairlist is not the first in the list.
+        pairlist = self._pair_cache.get('pairlist')
+
+        if pairlist:
+            # Item found - no refresh necessary
+            return pairlist.copy()
+        else:
+
+            headers = {
+                'User-Agent': 'Freqtrade Pairlist Fetcher',
+            }
+
+            if "limit" not in self._pairlist_url:
+                url = self._pairlist_url + "&limit=" + str(self._number_pairs)
+            else:
+                url = self._pairlist_url
+
+            if "stake" not in self._pairlist_url:
+                url = self._pairlist_url + "&stake=" + str(self._config['stake_currency'])
+            else:
+                url = self._pairlist_url
+
+            if "exchange" not in self._pairlist_url:
+                url = self._pairlist_url + "&exchange=" + str(self._config['exchange'])
+            else:
+                url = self._pairlist_url
+
+            try:
+                response = requests.get(url, headers=headers, timeout=60)
+                responser = response.text.replace(hick, double)
+                time_elapsed = response.elapsed.total_seconds()
+                rsplit = responser.split("#")
+                plist = rsplit[0].strip()
+                plist = plist.replace("<br>", "")
+                plist = json.loads(plist)
+                info = rsplit[1].strip()
+
+            except Exception as e:
+                print(e)
+                self.log_once(f'Was not able to receive pairlist from'
+                              f' {self._pairlist_url}', logger.info)
+
+                if self._keep_pairlist_on_failure:                
+                    plist = pairlist
+                else:
+                    plist = ""
+
+
+            pairlist = []
+
+            for i in plist:
+                if i not in pairlist:
+                    if "/" in i:
+                        if self._stake_currency in i:
+                            pairlist.append(i)
+                        else:
+                            continue
+                    else:
+                        pairlist.append(i + "/" + self._config['stake_currency'])
+
+        pairlist = self.filter_pairlist(pairlist, tickers)
+        self._pair_cache['pairlist'] = pairlist.copy()
+        self.log_once(info + " | " + "Fetched in " + str(time_elapsed) + " seconds.", logger.info)
+        return pairlist
+
+    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
+        :param pairlist: pairlist to filter or sort
+        :param tickers: Tickers (from exchange.get_tickers). May be cached.
+        :return: new whitelist
+        """
+
+        # Validate whitelist to only have active market pairs
+        pairlist = self._whitelist_for_active_markets(pairlist)
+        pairlist = self.verify_blacklist(pairlist, logger.info)
+        # Limit pairlist to the requested number of pairs
+        pairlist = pairlist[:self._number_pairs]
+        self.log_once(f"Searching {self._number_pairs} pairs: {pairlist}", logger.info)
+
+        return pairlist