diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md index 0f55c1b79..7dff75a02 100644 --- a/docs/includes/pairlists.md +++ b/docs/includes/pairlists.md @@ -22,6 +22,7 @@ You may also use something like `.*DOWN/BTC` or `.*UP/BTC` to exclude leveraged * [`StaticPairList`](#static-pair-list) (default, if not configured differently) * [`VolumePairList`](#volume-pair-list) +* [`ProducerPairList`](#producerpairlist) * [`AgeFilter`](#agefilter) * [`OffsetFilter`](#offsetfilter) * [`PerformanceFilter`](#performancefilter) @@ -84,7 +85,7 @@ Filtering instances (not the first position in the list) will not apply any cach You can define a minimum volume with `min_value` - which will filter out pairs with a volume lower than the specified value in the specified timerange. -### VolumePairList Advanced mode +##### VolumePairList Advanced mode `VolumePairList` can also operate in an advanced mode to build volume over a given timerange of specified candle size. It utilizes exchange historical candle data, builds a typical price (calculated by (open+high+low)/3) and multiplies the typical price with every candle's volume. The sum is the `quoteVolume` over the given range. This allows different scenarios, for a more smoothened volume, when using longer ranges with larger candle sizes, or the opposite when using a short range with small candles. @@ -146,6 +147,32 @@ More sophisticated approach can be used, by using `lookback_timeframe` for candl !!! Note `VolumePairList` does not support backtesting mode. +#### ProducerPairList + +With `ProducerPairList`, you can reuse the pairlist from a [Producer](producer-consumer.md) without explicitly defining the pairlist on each consumer. + +[Consumer mode](producer-consumer.md) is required for this pairlist to work. + +The pairlist will perform a check on active pairs against the current exchange configuration to avoid attempting to trade on invalid markets. + +You can limit the length of the pairlist with the optional parameter `number_assets`. Using `"number_assets"=0` or omitting this key will result in the reuse of all producer pairs valid for the current setup. + +```json +"pairlists": [ + { + "method": "ProducerPairList", + "number_assets": 5, + "producer_name": "default", + } +], +``` + + +!!! Tip "Combining pairlists" + This pairlist can be combined with all other pairlists and filters for further pairlist reduction, and can also act as an "additional" pairlist, on top of already defined pairs. + `ProducerPairList` can also be used multiple times in sequence, combining the pairs from multiple producers. + Obviously in complex such configurations, the Producer may not provide data for all pairs, so the strategy must be fit for this. + #### AgeFilter Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`) or more than `max_days_listed` days (defaults `None` mean infinity).