Add docs for Producer/consumer pairlist
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@ -22,6 +22,7 @@ You may also use something like `.*DOWN/BTC` or `.*UP/BTC` to exclude leveraged
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* [`StaticPairList`](#static-pair-list) (default, if not configured differently)
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* [`StaticPairList`](#static-pair-list) (default, if not configured differently)
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* [`VolumePairList`](#volume-pair-list)
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* [`VolumePairList`](#volume-pair-list)
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* [`ProducerPairList`](#producerpairlist)
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* [`AgeFilter`](#agefilter)
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* [`AgeFilter`](#agefilter)
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* [`OffsetFilter`](#offsetfilter)
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* [`OffsetFilter`](#offsetfilter)
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* [`PerformanceFilter`](#performancefilter)
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* [`PerformanceFilter`](#performancefilter)
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@ -84,7 +85,7 @@ Filtering instances (not the first position in the list) will not apply any cach
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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.
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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.
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### VolumePairList Advanced mode
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##### VolumePairList Advanced mode
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`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.
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`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.
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@ -146,6 +147,32 @@ More sophisticated approach can be used, by using `lookback_timeframe` for candl
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!!! Note
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!!! Note
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`VolumePairList` does not support backtesting mode.
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`VolumePairList` does not support backtesting mode.
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#### ProducerPairList
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With `ProducerPairList`, you can reuse the pairlist from a [Producer](producer-consumer.md) without explicitly defining the pairlist on each consumer.
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[Consumer mode](producer-consumer.md) is required for this pairlist to work.
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The pairlist will perform a check on active pairs against the current exchange configuration to avoid attempting to trade on invalid markets.
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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.
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```json
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"pairlists": [
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{
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"method": "ProducerPairList",
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"number_assets": 5,
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"producer_name": "default",
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}
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],
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```
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!!! Tip "Combining pairlists"
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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.
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`ProducerPairList` can also be used multiple times in sequence, combining the pairs from multiple producers.
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Obviously in complex such configurations, the Producer may not provide data for all pairs, so the strategy must be fit for this.
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#### AgeFilter
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#### AgeFilter
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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).
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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).
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