From 36e714a7b258576df0d920fef50fba700037ffad Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 15 Apr 2020 07:19:27 +0200
Subject: [PATCH] Add price_get_one_pip filter

---
 freqtrade/exchange/exchange.py    | 11 +++++++++++
 freqtrade/pairlist/PriceFilter.py |  5 ++---
 2 files changed, 13 insertions(+), 3 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index f4c94a1ca..7dd910fab 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -452,6 +452,17 @@ class Exchange:
                 price = ceil(big_price) / pow(10, symbol_prec)
         return price
 
+    def price_get_one_pip(self, pair: str, price: float) -> float:
+        """
+        Get's the "1 pip" value for this pair.
+        Used in PriceFilter to calculate the 1pip movements.
+        """
+        precision = self.markets[pair]['precision']['price']
+        if self.precisionMode == TICK_SIZE:
+            return price % precision
+        else:
+            return 1 / pow(10, precision)
+
     def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
                       rate: float, params: Dict = {}) -> Dict[str, Any]:
         order_id = f'dry_run_{side}_{randint(0, 10**6)}'
diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py
index dc02ae251..00c9d44c9 100644
--- a/freqtrade/pairlist/PriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@@ -38,9 +38,8 @@ class PriceFilter(IPairList):
         :param precision: Precision
         :return: True if the pair can stay, false if it should be removed
         """
-        precision = self._exchange.markets[ticker['symbol']]['precision']['price']
-
-        compare = ticker['last'] + 1 / pow(10, precision)
+        compare = ticker['last'] + self._exchange.price_get_one_pip(ticker['symbol'],
+                                                                    ticker['last'])
         changeperc = (compare - ticker['last']) / ticker['last']
         if changeperc > self._low_price_ratio:
             logger.info(f"Removed {ticker['symbol']} from whitelist, "