conflict with develop resolved
This commit is contained in:
@@ -12,8 +12,6 @@ from typing import Any, Callable, Dict, List, Optional
|
||||
import arrow
|
||||
from requests.exceptions import RequestException
|
||||
|
||||
from cachetools import TTLCache, cached
|
||||
|
||||
from freqtrade import (DependencyException, OperationalException,
|
||||
TemporaryError, __version__, constants, persistence)
|
||||
from freqtrade.exchange import Exchange
|
||||
@@ -21,7 +19,7 @@ from freqtrade.wallets import Wallets
|
||||
from freqtrade.edge import Edge
|
||||
from freqtrade.persistence import Trade
|
||||
from freqtrade.rpc import RPCManager, RPCMessageType
|
||||
from freqtrade.resolvers import StrategyResolver
|
||||
from freqtrade.resolvers import StrategyResolver, PairListResolver
|
||||
from freqtrade.state import State
|
||||
from freqtrade.strategy.interface import SellType, IStrategy
|
||||
from freqtrade.exchange.exchange_helpers import order_book_to_dataframe
|
||||
@@ -59,6 +57,8 @@ class FreqtradeBot(object):
|
||||
self.persistence = None
|
||||
self.exchange = Exchange(self.config)
|
||||
self.wallets = Wallets(self.exchange)
|
||||
pairlistname = self.config.get('pairlist', {}).get('method', 'StaticPairList')
|
||||
self.pairlists = PairListResolver(pairlistname, self, self.config).pairlist
|
||||
|
||||
# Initializing Edge only if enabled
|
||||
self.edge = Edge(self.config, self.exchange, self.strategy) if \
|
||||
@@ -108,7 +108,7 @@ class FreqtradeBot(object):
|
||||
})
|
||||
logger.info('Changing state to: %s', state.name)
|
||||
if state == State.RUNNING:
|
||||
self.rpc.startup_messages(self.config)
|
||||
self.rpc.startup_messages(self.config, self.pairlists)
|
||||
|
||||
if state == State.STOPPED:
|
||||
time.sleep(1)
|
||||
@@ -146,16 +146,9 @@ class FreqtradeBot(object):
|
||||
"""
|
||||
state_changed = False
|
||||
try:
|
||||
nb_assets = self.config.get('dynamic_whitelist', None)
|
||||
# Refresh whitelist based on wallet maintenance
|
||||
sanitized_list = self._refresh_whitelist(
|
||||
self._gen_pair_whitelist(
|
||||
self.config['stake_currency']
|
||||
) if nb_assets else self.config['exchange']['pair_whitelist']
|
||||
)
|
||||
|
||||
# Keep only the subsets of pairs wanted (up to nb_assets)
|
||||
self.active_pair_whitelist = sanitized_list[:nb_assets] if nb_assets else sanitized_list
|
||||
# Refresh whitelist
|
||||
self.pairlists.refresh_pairlist()
|
||||
self.active_pair_whitelist = self.pairlists.whitelist
|
||||
|
||||
# Calculating Edge positiong
|
||||
# Should be called before refresh_tickers
|
||||
@@ -203,63 +196,6 @@ class FreqtradeBot(object):
|
||||
self.state = State.STOPPED
|
||||
return state_changed
|
||||
|
||||
@cached(TTLCache(maxsize=1, ttl=1800))
|
||||
def _gen_pair_whitelist(self, base_currency: str, key: str = 'quoteVolume') -> List[str]:
|
||||
"""
|
||||
Updates the whitelist with with a dynamically generated list
|
||||
:param base_currency: base currency as str
|
||||
:param key: sort key (defaults to 'quoteVolume')
|
||||
:return: List of pairs
|
||||
"""
|
||||
|
||||
if not self.exchange.exchange_has('fetchTickers'):
|
||||
raise OperationalException(
|
||||
'Exchange does not support dynamic whitelist.'
|
||||
'Please edit your config and restart the bot'
|
||||
)
|
||||
|
||||
tickers = self.exchange.get_tickers()
|
||||
# check length so that we make sure that '/' is actually in the string
|
||||
tickers = [v for k, v in tickers.items()
|
||||
if len(k.split('/')) == 2 and k.split('/')[1] == base_currency]
|
||||
|
||||
sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key])
|
||||
pairs = [s['symbol'] for s in sorted_tickers]
|
||||
return pairs
|
||||
|
||||
def _refresh_whitelist(self, whitelist: List[str]) -> List[str]:
|
||||
"""
|
||||
Check available markets and remove pair from whitelist if necessary
|
||||
:param whitelist: the sorted list (based on BaseVolume) of pairs the user might want to
|
||||
trade
|
||||
:return: the list of pairs the user wants to trade without the one unavailable or
|
||||
black_listed
|
||||
"""
|
||||
sanitized_whitelist = whitelist
|
||||
markets = self.exchange.get_markets()
|
||||
|
||||
markets = [m for m in markets if m['quote'] == self.config['stake_currency']]
|
||||
known_pairs = set()
|
||||
for market in markets:
|
||||
pair = market['symbol']
|
||||
# pair is not int the generated dynamic market, or in the blacklist ... ignore it
|
||||
if pair not in whitelist or pair in self.config['exchange'].get('pair_blacklist', []):
|
||||
continue
|
||||
# else the pair is valid
|
||||
known_pairs.add(pair)
|
||||
# Market is not active
|
||||
if not market['active']:
|
||||
sanitized_whitelist.remove(pair)
|
||||
logger.info(
|
||||
'Ignoring %s from whitelist. Market is not active.',
|
||||
pair
|
||||
)
|
||||
|
||||
# We need to remove pairs that are unknown
|
||||
final_list = [x for x in sanitized_whitelist if x in known_pairs]
|
||||
|
||||
return final_list
|
||||
|
||||
def get_target_bid(self, pair: str, ticker: Dict[str, float]) -> float:
|
||||
"""
|
||||
Calculates bid target between current ask price and last price
|
||||
@@ -302,7 +238,12 @@ class FreqtradeBot(object):
|
||||
:return: float: Stake Amount
|
||||
"""
|
||||
if self.edge:
|
||||
stake_amount = self.edge.stake_amount(pair)
|
||||
return self.edge.stake_amount(
|
||||
pair,
|
||||
self.wallets.get_free(self.config['stake_currency']),
|
||||
self.wallets.get_total(self.config['stake_currency']),
|
||||
Trade.total_open_trades_stakes()
|
||||
)
|
||||
else:
|
||||
stake_amount = self.config['stake_amount']
|
||||
|
||||
|
Reference in New Issue
Block a user