Move pairlists to be a plugin submodule

freqtrade/plugins/pairlist/IPairList.py

@@ -0,0 +1,166 @@
+"""
+PairList Handler base class
+"""
+import logging
+from abc import ABC, abstractmethod, abstractproperty
+from copy import deepcopy
+from typing import Any, Dict, List
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.exchange import market_is_active
+from freqtrade.mixins import LoggingMixin
+
+
+logger = logging.getLogger(__name__)
+
+
+class IPairList(LoggingMixin, ABC):
+
+    def __init__(self, exchange, pairlistmanager,
+                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 pairlist_pos: int) -> None:
+        """
+        :param exchange: Exchange instance
+        :param pairlistmanager: Instantiated Pairlist manager
+        :param config: Global bot configuration
+        :param pairlistconfig: Configuration for this Pairlist Handler - can be empty.
+        :param pairlist_pos: Position of the Pairlist Handler in the chain
+        """
+        self._enabled = True
+
+        self._exchange = exchange
+        self._pairlistmanager = pairlistmanager
+        self._config = config
+        self._pairlistconfig = pairlistconfig
+        self._pairlist_pos = pairlist_pos
+        self.refresh_period = self._pairlistconfig.get('refresh_period', 1800)
+        self._last_refresh = 0
+        LoggingMixin.__init__(self, logger, self.refresh_period)
+
+    @property
+    def name(self) -> str:
+        """
+        Gets name of the class
+        -> no need to overwrite in subclasses
+        """
+        return self.__class__.__name__
+
+    @abstractproperty
+    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
+        """
+
+    @abstractmethod
+    def short_desc(self) -> str:
+        """
+        Short whitelist method description - used for startup-messages
+        -> Please overwrite in subclasses
+        """
+
+    def _validate_pair(self, pair: str, ticker: Dict[str, Any]) -> bool:
+        """
+        Check one pair against Pairlist Handler's specific conditions.
+
+        Either implement it in the Pairlist Handler or override the generic
+        filter_pairlist() method.
+
+        :param pair: Pair that's currently validated
+        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :return: True if the pair can stay, false if it should be removed
+        """
+        raise NotImplementedError()
+
+    def gen_pairlist(self, cached_pairlist: List[str], tickers: Dict) -> List[str]:
+        """
+        Generate the pairlist.
+
+        This method is called once by the pairlistmanager in the refresh_pairlist()
+        method to supply the starting pairlist for the chain of the Pairlist Handlers.
+        Pairlist Filters (those Pairlist Handlers that cannot be used at the first
+        position in the chain) shall not override this base implementation --
+        it will raise the exception if a Pairlist Handler is used at the first
+        position in the chain.
+
+        :param cached_pairlist: Previously generated pairlist (cached)
+        :param tickers: Tickers (from exchange.get_tickers()).
+        :return: List of pairs
+        """
+        raise OperationalException("This Pairlist Handler should not be used "
+                                   "at the first position in the list of Pairlist Handlers.")
+
+    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
+        This generic implementation calls self._validate_pair() for each pair
+        in the pairlist.
+
+        Some Pairlist Handlers override this generic implementation and employ
+        own filtration.
+
+        :param pairlist: pairlist to filter or sort
+        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :return: new whitelist
+        """
+        if self._enabled:
+            # Copy list since we're modifying this list
+            for p in deepcopy(pairlist):
+                # Filter out assets
+                if not self._validate_pair(p, tickers[p] if p in tickers else {}):
+                    pairlist.remove(p)
+
+        return pairlist
+
+    def verify_blacklist(self, pairlist: List[str], logmethod) -> List[str]:
+        """
+        Proxy method to verify_blacklist for easy access for child classes.
+        :param pairlist: Pairlist to validate
+        :param logmethod: Function that'll be called, `logger.info` or `logger.warning`.
+        :return: pairlist - blacklisted pairs
+        """
+        return self._pairlistmanager.verify_blacklist(pairlist, logmethod)
+
+    def _whitelist_for_active_markets(self, pairlist: List[str]) -> List[str]:
+        """
+        Check available markets and remove pair from whitelist if necessary
+        :param whitelist: the sorted list of pairs the user might want to trade
+        :return: the list of pairs the user wants to trade without those unavailable or
+        black_listed
+        """
+        markets = self._exchange.markets
+        if not markets:
+            raise OperationalException(
+                    'Markets not loaded. Make sure that exchange is initialized correctly.')
+
+        sanitized_whitelist: List[str] = []
+        for pair in pairlist:
+            # pair is not in the generated dynamic market or has the wrong stake currency
+            if pair not in markets:
+                logger.warning(f"Pair {pair} is not compatible with exchange "
+                               f"{self._exchange.name}. Removing it from whitelist..")
+                continue
+
+            if not self._exchange.market_is_tradable(markets[pair]):
+                logger.warning(f"Pair {pair} is not tradable with Freqtrade."
+                               "Removing it from whitelist..")
+                continue
+
+            if self._exchange.get_pair_quote_currency(pair) != self._config['stake_currency']:
+                logger.warning(f"Pair {pair} is not compatible with your stake currency "
+                               f"{self._config['stake_currency']}. Removing it from whitelist..")
+                continue
+
+            # Check if market is active
+            market = markets[pair]
+            if not market_is_active(market):
+                logger.info(f"Ignoring {pair} from whitelist. Market is not active.")
+                continue
+            if pair not in sanitized_whitelist:
+                sanitized_whitelist.append(pair)
+
+        # We need to remove pairs that are unknown
+        return sanitized_whitelist