ExternalPairList plugin

freqtrade/plugins/pairlist/ExternalPairList.py

@@ -4,6 +4,7 @@ External Pair List provider
 Provides pair list from Leader data
 """
 import logging
+from threading import Event
 from typing import Any, Dict, List
 
 from freqtrade.plugins.pairlist.IPairList import IPairList
@@ -13,16 +14,41 @@ logger = logging.getLogger(__name__)
 
 
 class ExternalPairList(IPairList):
+    """
+    PairList plugin for use with replicate follower mode.
+    Will use pairs given from leader data.
+
+    Usage:
+        "pairlists": [
+            {
+                "method": "ExternalPairList",
+                "number_assets": 5, # We can limit the amount of pairs to use from leader
+            }
+        ],
+    """
 
     def __init__(self, exchange, pairlistmanager,
                  config: Dict[str, Any], pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
-        self._num_assets = self._pairlistconfig.get('num_assets')
-        self._allow_inactive = self._pairlistconfig.get('allow_inactive', False)
+        # Not sure how to enforce ExternalPairList as the only PairList
+
+        self._num_assets = self._pairlistconfig.get('number_assets')
 
         self._leader_pairs: List[str] = []
+        self._has_data = Event()
+
+    def _clamped_pairlist(self):
+        """
+        Return the self._leader_pairs pairlist limited to the maximum set num_assets
+        or the length of it.
+        """
+        length = len(self._leader_pairs)
+        if self._num_assets:
+            return self._leader_pairs[:min(length, self._num_assets)]
+        else:
+            return self._leader_pairs
 
     @property
     def needstickers(self) -> bool:
@@ -40,13 +66,40 @@ class ExternalPairList(IPairList):
         """
         return f"{self.name}"
 
+    def add_pairlist_data(self, pairlist: List[str]):
+        """
+        Add pairs from Leader
+        """
+
+        # If some pairs were removed on Leader, remove them here
+        for pair in self._leader_pairs:
+            if pair not in pairlist:
+                logger.debug(f"Leader removed pair: {pair}")
+                self._leader_pairs.remove(pair)
+
+        # Only add new pairs
+        seen = set(self._leader_pairs)
+        for pair in pairlist:
+            if pair in seen:
+                logger.debug(f"Encountered already existing pair {pair}")
+                continue
+            self._leader_pairs.append(pair)
+
+        if not self._has_data.is_set():
+            self._has_data.set()
+
     def gen_pairlist(self, tickers: Dict) -> List[str]:
         """
         Generate the pairlist
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: List of pairs
         """
-        pass
+        if not self._has_data.is_set():
+            logger.info("Waiting on pairlists from Leaders...")
+            self._has_data.wait()
+            logger.info("Pairlist data received...")
+
+        return self._clamped_pairlist()
 
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
@@ -56,4 +109,4 @@ class ExternalPairList(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new whitelist
         """
-        pass
+        return self._clamped_pairlist()