diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index ab9e29722..ea8bcfac1 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -239,13 +239,9 @@ class Exchange(object): logger.warning('Unable to validate pairs (assuming they are correct).') # return - stake_cur = self._config['stake_currency'] for pair in pairs: # Note: ccxt has BaseCurrency/QuoteCurrency format for pairs # TODO: add a support for having coins in BTC/USDT format - if not pair.endswith(stake_cur): - raise OperationalException( - f'Pair {pair} not compatible with stake_currency: {stake_cur}') if self.markets and pair not in self.markets: raise OperationalException( f'Pair {pair} is not available on {self.name}. ' diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index 5559c582f..a112c63b4 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -60,34 +60,27 @@ class IPairList(ABC): def _validate_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 + :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 """ - sanitized_whitelist = whitelist markets = self._freqtrade.exchange.markets - # Filter to markets in stake currency - markets = [markets[pair] for pair in markets if - markets[pair]['quote'] == self._config['stake_currency']] - known_pairs = set() - - # TODO: we should loop over whitelist instead of all markets - for market in markets: - pair = market['symbol'] + sanitized_whitelist = set() + for pair in whitelist: # pair is not in the generated dynamic market, or in the blacklist ... ignore it - if pair not in whitelist or pair in self.blacklist: + if (pair in self.blacklist or pair not in markets + or not pair.endswith(self._config['stake_currency'])): + logger.warning(f"Pair {pair} is not compatible with exchange " + f"{self._freqtrade.exchange.name} or contained in " + f"your blacklist. Removing it from whitelist..") continue - # else the pair is valid - known_pairs.add(pair) - # Market is not active + # Check if market is active + market = markets[pair] if not market['active']: - sanitized_whitelist.remove(pair) - logger.info( - 'Ignoring %s from whitelist. Market is not active.', - pair - ) + logger.info(f"Ignoring {pair} from whitelist. Market is not active.") + continue + sanitized_whitelist.add(pair) # We need to remove pairs that are unknown - return [x for x in sanitized_whitelist if x in known_pairs] + return list(sanitized_whitelist) diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py index 7c757df09..736f2298a 100644 --- a/freqtrade/tests/exchange/test_exchange.py +++ b/freqtrade/tests/exchange/test_exchange.py @@ -305,19 +305,6 @@ def test_validate_pairs_not_available(default_conf, mocker): Exchange(default_conf) -def test_validate_pairs_not_compatible(default_conf, mocker): - api_mock = MagicMock() - type(api_mock).markets = PropertyMock(return_value={ - 'ETH/BTC': '', 'TKN/BTC': '', 'TRST/BTC': '', 'SWT/BTC': '', 'BCC/BTC': '' - }) - default_conf['stake_currency'] = 'ETH' - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock()) - with pytest.raises(OperationalException, match=r'not compatible'): - Exchange(default_conf) - - def test_validate_pairs_exception(default_conf, mocker, caplog): caplog.set_level(logging.INFO) api_mock = MagicMock() @@ -337,22 +324,6 @@ def test_validate_pairs_exception(default_conf, mocker, caplog): caplog.record_tuples) -def test_validate_pairs_stake_exception(default_conf, mocker, caplog): - caplog.set_level(logging.INFO) - default_conf['stake_currency'] = 'ETH' - api_mock = MagicMock() - api_mock.name = MagicMock(return_value='binance') - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock()) - - with pytest.raises( - OperationalException, - match=r'Pair ETH/BTC not compatible with stake_currency: ETH' - ): - Exchange(default_conf) - - def test_validate_timeframes(default_conf, mocker): default_conf["ticker_interval"] = "5m" api_mock = MagicMock() diff --git a/freqtrade/tests/pairlist/test_pairlist.py b/freqtrade/tests/pairlist/test_pairlist.py index 52f44c41b..38a8d78c7 100644 --- a/freqtrade/tests/pairlist/test_pairlist.py +++ b/freqtrade/tests/pairlist/test_pairlist.py @@ -107,7 +107,16 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): assert set(whitelist) == set(pairslist) -def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers) -> None: +@pytest.mark.parametrize("precision_filter,base_currency,key,whitelist_result", [ + (False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'BTT/BTC']), + (False, "BTC", "bidVolume", ['BTT/BTC', 'TKN/BTC', 'ETH/BTC']), + (False, "USDT", "quoteVolume", ['ETH/USDT', 'LTC/USDT']), + (False, "ETH", "quoteVolume", []), # this replaces tests that were removed from test_exchange + (True, "BTC", "quoteVolume", ["ETH/BTC", "TKN/BTC"]), + (True, "BTC", "bidVolume", ["TKN/BTC", "ETH/BTC"]) +]) +def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers, base_currency, key, + whitelist_result, precision_filter) -> None: whitelist_conf['pairlist']['method'] = 'VolumePairList' mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) @@ -115,32 +124,10 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers) mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers) mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, p, r: round(r, 8)) - # Test to retrieved BTC sorted on quoteVolume (default) - whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='BTC', key='quoteVolume') - assert whitelist == ['ETH/BTC', 'TKN/BTC', 'BTT/BTC'] - - # Test to retrieve BTC sorted on bidVolume - whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='BTC', key='bidVolume') - assert whitelist == ['BTT/BTC', 'TKN/BTC', 'ETH/BTC'] - - # Test with USDT sorted on quoteVolume (default) - freqtrade.config['stake_currency'] = 'USDT' # this has to be set, otherwise markets are removed - whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='USDT', key='quoteVolume') - assert whitelist == ['ETH/USDT', 'LTC/USDT'] - - # Test with ETH (our fixture does not have ETH, so result should be empty) - freqtrade.config['stake_currency'] = 'ETH' - whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='ETH', key='quoteVolume') - assert whitelist == [] - - freqtrade.pairlists._precision_filter = True - freqtrade.config['stake_currency'] = 'BTC' - # Retest First 2 test-cases to make sure BTT is not in it (too low priced) - whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='BTC', key='quoteVolume') - assert whitelist == ['ETH/BTC', 'TKN/BTC'] - - whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='BTC', key='bidVolume') - assert whitelist == ['TKN/BTC', 'ETH/BTC'] + freqtrade.pairlists._precision_filter = precision_filter + freqtrade.config['stake_currency'] = base_currency + whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key) + assert whitelist == whitelist_result def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: @@ -166,17 +153,24 @@ def test_pairlist_class(mocker, whitelist_conf, markets, pairlist): assert isinstance(freqtrade.pairlists.whitelist, list) assert isinstance(freqtrade.pairlists.blacklist, list) - whitelist = ['ETH/BTC', 'TKN/BTC'] + +@pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS) +@pytest.mark.parametrize("whitelist,log_message", [ + (['ETH/BTC', 'TKN/BTC'], ""), + (['ETH/BTC', 'TKN/BTC', 'TRX/ETH'], "is not compatible with exchange"), # TRX/ETH wrong stake + (['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"), # BCH/BTC not available + (['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "is not compatible with exchange"), # BLK/BTC in blacklist + (['ETH/BTC', 'TKN/BTC', 'LTC/BTC'], "Market is not active") # LTC/BTC is inactive +]) +def test_validate_whitelist(mocker, whitelist_conf, markets, pairlist, whitelist, caplog, + log_message): + whitelist_conf['pairlist']['method'] = pairlist + mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) + mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) + caplog.clear() + new_whitelist = freqtrade.pairlists._validate_whitelist(whitelist) - assert set(whitelist) == set(new_whitelist) - - whitelist = ['ETH/BTC', 'TKN/BTC', 'TRX/ETH'] - new_whitelist = freqtrade.pairlists._validate_whitelist(whitelist) - # TRX/ETH was removed - assert set(['ETH/BTC', 'TKN/BTC']) == set(new_whitelist) - - whitelist = ['ETH/BTC', 'TKN/BTC', 'BLK/BTC'] - new_whitelist = freqtrade.pairlists._validate_whitelist(whitelist) - # BLK/BTC is in blacklist ... - assert set(['ETH/BTC', 'TKN/BTC']) == set(new_whitelist) + assert set(new_whitelist) == set(['ETH/BTC', 'TKN/BTC']) + assert log_message in caplog.text