pass pairlist position into the pairlists

freqtrade/pairlist/IPairList.py

@@ -16,11 +16,20 @@ logger = logging.getLogger(__name__)
 
 class IPairList(ABC):
 
-    def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict) -> None:
+    def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
+                 pairlist_pos: int) -> None:
+        """
+        :param exchange: Exchange instance
+        :param pairlistmanager: Instanciating Pairlist manager
+        :param config: Global bot configuration
+        :param pairlistconfig: Configuration for this pairlist - can be empty.
+        :param pairlist_pos: Position of the filter in the pairlist-filter-list
+        """
         self._exchange = exchange
         self._pairlistmanager = pairlistmanager
         self._config = config
         self._pairlistconfig = pairlistconfig
+        self._pairlist_pos = pairlist_pos
 
     @property
     def name(self) -> str:

freqtrade/pairlist/LowPriceFilter.py

@@ -9,8 +9,9 @@ logger = logging.getLogger(__name__)
 
 class LowPriceFilter(IPairList):
 
-    def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig)
+    def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
         self._low_price_percent = pairlistconfig.get('low_price_percent', 0)
 

freqtrade/pairlist/StaticPairList.py

@@ -14,9 +14,6 @@ logger = logging.getLogger(__name__)
 
 class StaticPairList(IPairList):
 
-    def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig)
-
     @property
     def needstickers(self) -> bool:
         """

freqtrade/pairlist/VolumePairList.py

@@ -18,8 +18,9 @@ SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
 
 class VolumePairList(IPairList):
 
-    def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig)
+    def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
         if 'number_assets' not in self._pairlistconfig:
             raise OperationalException(
@@ -85,11 +86,18 @@ class VolumePairList(IPairList):
         :return: List of pairs
         """
 
-        # 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
-                       and v[key] is not None)]
-        sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key])
+        if self._pairlist_pos == 0:
+            # If VolumePairList is the first in the list, use fresh pairlist
+            # check length so that we make sure that '/' is actually in the string
+            filtered_tickers = [v for k, v in tickers.items()
+                                if (len(k.split('/')) == 2 and k.split('/')[1] == base_currency
+                                    and v[key] is not None)]
+        else:
+            # If other pairlist is in front, use the incomming pairlist.
+            filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
+
+        sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[key])
+
         # Validate whitelist to only have active market pairs
         pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
         pairs = self._verify_blacklist(pairs)

freqtrade/pairlist/pairlistmanager.py

@@ -23,14 +23,17 @@ class PairListManager():
         self._blacklist = self._config['exchange'].get('pair_blacklist', [])
         self._pairlists: List[IPairList] = []
         self._tickers_needed = False
-
         for pl in self._config.get('pairlists', None):
             if 'method' not in pl:
                 logger.warning(f"No method in {pl}")
                 continue
             pairl = PairListResolver(pl.get('method'),
-                                     exchange, self, config,
-                                     pl.get('config')).pairlist
+                                     exchange=exchange,
+                                     pairlistmanager=self,
+                                     config=config,
+                                     pairlistconfig=pl.get('config'),
+                                     pairlist_pos=len(self._pairlists)
+                                     ).pairlist
             self._tickers_needed = pairl.needstickers or self._tickers_needed
             self._pairlists.append(pairl)
 
@@ -67,7 +70,7 @@ class PairListManager():
 
     def refresh_pairlist(self) -> None:
         """
-        Run pairlist through all pairlists.
+        Run pairlist through all configured pairlists.
         """
 
         pairlist = self._whitelist.copy()