- added spread filter

- minimum value to volume pairlist
This commit is contained in:
untoreh
2020-02-03 07:44:17 +01:00
parent 2396f35586
commit aa54fd2251
7 changed files with 132 additions and 5 deletions

View File

@@ -28,6 +28,7 @@ class VolumePairList(IPairList):
'for "pairlist.config.number_assets"')
self._number_pairs = self._pairlistconfig['number_assets']
self._sort_key = self._pairlistconfig.get('sort_key', 'quoteVolume')
self._min_value = self._pairlistconfig.get('min_value', 0)
self.refresh_period = self._pairlistconfig.get('refresh_period', 1800)
if not self._exchange.exchange_has('fetchTickers'):
@@ -73,11 +74,13 @@ class VolumePairList(IPairList):
tickers,
self._config['stake_currency'],
self._sort_key,
self._min_value
)
else:
return pairlist
def _gen_pair_whitelist(self, pairlist, tickers, base_currency: str, key: str) -> List[str]:
def _gen_pair_whitelist(self, pairlist, tickers, base_currency: str,
key: str, min_val: int) -> List[str]:
"""
Updates the whitelist with with a dynamically generated list
:param base_currency: base currency as str
@@ -96,6 +99,9 @@ class VolumePairList(IPairList):
# If other pairlist is in front, use the incomming pairlist.
filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
if min_val > 0:
filtered_tickers = list(filter(lambda t: t[key] > min_val, filtered_tickers))
sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[key])
# Validate whitelist to only have active market pairs