- added spread filter

- minimum value to volume pairlist

tests/conftest.py

@@ -640,6 +640,31 @@ def shitcoinmarkets(markets):
             },
             'info': {},
         },
+        'NANO/USDT': {
+            "percentage": True,
+            "tierBased": False,
+            "taker": 0.001,
+            "maker": 0.001,
+            "precision": {
+                "base": 8,
+                "quote": 8,
+                "amount": 2,
+                "price": 4
+            },
+            "limits": {
+            },
+            "id": "NANOUSDT",
+            "symbol": "NANO/USDT",
+            "base": "NANO",
+            "quote": "USDT",
+            "baseId": "NANO",
+            "quoteId": "USDT",
+            "info": {},
+            "type": "spot",
+            "spot": True,
+            "future": False,
+            "active": True
+        },
         })
     return shitmarkets
 
@@ -1114,6 +1139,28 @@ def tickers():
             'quoteVolume': 1154.19266394,
             'info': {}
         },
+        "NANO/USDT": {
+            "symbol": "NANO/USDT",
+            "timestamp": 1580469388244,
+            "datetime": "2020-01-31T11:16:28.244Z",
+            "high": 0.7519,
+            "low": 0.7154,
+            "bid": 0.7305,
+            "bidVolume": 300.3,
+            "ask": 0.7342,
+            "askVolume": 15.14,
+            "vwap": 0.73645591,
+            "open": 0.7154,
+            "close": 0.7342,
+            "last": 0.7342,
+            "previousClose": 0.7189,
+            "change": 0.0188,
+            "percentage": 2.628,
+            "average": None,
+            "baseVolume": 439472.44,
+            "quoteVolume": 323652.075405,
+            "info": {}
+        },
     })
 
 

tests/pairlist/test_pairlist.py

@@ -141,7 +141,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
         "BTC",  ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
-        "USDT", ['ETH/USDT']),
+        "USDT", ['ETH/USDT', 'NANO/USDT']),
     # No pair for ETH ...
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
      "ETH", []),
@@ -160,6 +160,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
       {"method": "PrecisionFilter"},
       {"method": "PriceFilter", "low_price_ratio": 0.02}
       ], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
+    # HOT and XRP are removed because below 1250 quoteVolume
+    ([{"method": "VolumePairList", "number_assets": 5,
+       "sort_key": "quoteVolume", "min_value": 1250}],
+        "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
     # StaticPairlist Only
     ([{"method": "StaticPairList"},
       ], "BTC", ['ETH/BTC', 'TKN/BTC']),
@@ -167,6 +171,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     ([{"method": "StaticPairList"},
       {"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
       ], "BTC", ['TKN/BTC', 'ETH/BTC']),
+    # SpreadFilter
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "SpreadFilter", "max_spread": 0.005}
+      ], "USDT", ['ETH/USDT']),
 ])
 def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
                                       pairlists, base_currency, whitelist_result,