rename symbol_is_pair to market_is_tradable

Make it part of the exchange class, so subclasses can override this
This commit is contained in:
Matthias 2020-06-02 20:29:48 +02:00
parent f3824d970b
commit b22e3a67d8
5 changed files with 39 additions and 23 deletions

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@ -14,7 +14,7 @@ from freqtrade.configuration import setup_utils_configuration
from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.exchange import (available_exchanges, ccxt_exchanges, from freqtrade.exchange import (available_exchanges, ccxt_exchanges,
market_is_active, symbol_is_pair) market_is_active)
from freqtrade.misc import plural from freqtrade.misc import plural
from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.state import RunMode from freqtrade.state import RunMode
@ -163,7 +163,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
tabular_data.append({'Id': v['id'], 'Symbol': v['symbol'], tabular_data.append({'Id': v['id'], 'Symbol': v['symbol'],
'Base': v['base'], 'Quote': v['quote'], 'Base': v['base'], 'Quote': v['quote'],
'Active': market_is_active(v), 'Active': market_is_active(v),
**({'Is pair': symbol_is_pair(v)} **({'Is pair': exchange.market_is_tradable(v)}
if not pairs_only else {})}) if not pairs_only else {})})
if (args.get('print_one_column', False) or if (args.get('print_one_column', False) or

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@ -12,8 +12,7 @@ from freqtrade.exchange.exchange import (timeframe_to_seconds,
timeframe_to_msecs, timeframe_to_msecs,
timeframe_to_next_date, timeframe_to_next_date,
timeframe_to_prev_date) timeframe_to_prev_date)
from freqtrade.exchange.exchange import (market_is_active, from freqtrade.exchange.exchange import (market_is_active)
symbol_is_pair)
from freqtrade.exchange.kraken import Kraken from freqtrade.exchange.kraken import Kraken
from freqtrade.exchange.binance import Binance from freqtrade.exchange.binance import Binance
from freqtrade.exchange.bibox import Bibox from freqtrade.exchange.bibox import Bibox

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@ -214,7 +214,7 @@ class Exchange:
if quote_currencies: if quote_currencies:
markets = {k: v for k, v in markets.items() if v['quote'] in quote_currencies} markets = {k: v for k, v in markets.items() if v['quote'] in quote_currencies}
if pairs_only: if pairs_only:
markets = {k: v for k, v in markets.items() if symbol_is_pair(v)} markets = {k: v for k, v in markets.items() if self.symbol_is_pair(v)}
if active_only: if active_only:
markets = {k: v for k, v in markets.items() if market_is_active(v)} markets = {k: v for k, v in markets.items() if market_is_active(v)}
return markets return markets
@ -238,6 +238,19 @@ class Exchange:
""" """
return self.markets.get(pair, {}).get('base', '') return self.markets.get(pair, {}).get('base', '')
def market_is_tradable(self, market: Dict[str, Any]) -> bool:
"""
Check if the market symbol is tradable by Freqtrade.
By default, checks if it's splittable by `/` and both sides correspond to base / quote
"""
symbol_parts = market['symbol'].split('/')
return (len(symbol_parts) == 2 and
len(symbol_parts[0]) > 0 and
len(symbol_parts[1]) > 0 and
symbol_parts[0] == market.get('base') and
symbol_parts[1] == market.get('quote')
)
def klines(self, pair_interval: Tuple[str, str], copy: bool = True) -> DataFrame: def klines(self, pair_interval: Tuple[str, str], copy: bool = True) -> DataFrame:
if pair_interval in self._klines: if pair_interval in self._klines:
return self._klines[pair_interval].copy() if copy else self._klines[pair_interval] return self._klines[pair_interval].copy() if copy else self._klines[pair_interval]
@ -1210,22 +1223,6 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime:
return datetime.fromtimestamp(new_timestamp, tz=timezone.utc) return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
def symbol_is_pair(market_symbol: Dict[str, Any], base_currency: str = None,
quote_currency: str = None) -> bool:
"""
Check if the market symbol is a pair, i.e. that its symbol consists of the base currency and the
quote currency separated by '/' character. If base_currency and/or quote_currency is passed,
it also checks that the symbol contains appropriate base and/or quote currency part before
and after the separating character correspondingly.
"""
symbol_parts = market_symbol['symbol'].split('/')
return (len(symbol_parts) == 2 and
(market_symbol.get('base') == base_currency
if base_currency else len(symbol_parts[0]) > 0) and
(market_symbol.get('quote') == quote_currency
if quote_currency else len(symbol_parts[1]) > 0))
def market_is_active(market: Dict) -> bool: def market_is_active(market: Dict) -> bool:
""" """
Return True if the market is active. Return True if the market is active.

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@ -1,6 +1,6 @@
""" FTX exchange subclass """ """ FTX exchange subclass """
import logging import logging
from typing import Dict from typing import Any, Dict
from freqtrade.exchange import Exchange from freqtrade.exchange import Exchange
@ -12,3 +12,13 @@ class Ftx(Exchange):
_ft_has: Dict = { _ft_has: Dict = {
"ohlcv_candle_limit": 1500, "ohlcv_candle_limit": 1500,
} }
def market_is_tradable(self, market: Dict[str, Any]) -> bool:
"""
Check if the market symbol is tradable by Freqtrade.
Default checks + check if pair is darkpool pair.
"""
parent_check = super().market_is_tradable(market)
return (parent_check and
market.get('spot', False) is True)

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@ -1,6 +1,6 @@
""" Kraken exchange subclass """ """ Kraken exchange subclass """
import logging import logging
from typing import Dict from typing import Any, Dict
import ccxt import ccxt
@ -21,6 +21,16 @@ class Kraken(Exchange):
"trades_pagination_arg": "since", "trades_pagination_arg": "since",
} }
def market_is_tradable(self, market: Dict[str, Any]) -> bool:
"""
Check if the market symbol is tradable by Freqtrade.
Default checks + check if pair is darkpool pair.
"""
parent_check = super().market_is_tradable(market)
return (parent_check and
market.get('darkpool', False) is False)
@retrier @retrier
def get_balances(self) -> dict: def get_balances(self) -> dict:
if self._config['dry_run']: if self._config['dry_run']: