diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py index ca148f518..0d1ae9c26 100644 --- a/freqtrade/__init__.py +++ b/freqtrade/__init__.py @@ -1,5 +1,5 @@ """ FreqTrade bot """ -__version__ = '0.18.1-dev' +__version__ = '0.18.2-dev' class DependencyException(BaseException): diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 8fbcdfed7..840d348f0 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -17,7 +17,7 @@ REQUIRED_ORDERTIF = ['buy', 'sell'] REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange'] ORDERTYPE_POSSIBILITIES = ['limit', 'market'] ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc'] -AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList'] +AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'VolumePrecisionPairList'] TICKER_INTERVAL_MINUTES = { '1m': 1, diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 7d89f7ad6..a7a3a61cf 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -229,7 +229,7 @@ def download_pair_history(datadir: Optional[Path], misc.file_dump_json(filename, data) return True - except BaseException: - logger.info('Failed to download the pair: "%s", Interval: %s', - pair, tick_interval) + except BaseException as e: + logger.info('Failed to download the pair: "%s", Interval: %s\n' + 'Error message: %s', pair, tick_interval, e) return False diff --git a/freqtrade/pairlist/VolumePrecisionPairList.py b/freqtrade/pairlist/VolumePrecisionPairList.py new file mode 100644 index 000000000..634988668 --- /dev/null +++ b/freqtrade/pairlist/VolumePrecisionPairList.py @@ -0,0 +1,86 @@ +""" +Static List provider + +Provides lists as configured in config.json + + """ +import logging +from typing import List +from cachetools import TTLCache, cached + +from freqtrade.pairlist.IPairList import IPairList +from freqtrade import OperationalException +logger = logging.getLogger(__name__) + +SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume'] + + +class VolumePrecisionPairList(IPairList): + + def __init__(self, freqtrade, config: dict) -> None: + super().__init__(freqtrade, config) + self._whitelistconf = self._config.get('pairlist', {}).get('config') + if 'number_assets' not in self._whitelistconf: + raise OperationalException( + f'`number_assets` not specified. Please check your configuration ' + 'for "pairlist.config.number_assets"') + self._number_pairs = self._whitelistconf['number_assets'] + self._sort_key = self._whitelistconf.get('sort_key', 'quoteVolume') + + if not self._freqtrade.exchange.exchange_has('fetchTickers'): + raise OperationalException( + 'Exchange does not support dynamic whitelist.' + 'Please edit your config and restart the bot' + ) + if not self._validate_keys(self._sort_key): + raise OperationalException( + f'key {self._sort_key} not in {SORT_VALUES}') + + def _validate_keys(self, key): + return key in SORT_VALUES + + def short_desc(self) -> str: + """ + Short whitelist method description - used for startup-messages + -> Please overwrite in subclasses + """ + return f"{self.name} - top {self._whitelistconf['number_assets']} volume pairs." + + def refresh_pairlist(self) -> None: + """ + Refreshes pairlists and assigns them to self._whitelist and self._blacklist respectively + -> Please overwrite in subclasses + """ + # Generate dynamic whitelist + pairs = self._gen_pair_whitelist(self._config['stake_currency'], self._sort_key) + # Validate whitelist to only have active market pairs + self._whitelist = self._validate_whitelist(pairs)[:self._number_pairs] + + @cached(TTLCache(maxsize=1, ttl=1800)) + def _gen_pair_whitelist(self, base_currency: str, key: str) -> List[str]: + """ + Updates the whitelist with with a dynamically generated list + :param base_currency: base currency as str + :param key: sort key (defaults to 'quoteVolume') + :return: List of pairs + """ + + tickers = self._freqtrade.exchange.get_tickers() + # 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] + + if self._freqtrade.strategy.stoploss is not None: + precisions = [self._freqtrade.exchange.markets[ + t["symbol"]]["precision"].get("price") for t in tickers] + tickers = [t for t, p in zip(tickers, precisions) if ( + self._freqtrade.exchange.symbol_price_prec( + t["symbol"], + self._freqtrade.get_target_bid( + t["symbol"], t) * (1 + self._freqtrade.strategy.stoploss) + ) < self._freqtrade.get_target_bid(t["symbol"], t) + )] + + sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key]) + pairs = [s['symbol'] for s in sorted_tickers] + return pairs