add VolumePrecisionPairList

freqtrade/__init__.py

@@ -1,5 +1,5 @@
 """ FreqTrade bot """
-__version__ = '0.18.1-dev'
+__version__ = '0.18.2-dev'
 
 
 class DependencyException(BaseException):

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,

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:
+    except BaseException as e:
-        logger.info('Failed to download the pair: "%s", Interval: %s',
+        logger.info('Failed to download the pair: "%s", Interval: %s\n'
-                    pair, tick_interval)
+                    'Error message: %s', pair, tick_interval, e)
         return False

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