Merge pull request #3205 from freqtrade/fix/ftx_dynamic_crash

fix crash with Dynamic whitelist with pairfilter on FTX

freqtrade/pairlist/PriceFilter.py

@@ -37,6 +37,12 @@ class PriceFilter(IPairList):
         :param ticker: ticker dict as returned from ccxt.load_markets()
         :return: True if the pair can stay, false if it should be removed
         """
+        if ticker['last'] is None:
+
+            self.log_on_refresh(logger.info,
+                                f"Removed {ticker['symbol']} from whitelist, because "
+                                "ticker['last'] is empty (Usually no trade in the last 24h).")
+            return False
         compare = ticker['last'] + self._exchange.price_get_one_pip(ticker['symbol'],
                                                                     ticker['last'])
         changeperc = (compare - ticker['last']) / ticker['last']
@@ -47,7 +53,6 @@ class PriceFilter(IPairList):
         return True
 
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
-
         """
         Filters and sorts pairlist and returns the whitelist again.
         Called on each bot iteration - please use internal caching if necessary

tests/conftest.py

@@ -739,6 +739,31 @@ def shitcoinmarkets(markets):
             "future": False,
             "active": True
         },
+        'ADAHALF/USDT': {
+            "percentage": True,
+            "tierBased": False,
+            "taker": 0.001,
+            "maker": 0.001,
+            "precision": {
+                "base": 8,
+                "quote": 8,
+                "amount": 2,
+                "price": 4
+            },
+            "limits": {
+            },
+            "id": "ADAHALFUSDT",
+            "symbol": "ADAHALF/USDT",
+            "base": "ADAHALF",
+            "quote": "USDT",
+            "baseId": "ADAHALF",
+            "quoteId": "USDT",
+            "info": {},
+            "type": "spot",
+            "spot": True,
+            "future": False,
+            "active": True
+    },
         })
     return shitmarkets
 
@@ -1243,6 +1268,29 @@ def tickers():
             "quoteVolume": 323652.075405,
             "info": {}
         },
+        # Example of leveraged pair with incomplete info
+        "ADAHALF/USDT": {
+            "symbol": "ADAHALF/USDT",
+            "timestamp": 1580469388244,
+            "datetime": "2020-01-31T11:16:28.244Z",
+            "high": None,
+            "low": None,
+            "bid": 0.7305,
+            "bidVolume": None,
+            "ask": 0.7342,
+            "askVolume": None,
+            "vwap": None,
+            "open": None,
+            "close": None,
+            "last": None,
+            "previousClose": None,
+            "change": None,
+            "percentage": 2.628,
+            "average": None,
+            "baseVolume": 0.0,
+            "quoteVolume": 0.0,
+            "info": {}
+        },
     })
 
 

tests/pairlist/test_pairlist.py

@@ -163,7 +163,7 @@ 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', 'NANO/USDT']),
+        "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
     # No pair for ETH ...
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
      "ETH", []),
@@ -177,6 +177,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PriceFilter", "low_price_ratio": 0.03}],
         "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
+    # PriceFilter and VolumePairList
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "PriceFilter", "low_price_ratio": 0.03}],
+        "USDT", ['ETH/USDT', 'NANO/USDT']),
     # Hot is removed by precision_filter, Fuel by low_price_filter.
     ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"},
@@ -221,7 +225,9 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
             assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
                               r'would be <= stop limit.*', caplog)
         if pairlist['method'] == 'PriceFilter':
-            assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog)
+            assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or
+                    log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] is empty.*",
+                               caplog))
 
 
 def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: