Remove pairs with no ticker available when it's needed
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@ -5,6 +5,7 @@ Provides lists as configured in config.json
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"""
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import logging
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from copy import deepcopy
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from typing import Dict, List
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from cachetools import TTLCache, cached
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@ -79,13 +80,14 @@ class PairListManager():
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Run pairlist through all configured pairlists.
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"""
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pairlist = self._whitelist.copy()
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# tickers should be cached to avoid calling the exchange on each call.
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tickers: Dict = {}
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if self._tickers_needed:
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tickers = self._get_cached_tickers()
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# Adjust whitelist if filters are using tickers
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pairlist = self._prepare_whitelist(self._whitelist.copy(), tickers)
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# Process all pairlists in chain
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for pl in self._pairlists:
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pairlist = pl.filter_pairlist(pairlist, tickers)
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@ -94,3 +96,17 @@ class PairListManager():
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pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True)
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self._whitelist = pairlist
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def _prepare_whitelist(self, pairlist: List[str], tickers) -> List[str]:
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"""
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Prepare pairlist for Pairlist Filters that use tickers data - remove
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pairs that do not have ticker available
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"""
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if self._tickers_needed:
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# Copy list since we're modifying this list
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for p in deepcopy(pairlist):
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ticker = tickers.get(p)
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if not ticker:
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pairlist.remove(p)
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return pairlist
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