Add volumePairList - refactor tests to correct file

freqtrade/pairlist/StaticPairList.py

@@ -10,7 +10,7 @@ from typing import List, Optional
 logger = logging.getLogger(__name__)
 
 
-class StaticList(object):
+class StaticPairList(object):
 
     def __init__(self, freqtrade, config: dict) -> None:
         self._freqtrade = freqtrade
@@ -32,9 +32,9 @@ class StaticList(object):
         """
         Refreshes whitelist and assigns it to self._whitelist
         """
-        self._whitelist = self.validate_whitelist(self._config['exchange']['pair_whitelist'])
+        self._whitelist = self._validate_whitelist(self._config['exchange']['pair_whitelist'])
 
-    def validate_whitelist(self, whitelist: List[str]) -> List[str]:
+    def _validate_whitelist(self, whitelist: List[str]) -> List[str]:
         """
         Check available markets and remove pair from whitelist if necessary
         :param whitelist: the sorted list (based on BaseVolume) of pairs the user might want to

freqtrade/pairlist/VolumePairList.py

@@ -0,0 +1,98 @@
+"""
+Static List provider
+
+Provides lists as configured in config.json
+
+ """
+import logging
+from typing import List
+from cachetools import TTLCache, cached
+
+from freqtrade.pairlist.StaticPairList import StaticPairList
+from freqtrade import OperationalException
+logger = logging.getLogger(__name__)
+
+
+class VolumePairList(StaticPairList):
+
+    def __init__(self, freqtrade, config: dict) -> None:
+        self._freqtrade = freqtrade
+        self._config = config
+        self._whitelist = self._config['exchange']['pair_whitelist']
+        self._blacklist = self._config['exchange'].get('pair_blacklist', [])
+        self._number_pairs = self._config.get('dynamic_whitelist', None)
+        if not self._freqtrade.exchange.exchange_has('fetchTickers'):
+            raise OperationalException(
+                'Exchange does not support dynamic whitelist.'
+                'Please edit your config and restart the bot'
+            )
+        # self.refresh_whitelist()
+
+    @property
+    def whitelist(self) -> List[str]:
+        """ Contains the current whitelist """
+        return self._whitelist
+
+    @property
+    def blacklist(self) -> List[str]:
+        return self._blacklist
+
+    def refresh_whitelist(self) -> None:
+        """
+        Refreshes whitelist and assigns it to self._whitelist
+        """
+        # Generate dynamic whitelist
+        pairs = self._gen_pair_whitelist(self._config['stake_currency'])
+        # 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 = 'quoteVolume') -> 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]
+
+        sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key])
+        pairs = [s['symbol'] for s in sorted_tickers]
+        return pairs
+
+    def _validate_whitelist(self, whitelist: List[str]) -> List[str]:
+        """
+        Check available markets and remove pair from whitelist if necessary
+        :param whitelist: the sorted list (based on BaseVolume) of pairs the user might want to
+        trade
+        :return: the list of pairs the user wants to trade without the one unavailable or
+        black_listed
+        """
+        sanitized_whitelist = whitelist
+        markets = self._freqtrade.exchange.get_markets()
+
+        # Filter to markets in stake currency
+        markets = [m for m in markets if m['quote'] == self._config['stake_currency']]
+        known_pairs = set()
+
+        for market in markets:
+            pair = market['symbol']
+            # pair is not int the generated dynamic market, or in the blacklist ... ignore it
+            if pair not in whitelist or pair in self.blacklist:
+                continue
+            # else the pair is valid
+            known_pairs.add(pair)
+            # Market is not active
+            if not market['active']:
+                sanitized_whitelist.remove(pair)
+                logger.info(
+                    'Ignoring %s from whitelist. Market is not active.',
+                    pair
+                )
+
+        # We need to remove pairs that are unknown
+        return [x for x in sanitized_whitelist if x in known_pairs]