From d803d86f4d846ba8e67c2bde84b0de5efaea1ee6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 29 Oct 2019 06:53:26 +0100
Subject: [PATCH] Add low_price_percent_filter

---
 config_full.json.example             |  3 ++-
 docs/configuration.md                |  5 ++++-
 freqtrade/pairlist/VolumePairList.py | 23 +++++++++++++++++++++++
 3 files changed, 29 insertions(+), 2 deletions(-)

diff --git a/config_full.json.example b/config_full.json.example
index a5af0f7a6..5ae8021d5 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -55,7 +55,8 @@
         "config": {
             "number_assets": 20,
             "sort_key": "quoteVolume",
-            "precision_filter": true
+            "precision_filter": true,
+            "low_price_percent_filter": null
         }
     },
     "exchange": {
diff --git a/docs/configuration.md b/docs/configuration.md
index 03f15e07d..c7e0dac31 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -426,6 +426,8 @@ section of the configuration.
   * By default, low-value coins that would not allow setting a stop loss are filtered out. (set `precision_filter` parameter to `false` to disable this behaviour).
   * `VolumePairList` does not consider `pair_whitelist`, but builds this automatically based the pairlist configuration.
   * Pairs in `pair_blacklist` are not considered for VolumePairList, even if all other filters would match.
+  * `low_price_percent_filter` allows filtering of pairs where a raise of 1 price unit is below the `low_price_percent_filter` ratio.
+    Calculation example: Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value.
 
 Example:
 
@@ -439,7 +441,8 @@ Example:
         "config": {
             "number_assets": 20,
             "sort_key": "quoteVolume",
-            "precision_filter": true
+            "precision_filter": true,
+            "low_price_percent_filter": 0.03
         }
     },
 ```
diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index 44dbd0ecf..4a6768efa 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -27,6 +27,8 @@ class VolumePairList(IPairList):
         self._number_pairs = self._whitelistconf['number_assets']
         self._sort_key = self._whitelistconf.get('sort_key', 'quoteVolume')
         self._precision_filter = self._whitelistconf.get('precision_filter', True)
+        self._low_price_percent_filter = self._whitelistconf.get('low_price_percent_filter', None)
+        print(self._whitelistconf)
 
         if not self._freqtrade.exchange.exchange_has('fetchTickers'):
             raise OperationalException(
@@ -77,6 +79,23 @@ class VolumePairList(IPairList):
             return False
         return True
 
+    def _validate_precision_filter_lowprice(self, ticker) -> bool:
+        """
+        Check if if one price-step is > than a certain barrier.
+        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :param precision: Precision
+        :return: True if the pair can stay, false if it should be removed
+        """
+        precision = self._freqtrade.exchange.markets[ticker['symbol']]['precision']['price']
+
+        compare = ticker['last'] + 1 / pow(10, precision)
+        changeperc = (compare - ticker['last']) / ticker['last']
+        if changeperc > self._low_price_percent_filter:
+            logger.info(f"Removed {ticker['symbol']} from whitelist, "
+                        f"because 1 unit is {changeperc * 100:.3f}%")
+            return False
+        return True
+
     @cached(TTLCache(maxsize=1, ttl=1800))
     def _gen_pair_whitelist(self, base_currency: str, key: str) -> List[str]:
         """
@@ -106,6 +125,10 @@ class VolumePairList(IPairList):
             if (stoploss and self._precision_filter
                 and not self._validate_precision_filter(t, stoploss)):
                 valid_tickers.remove(t)
+                continue
+            if self._low_price_percent_filter and not self._validate_precision_filter_lowprice(t,):
+                valid_tickers.remove(t)
+                continue
 
         pairs = [s['symbol'] for s in valid_tickers]
         logger.info(f"Searching pairs: {pairs[:self._number_pairs]}")