remove markets changes
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@ -715,7 +715,9 @@ class Exchange(object):
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@retrier
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@retrier
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def get_markets(self) -> List[dict]:
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def get_markets(self) -> List[dict]:
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try:
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try:
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return self._api.fetch_markets()
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markets = self._api.fetch_markets()
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self.markets.update({m["symbol"]: m for m in markets})
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return markets
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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raise TemporaryError(
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f'Could not load markets due to {e.__class__.__name__}. Message: {e}')
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f'Could not load markets due to {e.__class__.__name__}. Message: {e}')
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@ -206,7 +206,7 @@ class FreqtradeBot(object):
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self.state = State.STOPPED
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self.state = State.STOPPED
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return state_changed
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return state_changed
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def get_target_bid(self, pair: str, ticker: Dict = None) -> float:
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def get_target_bid(self, pair: str, tick: Dict = None) -> float:
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"""
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"""
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Calculates bid target between current ask price and last price
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Calculates bid target between current ask price and last price
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:return: float: Price
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:return: float: Price
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@ -223,9 +223,11 @@ class FreqtradeBot(object):
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logger.info('...top %s order book buy rate %0.8f', order_book_top, order_book_rate)
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logger.info('...top %s order book buy rate %0.8f', order_book_top, order_book_rate)
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used_rate = order_book_rate
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used_rate = order_book_rate
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else:
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else:
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if not ticker:
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if not tick:
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logger.info('Using Last Ask / Last Price')
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logger.info('Using Last Ask / Last Price')
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ticker = self.exchange.get_ticker(pair)
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ticker = self.exchange.get_ticker(pair)
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else:
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ticker = tick
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if ticker['ask'] < ticker['last']:
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if ticker['ask'] < ticker['last']:
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ticker_rate = ticker['ask']
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ticker_rate = ticker['ask']
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else:
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else:
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@ -270,10 +272,12 @@ class FreqtradeBot(object):
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return stake_amount
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return stake_amount
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def _get_min_pair_stake_amount(self, pair: str, price: float) -> Optional[float]:
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def _get_min_pair_stake_amount(self, pair: str, price: float) -> Optional[float]:
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try:
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markets = self.exchange.get_markets()
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market = self.exchange.markets[pair]
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markets = [m for m in markets if m['symbol'] == pair]
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except KeyError:
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if not markets:
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raise ValueError(f"Can't get market information for symbol {pair}")
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raise ValueError(f'Can\'t get market information for symbol {pair}')
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market = markets[0]
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if 'limits' not in market:
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if 'limits' not in market:
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return None
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return None
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@ -18,7 +18,7 @@ class IPairList(ABC):
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self._config = config
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self._config = config
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self._whitelist = self._config['exchange']['pair_whitelist']
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self._whitelist = self._config['exchange']['pair_whitelist']
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self._blacklist = self._config['exchange'].get('pair_blacklist', [])
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self._blacklist = self._config['exchange'].get('pair_blacklist', [])
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self._markets = self._freqtrade.exchange.markets
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self._markets = self._freqtrade.exchange.get_markets()
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@property
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@property
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def name(self) -> str:
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def name(self) -> str:
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@ -67,7 +67,7 @@ class IPairList(ABC):
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black_listed
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black_listed
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"""
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"""
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sanitized_whitelist = whitelist
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sanitized_whitelist = whitelist
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markets = list(self._markets.values())
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markets = self._freqtrade.exchange.get_markets()
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# Filter to markets in stake currency
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# Filter to markets in stake currency
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markets = [m for m in markets if m['quote'] == self._config['stake_currency']]
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markets = [m for m in markets if m['quote'] == self._config['stake_currency']]
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@ -75,7 +75,7 @@ class IPairList(ABC):
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for market in markets:
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for market in markets:
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pair = market['symbol']
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pair = market['symbol']
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# pair is not int the generated dynamic market, or in the blacklist ... ignore it
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# pair is not in the generated dynamic market, or in the blacklist ... ignore it
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if pair not in whitelist or pair in self.blacklist:
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if pair not in whitelist or pair in self.blacklist:
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continue
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continue
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# else the pair is valid
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# else the pair is valid
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@ -375,6 +375,78 @@ def markets():
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},
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},
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},
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},
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'info': '',
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'info': '',
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},
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{
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'id': 'BTTBTC',
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'symbol': 'BTT/BTC',
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'base': 'BTT',
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'quote': 'BTC',
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'active': True,
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'precision': {
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'base': 8,
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'quote': 8,
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'amount': 0,
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'price': 8
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},
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'limits': {
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'amount': {
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'min': 1.0,
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'max': 90000000.0
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},
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'price': {
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'min': None,
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'max': None
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},
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'cost': {
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'min': 0.001,
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'max': None
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}
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},
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'info': "",
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},
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{
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'id': 'USDT-ETH',
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'symbol': 'ETH/USDT',
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'base': 'ETH',
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'quote': 'USDT',
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'precision': {
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'amount': 8,
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'price': 8
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},
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'limits': {
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'amount': {
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'min': 0.02214286,
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'max': None
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},
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'price': {
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'min': 1e-08,
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'max': None
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}
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},
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'active': True,
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'info': ""
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},
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{
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'id': 'USDT-LTC',
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'symbol': 'LTC/USDT',
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'base': 'LTC',
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'quote': 'USDT',
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'active': True,
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'precision': {
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'amount': 8,
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'price': 8
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},
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'limits': {
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'amount': {
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'min': 0.06646786,
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'max': None
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},
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'price': {
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'min': 1e-08,
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'max': None
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}
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},
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'info': ""
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}
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}
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])
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])
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@ -642,6 +714,28 @@ def tickers():
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'quoteVolume': 1401.65697943,
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'quoteVolume': 1401.65697943,
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'info': {}
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'info': {}
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},
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},
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'BTT/BTC': {
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'symbol': 'BTT/BTC',
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'timestamp': 1550936557206,
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'datetime': '2019-02-23T15:42:37.206Z',
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'high': 0.00000026,
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'low': 0.00000024,
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'bid': 0.00000024,
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'bidVolume': 2446894197.0,
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'ask': 0.00000025,
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'askVolume': 2447913837.0,
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'vwap': 0.00000025,
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'open': 0.00000026,
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'close': 0.00000024,
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'last': 0.00000024,
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'previousClose': 0.00000026,
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'change': -0.00000002,
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'percentage': -7.692,
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'average': None,
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'baseVolume': 4886464537.0,
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'quoteVolume': 1215.14489611,
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'info': {}
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},
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'ETH/USDT': {
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'ETH/USDT': {
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'symbol': 'ETH/USDT',
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'symbol': 'ETH/USDT',
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'timestamp': 1522014804118,
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'timestamp': 1522014804118,
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@ -1264,7 +1264,7 @@ def test_get_markets(default_conf, mocker, markets):
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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ret = exchange.get_markets()
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ret = exchange.get_markets()
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assert isinstance(ret, list)
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assert isinstance(ret, list)
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assert len(ret) == 6
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assert len(ret) == 9
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assert ret[0]["id"] == "ethbtc"
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assert ret[0]["id"] == "ethbtc"
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assert ret[0]["symbol"] == "ETH/BTC"
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assert ret[0]["symbol"] == "ETH/BTC"
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@ -80,7 +80,7 @@ def test_refresh_pairlist_dynamic(mocker, markets, tickers, whitelist_conf):
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freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
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freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
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# argument: use the whitelist dynamically by exchange-volume
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# argument: use the whitelist dynamically by exchange-volume
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whitelist = ['ETH/BTC', 'TKN/BTC']
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whitelist = ['ETH/BTC', 'TKN/BTC', 'BTT/BTC']
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freqtradebot.pairlists.refresh_pairlist()
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freqtradebot.pairlists.refresh_pairlist()
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assert whitelist == freqtradebot.pairlists.whitelist
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assert whitelist == freqtradebot.pairlists.whitelist
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@ -116,17 +116,19 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers)
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# Test to retrieved BTC sorted on quoteVolume (default)
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# Test to retrieved BTC sorted on quoteVolume (default)
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whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='BTC', key='quoteVolume')
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whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='BTC', key='quoteVolume')
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assert whitelist == ['ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC']
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assert whitelist == ['ETH/BTC', 'TKN/BTC', 'BTT/BTC']
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# Test to retrieve BTC sorted on bidVolume
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# Test to retrieve BTC sorted on bidVolume
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whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='BTC', key='bidVolume')
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whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='BTC', key='bidVolume')
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assert whitelist == ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'BLK/BTC']
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assert whitelist == ['BTT/BTC', 'TKN/BTC', 'ETH/BTC']
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# Test with USDT sorted on quoteVolume (default)
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# Test with USDT sorted on quoteVolume (default)
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freqtrade.config['stake_currency'] = 'USDT' # this has to be set, otherwise markets are removed
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whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='USDT', key='quoteVolume')
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whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='USDT', key='quoteVolume')
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assert whitelist == ['TKN/USDT', 'ETH/USDT', 'LTC/USDT', 'BLK/USDT']
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assert whitelist == ['ETH/USDT', 'LTC/USDT']
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# Test with ETH (our fixture does not have ETH, so result should be empty)
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# Test with ETH (our fixture does not have ETH, so result should be empty)
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freqtrade.config['stake_currency'] = 'ETH'
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whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='ETH', key='quoteVolume')
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whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='ETH', key='quoteVolume')
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assert whitelist == []
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assert whitelist == []
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