Allow chaining of pairlists

freqtrade/pairlist/pairlistmanager.py

@@ -0,0 +1,68 @@
+"""
+Static List provider
+
+Provides lists as configured in config.json
+
+ """
+import logging
+from copy import deepcopy
+from typing import List
+
+from freqtrade.pairlist.IPairList import IPairList
+from freqtrade.resolvers import PairListResolver
+
+logger = logging.getLogger(__name__)
+
+
+class PairListManager():
+
+    def __init__(self, exchange, config: dict) -> None:
+        self._exchange = exchange
+        self._config = config
+        self._whitelist = self._config['exchange'].get('pair_whitelist')
+        self._blacklist = self._config['exchange'].get('pair_blacklist', [])
+        self._pairlists: List[IPairList] = []
+
+        for pl in self._config.get('pairlists', [{'method': "StaticPairList"}]):
+            pairl = PairListResolver(pl.get('method'),
+                                     exchange, config,
+                                     pl.get('config')).pairlist
+            self._pairlists.append(pairl)
+
+    @property
+    def whitelist(self) -> List[str]:
+        """
+        Has the current whitelist
+        """
+        return self._whitelist
+
+    @property
+    def blacklist(self) -> List[str]:
+        """
+        Has the current blacklist
+        -> no need to overwrite in subclasses
+        """
+        return self._blacklist
+
+    def refresh_pairlist(self) -> None:
+        """
+        Run pairlist through all pairlists.
+        """
+
+        pairlist = self._whitelist.copy()
+
+        # tickers should be cached to avoid calling the exchange on each call.
+        tickers = self._exchange.get_tickers()
+        for pl in self._pairlists:
+            pl.filter_pairlist(pairlist, tickers)
+
+        pairlist = self._verify_blacklist(pairlist)
+        self._whitelist = pairlist
+
+    def _verify_blacklist(self, pairlist: List[str]) -> List[str]:
+
+        for pair in deepcopy(pairlist):
+            if pair in self.blacklist:
+                logger.warning(f"Pair {pair} in your blacklist. Removing it from whitelist...")
+                pairlist.remove(pair)
+        return pairlist