Refactor static whitelist to module
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@ -25,6 +25,7 @@ from freqtrade.resolvers import StrategyResolver
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from freqtrade.state import State
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from freqtrade.state import State
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from freqtrade.strategy.interface import SellType, IStrategy
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from freqtrade.strategy.interface import SellType, IStrategy
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from freqtrade.exchange.exchange_helpers import order_book_to_dataframe
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from freqtrade.exchange.exchange_helpers import order_book_to_dataframe
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from freqtrade.pairlist.StaticList import StaticList
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logger = logging.getLogger(__name__)
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logger = logging.getLogger(__name__)
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@ -59,6 +60,7 @@ class FreqtradeBot(object):
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self.persistence = None
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self.persistence = None
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self.exchange = Exchange(self.config)
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self.exchange = Exchange(self.config)
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self.wallets = Wallets(self.exchange)
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self.wallets = Wallets(self.exchange)
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self.pairlists = StaticList(self, self.config)
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# Initializing Edge only if enabled
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# Initializing Edge only if enabled
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self.edge = Edge(self.config, self.exchange, self.strategy) if \
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self.edge = Edge(self.config, self.exchange, self.strategy) if \
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@ -148,11 +150,13 @@ class FreqtradeBot(object):
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try:
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try:
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nb_assets = self.config.get('dynamic_whitelist', None)
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nb_assets = self.config.get('dynamic_whitelist', None)
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# Refresh whitelist based on wallet maintenance
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# Refresh whitelist based on wallet maintenance
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sanitized_list = self._refresh_whitelist(
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self.pairlists.refresh_whitelist()
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self._gen_pair_whitelist(
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sanitized_list = self.pairlists.whitelist
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self.config['stake_currency']
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# sanitized_list = self._refresh_whitelist(
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) if nb_assets else self.config['exchange']['pair_whitelist']
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# self._gen_pair_whitelist(
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)
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# self.config['stake_currency']
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# ) if nb_assets else self.lists.get_whitelist()
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# )
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# Keep only the subsets of pairs wanted (up to nb_assets)
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# Keep only the subsets of pairs wanted (up to nb_assets)
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self.active_pair_whitelist = sanitized_list[:nb_assets] if nb_assets else sanitized_list
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self.active_pair_whitelist = sanitized_list[:nb_assets] if nb_assets else sanitized_list
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@ -227,39 +231,6 @@ class FreqtradeBot(object):
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pairs = [s['symbol'] for s in sorted_tickers]
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pairs = [s['symbol'] for s in sorted_tickers]
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return pairs
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return pairs
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def _refresh_whitelist(self, whitelist: List[str]) -> List[str]:
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"""
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Check available markets and remove pair from whitelist if necessary
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:param whitelist: the sorted list (based on BaseVolume) of pairs the user might want to
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trade
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:return: the list of pairs the user wants to trade without the one unavailable or
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black_listed
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"""
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sanitized_whitelist = whitelist
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markets = self.exchange.get_markets()
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markets = [m for m in markets if m['quote'] == self.config['stake_currency']]
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known_pairs = set()
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for market in markets:
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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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if pair not in whitelist or pair in self.config['exchange'].get('pair_blacklist', []):
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continue
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# else the pair is valid
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known_pairs.add(pair)
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# Market is not active
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if not market['active']:
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sanitized_whitelist.remove(pair)
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logger.info(
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'Ignoring %s from whitelist. Market is not active.',
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pair
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)
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# We need to remove pairs that are unknown
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final_list = [x for x in sanitized_whitelist if x in known_pairs]
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return final_list
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def get_target_bid(self, pair: str, ticker: Dict[str, float]) -> float:
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def get_target_bid(self, pair: str, ticker: Dict[str, float]) -> 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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70
freqtrade/pairlist/StaticList.py
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70
freqtrade/pairlist/StaticList.py
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@ -0,0 +1,70 @@
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"""
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Static List provider
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Provides lists as configured in config.json
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"""
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import logging
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from typing import List, Optional
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logger = logging.getLogger(__name__)
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class StaticList(object):
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def __init__(self, freqtrade, config: dict) -> None:
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self._freqtrade = freqtrade
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self._config = config
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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.refresh_whitelist()
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@property
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def whitelist(self) -> List[str]:
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""" Contains the current whitelist """
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return self._whitelist
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@property
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def blacklist(self) -> List[str]:
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return self._blacklist
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def refresh_whitelist(self) -> bool:
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"""
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Refreshes whitelist.
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"""
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return self.validate_whitelist(self._config['exchange']['pair_whitelist'])
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def validate_whitelist(self, whitelist: List[str]) -> bool:
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"""
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Check available markets and remove pair from whitelist if necessary
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:param whitelist: the sorted list (based on BaseVolume) of pairs the user might want to
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trade
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:return: the list of pairs the user wants to trade without the one unavailable or
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black_listed
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"""
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sanitized_whitelist = whitelist
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markets = self._freqtrade.exchange.get_markets()
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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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known_pairs = set()
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for market in markets:
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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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if pair not in whitelist or pair in self.blacklist:
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continue
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# else the pair is valid
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known_pairs.add(pair)
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# Market is not active
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if not market['active']:
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sanitized_whitelist.remove(pair)
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logger.info(
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'Ignoring %s from whitelist. Market is not active.',
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pair
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)
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# We need to remove pairs that are unknown
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self._whitelist = [x for x in sanitized_whitelist if x in known_pairs]
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return True
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0
freqtrade/pairlist/__init__.py
Normal file
0
freqtrade/pairlist/__init__.py
Normal file
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