""" 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__) SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume'] class VolumePairList(StaticPairList): def __init__(self, freqtrade, config: dict) -> None: self._freqtrade = freqtrade self._config = config self._whitelistconf = self._config.get('pairlist', {}).get('config') self._whitelist = self._config['exchange']['pair_whitelist'] self._blacklist = self._config['exchange'].get('pair_blacklist', []) self._number_pairs = self._whitelistconf['number_assets'] self._sort_key = self._whitelistconf.get('sort_key', 'quoteVolume') if not self._freqtrade.exchange.exchange_has('fetchTickers'): raise OperationalException( 'Exchange does not support dynamic whitelist.' 'Please edit your config and restart the bot' ) if not self.validate_keys(self._sort_key): raise OperationalException( f'key {self._sort_key} not in {SORT_VALUES}') # self.refresh_whitelist() def validate_keys(self, key): return key in SORT_VALUES def short_desc(self) -> str: """ Short whitelist method description - used for startup-messages -> Please overwrite in subclasses """ return f"{self.name} - top {self._whitelistconf['number_assets']} volume pairs." 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'], self._sort_key) # 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) -> 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]