""" Price pair list filter """ import logging from typing import Any, Dict from freqtrade.exceptions import OperationalException from freqtrade.pairlist.IPairList import IPairList logger = logging.getLogger(__name__) class PriceFilter(IPairList): def __init__(self, exchange, pairlistmanager, config: Dict[str, Any], pairlistconfig: Dict[str, Any], pairlist_pos: int) -> None: super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) self._low_price_ratio = pairlistconfig.get('low_price_ratio', 0) if self._low_price_ratio < 0: raise OperationalException("PriceFilter requires low_price_ratio to be >= 0") self._min_price = pairlistconfig.get('min_price', 0) if self._min_price < 0: raise OperationalException("PriceFilter requires min_price to be >= 0") self._max_price = pairlistconfig.get('max_price', 0) if self._max_price < 0: raise OperationalException("PriceFilter requires max_price to be >= 0") self._enabled = ((self._low_price_ratio > 0) or (self._min_price > 0) or (self._max_price > 0)) @property def needstickers(self) -> bool: """ Boolean property defining if tickers are necessary. If no Pairlist requires tickers, an empty List is passed as tickers argument to filter_pairlist """ return True def short_desc(self) -> str: """ Short whitelist method description - used for startup-messages """ active_price_filters = [] if self._low_price_ratio != 0: active_price_filters.append(f"below {self._low_price_ratio * 100}%") if self._min_price != 0: active_price_filters.append(f"below {self._min_price:.8f}") if self._max_price != 0: active_price_filters.append(f"above {self._max_price:.8f}") if len(active_price_filters): return f"{self.name} - Filtering pairs priced {' or '.join(active_price_filters)}." return f"{self.name} - No price filters configured." def _validate_pair(self, ticker) -> bool: """ Check if if one price-step (pip) is > than a certain barrier. :param ticker: ticker dict as returned from ccxt.load_markets() :return: True if the pair can stay, false if it should be removed """ if ticker['last'] is None or ticker['last'] == 0: self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, because " "ticker['last'] is empty (Usually no trade in the last 24h).") return False # Perform low_price_ratio check. if self._low_price_ratio != 0: compare = self._exchange.price_get_one_pip(ticker['symbol'], ticker['last']) changeperc = compare / ticker['last'] if changeperc > self._low_price_ratio: self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, " f"because 1 unit is {changeperc * 100:.3f}%") return False # Perform min_price check. if self._min_price != 0: if ticker['last'] < self._min_price: self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, " f"because last price < {self._min_price:.8f}") return False # Perform max_price check. if self._max_price != 0: if ticker['last'] > self._max_price: self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, " f"because last price > {self._max_price:.8f}") return False return True