""" Precision pair list filter """ import logging from typing import Any, Dict from freqtrade.pairlist.IPairList import IPairList from freqtrade.exceptions import OperationalException logger = logging.getLogger(__name__) class PrecisionFilter(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) if 'stoploss' not in self._config: raise OperationalException( 'PrecisionFilter can only work with stoploss defined. Please add the ' 'stoploss key to your configuration (overwrites eventual strategy settings).') self._stoploss = self._config['stoploss'] self._enabled = self._stoploss != 0 # Precalculate sanitized stoploss value to avoid recalculation for every pair self._stoploss = 1 - abs(self._stoploss) @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 """ return f"{self.name} - Filtering untradable pairs." def _validate_pair(self, ticker: dict) -> bool: """ Check if pair has enough room to add a stoploss to avoid "unsellable" buys of very low value pairs. :param ticker: ticker dict as returned from ccxt.load_markets() :return: True if the pair can stay, False if it should be removed """ stop_price = ticker['ask'] * self._stoploss # Adjust stop-prices to precision sp = self._exchange.price_to_precision(ticker["symbol"], stop_price) stop_gap_price = self._exchange.price_to_precision(ticker["symbol"], stop_price * 0.99) logger.debug(f"{ticker['symbol']} - {sp} : {stop_gap_price}") if sp <= stop_gap_price: self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, " f"because stop price {sp} would be <= stop limit {stop_gap_price}") return False return True