import logging from copy import deepcopy from typing import Dict, List from freqtrade.pairlist.IPairList import IPairList logger = logging.getLogger(__name__) class PrecisionFilter(IPairList): @property def needstickers(self) -> bool: """ Boolean property defining if tickers are necessary. If no Pairlist requries 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_precision_filter(self, ticker: dict, stoploss: float) -> 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() :param stoploss: stoploss value as set in the configuration (already cleaned to be 1 - stoploss) :return: True if the pair can stay, false if it should be removed """ stop_price = ticker['ask'] * 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: logger.info(f"Removed {ticker['symbol']} from whitelist, " f"because stop price {sp} would be <= stop limit {stop_gap_price}") return False return True def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: """ Filters and sorts pairlists and assigns and returns them again. """ stoploss = self._config.get('stoploss') if stoploss is not None: # Precalculate sanitized stoploss value to avoid recalculation for every pair stoploss = 1 - abs(stoploss) # Copy list since we're modifying this list for p in deepcopy(pairlist): ticker = tickers.get(p) # Filter out assets which would not allow setting a stoploss if not ticker or (stoploss and not self._validate_precision_filter(ticker, stoploss)): pairlist.remove(p) continue return pairlist