108 lines
4.1 KiB
Python
108 lines
4.1 KiB
Python
"""
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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
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from cachetools import TTLCache, cached
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from freqtrade.pairlist.StaticPairList import StaticPairList
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from freqtrade import OperationalException
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logger = logging.getLogger(__name__)
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SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
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class VolumePairList(StaticPairList):
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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._whitelistconf = self._config.get('pairlist', {}).get('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._number_pairs = self._whitelistconf['number_assets']
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self._sort_key = self._whitelistconf.get('sort_key', 'quoteVolume')
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if not self._freqtrade.exchange.exchange_has('fetchTickers'):
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raise OperationalException(
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'Exchange does not support dynamic whitelist.'
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'Please edit your config and restart the bot'
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)
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if not self.validate_keys(self._sort_key):
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raise OperationalException(
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f'key {self._sort_key} not in {SORT_VALUES}')
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# self.refresh_whitelist()
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def validate_keys(self, key):
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return key in SORT_VALUES
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def short_desc(self) -> str:
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"""
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Short whitelist method description - used for startup-messages
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-> Please overwrite in subclasses
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"""
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return f"{self.name} - top {self._whitelistconf['number_assets']} volume pairs."
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def refresh_whitelist(self) -> None:
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"""
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Refreshes whitelist and assigns it to self._whitelist
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"""
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# Generate dynamic whitelist
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pairs = self._gen_pair_whitelist(self._config['stake_currency'], self._sort_key)
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# Validate whitelist to only have active market pairs
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self._whitelist = self._validate_whitelist(pairs)[:self._number_pairs]
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@cached(TTLCache(maxsize=1, ttl=1800))
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def _gen_pair_whitelist(self, base_currency: str, key: str) -> List[str]:
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"""
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Updates the whitelist with with a dynamically generated list
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:param base_currency: base currency as str
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:param key: sort key (defaults to 'quoteVolume')
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:return: List of pairs
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"""
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tickers = self._freqtrade.exchange.get_tickers()
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# check length so that we make sure that '/' is actually in the string
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tickers = [v for k, v in tickers.items()
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if len(k.split('/')) == 2 and k.split('/')[1] == base_currency]
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sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key])
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pairs = [s['symbol'] for s in sorted_tickers]
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return pairs
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def _validate_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._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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return [x for x in sanitized_whitelist if x in known_pairs]
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