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