stable/freqtrade/plugins/pairlist/RemotePairList.py
2022-12-12 13:24:33 +01:00

168 lines
6.3 KiB
Python

"""
Remote PairList provider
Provides pair list fetched from a remote source
"""
import json
import logging
from pathlib import Path
from typing import Any, Dict, List, Tuple
import requests
from cachetools import TTLCache
from freqtrade import __version__
from freqtrade.constants import Config
from freqtrade.exceptions import OperationalException
from freqtrade.exchange.types import Tickers
from freqtrade.plugins.pairlist.IPairList import IPairList
logger = logging.getLogger(__name__)
class RemotePairList(IPairList):
def __init__(self, exchange, pairlistmanager,
config: Config, pairlistconfig: Dict[str, Any],
pairlist_pos: int) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
if 'number_assets' not in self._pairlistconfig:
raise OperationalException(
'`number_assets` not specified. Please check your configuration '
'for "pairlist.config.number_assets"')
if 'pairlist_url' not in self._pairlistconfig:
raise OperationalException(
'`pairlist_url` not specified. Please check your configuration '
'for "pairlist.config.pairlist_url"')
self._number_pairs = self._pairlistconfig['number_assets']
self._refresh_period = self._pairlistconfig.get('refresh_period', 1800)
self._keep_pairlist_on_failure = self._pairlistconfig.get('keep_pairlist_on_failure', True)
self._pair_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
self._pairlist_url = self._pairlistconfig.get('pairlist_url', '')
self._read_timeout = self._pairlistconfig.get('read_timeout', 60)
self._bearer_token = self._pairlistconfig.get('bearer_token', '')
self._last_pairlist: List[Any] = list()
@property
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requires tickers, an empty Dict is passed
as tickers argument to filter_pairlist
"""
return False
def short_desc(self) -> str:
"""
Short whitelist method description - used for startup-messages
"""
return f"{self.name} - {self._pairlistconfig['number_assets']} pairs from RemotePairlist."
def fetch_pairlist(self) -> Tuple[List[str], float, str]:
headers = {
'User-Agent': 'Freqtrade/' + __version__ + ' Remotepairlist'
}
if self._bearer_token:
headers['Authorization'] = f'Bearer {self._bearer_token}'
info = "Pairlist"
try:
with requests.get(self._pairlist_url, headers=headers,
timeout=self._read_timeout) as response:
content_type = response.headers.get('content-type')
time_elapsed = response.elapsed.total_seconds()
if "application/json" in str(content_type):
jsonparse = response.json()
pairlist = jsonparse['pairs']
info = jsonparse.get('info', '')[:1000]
else:
raise OperationalException(
'Remotepairlist is not of type JSON abort')
self._refresh_period = jsonparse.get('refresh_period', self._refresh_period)
self._pair_cache = TTLCache(maxsize=1, ttl=self._refresh_period)
except requests.exceptions.RequestException:
self.log_once(f'Was not able to fetch pairlist from:'
f' {self._pairlist_url}', logger.info)
if self._keep_pairlist_on_failure:
pairlist = self._last_pairlist
self.log_once('Keeping last fetched pairlist', logger.info)
else:
pairlist = []
time_elapsed = 0
return pairlist, time_elapsed, info
def gen_pairlist(self, tickers: Tickers) -> List[str]:
"""
Generate the pairlist
:param tickers: Tickers (from exchange.get_tickers). May be cached.
:return: List of pairs
"""
pairlist = self._pair_cache.get('pairlist')
time_elapsed = 0.0
if pairlist:
# Item found - no refresh necessary
return pairlist.copy()
else:
if self._pairlist_url.startswith("file:///"):
filename = self._pairlist_url.split("file:///", 1)[1]
file_path = Path(filename)
if file_path.exists():
with open(filename) as json_file:
# Load the JSON data into a dictionary
jsonparse = json.load(json_file)
pairlist = jsonparse['pairs']
info = jsonparse.get('info', '')[:1000]
self._refresh_period = jsonparse.get('refresh_period', self._refresh_period)
self._pair_cache = TTLCache(maxsize=1, ttl=self._refresh_period)
else:
raise ValueError(f"{self._pairlist_url} does not exist.")
else:
# Fetch Pairlist from Remote URL
pairlist, time_elapsed, info = self.fetch_pairlist()
pairlist = self.filter_pairlist(pairlist, tickers)
self._pair_cache['pairlist'] = pairlist.copy()
if time_elapsed != 0.0:
self.log_once(f'{info} Fetched in {time_elapsed} seconds.', logger.info)
else:
self.log_once(f'{info} Fetched Pairlist.', logger.info)
self._last_pairlist = list(pairlist)
return pairlist
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
"""
Filters and sorts pairlist and returns the whitelist again.
Called on each bot iteration - please use internal caching if necessary
:param pairlist: pairlist to filter or sort
:param tickers: Tickers (from exchange.get_tickers). May be cached.
:return: new whitelist
"""
# Validate whitelist to only have active market pairs
pairlist = self._whitelist_for_active_markets(pairlist)
pairlist = self.verify_blacklist(pairlist, logger.info)
# Limit pairlist to the requested number of pairs
pairlist = pairlist[:self._number_pairs]
self.log_once(f"Searching {self._number_pairs} pairs: {pairlist}", logger.info)
return pairlist