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