stable/freqtrade/pairlist/IPairList.py
2020-05-20 13:41:00 +03:00

158 lines
5.7 KiB
Python

"""
PairList Handler base class
"""
import logging
from abc import ABC, abstractmethod, abstractproperty
from copy import deepcopy
from typing import Any, Dict, List
from cachetools import TTLCache, cached
from freqtrade.exchange import market_is_active
logger = logging.getLogger(__name__)
class IPairList(ABC):
def __init__(self, exchange, pairlistmanager,
config: Dict[str, Any], pairlistconfig: Dict[str, Any],
pairlist_pos: int) -> None:
"""
:param exchange: Exchange instance
:param pairlistmanager: Instantiated Pairlist manager
:param config: Global bot configuration
:param pairlistconfig: Configuration for this Pairlist Handler - can be empty.
:param pairlist_pos: Position of the Pairlist Handler in the chain
"""
self._enabled = True
self._exchange = exchange
self._pairlistmanager = pairlistmanager
self._config = config
self._pairlistconfig = pairlistconfig
self._pairlist_pos = pairlist_pos
self.refresh_period = self._pairlistconfig.get('refresh_period', 1800)
self._last_refresh = 0
self._log_cache = TTLCache(maxsize=1024, ttl=self.refresh_period)
@property
def name(self) -> str:
"""
Gets name of the class
-> no need to overwrite in subclasses
"""
return self.__class__.__name__
def log_on_refresh(self, logmethod, message: str) -> None:
"""
Logs message - not more often than "refresh_period" to avoid log spamming
Logs the log-message as debug as well to simplify debugging.
:param logmethod: Function that'll be called. Most likely `logger.info`.
:param message: String containing the message to be sent to the function.
:return: None.
"""
@cached(cache=self._log_cache)
def _log_on_refresh(message: str):
logmethod(message)
# Log as debug first
logger.debug(message)
# Call hidden function.
_log_on_refresh(message)
@abstractproperty
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
"""
@abstractmethod
def short_desc(self) -> str:
"""
Short whitelist method description - used for startup-messages
-> Please overwrite in subclasses
"""
def _validate_pair(self, ticker) -> bool:
"""
Check one pair against Pairlist Handler's specific conditions.
Either implement it in the Pairlist Handler or override the generic
filter_pairlist() method.
:param ticker: ticker dict as returned from ccxt.load_markets()
:return: True if the pair can stay, false if it should be removed
"""
raise NotImplementedError()
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
This generic implementation calls self._validate_pair() for each pair
in the pairlist.
Some Pairlist Handlers override this generic implementation and employ
own filtration.
:param pairlist: pairlist to filter or sort
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new whitelist
"""
if self._enabled:
# Copy list since we're modifying this list
for p in deepcopy(pairlist):
# Filter out assets
if not self._validate_pair(tickers[p]):
pairlist.remove(p)
return pairlist
def verify_blacklist(self, pairlist: List[str], logmethod) -> List[str]:
"""
Proxy method to verify_blacklist for easy access for child classes.
:param pairlist: Pairlist to validate
:param logmethod: Function that'll be called, `logger.info` or `logger.warning`.
:return: pairlist - blacklisted pairs
"""
return self._pairlistmanager.verify_blacklist(pairlist, logmethod)
def _whitelist_for_active_markets(self, pairlist: List[str]) -> List[str]:
"""
Check available markets and remove pair from whitelist if necessary
:param whitelist: the sorted list of pairs the user might want to trade
:return: the list of pairs the user wants to trade without those unavailable or
black_listed
"""
markets = self._exchange.markets
sanitized_whitelist: List[str] = []
for pair in pairlist:
# pair is not in the generated dynamic market or has the wrong stake currency
if pair not in markets:
logger.warning(f"Pair {pair} is not compatible with exchange "
f"{self._exchange.name}. Removing it from whitelist..")
continue
if self._exchange.get_pair_quote_currency(pair) != self._config['stake_currency']:
logger.warning(f"Pair {pair} is not compatible with your stake currency "
f"{self._config['stake_currency']}. Removing it from whitelist..")
continue
# Check if market is active
market = markets[pair]
if not market_is_active(market):
logger.info(f"Ignoring {pair} from whitelist. Market is not active.")
continue
if pair not in sanitized_whitelist:
sanitized_whitelist.append(pair)
# We need to remove pairs that are unknown
return sanitized_whitelist