stable/freqtrade/pairlist/IPairList.py
2019-11-09 09:07:46 +01:00

102 lines
3.5 KiB
Python

"""
Static List provider
Provides lists as configured in config.json
"""
import logging
from abc import ABC, abstractmethod, abstractproperty
from copy import deepcopy
from typing import Dict, List
from freqtrade.exchange import market_is_active
logger = logging.getLogger(__name__)
class IPairList(ABC):
def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict) -> None:
self._exchange = exchange
self._pairlistmanager = pairlistmanager
self._config = config
self._pairlistconfig = pairlistconfig
@property
def name(self) -> str:
"""
Gets name of the class
-> no need to overwrite in subclasses
"""
return self.__class__.__name__
@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
"""
@abstractmethod
def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]:
"""
Filters and sorts pairlist and returns the whitelist again.
Called on each bot iteration - please use internal caching if necessary
-> Please overwrite in subclasses
:param pairlist: pairlist to filter or sort
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new whitelist
"""
@staticmethod
def verify_blacklist(pairlist: List[str], blacklist: List[str]) -> List[str]:
"""
Verify and remove items from pairlist - returning a filtered pairlist.
"""
for pair in deepcopy(pairlist):
if pair in blacklist:
logger.warning(f"Pair {pair} in your blacklist. Removing it from whitelist...")
pairlist.remove(pair)
return pairlist
def _verify_blacklist(self, pairlist: List[str]) -> List[str]:
"""
Proxy method to verify_blacklist for easy access for child classes.
"""
return IPairList.verify_blacklist(pairlist, self._pairlistmanager.blacklist)
def _whitelist_for_active_markets(self, whitelist: 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 whitelist:
# pair is not in the generated dynamic market or has the wrong stake currency
if (pair not in markets or not pair.endswith(self._config['stake_currency'])):
logger.warning(f"Pair {pair} is not compatible with exchange "
f"{self._exchange.name}. 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