75 lines
2.7 KiB
Python
75 lines
2.7 KiB
Python
"""
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Precision pair list filter
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"""
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import logging
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from typing import Any, Dict, Optional
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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 Ticker
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from freqtrade.plugins.pairlist.IPairList import IPairList
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logger = logging.getLogger(__name__)
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class PrecisionFilter(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 'stoploss' not in self._config:
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raise OperationalException(
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'PrecisionFilter can only work with stoploss defined. Please add the '
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'stoploss key to your configuration (overwrites eventual strategy settings).')
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self._stoploss = self._config['stoploss']
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self._enabled = self._stoploss != 0
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# Precalculate sanitized stoploss value to avoid recalculation for every pair
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self._stoploss = 1 - abs(self._stoploss)
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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 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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return f"{self.name} - Filtering untradable pairs."
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def _validate_pair(self, pair: str, ticker: Optional[Ticker]) -> bool:
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"""
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Check if pair has enough room to add a stoploss to avoid "unsellable" buys of very
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low value pairs.
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:param pair: Pair that's currently validated
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:param ticker: ticker dict as returned from ccxt.fetch_ticker
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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 not ticker or ticker.get('last', None) is None:
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self.log_once(f"Removed {pair} from whitelist, because "
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"ticker['last'] is empty (Usually no trade in the last 24h).",
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logger.info)
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return False
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stop_price = ticker['last'] * self._stoploss
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# Adjust stop-prices to precision
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sp = self._exchange.price_to_precision(pair, stop_price)
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stop_gap_price = self._exchange.price_to_precision(pair, stop_price * 0.99)
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logger.debug(f"{pair} - {sp} : {stop_gap_price}")
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if sp <= stop_gap_price:
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self.log_once(f"Removed {pair} from whitelist, because "
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f"stop price {sp} would be <= stop limit {stop_gap_price}", logger.info)
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return False
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return True
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