stable/freqtrade/pairlist/IPairList.py

"""
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._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
        """

    @abstractmethod
    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
        -> 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],
                         aswarning: bool) -> List[str]:
        """
        Verify and remove items from pairlist - returning a filtered pairlist.
        Logs a warning or info depending on `aswarning`.
        Pairlist Handlers explicitly using this method shall use `aswarning=False`!
        :param pairlist: Pairlist to validate
        :param blacklist: Blacklist to validate pairlist against
        :param aswarning: Log message as Warning or Info
        :return: pairlist - blacklisted pairs
        """
        for pair in deepcopy(pairlist):
            if pair in blacklist:
                if aswarning:
                    logger.warning(f"Pair {pair} in your blacklist. Removing it from whitelist...")
                else:
                    logger.info(f"Pair {pair} in your blacklist. Removing it from whitelist...")
                pairlist.remove(pair)
        return pairlist

    def _verify_blacklist(self, pairlist: List[str], aswarning: bool = True) -> List[str]:
        """
        Proxy method to verify_blacklist for easy access for child classes.
        Logs a warning or info depending on `aswarning`.
        Pairlists explicitly using this method shall use aswarning=False!
        :param pairlist: Pairlist to validate
        :param aswarning: Log message as Warning or info.
        :return: pairlist - blacklisted pairs
        """
        return IPairList.verify_blacklist(pairlist, self._pairlistmanager.blacklist,
                                          aswarning=aswarning)

    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