180 lines
7.2 KiB
Python
180 lines
7.2 KiB
Python
"""
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PairList Handler base class
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"""
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import logging
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from abc import ABC, abstractmethod, abstractproperty
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from copy import deepcopy
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from typing import Any, Dict, List
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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 import Exchange, market_is_active
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from freqtrade.mixins import LoggingMixin
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logger = logging.getLogger(__name__)
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class IPairList(LoggingMixin, ABC):
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def __init__(self, exchange: Exchange, pairlistmanager,
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config: Config, pairlistconfig: Dict[str, Any],
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pairlist_pos: int) -> None:
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"""
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:param exchange: Exchange instance
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:param pairlistmanager: Instantiated Pairlist manager
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:param config: Global bot configuration
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:param pairlistconfig: Configuration for this Pairlist Handler - can be empty.
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:param pairlist_pos: Position of the Pairlist Handler in the chain
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"""
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self._enabled = True
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self._exchange: Exchange = exchange
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self._pairlistmanager = pairlistmanager
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self._config = config
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self._pairlistconfig = pairlistconfig
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self._pairlist_pos = pairlist_pos
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self.refresh_period = self._pairlistconfig.get('refresh_period', 1800)
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self._last_refresh = 0
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LoggingMixin.__init__(self, logger, self.refresh_period)
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@property
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def name(self) -> str:
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"""
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Gets name of the class
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-> no need to overwrite in subclasses
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"""
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return self.__class__.__name__
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@abstractproperty
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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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@abstractmethod
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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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-> Please overwrite in subclasses
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"""
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def _validate_pair(self, pair: str, ticker: Dict[str, Any]) -> bool:
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"""
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Check one pair against Pairlist Handler's specific conditions.
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Either implement it in the Pairlist Handler or override the generic
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filter_pairlist() method.
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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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raise NotImplementedError()
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def gen_pairlist(self, tickers: Dict) -> List[str]:
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"""
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Generate the pairlist.
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This method is called once by the pairlistmanager in the refresh_pairlist()
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method to supply the starting pairlist for the chain of the Pairlist Handlers.
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Pairlist Filters (those Pairlist Handlers that cannot be used at the first
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position in the chain) shall not override this base implementation --
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it will raise the exception if a Pairlist Handler is used at the first
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position in the chain.
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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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raise OperationalException("This Pairlist Handler should not be used "
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"at the first position in the list of Pairlist Handlers.")
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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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This generic implementation calls self._validate_pair() for each pair
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in the pairlist.
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Some Pairlist Handlers override this generic implementation and employ
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own filtration.
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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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if self._enabled:
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# Copy list since we're modifying this list
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for p in deepcopy(pairlist):
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# Filter out assets
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if not self._validate_pair(p, tickers[p] if p in tickers else {}):
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pairlist.remove(p)
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return pairlist
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def verify_blacklist(self, pairlist: List[str], logmethod) -> List[str]:
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"""
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Proxy method to verify_blacklist for easy access for child classes.
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:param pairlist: Pairlist to validate
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:param logmethod: Function that'll be called, `logger.info` or `logger.warning`.
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:return: pairlist - blacklisted pairs
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"""
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return self._pairlistmanager.verify_blacklist(pairlist, logmethod)
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def verify_whitelist(self, pairlist: List[str], logmethod,
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keep_invalid: bool = False) -> List[str]:
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"""
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Proxy method to verify_whitelist for easy access for child classes.
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:param pairlist: Pairlist to validate
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:param logmethod: Function that'll be called, `logger.info` or `logger.warning`
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:param keep_invalid: If sets to True, drops invalid pairs silently while expanding regexes.
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:return: pairlist - whitelisted pairs
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"""
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return self._pairlistmanager.verify_whitelist(pairlist, logmethod, keep_invalid)
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def _whitelist_for_active_markets(self, pairlist: List[str]) -> List[str]:
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"""
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Check available markets and remove pair from whitelist if necessary
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:param pairlist: the sorted list of pairs the user might want to trade
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:return: the list of pairs the user wants to trade without those unavailable or
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black_listed
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"""
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markets = self._exchange.markets
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if not markets:
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raise OperationalException(
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'Markets not loaded. Make sure that exchange is initialized correctly.')
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sanitized_whitelist: List[str] = []
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for pair in pairlist:
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# pair is not in the generated dynamic market or has the wrong stake currency
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if pair not in markets:
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self.log_once(f"Pair {pair} is not compatible with exchange "
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f"{self._exchange.name}. Removing it from whitelist..",
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logger.warning)
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continue
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if not self._exchange.market_is_tradable(markets[pair]):
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self.log_once(f"Pair {pair} is not tradable with Freqtrade."
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"Removing it from whitelist..", logger.warning)
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continue
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if self._exchange.get_pair_quote_currency(pair) != self._config['stake_currency']:
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self.log_once(f"Pair {pair} is not compatible with your stake currency "
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f"{self._config['stake_currency']}. Removing it from whitelist..",
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logger.warning)
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continue
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# Check if market is active
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market = markets[pair]
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if not market_is_active(market):
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self.log_once(f"Ignoring {pair} from whitelist. Market is not active.", logger.info)
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continue
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if pair not in sanitized_whitelist:
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sanitized_whitelist.append(pair)
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# We need to remove pairs that are unknown
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return sanitized_whitelist
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