114 lines
3.9 KiB
Python
114 lines
3.9 KiB
Python
"""
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Static List provider
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Provides lists as configured in config.json
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"""
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import logging
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from abc import ABC, abstractmethod
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from typing import Dict, List
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from freqtrade.exchange import market_is_active
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from freqtrade.pairlist.IPairListFilter import IPairListFilter
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from freqtrade.resolvers.pairlistfilter_resolver import PairListFilterResolver
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logger = logging.getLogger(__name__)
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class IPairList(ABC):
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def __init__(self, freqtrade, config: dict) -> None:
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self._freqtrade = freqtrade
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self._config = config
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self._whitelist = self._config['exchange']['pair_whitelist']
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self._blacklist = self._config['exchange'].get('pair_blacklist', [])
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self._filters = self._config.get('pairlist', {}).get('filters', {})
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self._pairlistfilters: List[IPairListFilter] = []
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for pl_filter in self._filters.keys():
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self._pairlistfilters.append(
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PairListFilterResolver(pl_filter, freqtrade, self._config).pairlistfilter
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)
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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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@property
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def whitelist(self) -> List[str]:
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"""
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Has the current whitelist
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-> no need to overwrite in subclasses
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"""
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return self._whitelist
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@property
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def blacklist(self) -> List[str]:
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"""
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Has the current blacklist
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-> no need to overwrite in subclasses
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"""
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return self._blacklist
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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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@abstractmethod
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def refresh_pairlist(self) -> None:
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"""
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Refreshes pairlists and assigns them to self._whitelist and self._blacklist respectively
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-> Please overwrite in subclasses
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"""
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def validate_whitelist(self, pairlist: List[str],
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tickers: List[Dict] = []) -> List[str]:
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"""
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Validate pairlist against active markets and blacklist.
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Run PairlistFilters if these are configured.
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"""
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pairlist = self._whitelist_for_active_markets(pairlist)
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if not tickers:
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# Refresh tickers if they are not used by the parent Pairlist
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tickers = self._freqtrade.exchange.get_tickers()
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for pl_filter in self._pairlistfilters:
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pairlist = pl_filter.filter_pairlist(pairlist, tickers)
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return pairlist
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def _whitelist_for_active_markets(self, whitelist: 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 whitelist: 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._freqtrade.exchange.markets
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sanitized_whitelist: List[str] = []
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for pair in whitelist:
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# pair is not in the generated dynamic market, or in the blacklist ... ignore it
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if (pair in self.blacklist or pair not in markets
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or not pair.endswith(self._config['stake_currency'])):
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logger.warning(f"Pair {pair} is not compatible with exchange "
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f"{self._freqtrade.exchange.name} or contained in "
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f"your blacklist. Removing it from whitelist..")
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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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logger.info(f"Ignoring {pair} from whitelist. Market is not active.")
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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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