49 lines
1.7 KiB
Python
49 lines
1.7 KiB
Python
import logging
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from copy import deepcopy
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from typing import Dict, List
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from freqtrade.pairlist.IPairListFilter import IPairListFilter
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logger = logging.getLogger(__name__)
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class LowPriceFilter(IPairListFilter):
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def __init__(self, freqtrade, config: dict) -> None:
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super().__init__(freqtrade, config)
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self._low_price_percent = config['pairlist']['filters']['LowPriceFilter'].get(
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'low_price_percent', 0)
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def _validate_ticker_lowprice(self, ticker) -> bool:
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"""
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Check if if one price-step is > than a certain barrier.
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:param ticker: ticker dict as returned from ccxt.load_markets()
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:param precision: Precision
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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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precision = self._freqtrade.exchange.markets[ticker['symbol']]['precision']['price']
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compare = ticker['last'] + 1 / pow(10, precision)
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changeperc = (compare - ticker['last']) / ticker['last']
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if changeperc > self._low_price_percent:
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logger.info(f"Removed {ticker['symbol']} from whitelist, "
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f"because 1 unit is {changeperc * 100:.3f}%")
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return False
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return True
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def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]:
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"""
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Method doing the filtering
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"""
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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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ticker = [t for t in tickers if t['symbol'] == p][0]
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# Filter out assets which would not allow setting a stoploss
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if self._low_price_percent and not self._validate_ticker_lowprice(ticker):
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pairlist.remove(p)
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return pairlist
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