119 lines
4.3 KiB
Python
119 lines
4.3 KiB
Python
"""
|
|
Static List provider
|
|
|
|
Provides lists as configured in config.json
|
|
|
|
"""
|
|
import logging
|
|
from abc import ABC, abstractmethod, abstractproperty
|
|
from copy import deepcopy
|
|
from typing import Any, Dict, List
|
|
|
|
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: Instanciating Pairlist manager
|
|
:param config: Global bot configuration
|
|
:param pairlistconfig: Configuration for this pairlist - can be empty.
|
|
:param pairlist_pos: Position of the filter in the pairlist-filter-list
|
|
"""
|
|
self._exchange = exchange
|
|
self._pairlistmanager = pairlistmanager
|
|
self._config = config
|
|
self._pairlistconfig = pairlistconfig
|
|
self._pairlist_pos = pairlist_pos
|
|
|
|
@property
|
|
def name(self) -> str:
|
|
"""
|
|
Gets name of the class
|
|
-> no need to overwrite in subclasses
|
|
"""
|
|
return self.__class__.__name__
|
|
|
|
@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]) -> List[str]:
|
|
"""
|
|
Verify and remove items from pairlist - returning a filtered pairlist.
|
|
"""
|
|
for pair in deepcopy(pairlist):
|
|
if pair in blacklist:
|
|
logger.warning(f"Pair {pair} in your blacklist. Removing it from whitelist...")
|
|
pairlist.remove(pair)
|
|
return pairlist
|
|
|
|
def _verify_blacklist(self, pairlist: List[str]) -> List[str]:
|
|
"""
|
|
Proxy method to verify_blacklist for easy access for child classes.
|
|
"""
|
|
return IPairList.verify_blacklist(pairlist, self._pairlistmanager.blacklist)
|
|
|
|
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 markets[pair]['quote'] != 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)
|
|
|
|
sanitized_whitelist = self._verify_blacklist(sanitized_whitelist)
|
|
# We need to remove pairs that are unknown
|
|
return sanitized_whitelist
|