freqtrade_origin/freqtrade/plugins/pairlist/ProducerPairList.py

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"""
External Pair List provider
Provides pair list from Leader data
"""
import logging
from typing import Any, Dict, List, Optional
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from freqtrade.exceptions import OperationalException
from freqtrade.exchange.types import Tickers
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from freqtrade.plugins.pairlist.IPairList import IPairList
logger = logging.getLogger(__name__)
class ProducerPairList(IPairList):
"""
PairList plugin for use with external_message_consumer.
Will use pairs given from leader data.
Usage:
"pairlists": [
{
"method": "ProducerPairList",
"number_assets": 5,
"producer_name": "default",
}
],
"""
def __init__(self, exchange, pairlistmanager,
config: Dict[str, Any], pairlistconfig: Dict[str, Any],
pairlist_pos: int) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
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self._num_assets: int = self._pairlistconfig.get('number_assets', 0)
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self._producer_name = self._pairlistconfig.get('producer_name', 'default')
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if not config.get('external_message_consumer', {}).get('enabled'):
raise OperationalException(
"ProducerPairList requires external_message_consumer to be enabled.")
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@property
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requires tickers, an empty Dict is passed
as tickers argument to filter_pairlist
"""
return False
def short_desc(self) -> str:
"""
Short whitelist method description - used for startup-messages
-> Please overwrite in subclasses
"""
return f"{self.name} - {self._producer_name}"
def _filter_pairlist(self, pairlist: Optional[List[str]]):
upstream_pairlist = self._pairlistmanager._dataprovider.get_producer_pairs(
self._producer_name)
if pairlist is None:
pairlist = self._pairlistmanager._dataprovider.get_producer_pairs(self._producer_name)
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pairs = list(dict.fromkeys(pairlist + upstream_pairlist))
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if self._num_assets:
pairs = pairs[:self._num_assets]
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return pairs
def gen_pairlist(self, tickers: Tickers) -> List[str]:
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"""
Generate the pairlist
:param tickers: Tickers (from exchange.get_tickers). May be cached.
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:return: List of pairs
"""
pairs = self._filter_pairlist(None)
self.log_once(f"Received pairs: {pairs}", logger.debug)
pairs = self._whitelist_for_active_markets(self.verify_whitelist(pairs, logger.info))
return pairs
def filter_pairlist(self, pairlist: List[str], tickers: Tickers) -> List[str]:
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"""
Filters and sorts pairlist and returns the whitelist again.
Called on each bot iteration - please use internal caching if necessary
:param pairlist: pairlist to filter or sort
:param tickers: Tickers (from exchange.get_tickers). May be cached.
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:return: new whitelist
"""
return self._filter_pairlist(pairlist)