freqtrade_origin/freqtrade/plugins/pairlist/ProducerPairList.py

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2022-09-18 13:29:57 +00:00
"""
External Pair List provider
Provides pair list from Leader data
"""
import logging
from typing import Any, Dict, List, Optional
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)
self._num_assets = self._pairlistconfig.get('number_assets')
self._producer_name = self._pairlistconfig.get('producer_name', 'default')
if config.get('external_message_consumer').get('enabled') is False:
raise ValueError("ProducerPairList requires external_message_consumer to be enabled.")
@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)
pairs = list(dict.fromkeys(upstream_pairlist + pairlist))[:self._num_assets]
return pairs
def gen_pairlist(self, tickers: Dict) -> List[str]:
"""
Generate the pairlist
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
: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))
self.log_once(f"New Pairlist: {pairs}", logger.info)
return pairs
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
:param pairlist: pairlist to filter or sort
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new whitelist
"""
return self._filter_pairlist(pairlist)