freqtrade_origin/freqtrade/pairlist/IPairList.py

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"""
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PairList Handler base class
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"""
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import logging
from abc import ABC, abstractmethod, abstractproperty
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from copy import deepcopy
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from typing import Any, Dict, List
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from cachetools import TTLCache, cached
from freqtrade.exchange import market_is_active
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logger = logging.getLogger(__name__)
class IPairList(ABC):
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def __init__(self, exchange, pairlistmanager,
config: Dict[str, Any], pairlistconfig: Dict[str, Any],
pairlist_pos: int) -> None:
"""
:param exchange: Exchange instance
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:param pairlistmanager: Instantiated Pairlist manager
:param config: Global bot configuration
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:param pairlistconfig: Configuration for this Pairlist Handler - can be empty.
:param pairlist_pos: Position of the Pairlist Handler in the chain
"""
self._enabled = True
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self._exchange = exchange
self._pairlistmanager = pairlistmanager
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self._config = config
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self._pairlistconfig = pairlistconfig
self._pairlist_pos = pairlist_pos
self.refresh_period = self._pairlistconfig.get('refresh_period', 1800)
self._last_refresh = 0
self._log_cache = TTLCache(maxsize=1024, ttl=self.refresh_period)
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@property
def name(self) -> str:
"""
Gets name of the class
-> no need to overwrite in subclasses
"""
return self.__class__.__name__
def log_on_refresh(self, logmethod, message: str) -> None:
"""
Logs message - not more often than "refresh_period" to avoid log spamming
Logs the log-message as debug as well to simplify debugging.
:param logmethod: Function that'll be called. Most likely `logger.info`.
:param message: String containing the message to be sent to the function.
:return: None.
"""
@cached(cache=self._log_cache)
def _log_on_refresh(message: str):
logmethod(message)
# Log as debug first
logger.debug(message)
# Call hidden function.
_log_on_refresh(message)
@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
"""
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@abstractmethod
def short_desc(self) -> str:
"""
Short whitelist method description - used for startup-messages
-> Please overwrite in subclasses
"""
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def _validate_pair(self, ticker) -> bool:
"""
Check one pair against Pairlist Handler's specific conditions.
Either implement it in the Pairlist Handler or override the generic
filter_pairlist() method.
:param ticker: ticker dict as returned from ccxt.load_markets()
:return: True if the pair can stay, false if it should be removed
"""
raise NotImplementedError()
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def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
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"""
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Filters and sorts pairlist and returns the whitelist again.
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Called on each bot iteration - please use internal caching if necessary
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This generic implementation calls self._validate_pair() for each pair
in the pairlist.
Some Pairlist Handlers override this generic implementation and employ
own filtration.
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:param pairlist: pairlist to filter or sort
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new whitelist
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"""
if self._enabled:
# Copy list since we're modifying this list
for p in deepcopy(pairlist):
# Filter out assets
if not self._validate_pair(tickers[p]):
pairlist.remove(p)
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return pairlist
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def verify_blacklist(self, pairlist: List[str], logmethod) -> List[str]:
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"""
Proxy method to verify_blacklist for easy access for child classes.
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:param pairlist: Pairlist to validate
:param logmethod: Function that'll be called, `logger.info` or `logger.warning`.
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:return: pairlist - blacklisted pairs
"""
return self._pairlistmanager.verify_blacklist(pairlist, logmethod)
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def _whitelist_for_active_markets(self, pairlist: List[str]) -> List[str]:
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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
:return: the list of pairs the user wants to trade without those unavailable or
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black_listed
"""
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markets = self._exchange.markets
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sanitized_whitelist: List[str] = []
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for pair in pairlist:
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# pair is not in the generated dynamic market or has the wrong stake currency
if pair not in markets:
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logger.warning(f"Pair {pair} is not compatible with exchange "
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f"{self._exchange.name}. Removing it from whitelist..")
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continue
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if self._exchange.get_pair_quote_currency(pair) != 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):
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logger.info(f"Ignoring {pair} from whitelist. Market is not active.")
continue
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if pair not in sanitized_whitelist:
sanitized_whitelist.append(pair)
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# We need to remove pairs that are unknown
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return sanitized_whitelist