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Merge pull request #10671 from jakubikan/category-for-market-cap-pairlist
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Category for market cap pairlist
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Matthias 2024-09-28 11:51:42 +02:00 committed by GitHub
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4 changed files with 130 additions and 14 deletions
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11
docs/includes/pairlists.md
View File

@ -360,14 +360,21 @@ The optional `bearer_token` will be included in the requests Authorization Heade
"method": "MarketCapPairList",
"number_assets": 20,
"max_rank": 50,
"refresh_period": 86400
"refresh_period": 86400,
"categories": ["layer-1"]
}
]
```
`number_assets` defines the maximum number of pairs returned by the pairlist. `max_rank` will determine the maximum rank used in creating/filtering the pairlist. It's expected that some coins within the top `max_rank` marketcap will not be included in the resulting pairlist since not all pairs will have active trading pairs in your preferred market/stake/exchange combination.
`refresh_period` setting defines the period (in seconds) at which the marketcap rank data will be refreshed. Defaults to 86,400s (1 day). The pairlist cache (`refresh_period`) is applicable on both generating pairlists (first position in the list) and filtering instances (not the first position in the list).
The `refresh_period` setting defines the interval (in seconds) at which the marketcap rank data will be refreshed. The default is 86,400 seconds (1 day). The pairlist cache (`refresh_period`) applies to both generating pairlists (when in the first position in the list) and filtering instances (when not in the first position in the list).
The `categories` setting specifies the [coingecko categories](https://www.coingecko.com/en/categories) from which to select coins from. The default is an empty list `[]`, meaning no category filtering is applied.
If an incorrect category string is chosen, the plugin will print the available categories from CoinGecko and fail. The category should be the ID of the category, for example, for `https://www.coingecko.com/en/categories/layer-1`, the category ID would be `layer-1`. You can pass multiple categories such as `["layer-1", "meme-token"]` to select from several categories.
!!! Warning "Many categories"
Each added category corresponds to one API call to CoinGecko. The more categories you add, the longer the pairlist generation will take, potentially causing rate limit issues.
#### AgeFilter

6
freqtrade/plugins/pairlist/IPairList.py
View File

@ -39,6 +39,11 @@ class __OptionPairlistParameter(__PairlistParameterBase):
options: List[str]
class __ListPairListParamenter(__PairlistParameterBase):
type: Literal["list"]
default: Union[List[str], None]
class __BoolPairlistParameter(__PairlistParameterBase):
type: Literal["boolean"]
default: Union[bool, None]
@ -49,6 +54,7 @@ PairlistParameter = Union[
__StringPairlistParameter,
__OptionPairlistParameter,
__BoolPairlistParameter,
__ListPairListParamenter,
]

53
freqtrade/plugins/pairlist/MarketCapPairList.py
View File

@ -35,6 +35,7 @@ class MarketCapPairList(IPairList):
self._number_assets = self._pairlistconfig["number_assets"]
self._max_rank = self._pairlistconfig.get("max_rank", 30)
self._refresh_period = self._pairlistconfig.get("refresh_period", 86400)
self._categories = self._pairlistconfig.get("categories", [])
self._marketcap_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
self._def_candletype = self._config["candle_type_def"]
@ -45,6 +46,17 @@ class MarketCapPairList(IPairList):
is_demo=_coingecko_config.get("is_demo", True),
)
if self._categories:
categories = self._coingecko.get_coins_categories_list()
category_ids = [cat["category_id"] for cat in categories]
for category in self._categories:
if category not in category_ids:
raise OperationalException(
f"Category {category} not in coingecko category list. "
f"You can choose from {category_ids}"
)
if self._max_rank > 250:
raise OperationalException("This filter only support marketcap rank up to 250.")
@ -85,6 +97,15 @@ class MarketCapPairList(IPairList):
"description": "Max rank of assets",
"help": "Maximum rank of assets to use from the pairlist",
},
"categories": {
"type": "list",
"default": [],
"description": "Coin Categories",
"help": (
"The Category of the coin e.g layer-1 default [] "
"(https://www.coingecko.com/en/categories)"
),
},
"refresh_period": {
"type": "number",
"default": 86400,
@ -132,15 +153,29 @@ class MarketCapPairList(IPairList):
"""
marketcap_list = self._marketcap_cache.get("marketcap")
default_kwargs = {
"vs_currency": "usd",
"order": "market_cap_desc",
"per_page": "250",
"page": "1",
"sparkline": "false",
"locale": "en",
}
if marketcap_list is None:
data = self._coingecko.get_coins_markets(
vs_currency="usd",
order="market_cap_desc",
per_page="250",
page="1",
sparkline="false",
locale="en",
)
data = []
if not self._categories:
data = self._coingecko.get_coins_markets(**default_kwargs)
else:
for category in self._categories:
category_data = self._coingecko.get_coins_markets(
**default_kwargs, **({"category": category} if category else {})
)
data += category_data
data.sort(key=lambda d: float(d.get("market_cap") or 0.0), reverse=True)
if data:
marketcap_list = [row["symbol"] for row in data]
self._marketcap_cache["marketcap"] = marketcap_list
@ -157,7 +192,7 @@ class MarketCapPairList(IPairList):
for mc_pair in top_marketcap:
test_pair = f"{mc_pair.upper()}/{pair_format}"
if test_pair in pairlist:
if test_pair in pairlist and test_pair not in filtered_pairlist:
filtered_pairlist.append(test_pair)
if len(filtered_pairlist) == self._number_assets:
break

74
tests/plugins/test_pairlist.py
View File

@ -2212,7 +2212,7 @@ def test_FullTradesFilter(mocker, default_conf_usdt, fee, caplog) -> None:
@pytest.mark.parametrize(
"pairlists,trade_mode,result",
"pairlists,trade_mode,result,coin_market_calls",
[
(
[
@ -2222,6 +2222,7 @@ def test_FullTradesFilter(mocker, default_conf_usdt, fee, caplog) -> None:
],
"spot",
["BTC/USDT", "ETH/USDT"],
1,
),
(
[
@ -2231,6 +2232,7 @@ def test_FullTradesFilter(mocker, default_conf_usdt, fee, caplog) -> None:
],
"spot",
["BTC/USDT", "ETH/USDT", "XRP/USDT", "ADA/USDT"],
1,
),
(
[
@ -2240,6 +2242,7 @@ def test_FullTradesFilter(mocker, default_conf_usdt, fee, caplog) -> None:
],
"spot",
["BTC/USDT", "ETH/USDT", "XRP/USDT"],
1,
),
(
[
@ -2249,6 +2252,7 @@ def test_FullTradesFilter(mocker, default_conf_usdt, fee, caplog) -> None:
],
"spot",
["BTC/USDT", "ETH/USDT", "XRP/USDT"],
1,
),
(
[
@ -2257,6 +2261,7 @@ def test_FullTradesFilter(mocker, default_conf_usdt, fee, caplog) -> None:
],
"spot",
["BTC/USDT", "ETH/USDT", "XRP/USDT"],
1,
),
(
[
@ -2265,6 +2270,7 @@ def test_FullTradesFilter(mocker, default_conf_usdt, fee, caplog) -> None:
],
"spot",
["BTC/USDT", "ETH/USDT"],
1,
),
(
[
@ -2273,6 +2279,7 @@ def test_FullTradesFilter(mocker, default_conf_usdt, fee, caplog) -> None:
],
"futures",
["ETH/USDT:USDT"],
1,
),
(
[
@ -2281,11 +2288,34 @@ def test_FullTradesFilter(mocker, default_conf_usdt, fee, caplog) -> None:
],
"futures",
["ETH/USDT:USDT", "ADA/USDT:USDT"],
1,
),
(
[
# MarketCapPairList as generator - futures, 1 category
{"method": "MarketCapPairList", "number_assets": 2, "categories": ["layer-1"]}
],
"futures",
["ETH/USDT:USDT", "ADA/USDT:USDT"],
["layer-1"],
),
(
[
# MarketCapPairList as generator - futures, 1 category
{
"method": "MarketCapPairList",
"number_assets": 2,
"categories": ["layer-1", "protocol"],
}
],
"futures",
["ETH/USDT:USDT", "ADA/USDT:USDT"],
["layer-1", "protocol"],
),
],
)
def test_MarketCapPairList_filter(
mocker, default_conf_usdt, trade_mode, markets, pairlists, result
mocker, default_conf_usdt, trade_mode, markets, pairlists, result, coin_market_calls
):
test_value = [
{"symbol": "btc"},
@ -2309,8 +2339,16 @@ def test_MarketCapPairList_filter(
markets=PropertyMock(return_value=markets),
exchange_has=MagicMock(return_value=True),
)
mocker.patch(
"freqtrade.plugins.pairlist.MarketCapPairList.FtCoinGeckoApi.get_coins_categories_list",
return_value=[
{"category_id": "layer-1"},
{"category_id": "protocol"},
{"category_id": "defi"},
],
)
gcm_mock = mocker.patch(
"freqtrade.plugins.pairlist.MarketCapPairList.FtCoinGeckoApi.get_coins_markets",
return_value=test_value,
)
@ -2319,6 +2357,15 @@ def test_MarketCapPairList_filter(
pm = PairListManager(exchange, default_conf_usdt)
pm.refresh_pairlist()
if isinstance(coin_market_calls, int):
assert gcm_mock.call_count == coin_market_calls
else:
assert gcm_mock.call_count == len(coin_market_calls)
for call in coin_market_calls:
assert any(
"category" in c.kwargs and c.kwargs["category"] == call
for c in gcm_mock.call_args_list
)
assert pm.whitelist == result
@ -2391,6 +2438,27 @@ def test_MarketCapPairList_exceptions(mocker, default_conf_usdt):
):
PairListManager(exchange, default_conf_usdt)
# Test invalid coinmarkets list
mocker.patch(
"freqtrade.plugins.pairlist.MarketCapPairList.FtCoinGeckoApi.get_coins_categories_list",
return_value=[
{"category_id": "layer-1"},
{"category_id": "protocol"},
{"category_id": "defi"},
],
)
default_conf_usdt["pairlists"] = [
{
"method": "MarketCapPairList",
"number_assets": 20,
"categories": ["layer-1", "defi", "layer250"],
}
]
with pytest.raises(
OperationalException, match="Category layer250 not in coingecko category list."
):
PairListManager(exchange, default_conf_usdt)
@pytest.mark.parametrize(
"pairlists,expected_error,expected_warning",