mirror of
https://github.com/freqtrade/freqtrade.git
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92 lines
3.4 KiB
Python
92 lines
3.4 KiB
Python
"""
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Volume PairList provider
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Provides lists as configured in config.json
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"""
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import logging
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from typing import Dict, List
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from cachetools import TTLCache, cached
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from freqtrade import OperationalException
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from freqtrade.pairlist.IPairList import IPairList
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logger = logging.getLogger(__name__)
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SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
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class VolumePairList(IPairList):
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def __init__(self, exchange, config, pairlistconfig: dict) -> None:
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super().__init__(exchange, config, pairlistconfig)
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if 'number_assets' not in self._pairlistconfig:
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raise OperationalException(
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f'`number_assets` not specified. Please check your configuration '
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'for "pairlist.config.number_assets"')
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self._number_pairs = self._pairlistconfig['number_assets']
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self._sort_key = self._pairlistconfig.get('sort_key', 'quoteVolume')
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if not self._exchange.exchange_has('fetchTickers'):
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raise OperationalException(
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'Exchange does not support dynamic whitelist.'
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'Please edit your config and restart the bot'
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)
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if not self._validate_keys(self._sort_key):
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raise OperationalException(
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f'key {self._sort_key} not in {SORT_VALUES}')
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@property
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def needstickers(self) -> bool:
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"""
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Boolean property defining if tickers are necessary.
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If no Pairlist requries tickers, an empty List is passed
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as tickers argument to filter_pairlist
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"""
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return True
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def _validate_keys(self, key):
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return key in SORT_VALUES
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def short_desc(self) -> str:
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"""
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Short whitelist method description - used for startup-messages
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"""
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return f"{self.name} - top {self._pairlistconfig['number_assets']} volume pairs."
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def filter_pairlist(self, pairlist: List[str], tickers: List[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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:param pairlist: pairlist to filter or sort
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:param tickers: Tickers (from exchange.get_tickers()). May be cached.
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:return: new whitelist
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"""
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# Generate dynamic whitelist
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return self._gen_pair_whitelist(self._config['stake_currency'], self._sort_key)
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@cached(TTLCache(maxsize=1, ttl=1800))
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def _gen_pair_whitelist(self, base_currency: str, key: str) -> List[str]:
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"""
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Updates the whitelist with with a dynamically generated list
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:param base_currency: base currency as str
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:param key: sort key (defaults to 'quoteVolume')
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:param tickers: Tickers (from exchange.get_tickers()).
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:return: List of pairs
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"""
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tickers = self._exchange.get_tickers()
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# check length so that we make sure that '/' is actually in the string
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tickers = [v for k, v in tickers.items()
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if (len(k.split('/')) == 2 and k.split('/')[1] == base_currency
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and v[key] is not None)]
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sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key])
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# Validate whitelist to only have active market pairs
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pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
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logger.info(f"Searching {self._number_pairs} pairs: {pairs[:self._number_pairs]}")
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return pairs
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