Development Help

This page is intended for developers of FreqTrade, people who want to contribute to the FreqTrade codebase or documentation, or people who want to understand the source code of the application they're running.

All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We track issues on GitHub and also have a dev channel in slack where you can ask questions.

Module

Dynamic Pairlist

You have a great idea for a new pair selection algorithm you would like to try out? Great. Hopefully you also want to contribute this back upstream.

Whatever your motivations are - This should get you off the ground in trying to develop a new Pairlist provider.

First of all, have a look at the VolumePairList provider, and best copy this file with a name of your new Pairlist Provider.

This is a simple provider, which however serves as a good example on how to start developing.

Next, modify the classname of the provider (ideally align this with the Filename).

The base-class provides the an instance of the bot (self._freqtrade), as well as the configuration (self._config), and initiates both _blacklist and _whitelist.

        self._freqtrade = freqtrade
        self._config = config
        self._whitelist = self._config['exchange']['pair_whitelist']
        self._blacklist = self._config['exchange'].get('pair_blacklist', [])

Now, let's step through the methods which require actions:

configuration

Configuration for PairListProvider is done in the bot configuration file in the element "pairlist". This Pairlist-object may contain a "config" dict with additional configurations for the configured pairlist. By convention, "number_assets" is used to specify the maximum number of pairs to keep in the whitelist. Please follow this to ensure a consistent user experience.

Additional elements can be configured as needed. VolumePairList uses "sort_key" to specify the sorting value - however feel free to specify whatever is necessary for your great algorithm to be successfull and dynamic.

short_desc

Returns a description used for Telegram messages. This should contain the name of the Provider, as well as a short description containing the number of assets. Please follow the format "PairlistName - top/bottom X pairs".

refresh_pairlist

Override this method and run all calculations needed in this method. This is called with each iteration of the bot - so consider implementing caching for compute/network heavy calculations.

Assign the resulting whiteslist to self._whitelist and self._blacklist respectively. These will then be used to run the bot in this iteration. Pairs with open trades will be added to the whitelist to have the sell-methods run correctly.

Please also run self._validate_whitelist(pairs) and to check and remove pairs with inactive markets. This function is available in the Parent class (StaticPairList) and should ideally not be overwritten.

sample

    def refresh_pairlist(self) -> None:
        # Generate dynamic whitelist
        pairs = self._gen_pair_whitelist(self._config['stake_currency'], self._sort_key)
        # Validate whitelist to only have active market pairs
        self._whitelist = self._validate_whitelist(pairs)[:self._number_pairs]

_gen_pair_whitelist

This is a simple method used by VolumePairList - however serves as a good example. It implements caching (@cached(TTLCache(maxsize=1, ttl=1800))) as well as a configuration option to allow different (but similar) strategies to work with the same PairListProvider.

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