freqtrade_origin/freqtrade/plugins/pairlist/ProducerPairList.py

91 lines
3.1 KiB
Python

"""
External Pair List provider
Provides pair list from Leader data
"""
import logging
from typing import Any, Dict, List, Optional
from freqtrade.exceptions import OperationalException
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: int = self._pairlistconfig.get('number_assets', 0)
self._producer_name = self._pairlistconfig.get('producer_name', 'default')
if not config.get('external_message_consumer', {}).get('enabled'):
raise OperationalException(
"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(pairlist + upstream_pairlist))
if self._num_assets:
pairs = pairs[: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))
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)