mirror of
https://github.com/freqtrade/freqtrade.git
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120 lines
3.9 KiB
Python
120 lines
3.9 KiB
Python
"""
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External Pair List provider
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Provides pair list from Leader data
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"""
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import logging
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from typing import Dict, List, Optional
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from freqtrade.exceptions import OperationalException
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from freqtrade.exchange.exchange_types import Tickers
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from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
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logger = logging.getLogger(__name__)
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class ProducerPairList(IPairList):
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"""
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PairList plugin for use with external_message_consumer.
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Will use pairs given from leader data.
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Usage:
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"pairlists": [
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{
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"method": "ProducerPairList",
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"number_assets": 5,
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"producer_name": "default",
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}
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],
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"""
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is_pairlist_generator = True
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supports_backtesting = SupportsBacktesting.NO
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def __init__(self, *args, **kwargs) -> None:
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super().__init__(*args, **kwargs)
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self._num_assets: int = self._pairlistconfig.get("number_assets", 0)
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self._producer_name = self._pairlistconfig.get("producer_name", "default")
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if not self._config.get("external_message_consumer", {}).get("enabled"):
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raise OperationalException(
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"ProducerPairList requires external_message_consumer to be enabled."
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)
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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 requires tickers, an empty Dict is passed
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as tickers argument to filter_pairlist
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"""
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return False
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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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-> Please overwrite in subclasses
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"""
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return f"{self.name} - {self._producer_name}"
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@staticmethod
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def description() -> str:
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return "Get a pairlist from an upstream bot."
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@staticmethod
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def available_parameters() -> Dict[str, PairlistParameter]:
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return {
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"number_assets": {
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"type": "number",
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"default": 0,
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"description": "Number of assets",
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"help": "Number of assets to use from the pairlist",
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},
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"producer_name": {
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"type": "string",
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"default": "default",
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"description": "Producer name",
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"help": (
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"Name of the producer to use. Requires additional "
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"external_message_consumer configuration."
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),
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},
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}
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def _filter_pairlist(self, pairlist: Optional[List[str]]):
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upstream_pairlist = self._pairlistmanager._dataprovider.get_producer_pairs(
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self._producer_name
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)
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if pairlist is None:
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pairlist = self._pairlistmanager._dataprovider.get_producer_pairs(self._producer_name)
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pairs = list(dict.fromkeys(pairlist + upstream_pairlist))
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if self._num_assets:
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pairs = pairs[: self._num_assets]
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return pairs
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def gen_pairlist(self, tickers: Tickers) -> List[str]:
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"""
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Generate the pairlist
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:param tickers: Tickers (from exchange.get_tickers). May be cached.
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:return: List of pairs
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"""
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pairs = self._filter_pairlist(None)
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self.log_once(f"Received pairs: {pairs}", logger.debug)
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pairs = self._whitelist_for_active_markets(self.verify_whitelist(pairs, logger.info))
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return pairs
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def filter_pairlist(self, pairlist: List[str], tickers: Tickers) -> 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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return self._filter_pairlist(pairlist)
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