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130 lines
4.8 KiB
Python
130 lines
4.8 KiB
Python
"""
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PairList Handler base class
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"""
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import logging
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from abc import ABC, abstractmethod, abstractproperty
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from typing import Any, Dict, List
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from cachetools import TTLCache, cached
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from freqtrade.exchange import market_is_active
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logger = logging.getLogger(__name__)
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class IPairList(ABC):
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def __init__(self, exchange, pairlistmanager,
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config: Dict[str, Any], pairlistconfig: Dict[str, Any],
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pairlist_pos: int) -> None:
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"""
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:param exchange: Exchange instance
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:param pairlistmanager: Instantiated Pairlist manager
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:param config: Global bot configuration
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:param pairlistconfig: Configuration for this Pairlist Handler - can be empty.
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:param pairlist_pos: Position of the Pairlist Handler in the chain
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"""
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self._exchange = exchange
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self._pairlistmanager = pairlistmanager
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self._config = config
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self._pairlistconfig = pairlistconfig
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self._pairlist_pos = pairlist_pos
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self.refresh_period = self._pairlistconfig.get('refresh_period', 1800)
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self._last_refresh = 0
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self._log_cache = TTLCache(maxsize=1024, ttl=self.refresh_period)
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@property
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def name(self) -> str:
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"""
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Gets name of the class
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-> no need to overwrite in subclasses
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"""
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return self.__class__.__name__
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def log_on_refresh(self, logmethod, message: str) -> None:
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"""
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Logs message - not more often than "refresh_period" to avoid log spamming
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Logs the log-message as debug as well to simplify debugging.
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:param logmethod: Function that'll be called. Most likely `logger.info`.
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:param message: String containing the message to be sent to the function.
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:return: None.
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"""
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@cached(cache=self._log_cache)
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def _log_on_refresh(message: str):
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logmethod(message)
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# Log as debug first
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logger.debug(message)
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# Call hidden function.
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_log_on_refresh(message)
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@abstractproperty
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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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@abstractmethod
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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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@abstractmethod
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def filter_pairlist(self, pairlist: List[str], tickers: 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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-> Please overwrite in subclasses
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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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def verify_blacklist(self, pairlist: List[str]) -> List[str]:
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"""
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Proxy method to verify_blacklist for easy access for child classes.
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Uses `aswarning=False`, as it should be for Pairlist Handlers.
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:param pairlist: Pairlist to validate
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:return: pairlist - blacklisted pairs
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"""
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return self._pairlistmanager.verify_blacklist(pairlist, aswarning=False)
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def _whitelist_for_active_markets(self, pairlist: List[str]) -> List[str]:
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"""
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Check available markets and remove pair from whitelist if necessary
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:param whitelist: the sorted list of pairs the user might want to trade
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:return: the list of pairs the user wants to trade without those unavailable or
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black_listed
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"""
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markets = self._exchange.markets
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sanitized_whitelist: List[str] = []
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for pair in pairlist:
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# pair is not in the generated dynamic market or has the wrong stake currency
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if pair not in markets:
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logger.warning(f"Pair {pair} is not compatible with exchange "
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f"{self._exchange.name}. Removing it from whitelist..")
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continue
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if self._exchange.get_pair_quote_currency(pair) != self._config['stake_currency']:
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logger.warning(f"Pair {pair} is not compatible with your stake currency "
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f"{self._config['stake_currency']}. Removing it from whitelist..")
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continue
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# Check if market is active
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market = markets[pair]
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if not market_is_active(market):
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logger.info(f"Ignoring {pair} from whitelist. Market is not active.")
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continue
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if pair not in sanitized_whitelist:
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sanitized_whitelist.append(pair)
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# We need to remove pairs that are unknown
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return sanitized_whitelist
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