early stage of marketcapfilter

freqtrade/constants.py

@@ -33,9 +33,10 @@ HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
                          'MaxDrawDownHyperOptLoss', 'MaxDrawDownRelativeHyperOptLoss',
                          'ProfitDrawDownHyperOptLoss']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'ProducerPairList', 'RemotePairList',
-                       'AgeFilter', "FullTradesFilter", 'OffsetFilter', 'PerformanceFilter',
-                       'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
-                       'ShuffleFilter', 'SpreadFilter', 'VolatilityFilter']
+                       'AgeFilter', "FullTradesFilter", 'MarketCapFilter', 'OffsetFilter',
+                       'PerformanceFilter', 'PrecisionFilter', 'PriceFilter',
+                       'RangeStabilityFilter', 'ShuffleFilter', 'SpreadFilter',
+                       'VolatilityFilter']
 AVAILABLE_PROTECTIONS = ['CooldownPeriod',
                          'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5', 'feather', 'parquet']

freqtrade/plugins/pairlist/MarketCapFilter.py

@@ -0,0 +1,119 @@
+"""
+Market Cap PairList provider
+
+Provides dynamic pair list based on Market Cap
+"""
+import logging
+from datetime import timedelta
+from typing import Any, Dict, List, Literal
+
+from cachetools import TTLCache
+
+from freqtrade.constants import Config, ListPairsWithTimeframes
+from freqtrade.exceptions import OperationalException
+from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
+from freqtrade.exchange.types import Tickers
+from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
+from freqtrade.util import dt_now, format_ms_time
+
+from pycoingecko import CoinGeckoAPI
+
+logger = logging.getLogger(__name__)
+
+
+SORT_VALUES = ['quoteVolume']
+
+
+class MarketCapFilter(IPairList):
+
+    is_pairlist_generator = True
+
+    def __init__(self, exchange, pairlistmanager,
+                 config: Config, pairlistconfig: Dict[str, Any],
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        if 'max_rank' not in self._pairlistconfig:
+            raise OperationalException(
+                '`max_rank` not specified. Please check your configuration '
+                'for "pairlist.config.max_rank"')
+
+        self._stake_currency = config['stake_currency']
+        self._max_rank = self._pairlistconfig['max_rank']
+        self._refresh_period = self._pairlistconfig.get('refresh_period', 86400)
+        self._marketcap_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
+        self._def_candletype = self._config['candle_type_def']
+        self._coingekko: CoinGeckoAPI = CoinGeckoAPI()
+
+        if self._max_rank > 250:
+            raise OperationalException(
+                "This filter only support up to rank 250."
+            )
+
+
+    @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 _validate_keys(self, key):
+        return key in SORT_VALUES
+
+    def short_desc(self) -> str:
+        """
+        Short whitelist method description - used for startup-messages
+        """
+        return f"{self.name} - Only use top {self._pairlistconfig['max_rank']} market cap pairs."
+
+    @staticmethod
+    def description() -> str:
+        return "Filter pair list based on market cap."
+
+    @staticmethod
+    def available_parameters() -> Dict[str, PairlistParameter]:
+        return {
+            "max_rank": {
+                "type": "number",
+                "default": 30,
+                "description": "Max market cap rank",
+                "help": "Only use assets that ranked within top max_rank market cap",
+            },
+            "refresh_period": {
+                "type": "number",
+                "default": 86400,
+                "description": "Refresh period",
+                "help": "Refresh period in seconds",
+            }
+        }
+
+    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
+        """
+        marketcap_list = self._marketcap_cache.get('marketcap')
+        can_filter = False
+
+        if marketcap_list:
+            can_filter = True
+        else:
+            data = self._coingekko.get_coins_markets(vs_currencies='usd', order='market_cap_desc',
+                                                     per_page='250', page='1', sparkline='false',
+                                                     locale='en')
+            if data:
+                pairs_data = []
+                for row in data:
+                    pairs_data.append(row['symbol'])
+
+                if len(pairs_data) > 0:
+                    logger.info(pairs_data)
+                    self._marketcap_cache['marketcap'] = pairs_data
+
+        return pairlist