add DelistFilter

freqtrade/constants.py

@@ -49,6 +49,7 @@ AVAILABLE_PAIRLISTS = [
     "RemotePairList",
     "MarketCapPairList",
     "AgeFilter",
+    "DelistFilter",
     "FullTradesFilter",
     "OffsetFilter",
     "PerformanceFilter",

freqtrade/plugins/pairlist/DelistFilter.py

@@ -0,0 +1,93 @@
+"""
+Delist pair list filter
+"""
+
+import logging
+from datetime import UTC, datetime, timedelta
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.exchange.exchange_types import Ticker
+from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
+
+
+logger = logging.getLogger(__name__)
+
+
+class DelistFilter(IPairList):
+    supports_backtesting = SupportsBacktesting.NO
+
+    def __init__(self, *args, **kwargs) -> None:
+        super().__init__(*args, **kwargs)
+
+        self._max_days_from_now = self._pairlistconfig.get("max_days_from_now", 0)
+        if self._max_days_from_now < 0:
+            raise OperationalException("DelistFilter requires max_days_from_now to be >= 0")
+        self._enabled = self._max_days_from_now >= 0
+
+    @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
+        """
+        return (
+            f"{self.name} - Filtering pairs that will be delisted"
+            + (
+                f" in the next {self._max_days_from_now} days"
+                if self._max_days_from_now > 0
+                else ""
+            )
+            + "."
+        )
+
+    @staticmethod
+    def description() -> str:
+        return "Filter pairs that will bbe delisted on exchange."
+
+    @staticmethod
+    def available_parameters() -> dict[str, PairlistParameter]:
+        return {
+            "max_days_from_now": {
+                "type": "number",
+                "default": 0,
+                "description": "Max days from now",
+                "help": (
+                    "Remove pairs that will be delisted in the next X days. Set to 0 to remove all."
+                ),
+            },
+        }
+
+    def _validate_pair(self, pair: str, ticker: Ticker | None) -> bool:
+        """
+        Check if pair will be delisted.
+        :param pair: Pair that's currently validated
+        :param ticker: ticker dict as returned from ccxt.fetch_ticker
+        :return: True if the pair can stay, false if it should be removed
+        """
+        delist_date = self._exchange.check_delisting_time(pair)
+
+        if delist_date is not None:
+            if self._max_days_from_now == 0:
+                self.log_once(
+                    f"Removed {pair} from whitelist, because it will be delisted on {delist_date}.",
+                    logger.info,
+                )
+                return False
+            else:
+                current_datetime = datetime.now(UTC)
+                max_delist_date = current_datetime + timedelta(days=self._max_days_from_now)
+                if delist_date <= max_delist_date:
+                    self.log_once(
+                        f"Removed {pair} from whitelist, because it will be delisted on {delist_date}.",
+                        logger.info,
+                    )
+                    return False
+
+        return True