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Merge pull request #12448 from stash86/main-stash
Add blacklist mode to MarketcapPairlist
This commit is contained in:
Matthias
@@ -367,7 +367,7 @@ The optional `bearer_token` will be included in the requests Authorization Heade
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#### MarketCapPairList
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`MarketCapPairList` employs sorting/filtering of pairs by their marketcap rank based of CoinGecko. The returned pairlist will be sorted based of their marketcap ranks.
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`MarketCapPairList` employs sorting/filtering of pairs by their marketcap rank based of CoinGecko. The returned pairlist will be sorted based of their marketcap ranks if used in whitelist `mode`.
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```json
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"pairlists": [
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@@ -376,16 +376,21 @@ The optional `bearer_token` will be included in the requests Authorization Heade
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"number_assets": 20,
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"max_rank": 50,
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"refresh_period": 86400,
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"mode": "whitelist",
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"categories": ["layer-1"]
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}
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]
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```
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`number_assets` defines the maximum number of pairs returned by the pairlist. `max_rank` will determine the maximum rank used in creating/filtering the pairlist. It's expected that some coins within the top `max_rank` marketcap will not be included in the resulting pairlist since not all pairs will have active trading pairs in your preferred market/stake/exchange combination.
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`number_assets` defines the maximum number of pairs returned by the pairlist if used in whitelist `mode`. In blacklist `mode`, this setting will be ignored.
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`max_rank` will determine the maximum rank used in creating/filtering the pairlist. It's expected that some coins within the top `max_rank` marketcap will not be included in the resulting pairlist since not all pairs will have active trading pairs in your preferred market/stake/exchange combination.
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While using a `max_rank` bigger than 250 is supported, it's not recommended, as it'll cause multiple API calls to CoinGecko, which can lead to rate limit issues.
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The `refresh_period` setting defines the interval (in seconds) at which the marketcap rank data will be refreshed. The default is 86,400 seconds (1 day). The pairlist cache (`refresh_period`) applies to both generating pairlists (when in the first position in the list) and filtering instances (when not in the first position in the list).
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The `mode` setting defines whether the plugin will filters in (whitelist `mode`) or filters out (blacklist `mode`) top marketcap ranked coins. By default, the plugin will be in whitelist mode.
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The `categories` setting specifies the [coingecko categories](https://www.coingecko.com/en/categories) from which to select coins from. The default is an empty list `[]`, meaning no category filtering is applied.
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If an incorrect category string is chosen, the plugin will print the available categories from CoinGecko and fail. The category should be the ID of the category, for example, for `https://www.coingecko.com/en/categories/layer-1`, the category ID would be `layer-1`. You can pass multiple categories such as `["layer-1", "meme-token"]` to select from several categories.
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@@ -25,14 +25,16 @@ class MarketCapPairList(IPairList):
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def __init__(self, *args, **kwargs) -> None:
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super().__init__(*args, **kwargs)
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if "number_assets" not in self._pairlistconfig:
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self._mode = self._pairlistconfig.get("mode", "whitelist")
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if (self._mode == "whitelist") and ("number_assets" not in self._pairlistconfig):
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raise OperationalException(
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"`number_assets` not specified. Please check your configuration "
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'for "pairlist.config.number_assets"'
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)
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self._stake_currency = self._config["stake_currency"]
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self._number_assets = self._pairlistconfig["number_assets"]
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self._number_assets = self._pairlistconfig.get("number_assets", 30)
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self._max_rank = self._pairlistconfig.get("max_rank", 30)
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self._refresh_period = self._pairlistconfig.get("refresh_period", 86400)
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self._categories = self._pairlistconfig.get("categories", [])
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@@ -78,7 +80,9 @@ class MarketCapPairList(IPairList):
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"""
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num = self._number_assets
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rank = self._max_rank
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msg = f"{self.name} - {num} pairs placed within top {rank} market cap."
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mode = self._mode
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pair_text = num if (mode == "whitelist") else "blacklisting"
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msg = f"{self.name} - {pair_text} pairs placed within top {rank} market cap."
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return msg
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@staticmethod
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@@ -115,6 +119,13 @@ class MarketCapPairList(IPairList):
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"description": "Refresh period",
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"help": "Refresh period in seconds",
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},
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"mode": {
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"type": "option",
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"default": "whitelist",
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"options": ["whitelist", "blacklist"],
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"description": "Mode of operation",
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"help": "Mode of operation (whitelist/blacklist)",
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},
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}
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def get_markets_exchange(self):
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@@ -186,6 +197,9 @@ class MarketCapPairList(IPairList):
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:return: new whitelist
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"""
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marketcap_list = self._marketcap_cache.get("marketcap")
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mode = self._mode
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is_whitelist_mode = mode == "whitelist"
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filtered_pairlist: list[str] = []
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default_kwargs = {
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"vs_currency": "usd",
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@@ -219,12 +233,10 @@ class MarketCapPairList(IPairList):
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self._marketcap_cache["marketcap"] = marketcap_list
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if marketcap_list:
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filtered_pairlist: list[str] = []
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market = self._exchange._config["trading_mode"]
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pair_format = f"{self._stake_currency.upper()}"
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if market == "futures":
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pair_format += f":{self._stake_currency.upper()}"
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pair_format = f"{self._stake_currency.upper()}" + (
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f":{self._stake_currency.upper()}" if market == "futures" else ""
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)
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top_marketcap = marketcap_list[: self._max_rank :]
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markets = self.get_markets_exchange()
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@@ -234,13 +246,16 @@ class MarketCapPairList(IPairList):
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resolved = self.resolve_marketcap_pair(pair, pairlist, markets, filtered_pairlist)
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if resolved:
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if not is_whitelist_mode:
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pairlist.remove(resolved)
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continue
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filtered_pairlist.append(resolved)
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if len(filtered_pairlist) == self._number_assets:
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break
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if len(filtered_pairlist) == self._number_assets:
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break
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if len(filtered_pairlist) > 0:
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return filtered_pairlist
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if not is_whitelist_mode:
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return pairlist
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# If no pairs are found, return the original pairlist
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return []
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return filtered_pairlist
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@@ -2334,6 +2334,36 @@ def test_FullTradesFilter(mocker, default_conf_usdt, fee, caplog) -> None:
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["ETH/USDT:USDT", "ADA/USDT:USDT"],
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["layer-1", "protocol"],
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),
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(
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[
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# Blacklist high MC pairs
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{"method": "StaticPairList", "allow_inactive": True},
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{"method": "MarketCapPairList", "mode": "blacklist"},
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],
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"spot",
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["LTC/USDT", "NEO/USDT", "TKN/USDT", "ETC/USDT"],
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1,
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),
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(
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[
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# Blacklist high MC pairs
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{"method": "StaticPairList", "allow_inactive": True},
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{"method": "MarketCapPairList", "mode": "blacklist", "max_rank": 2},
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],
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"spot",
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["LTC/USDT", "XRP/USDT", "NEO/USDT", "TKN/USDT", "ETC/USDT", "ADA/USDT"],
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1,
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),
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(
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[
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# Blacklist top 6 MarketCap pairs - removes XRP which is at spot 6.
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{"method": "StaticPairList", "allow_inactive": True},
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{"method": "MarketCapPairList", "mode": "blacklist", "max_rank": 6},
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],
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"spot",
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["LTC/USDT", "NEO/USDT", "TKN/USDT", "ETC/USDT", "ADA/USDT"],
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1,
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),
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],
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)
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def test_MarketCapPairList_filter(
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