diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index d0fafbd26..4d0907d78 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -19,7 +19,7 @@ REQUIRED_ORDERTIF = ['buy', 'sell']
 REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
-AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'VolumePrecisionPairList']
+AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList']
 
 TICKER_INTERVAL_MINUTES = {
     '1m': 1,
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index f5503002b..874ed93aa 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -657,9 +657,7 @@ class Exchange(object):
     @retrier
     def get_markets(self) -> List[dict]:
         try:
-            markets = self._api.fetch_markets()
-            self.markets.update({m["symbol"]: m for m in markets})
-            return markets
+            return self._api.fetch_markets()
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not load markets due to {e.__class__.__name__}. Message: {e}')
diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py
index 7675c1eee..948abe113 100644
--- a/freqtrade/pairlist/IPairList.py
+++ b/freqtrade/pairlist/IPairList.py
@@ -18,7 +18,6 @@ class IPairList(ABC):
         self._config = config
         self._whitelist = self._config['exchange']['pair_whitelist']
         self._blacklist = self._config['exchange'].get('pair_blacklist', [])
-        self._markets = self._freqtrade.exchange.get_markets()
 
     @property
     def name(self) -> str:
diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index 7f1985d43..eb03236e5 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -77,9 +77,8 @@ class VolumePairList(IPairList):
 
         if self._freqtrade.strategy.stoploss is not None and self._precision_filter:
 
-            logger.debug(f"Markets: {list(self._markets)}")
             stop_prices = [self._freqtrade.get_target_bid(t["symbol"], t)
-                           * (1 + self._freqtrade.strategy.stoploss) for t in valid_tickers]
+                           * (1 - abs(self._freqtrade.strategy.stoploss)) for t in valid_tickers]
             rates = [sp * 0.99 for sp in stop_prices]
             logger.debug("\n".join([f"{sp} : {r}" for sp, r in zip(stop_prices[:10], rates[:10])]))
             for i, t in enumerate(valid_tickers):