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Refactor static whitelist to module

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Matthias
2018-11-30 06:34:56 +01:00
parent 27c2e80cff
commit e8fbe77ebc
3 changed files with 79 additions and 38 deletions
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47
freqtrade/freqtradebot.py
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@@ -25,6 +25,7 @@ from freqtrade.resolvers import StrategyResolver
from freqtrade.state import State
from freqtrade.strategy.interface import SellType, IStrategy
from freqtrade.exchange.exchange_helpers import order_book_to_dataframe
from freqtrade.pairlist.StaticList import StaticList
logger = logging.getLogger(__name__)
@@ -59,6 +60,7 @@ class FreqtradeBot(object):
self.persistence = None
self.exchange = Exchange(self.config)
self.wallets = Wallets(self.exchange)
self.pairlists = StaticList(self, self.config)
# Initializing Edge only if enabled
self.edge = Edge(self.config, self.exchange, self.strategy) if \
@@ -148,11 +150,13 @@ class FreqtradeBot(object):
try:
nb_assets = self.config.get('dynamic_whitelist', None)
# Refresh whitelist based on wallet maintenance
sanitized_list = self._refresh_whitelist(
self._gen_pair_whitelist(
self.config['stake_currency']
) if nb_assets else self.config['exchange']['pair_whitelist']
)
self.pairlists.refresh_whitelist()
sanitized_list = self.pairlists.whitelist
# sanitized_list = self._refresh_whitelist(
# self._gen_pair_whitelist(
# self.config['stake_currency']
# ) if nb_assets else self.lists.get_whitelist()
# )
# Keep only the subsets of pairs wanted (up to nb_assets)
self.active_pair_whitelist = sanitized_list[:nb_assets] if nb_assets else sanitized_list
@@ -227,39 +231,6 @@ class FreqtradeBot(object):
pairs = [s['symbol'] for s in sorted_tickers]
return pairs
def _refresh_whitelist(self, whitelist: List[str]) -> List[str]:
"""
Check available markets and remove pair from whitelist if necessary
:param whitelist: the sorted list (based on BaseVolume) of pairs the user might want to
trade
:return: the list of pairs the user wants to trade without the one unavailable or
black_listed
"""
sanitized_whitelist = whitelist
markets = self.exchange.get_markets()
markets = [m for m in markets if m['quote'] == self.config['stake_currency']]
known_pairs = set()
for market in markets:
pair = market['symbol']
# pair is not int the generated dynamic market, or in the blacklist ... ignore it
if pair not in whitelist or pair in self.config['exchange'].get('pair_blacklist', []):
continue
# else the pair is valid
known_pairs.add(pair)
# Market is not active
if not market['active']:
sanitized_whitelist.remove(pair)
logger.info(
'Ignoring %s from whitelist. Market is not active.',
pair
)
# We need to remove pairs that are unknown
final_list = [x for x in sanitized_whitelist if x in known_pairs]
return final_list
def get_target_bid(self, pair: str, ticker: Dict[str, float]) -> float:
"""
Calculates bid target between current ask price and last price