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https://github.com/freqtrade/freqtrade.git
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use number_assets instead of limit
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@@ -237,17 +237,17 @@ The optional `bearer_token` will be included in the requests Authorization Heade
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{
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"method": "MarketCapPairList",
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"mode": "top_rank",
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"limit": 20,
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"number_assets": 20,
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"refresh_period": 86400
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}
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]
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```
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##### `top_rank` mode
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In this mode, it will return pairlist consist of active and not-blaclisted pairs that are placed at the top `limit` rank of the marketcap.
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In this mode, it will return pairlist consist of active and not-blaclisted pairs that are placed at the top `number_assets` rank of the marketcap.
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##### `total_assets` mode
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In this mode, it will return pairlist consist of `limit` number of active and not-blaclisted pairs sorted by their marketcap rank.
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In this mode, it will return pairlist consist of `number_assets` number of active and not-blaclisted pairs sorted by their marketcap rank.
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The refresh_period setting allows to define the period (in seconds), at which the marketcap rank data will be refreshed. Defaults to 86,400s (1 day). The pairlist cache (refresh_period) is applicable on both generating pairlists (first position in the list) and filtering instances (not the first position in the list).
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@@ -32,22 +32,22 @@ class MarketCapPairList(IPairList):
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pairlist_pos: int) -> None:
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super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
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if 'limit' not in self._pairlistconfig:
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if 'number_assets' not in self._pairlistconfig:
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raise OperationalException(
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'`limit` not specified. Please check your configuration '
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'for "pairlist.config.limit"')
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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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self._stake_currency = config['stake_currency']
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self._mode = self._pairlistconfig.get('mode', 'top_rank')
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self._limit = self._pairlistconfig['limit']
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self._number_assets = self._pairlistconfig['number_assets']
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self._refresh_period = self._pairlistconfig.get('refresh_period', 86400)
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self._marketcap_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
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self._def_candletype = self._config['candle_type_def']
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self._coingekko: CoinGeckoAPI = CoinGeckoAPI()
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if self._limit > 250:
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if self._number_assets > 250:
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raise OperationalException(
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"This filter only support limit value up to 250."
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"This filter only support number_assets value up to 250."
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)
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if not self._validate_keys(self._mode):
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@@ -71,16 +71,20 @@ class MarketCapPairList(IPairList):
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"""
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Short whitelist method description - used for startup-messages
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"""
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return f"{self.name} - Only use top {self._pairlistconfig['limit']} market cap pairs."
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num = self._pairlistconfig['number_assets']
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msg = f"{self.name} - Only include pairs ranked within top {num} market cap."
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if self._mode == "total_assets":
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msg = f"{self.name} - top {num} pairs sorted by market cap."
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return msg
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@staticmethod
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def description() -> str:
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return "Filter pair list based on market cap."
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return "Provides pair list based on CoinGecko's market cap rank."
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@staticmethod
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def available_parameters() -> Dict[str, PairlistParameter]:
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return {
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"limit": {
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"number_assets": {
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"type": "number",
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"default": 30,
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"description": "Max market cap rank",
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@@ -157,7 +161,7 @@ class MarketCapPairList(IPairList):
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if self._mode == 'top_rank':
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top_marketcap = marketcap_list[:self._limit:]
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top_marketcap = marketcap_list[:self._number_assets:]
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for pair in pairlist:
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base = pair.split('/')[0]
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@@ -165,7 +169,7 @@ class MarketCapPairList(IPairList):
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filtered_pairlist.append(pair)
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else:
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logger.info(f"Remove {pair} from whitelist because it's not ranked "
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f"within top {self._limit} market cap")
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f"within top {self._number_assets} market cap")
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else:
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market = self._config['trading_mode']
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@@ -176,7 +180,7 @@ class MarketCapPairList(IPairList):
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test_pair = f"{mc_pair.upper()}/{pair_format}"
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if test_pair in pairlist:
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filtered_pairlist.append(test_pair)
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if len(filtered_pairlist) == self._limit:
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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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