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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,6 +1,6 @@ | ||
| markdown==3.5.2 | ||
| mkdocs==1.5.3 | ||
| mkdocs-material==9.5.4 | ||
| mkdocs-material==9.5.6 | ||
| mdx_truly_sane_lists==1.3 | ||
| pymdown-extensions==10.7 | ||
| jinja2==3.1.3 |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,157 @@ | ||
| """ | ||
| Market Cap PairList provider | ||
| Provides dynamic pair list based on Market Cap | ||
| """ | ||
| import logging | ||
| from typing import Any, Dict, List | ||
|
|
||
| from cachetools import TTLCache | ||
| from pycoingecko import CoinGeckoAPI | ||
|
|
||
| from freqtrade.constants import Config | ||
| from freqtrade.exceptions import OperationalException | ||
| from freqtrade.exchange.types import Tickers | ||
| from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter | ||
|
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|
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| logger = logging.getLogger(__name__) | ||
|
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| class MarketCapPairList(IPairList): | ||
|
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| is_pairlist_generator = True | ||
|
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| def __init__(self, exchange, pairlistmanager, | ||
| config: Config, pairlistconfig: Dict[str, Any], | ||
| pairlist_pos: int) -> None: | ||
| super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) | ||
|
|
||
| if 'number_assets' not in self._pairlistconfig: | ||
| raise OperationalException( | ||
| '`number_assets` not specified. Please check your configuration ' | ||
| 'for "pairlist.config.number_assets"') | ||
|
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| self._stake_currency = config['stake_currency'] | ||
| self._number_assets = self._pairlistconfig['number_assets'] | ||
| self._max_rank = self._pairlistconfig.get('max_rank', 30) | ||
| self._refresh_period = self._pairlistconfig.get('refresh_period', 86400) | ||
| self._marketcap_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period) | ||
| self._def_candletype = self._config['candle_type_def'] | ||
| self._coingekko: CoinGeckoAPI = CoinGeckoAPI() | ||
|
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| if self._max_rank > 250: | ||
| raise OperationalException( | ||
| "This filter only support marketcap rank up to 250." | ||
| ) | ||
|
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||
| @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 | ||
| """ | ||
| num = self._number_assets | ||
| rank = self._max_rank | ||
| msg = f"{self.name} - {num} pairs placed within top {rank} market cap." | ||
| return msg | ||
|
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| @staticmethod | ||
| def description() -> str: | ||
| return "Provides pair list based on CoinGecko's market cap rank." | ||
|
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| @staticmethod | ||
| def available_parameters() -> Dict[str, PairlistParameter]: | ||
| return { | ||
| "number_assets": { | ||
| "type": "number", | ||
| "default": 30, | ||
| "description": "Number of assets", | ||
| "help": "Number of assets to use from the pairlist", | ||
| }, | ||
| "max_rank": { | ||
| "type": "number", | ||
| "default": 30, | ||
| "description": "Max rank of assets", | ||
| "help": "Maximum rank of assets to use from the pairlist", | ||
| }, | ||
| "refresh_period": { | ||
| "type": "number", | ||
| "default": 86400, | ||
| "description": "Refresh period", | ||
| "help": "Refresh period in seconds", | ||
| } | ||
| } | ||
|
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| def gen_pairlist(self, tickers: Tickers) -> List[str]: | ||
| """ | ||
| Generate the pairlist | ||
| :param tickers: Tickers (from exchange.get_tickers). May be cached. | ||
| :return: List of pairs | ||
| """ | ||
| # Generate dynamic whitelist | ||
| # Must always run if this pairlist is the first in the list. | ||
| pairlist = self._marketcap_cache.get('pairlist_mc') | ||
| if pairlist: | ||
| # Item found - no refresh necessary | ||
| return pairlist.copy() | ||
| else: | ||
| # Use fresh pairlist | ||
| # Check if pair quote currency equals to the stake currency. | ||
| _pairlist = [k for k in self._exchange.get_markets( | ||
| quote_currencies=[self._stake_currency], | ||
| tradable_only=True, active_only=True).keys()] | ||
| # No point in testing for blacklisted pairs... | ||
| _pairlist = self.verify_blacklist(_pairlist, logger.info) | ||
|
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| pairlist = self.filter_pairlist(_pairlist, tickers) | ||
| self._marketcap_cache['pairlist_mc'] = pairlist.copy() | ||
|
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| return pairlist | ||
|
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| def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: | ||
| """ | ||
| Filters and sorts pairlist and returns the whitelist again. | ||
| Called on each bot iteration - please use internal caching if necessary | ||
| :param pairlist: pairlist to filter or sort | ||
| :param tickers: Tickers (from exchange.get_tickers). May be cached. | ||
| :return: new whitelist | ||
| """ | ||
| marketcap_list = self._marketcap_cache.get('marketcap') | ||
|
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| if marketcap_list is None: | ||
| data = self._coingekko.get_coins_markets(vs_currency='usd', order='market_cap_desc', | ||
| per_page='250', page='1', sparkline='false', | ||
| locale='en') | ||
| if data: | ||
| marketcap_list = [row['symbol'] for row in data] | ||
| self._marketcap_cache['marketcap'] = marketcap_list | ||
|
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| if marketcap_list: | ||
| filtered_pairlist = [] | ||
|
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| market = self._config['trading_mode'] | ||
| pair_format = f"{self._stake_currency.upper()}" | ||
| if (market == 'futures'): | ||
| pair_format += f":{self._stake_currency.upper()}" | ||
|
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| top_marketcap = marketcap_list[:self._max_rank:] | ||
|
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| for mc_pair in top_marketcap: | ||
| test_pair = f"{mc_pair.upper()}/{pair_format}" | ||
| if test_pair in pairlist: | ||
| filtered_pairlist.append(test_pair) | ||
| if len(filtered_pairlist) == self._number_assets: | ||
| break | ||
|
|
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| if len(filtered_pairlist) > 0: | ||
| return filtered_pairlist | ||
|
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| return pairlist |
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