Merge pull request #9659 from stash86/bt-metrics2
Add MarketCapPairList based on CoinGeckopull/9776/head
Matthias
2 years ago
committed by
GitHub
commit
fcedc7de0d
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"""
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Market Cap PairList provider
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Provides dynamic pair list based on Market Cap
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"""
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import logging
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from typing import Any, Dict, List
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from cachetools import TTLCache
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from pycoingecko import CoinGeckoAPI
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from freqtrade.constants import Config
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from freqtrade.exceptions import OperationalException
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from freqtrade.exchange.types import Tickers
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from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
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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,
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config: Config, pairlistconfig: Dict[str, Any],
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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 '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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self._stake_currency = config['stake_currency']
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self._number_assets = self._pairlistconfig['number_assets']
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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._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._max_rank > 250:
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raise OperationalException(
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"This filter only support marketcap rank up to 250."
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)
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@property
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def needstickers(self) -> bool:
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"""
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Boolean property defining if tickers are necessary.
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If no Pairlist requires tickers, an empty Dict is passed
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as tickers argument to filter_pairlist
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"""
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return False
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def short_desc(self) -> str:
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"""
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Short whitelist method description - used for startup-messages
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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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return msg
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@staticmethod
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def description() -> str:
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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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"number_assets": {
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"type": "number",
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"default": 30,
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"description": "Number of assets",
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"help": "Number of assets to use from the pairlist",
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},
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"max_rank": {
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"type": "number",
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"default": 30,
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"description": "Max rank of assets",
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"help": "Maximum rank of assets to use from the pairlist",
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},
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"refresh_period": {
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"type": "number",
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"default": 86400,
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"description": "Refresh period",
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"help": "Refresh period in seconds",
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}
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}
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def gen_pairlist(self, tickers: Tickers) -> List[str]:
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"""
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Generate the pairlist
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:param tickers: Tickers (from exchange.get_tickers). May be cached.
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:return: List of pairs
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"""
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# Generate dynamic whitelist
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# Must always run if this pairlist is the first in the list.
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pairlist = self._marketcap_cache.get('pairlist_mc')
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if pairlist:
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# Item found - no refresh necessary
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return pairlist.copy()
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else:
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# Use fresh pairlist
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# Check if pair quote currency equals to the stake currency.
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_pairlist = [k for k in self._exchange.get_markets(
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quote_currencies=[self._stake_currency],
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tradable_only=True, active_only=True).keys()]
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# No point in testing for blacklisted pairs...
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_pairlist = self.verify_blacklist(_pairlist, logger.info)
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pairlist = self.filter_pairlist(_pairlist, tickers)
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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]:
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"""
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Filters and sorts pairlist and returns the whitelist again.
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Called on each bot iteration - please use internal caching if necessary
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:param pairlist: pairlist to filter or sort
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:param tickers: Tickers (from exchange.get_tickers). May be cached.
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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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if marketcap_list is None:
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data = self._coingekko.get_coins_markets(vs_currency='usd', order='market_cap_desc',
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per_page='250', page='1', sparkline='false',
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locale='en')
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if data:
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marketcap_list = [row['symbol'] for row in data]
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self._marketcap_cache['marketcap'] = marketcap_list
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if marketcap_list:
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filtered_pairlist = []
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market = self._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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top_marketcap = marketcap_list[:self._max_rank:]
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for mc_pair in top_marketcap:
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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._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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return pairlist
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