From 199426460a4b1ba6bae242eff2b7b07e9f5ddfcc Mon Sep 17 00:00:00 2001
From: Yuliyan Perfanov <yperfanov@yahoo.com>
Date: Sun, 2 Jun 2019 13:25:09 +0300
Subject: [PATCH 1/5] implemented DataProvider.orderbook()

---
 freqtrade/data/dataprovider.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index df4accf93..2852cbcb0 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -85,8 +85,7 @@ class DataProvider(object):
         """
         return latest orderbook data
         """
-        # TODO: Implement me
-        pass
+        return self._exchange.get_order_book(pair, max)
 
     @property
     def runmode(self) -> RunMode:

From c68fe7a6857468c8c39c4aec1110c393663b2883 Mon Sep 17 00:00:00 2001
From: Yuliyan Perfanov <yperfanov@yahoo.com>
Date: Sun, 2 Jun 2019 13:27:44 +0300
Subject: [PATCH 2/5] example how to use best bid and ask in strategy

---
 user_data/strategies/test_strategy.py | 9 +++++++++
 1 file changed, 9 insertions(+)

diff --git a/user_data/strategies/test_strategy.py b/user_data/strategies/test_strategy.py
index 66a5f8c09..7edaead14 100644
--- a/user_data/strategies/test_strategy.py
+++ b/user_data/strategies/test_strategy.py
@@ -253,6 +253,15 @@ class TestStrategy(IStrategy):
         dataframe['ha_low'] = heikinashi['low']
         """
 
+	# Retrieve best bid and best ask
+        # ------------------------------------
+        """
+        ob = self.dp.orderbook(metadata['pair'], 1)
+        print(ob)
+        dataframe['best_bid'] = ob['bids'][0][0]
+        dataframe['best_ask'] = ob['asks'][0][0]
+        """
+
         return dataframe
 
     def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

From 2e6ded06a91d8b51930d25ec9b77380c115b15a2 Mon Sep 17 00:00:00 2001
From: Yuliyan Perfanov <yperfanov@yahoo.com>
Date: Thu, 6 Jun 2019 18:25:58 +0300
Subject: [PATCH 3/5] removed redundant print()

---
 user_data/strategies/test_strategy.py | 13 +++++++------
 1 file changed, 7 insertions(+), 6 deletions(-)

diff --git a/user_data/strategies/test_strategy.py b/user_data/strategies/test_strategy.py
index 7edaead14..6b7770a8f 100644
--- a/user_data/strategies/test_strategy.py
+++ b/user_data/strategies/test_strategy.py
@@ -253,15 +253,16 @@ class TestStrategy(IStrategy):
         dataframe['ha_low'] = heikinashi['low']
         """
 
-	# Retrieve best bid and best ask
+        # Retrieve best bid and best ask
         # ------------------------------------
         """
-        ob = self.dp.orderbook(metadata['pair'], 1)
-        print(ob)
-        dataframe['best_bid'] = ob['bids'][0][0]
-        dataframe['best_ask'] = ob['asks'][0][0]
+        # first check if dataprovider is available 
+        if self.dp:
+            ob = self.dp.orderbook(metadata['pair'], 1)
+            dataframe['best_bid'] = ob['bids'][0][0]
+            dataframe['best_ask'] = ob['asks'][0][0]
         """
-
+        
         return dataframe
 
     def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

From a9ed5da369d606da23223b16bf7fcc834bb13949 Mon Sep 17 00:00:00 2001
From: Yuliyan Perfanov <yperfanov@yahoo.com>
Date: Thu, 6 Jun 2019 18:48:26 +0300
Subject: [PATCH 4/5] added doc for DataProvider.orderbook()

---
 docs/strategy-customization.md | 13 +++++++++++++
 1 file changed, 13 insertions(+)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 51540f690..b44775dfb 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -298,6 +298,18 @@ if self.dp:
 !!! Warning Warning in hyperopt
     This option cannot currently be used during hyperopt.
 
+#### Orderbook
+
+``` python
+if self.dp:
+    if self.dp.runmode in ('live', 'dry_run'):
+        ob = self.dp.orderbook(metadata['pair'], 1)
+        dataframe['best_bid'] = ob['bids'][0][0]
+        dataframe['best_ask'] = ob['asks'][0][0]
+```
+!Warning The order book is not part of the historic data which means backtesting and hyperopt will not work if this
+ method is used.
+
 #### Available Pairs
 
 ``` python
@@ -306,6 +318,7 @@ if self.dp:
         print(f"available {pair}, {ticker}")
 ```
 
+
 #### Get data for non-tradeable pairs
 
 Data for additional, informative pairs (reference pairs) can be beneficial for some strategies.

From f9fe2663644cd003224919540cc95bddbee8fc36 Mon Sep 17 00:00:00 2001
From: Yuliyan Perfanov <yperfanov@yahoo.com>
Date: Thu, 6 Jun 2019 18:52:14 +0300
Subject: [PATCH 5/5] check for runmode before retrieving the orderbook

---
 user_data/strategies/test_strategy.py | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

diff --git a/user_data/strategies/test_strategy.py b/user_data/strategies/test_strategy.py
index 6b7770a8f..2415e43eb 100644
--- a/user_data/strategies/test_strategy.py
+++ b/user_data/strategies/test_strategy.py
@@ -258,9 +258,10 @@ class TestStrategy(IStrategy):
         """
         # first check if dataprovider is available 
         if self.dp:
-            ob = self.dp.orderbook(metadata['pair'], 1)
-            dataframe['best_bid'] = ob['bids'][0][0]
-            dataframe['best_ask'] = ob['asks'][0][0]
+            if self.dp.runmode in ('live', 'dry_run'):
+                ob = self.dp.orderbook(metadata['pair'], 1)
+                dataframe['best_bid'] = ob['bids'][0][0]
+                dataframe['best_ask'] = ob['asks'][0][0]
         """
         
         return dataframe