From 4a9bf78770624357d91de4675a10c541fc488a74 Mon Sep 17 00:00:00 2001
From: Nullart2 <john+github@nullart.net>
Date: Sun, 5 Aug 2018 12:41:06 +0800
Subject: [PATCH 01/10] Order Book with tests

---
 config.json.example                       |  16 +++-
 config_full.json.example                  |  16 +++-
 docs/configuration.md                     |   7 ++
 freqtrade/constants.py                    |  25 ++++-
 freqtrade/exchange/__init__.py            |  23 +++++
 freqtrade/exchange/exchange_helpers.py    |  24 +++++
 freqtrade/freqtradebot.py                 | 111 ++++++++++++++++++++--
 freqtrade/tests/conftest.py               |  16 ++++
 freqtrade/tests/exchange/test_exchange.py |  10 ++
 freqtrade/tests/test_freqtradebot.py      |  39 +++++++-
 10 files changed, 271 insertions(+), 16 deletions(-)

diff --git a/config.json.example b/config.json.example
index 8bd3942e6..c3dc6b5b6 100644
--- a/config.json.example
+++ b/config.json.example
@@ -37,7 +37,21 @@
     "experimental": {
         "use_sell_signal": false,
         "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
+        "ignore_roi_if_buy_signal": false,
+        "check_depth_of_market": {
+            "enabled": false,
+            "bids_to_ask_delta": 1
+        },
+        "bid_strategy": {
+            "use_order_book": false,
+            "order_book_top": 2,
+            "percent_from_top": 0
+        },
+        "ask_strategy":{
+            "use_order_book": false,
+            "order_book_min": 1,
+            "order_book_max": 9
+        }
     },
     "telegram": {
         "enabled": true,
diff --git a/config_full.json.example b/config_full.json.example
index cc3b3d630..5a364a93b 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -46,7 +46,21 @@
     "experimental": {
         "use_sell_signal": false,
         "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
+        "ignore_roi_if_buy_signal": false,
+        "check_depth_of_market": {
+            "enabled": false,
+            "bids_to_ask_delta": 1
+        },
+        "bid_strategy": {
+            "use_order_book": false,
+            "order_book_top": 2,
+            "percent_from_top": 0
+        },
+        "ask_strategy":{
+            "use_order_book": false,
+            "order_book_min": 1,
+            "order_book_max": 9
+        }s
     },
     "telegram": {
         "enabled": true,
diff --git a/docs/configuration.md b/docs/configuration.md
index ff5ce118c..5ffe24556 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -39,6 +39,13 @@ The table below will list all configuration parameters.
 | `experimental.use_sell_signal` | false | No | Use your sell strategy in addition of the `minimal_roi`.
 | `experimental.sell_profit_only` | false | No | waits until you have made a positive profit before taking a sell decision.
 | `experimental.ignore_roi_if_buy_signal` | false | No | Does not sell if the buy-signal is still active. Takes preference over `minimal_roi` and `use_sell_signal`
+| `experimental.check_depth_of_market` | false | No | Does not sell if the % difference of buy orders and sell orders is met in Order Book.
+| `experimental.bids_to_ask_delta` | 0 | No | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.
+| `experimental.bid_strategy.use_order_book` | false | No | Allows buying of pair using the rates in Order Book Bids.
+| `experimental.bid_strategy.order_book_top` | 0 | No | Bot will use the top N rate in Order Book Bids. Ie. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.
+| `experimental.ask_strategy.use_order_book` | false | No | Allows selling of open traded pair using the rates in Order Book Asks.
+| `experimental.ask_strategy.order_book_min` | 0 | No | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
+| `experimental.ask_strategy.order_book_max` | 0 | No | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
 | `telegram.enabled` | true | Yes | Enable or not the usage of Telegram.
 | `telegram.token` | token | No | Your Telegram bot token. Only required if `telegram.enabled` is `true`.
 | `telegram.chat_id` | chat_id | No | Your personal Telegram account id. Only required if `telegram.enabled` is `true`.
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 87e354455..b7431af3c 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -89,7 +89,30 @@ CONF_SCHEMA = {
             'properties': {
                 'use_sell_signal': {'type': 'boolean'},
                 'sell_profit_only': {'type': 'boolean'},
-                "ignore_roi_if_buy_signal_true": {'type': 'boolean'}
+                'ignore_roi_if_buy_signal_true': {'type': 'boolean'},
+                'check_depth_of_market': {
+                    'type': 'object',
+                    'properties': {
+                        'enabled': {'type': 'boolean'},
+                        'bids_to_ask_delta': {'type': 'number', 'minimum': 0},
+                    }
+                },
+                'bid_strategy': {
+                    'type': 'object',
+                    'properties': {
+                        'percent_from_top': {'type': 'number', 'minimum': 0},
+                        'use_order_book': {'type': 'boolean'},
+                        'order_book_top': {'type': 'number', 'maximum': 20, 'minimum': 1}
+                    }
+                },
+                'ask_strategy': {
+                    'type': 'object',
+                    'properties': {
+                        'use_order_book': {'type': 'boolean'},
+                        'order_book_min': {'type': 'number', 'minimum': 1},
+                        'order_book_max': {'type': 'number', 'minimum': 1, 'maximum': 50}
+                    }
+                }
             }
         },
         'telegram': {
diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index 810957902..18b95b604 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -409,6 +409,29 @@ class Exchange(object):
         except ccxt.BaseError as e:
             raise OperationalException(e)
 
+    @retrier
+    def get_order_book(self, pair: str, limit: int = 100) -> dict:
+        try:
+            # 20180619: bittrex doesnt support limits -.-
+            # 20180619: binance support limits but only on specific range
+            if self._api.name == 'Binance':
+                limit_range = [5, 10, 20, 50, 100, 500, 1000]
+                for limitx in limit_range:
+                    if limit <= limitx:
+                        limit = limitx
+                        break
+
+            return self._api.fetch_l2_order_book(pair, limit)
+        except ccxt.NotSupported as e:
+            raise OperationalException(
+                f'Exchange {self._api.name} does not support fetching order book.'
+                f'Message: {e}')
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not get order book due to {e.__class__.__name__}. Message: {e}')
+        except ccxt.BaseError as e:
+            raise OperationalException(e)
+
     @retrier
     def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List:
         if self._conf['dry_run']:
diff --git a/freqtrade/exchange/exchange_helpers.py b/freqtrade/exchange/exchange_helpers.py
index 254c16309..6574f5a53 100644
--- a/freqtrade/exchange/exchange_helpers.py
+++ b/freqtrade/exchange/exchange_helpers.py
@@ -2,6 +2,7 @@
 Functions to analyze ticker data with indicators and produce buy and sell signals
 """
 import logging
+import pandas as pd
 from pandas import DataFrame, to_datetime
 
 logger = logging.getLogger(__name__)
@@ -31,3 +32,26 @@ def parse_ticker_dataframe(ticker: list) -> DataFrame:
     })
     frame.drop(frame.tail(1).index, inplace=True)     # eliminate partial candle
     return frame
+
+
+def order_book_to_dataframe(data: list) -> DataFrame:
+    """
+    Gets order book list, returns dataframe with below format per suggested by creslin
+    -------------------------------------------------------------------
+     b_sum       b_size       bids       asks       a_size       a_sum
+    -------------------------------------------------------------------
+    """
+    cols = ['bids', 'b_size']
+    bids_frame = DataFrame(data['bids'], columns=cols)
+    # add cumulative sum column
+    bids_frame['b_sum'] = bids_frame['b_size'].cumsum()
+    cols2 = ['asks', 'a_size']
+    asks_frame = DataFrame(data['asks'], columns=cols2)
+    # add cumulative sum column
+    asks_frame['a_sum'] = asks_frame['a_size'].cumsum()
+
+    frame = pd.concat([bids_frame['b_sum'], bids_frame['b_size'], bids_frame['bids'],
+                       asks_frame['asks'], asks_frame['a_size'], asks_frame['a_sum']], axis=1,
+                      keys=['b_sum', 'b_size', 'bids', 'asks', 'a_size', 'a_sum'])
+    # logger.info('order book %s', frame )
+    return frame
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 46fbb3a38..0c4670971 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -21,6 +21,7 @@ from freqtrade.rpc import RPCManager, RPCMessageType
 from freqtrade.state import State
 from freqtrade.strategy.interface import SellType
 from freqtrade.strategy.resolver import IStrategy, StrategyResolver
+from freqtrade.exchange.exchange_helpers import order_book_to_dataframe
 
 logger = logging.getLogger(__name__)
 
@@ -233,16 +234,47 @@ class FreqtradeBot(object):
 
         return final_list
 
-    def get_target_bid(self, ticker: Dict[str, float]) -> float:
+    def get_target_bid(self, pair: str, ticker: Dict[str, float]) -> float:
         """
         Calculates bid target between current ask price and last price
         :param ticker: Ticker to use for getting Ask and Last Price
         :return: float: Price
         """
         if ticker['ask'] < ticker['last']:
-            return ticker['ask']
-        balance = self.config['bid_strategy']['ask_last_balance']
-        return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
+            ticker_rate = ticker['ask']
+        else:
+            balance = self.config['bid_strategy']['ask_last_balance']
+            ticker_rate = ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
+
+        used_rate = ticker_rate
+        experimental_bid_strategy = self.config.get('experimental', {}).get('bid_strategy', {})
+        if 'use_order_book' in experimental_bid_strategy and\
+                experimental_bid_strategy.get('use_order_book', False):
+            logger.info('Getting price from order book')
+            order_book_top = experimental_bid_strategy.get('order_book_top', 1)
+            order_book = self.exchange.get_order_book(pair, order_book_top)
+            # top 1 = index 0
+            order_book_rate = order_book['bids'][order_book_top - 1][0]
+            # if ticker has lower rate, then use ticker ( usefull if down trending )
+            logger.info('...top %s order book buy rate %0.8f', order_book_top, order_book_rate)
+            if ticker_rate < order_book_rate:
+                logger.info('...using ticker rate instead %0.8f', ticker_rate)
+                used_rate = ticker_rate
+            used_rate = order_book_rate
+        else:
+            logger.info('Using Last Ask / Last Price')
+            used_rate = ticker_rate
+        percent_from_top = self.config.get('bid_strategy', {}).get('percent_from_top', 0)
+        if percent_from_top > 0:
+            used_rate = used_rate - (used_rate * percent_from_top)
+            used_rate = self._trunc_num(used_rate, 8)
+            logger.info('...percent_from_top enabled, new buy rate %0.8f', used_rate)
+
+        return used_rate
+
+    def _trunc_num(self, f, n):
+        import math
+        return math.floor(f * 10 ** n) / 10 ** n
 
     def _get_trade_stake_amount(self) -> Optional[float]:
         """
@@ -334,9 +366,37 @@ class FreqtradeBot(object):
             (buy, sell) = self.strategy.get_signal(_pair, interval, thistory)
 
             if buy and not sell:
+                experimental_check_depth_of_market = self.config.get('experimental', {}).\
+                    get('check_depth_of_market', {})
+                if (experimental_check_depth_of_market.get('enabled', False)) and\
+                        (experimental_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
+                    if self._check_depth_of_market_buy(_pair):
+                        return self.execute_buy(_pair, stake_amount)
+                    else:
+                        return False
                 return self.execute_buy(_pair, stake_amount)
         return False
 
+    def _check_depth_of_market_buy(self, pair: str, ) -> bool:
+        """
+        Checks depth of market before executing a buy
+        """
+        experimental_check_depth_of_market = self.config.get('experimental', {}).\
+            get('check_depth_of_market', {})
+        conf_bids_to_ask_delta = experimental_check_depth_of_market.get('bids_to_ask_delta', 0)
+        logger.info('checking depth of market for %s', pair)
+        order_book = self.exchange.get_order_book(pair, 1000)
+        order_book_data_frame = order_book_to_dataframe(order_book)
+        order_book_bids = order_book_data_frame['b_size'].sum()
+        order_book_asks = order_book_data_frame['a_size'].sum()
+        bids_ask_delta = order_book_bids / order_book_asks
+        logger.info('bids: %s, asks: %s, delta: %s', order_book_bids,
+                    order_book_asks,
+                    order_book_bids / order_book_asks)
+        if bids_ask_delta >= conf_bids_to_ask_delta:
+            return True
+        return False
+
     def execute_buy(self, pair: str, stake_amount: float) -> bool:
         """
         Executes a limit buy for the given pair
@@ -349,7 +409,7 @@ class FreqtradeBot(object):
         fiat_currency = self.config.get('fiat_display_currency', None)
 
         # Calculate amount
-        buy_limit = self.get_target_bid(self.exchange.get_ticker(pair))
+        buy_limit = self.get_target_bid(pair, self.exchange.get_ticker(pair))
 
         min_stake_amount = self._get_min_pair_stake_amount(pair_s, buy_limit)
         if min_stake_amount is not None and min_stake_amount > stake_amount:
@@ -492,7 +552,7 @@ class FreqtradeBot(object):
             raise ValueError(f'attempt to handle closed trade: {trade}')
 
         logger.debug('Handling %s ...', trade)
-        current_rate = self.exchange.get_ticker(trade.pair)['bid']
+        sell_rate = self.exchange.get_ticker(trade.pair)['bid']
 
         (buy, sell) = (False, False)
         experimental = self.config.get('experimental', {})
@@ -501,13 +561,44 @@ class FreqtradeBot(object):
             (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.ticker_interval,
                                                    ticker)
 
-        should_sell = self.strategy.should_sell(trade, current_rate, datetime.utcnow(), buy, sell)
-        if should_sell.sell_flag:
-            self.execute_sell(trade, current_rate, should_sell.sell_type)
-            return True
+        experimental_ask_strategy = self.config.get('experimental', {}).get('ask_strategy', {})
+        if 'use_order_book' in experimental_ask_strategy and\
+                experimental_ask_strategy.get('use_order_book', False):
+            logger.info('Using order book for selling...')
+            # logger.debug('Order book %s',orderBook)
+            order_book_min = experimental_ask_strategy.get('order_book_min', 1)
+            order_book_max = experimental_ask_strategy.get('order_book_max', 1)
+
+            order_book = self.exchange.get_order_book(trade.pair, order_book_max)
+
+            for i in range(order_book_min, order_book_max + 1):
+                order_book_rate = order_book['asks'][i - 1][0]
+
+                # if orderbook has higher rate (high profit),
+                # use orderbook, otherwise just use bids rate
+                logger.info('  order book asks top %s: %0.8f', i, order_book_rate)
+                if sell_rate < order_book_rate:
+                    sell_rate = order_book_rate
+
+                if self.check_sell(trade, sell_rate, buy, sell):
+                    return True
+                    break
+        else:
+            logger.info('checking sell')
+            if self.check_sell(trade, sell_rate, buy, sell):
+                return True
+
         logger.info('Found no sell signals for whitelisted currencies. Trying again..')
         return False
 
+    def check_sell(self, trade: Trade, sell_rate: float, buy: bool, sell: bool) -> bool:
+        should_sell = self.strategy.should_sell(trade, sell_rate, datetime.utcnow(), buy, sell)
+        if should_sell.sell_flag:
+            self.execute_sell(trade, sell_rate, should_sell.sell_type)
+            logger.info('excuted sell')
+            return True
+        return False
+
     def check_handle_timedout(self) -> None:
         """
         Check if any orders are timed out and cancel if neccessary
diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py
index d18016e16..d7f7e96d9 100644
--- a/freqtrade/tests/conftest.py
+++ b/freqtrade/tests/conftest.py
@@ -116,6 +116,22 @@ def default_conf():
                 "NEO/BTC"
             ]
         },
+        "experimental": {
+            "check_depth_of_market": {
+                "enabled": False,
+                "bids_to_ask_delta": 1
+            },
+            "bid_strategy": {
+                "percent_from_top": 0,
+                "use_order_book": False,
+                "order_book_top": 1
+            },
+            "ask_strategy": {
+                "use_order_book": False,
+                "order_book_min": 1,
+                "order_book_max": 1
+            }
+        },
         "telegram": {
             "enabled": True,
             "token": "token",
diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py
index d327b97c7..d0917bda2 100644
--- a/freqtrade/tests/exchange/test_exchange.py
+++ b/freqtrade/tests/exchange/test_exchange.py
@@ -515,6 +515,16 @@ def test_get_ticker(default_conf, mocker):
     exchange.get_ticker(pair='ETH/BTC', refresh=True)
 
 
+def test_get_order_book(default_conf, mocker):
+    default_conf['exchange']['name'] = 'binance'
+    exchange = Exchange(default_conf)
+    order_book = exchange.get_order_book(pair='ETH/BTC', limit=50)
+    assert 'bids' in order_book
+    assert 'asks' in order_book
+    assert len(order_book['bids']) == 50
+    assert len(order_book['asks']) == 50
+
+
 def make_fetch_ohlcv_mock(data):
     def fetch_ohlcv_mock(pair, timeframe, since):
         if since:
diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py
index 69f349107..4718ab0fa 100644
--- a/freqtrade/tests/test_freqtradebot.py
+++ b/freqtrade/tests/test_freqtradebot.py
@@ -664,21 +664,21 @@ def test_balance_fully_ask_side(mocker, default_conf) -> None:
     default_conf['bid_strategy']['ask_last_balance'] = 0.0
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
-    assert freqtrade.get_target_bid({'ask': 20, 'last': 10}) == 20
+    assert freqtrade.get_target_bid('ETH/BTC', {'ask': 20, 'last': 10}) == 20
 
 
 def test_balance_fully_last_side(mocker, default_conf) -> None:
     default_conf['bid_strategy']['ask_last_balance'] = 1.0
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
-    assert freqtrade.get_target_bid({'ask': 20, 'last': 10}) == 10
+    assert freqtrade.get_target_bid('ETH/BTC', {'ask': 20, 'last': 10}) == 10
 
 
 def test_balance_bigger_last_ask(mocker, default_conf) -> None:
     default_conf['bid_strategy']['ask_last_balance'] = 1.0
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
-    assert freqtrade.get_target_bid({'ask': 5, 'last': 10}) == 5
+    assert freqtrade.get_target_bid('ETH/BTC', {'ask': 5, 'last': 10}) == 5
 
 
 def test_process_maybe_execute_buy(mocker, default_conf) -> None:
@@ -1876,3 +1876,36 @@ def test_get_real_amount_open_trade(default_conf, mocker):
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     assert freqtrade.get_real_amount(trade, order) == amount
+
+
+def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee, markets, mocker):
+    default_conf['experimental']['check_depth_of_market']['enabled'] = True
+    default_conf['experimental']['check_depth_of_market']['bids_to_ask_delta'] = 0.1
+    patch_RPCManager(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        validate_pairs=MagicMock(),
+        get_ticker=ticker,
+        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
+        get_fee=fee,
+        get_markets=markets
+    )
+
+    # Save state of current whitelist
+    whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
+    freqtrade = FreqtradeBot(default_conf)
+    patch_get_signal(freqtrade)
+    freqtrade.create_trade()
+
+    trade = Trade.query.first()
+    assert trade is not None
+    assert trade.stake_amount == 0.001
+    assert trade.is_open
+    assert trade.open_date is not None
+    assert trade.exchange == 'bittrex'
+
+    # Simulate fulfilled LIMIT_BUY order for trade
+    trade.update(limit_buy_order)
+
+    assert trade.open_rate == 0.00001099
+    assert whitelist == default_conf['exchange']['pair_whitelist']

From 26d591ea43dfc8a9799ab80bbc0e7bdbdd51f724 Mon Sep 17 00:00:00 2001
From: Nullart2 <john+github@nullart.net>
Date: Sun, 5 Aug 2018 21:08:07 +0800
Subject: [PATCH 02/10] mypy fix

---
 freqtrade/exchange/__init__.py         | 2 +-
 freqtrade/exchange/exchange_helpers.py | 7 ++++---
 freqtrade/freqtradebot.py              | 2 +-
 3 files changed, 6 insertions(+), 5 deletions(-)

diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index 18b95b604..d5be25ba0 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -116,7 +116,7 @@ class Exchange(object):
                 api.urls['api'] = api.urls['test']
                 logger.info("Enabled Sandbox API on %s", name)
             else:
-                logger.warning(self, "No Sandbox URL in CCXT, exiting. "
+                logger.warning(name, "No Sandbox URL in CCXT, exiting. "
                                      "Please check your config.json")
                 raise OperationalException(f'Exchange {name} does not provide a sandbox api')
 
diff --git a/freqtrade/exchange/exchange_helpers.py b/freqtrade/exchange/exchange_helpers.py
index 6574f5a53..ac729190a 100644
--- a/freqtrade/exchange/exchange_helpers.py
+++ b/freqtrade/exchange/exchange_helpers.py
@@ -34,7 +34,7 @@ def parse_ticker_dataframe(ticker: list) -> DataFrame:
     return frame
 
 
-def order_book_to_dataframe(data: list) -> DataFrame:
+def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
     """
     Gets order book list, returns dataframe with below format per suggested by creslin
     -------------------------------------------------------------------
@@ -42,11 +42,12 @@ def order_book_to_dataframe(data: list) -> DataFrame:
     -------------------------------------------------------------------
     """
     cols = ['bids', 'b_size']
-    bids_frame = DataFrame(data['bids'], columns=cols)
+
+    bids_frame = DataFrame(bids, columns=cols)
     # add cumulative sum column
     bids_frame['b_sum'] = bids_frame['b_size'].cumsum()
     cols2 = ['asks', 'a_size']
-    asks_frame = DataFrame(data['asks'], columns=cols2)
+    asks_frame = DataFrame(asks, columns=cols2)
     # add cumulative sum column
     asks_frame['a_sum'] = asks_frame['a_size'].cumsum()
 
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 0c4670971..b91cb1bd2 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -386,7 +386,7 @@ class FreqtradeBot(object):
         conf_bids_to_ask_delta = experimental_check_depth_of_market.get('bids_to_ask_delta', 0)
         logger.info('checking depth of market for %s', pair)
         order_book = self.exchange.get_order_book(pair, 1000)
-        order_book_data_frame = order_book_to_dataframe(order_book)
+        order_book_data_frame = order_book_to_dataframe(order_book['bids'], order_book['asks'])
         order_book_bids = order_book_data_frame['b_size'].sum()
         order_book_asks = order_book_data_frame['a_size'].sum()
         bids_ask_delta = order_book_bids / order_book_asks

From 7143b64fb73411744686381770a3adbf1897da6c Mon Sep 17 00:00:00 2001
From: Nullart2 <john+github@nullart.net>
Date: Sun, 5 Aug 2018 22:41:58 +0800
Subject: [PATCH 03/10] tests for coverage

---
 freqtrade/freqtradebot.py                 |  7 +-
 freqtrade/tests/exchange/test_exchange.py | 16 +++++
 freqtrade/tests/test_freqtradebot.py      | 81 +++++++++++++++++++++++
 3 files changed, 98 insertions(+), 6 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index b91cb1bd2..f1955a9d7 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -264,11 +264,6 @@ class FreqtradeBot(object):
         else:
             logger.info('Using Last Ask / Last Price')
             used_rate = ticker_rate
-        percent_from_top = self.config.get('bid_strategy', {}).get('percent_from_top', 0)
-        if percent_from_top > 0:
-            used_rate = used_rate - (used_rate * percent_from_top)
-            used_rate = self._trunc_num(used_rate, 8)
-            logger.info('...percent_from_top enabled, new buy rate %0.8f', used_rate)
 
         return used_rate
 
@@ -377,7 +372,7 @@ class FreqtradeBot(object):
                 return self.execute_buy(_pair, stake_amount)
         return False
 
-    def _check_depth_of_market_buy(self, pair: str, ) -> bool:
+    def _check_depth_of_market_buy(self, pair: str) -> bool:
         """
         Checks depth of market before executing a buy
         """
diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py
index d0917bda2..60f51553a 100644
--- a/freqtrade/tests/exchange/test_exchange.py
+++ b/freqtrade/tests/exchange/test_exchange.py
@@ -525,6 +525,22 @@ def test_get_order_book(default_conf, mocker):
     assert len(order_book['asks']) == 50
 
 
+def test_get_order_book_exception(default_conf, mocker):
+    api_mock = MagicMock()
+    with pytest.raises(OperationalException):
+        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        exchange.get_order_book(pair='ETH/BTC', limit=50)
+    with pytest.raises(TemporaryError):
+        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        exchange.get_order_book(pair='ETH/BTC', limit=50)
+    with pytest.raises(OperationalException):
+        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        exchange.get_order_book(pair='ETH/BTC', limit=50)
+
+
 def make_fetch_ohlcv_mock(data):
     def fetch_ohlcv_mock(pair, timeframe, since):
         if since:
diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py
index 4718ab0fa..563f9961b 100644
--- a/freqtrade/tests/test_freqtradebot.py
+++ b/freqtrade/tests/test_freqtradebot.py
@@ -1909,3 +1909,84 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee,
 
     assert trade.open_rate == 0.00001099
     assert whitelist == default_conf['exchange']['pair_whitelist']
+
+
+def test_order_book_depth_of_market_high_delta(default_conf, ticker,
+                                               limit_buy_order, fee, markets, mocker):
+    default_conf['experimental']['check_depth_of_market']['enabled'] = True
+    default_conf['experimental']['check_depth_of_market']['bids_to_ask_delta'] = 100
+    patch_RPCManager(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        validate_pairs=MagicMock(),
+        get_ticker=ticker,
+        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
+        get_fee=fee,
+        get_markets=markets
+    )
+
+    # Save state of current whitelist
+    freqtrade = FreqtradeBot(default_conf)
+    patch_get_signal(freqtrade)
+    freqtrade.create_trade()
+
+    trade = Trade.query.first()
+    assert trade is None
+
+
+def test_order_book_bid_strategy(default_conf) -> None:
+    default_conf['exchange']['name'] = 'binance'
+    default_conf['experimental']['bid_strategy']['use_order_book'] = True
+    default_conf['experimental']['bid_strategy']['order_book_top'] = 2
+    default_conf['telegram']['enabled'] = False
+
+    freqtrade = FreqtradeBot(default_conf)
+
+    assert freqtrade.get_target_bid('ETH/BTC', {'ask': 20, 'last': 10}) != 20
+
+
+def test_trunc_num(default_conf) -> None:
+    default_conf['telegram']['enabled'] = False
+    freqtrade = FreqtradeBot(default_conf)
+
+    assert freqtrade._trunc_num(10.1111, 2) == 10.11
+
+
+def test_check_depth_of_market_buy(default_conf) -> None:
+    default_conf['telegram']['enabled'] = False
+    default_conf['exchange']['name'] = 'binance'
+    default_conf['experimental']['check_depth_of_market']['enabled'] = True
+    default_conf['experimental']['check_depth_of_market']['bids_to_ask_delta'] = 100
+    freqtrade = FreqtradeBot(default_conf)
+
+    assert freqtrade._check_depth_of_market_buy('ETH/BTC') is False
+
+
+def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order,
+                                 fee, markets, mocker) -> None:
+    default_conf['exchange']['name'] = 'binance'
+    default_conf['experimental']['ask_strategy']['use_order_book'] = True
+    default_conf['experimental']['ask_strategy']['order_book_min'] = 1
+    default_conf['experimental']['ask_strategy']['order_book_max'] = 2
+    default_conf['telegram']['enabled'] = False
+    patch_RPCManager(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        validate_pairs=MagicMock(),
+        get_ticker=MagicMock(return_value={
+            'bid': 0.00001172,
+            'ask': 0.00001173,
+            'last': 0.00001172
+        }),
+        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
+        sell=MagicMock(return_value={'id': limit_sell_order['id']}),
+        get_fee=fee,
+        get_markets=markets
+    )
+    freqtrade = FreqtradeBot(default_conf)
+    patch_get_signal(freqtrade)
+
+    freqtrade.create_trade()
+
+    trade = Trade.query.first()
+    assert trade

From 1309c2b14f50c55acdbdeaaf217aba34dfd7656b Mon Sep 17 00:00:00 2001
From: Nullart2 <john+github@nullart.net>
Date: Sun, 5 Aug 2018 22:56:14 +0800
Subject: [PATCH 04/10] tests update

---
 freqtrade/freqtradebot.py            |  6 +++---
 freqtrade/tests/test_freqtradebot.py | 10 +++++++++-
 2 files changed, 12 insertions(+), 4 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index f1955a9d7..496ef1168 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -260,7 +260,8 @@ class FreqtradeBot(object):
             if ticker_rate < order_book_rate:
                 logger.info('...using ticker rate instead %0.8f', ticker_rate)
                 used_rate = ticker_rate
-            used_rate = order_book_rate
+            else:
+                used_rate = order_book_rate
         else:
             logger.info('Using Last Ask / Last Price')
             used_rate = ticker_rate
@@ -557,8 +558,7 @@ class FreqtradeBot(object):
                                                    ticker)
 
         experimental_ask_strategy = self.config.get('experimental', {}).get('ask_strategy', {})
-        if 'use_order_book' in experimental_ask_strategy and\
-                experimental_ask_strategy.get('use_order_book', False):
+        if experimental_ask_strategy.get('use_order_book', False):
             logger.info('Using order book for selling...')
             # logger.debug('Order book %s',orderBook)
             order_book_min = experimental_ask_strategy.get('order_book_min', 1)
diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py
index 563f9961b..6282720d6 100644
--- a/freqtrade/tests/test_freqtradebot.py
+++ b/freqtrade/tests/test_freqtradebot.py
@@ -1938,11 +1938,12 @@ def test_order_book_bid_strategy(default_conf) -> None:
     default_conf['exchange']['name'] = 'binance'
     default_conf['experimental']['bid_strategy']['use_order_book'] = True
     default_conf['experimental']['bid_strategy']['order_book_top'] = 2
+    default_conf['bid_strategy']['ask_last_balance'] = 0
     default_conf['telegram']['enabled'] = False
 
     freqtrade = FreqtradeBot(default_conf)
 
-    assert freqtrade.get_target_bid('ETH/BTC', {'ask': 20, 'last': 10}) != 20
+    assert freqtrade.get_target_bid('BTC/USDT', {'ask': 2, 'last': 2}) == 2
 
 
 def test_trunc_num(default_conf) -> None:
@@ -1990,3 +1991,10 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
 
     trade = Trade.query.first()
     assert trade
+
+    time.sleep(0.01)  # Race condition fix
+    trade.update(limit_buy_order)
+    assert trade.is_open is True
+
+    patch_get_signal(freqtrade, value=(False, True))
+    assert freqtrade.handle_trade(trade) is True

From c9c0e108ab249df607699c4b8ea066517e664e24 Mon Sep 17 00:00:00 2001
From: Nullart2 <john+github@nullart.net>
Date: Tue, 7 Aug 2018 18:29:37 +0800
Subject: [PATCH 05/10] refactor

---
 freqtrade/exchange/__init__.py       | 20 +++++++++----
 freqtrade/freqtradebot.py            | 15 +++-------
 freqtrade/tests/test_freqtradebot.py | 43 +++++++++++++++++++++-------
 3 files changed, 51 insertions(+), 27 deletions(-)

diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index d5be25ba0..4b78283ea 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -411,15 +411,23 @@ class Exchange(object):
 
     @retrier
     def get_order_book(self, pair: str, limit: int = 100) -> dict:
+        """
+        get order book level 2 from exchange
+
+        Notes:
+        20180619: bittrex doesnt support limits -.-
+        20180619: binance support limits but only on specific range
+        """
         try:
-            # 20180619: bittrex doesnt support limits -.-
-            # 20180619: binance support limits but only on specific range
             if self._api.name == 'Binance':
                 limit_range = [5, 10, 20, 50, 100, 500, 1000]
-                for limitx in limit_range:
-                    if limit <= limitx:
-                        limit = limitx
-                        break
+                # get next-higher step in the limit_range list
+                limit = min(list(filter(lambda x: limit <= x, limit_range)))
+                # above script works like loop below (but with slightly better performance):
+                #   for limitx in limit_range:
+                #        if limit <= limitx:
+                #           limit = limitx
+                #           break
 
             return self._api.fetch_l2_order_book(pair, limit)
         except ccxt.NotSupported as e:
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 496ef1168..55b9c577f 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -268,10 +268,6 @@ class FreqtradeBot(object):
 
         return used_rate
 
-    def _trunc_num(self, f, n):
-        import math
-        return math.floor(f * 10 ** n) / 10 ** n
-
     def _get_trade_stake_amount(self) -> Optional[float]:
         """
         Check if stake amount can be fulfilled with the available balance
@@ -366,20 +362,18 @@ class FreqtradeBot(object):
                     get('check_depth_of_market', {})
                 if (experimental_check_depth_of_market.get('enabled', False)) and\
                         (experimental_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
-                    if self._check_depth_of_market_buy(_pair):
+                    if self._check_depth_of_market_buy(_pair, experimental_check_depth_of_market):
                         return self.execute_buy(_pair, stake_amount)
                     else:
                         return False
                 return self.execute_buy(_pair, stake_amount)
         return False
 
-    def _check_depth_of_market_buy(self, pair: str) -> bool:
+    def _check_depth_of_market_buy(self, pair: str, conf: Dict) -> bool:
         """
         Checks depth of market before executing a buy
         """
-        experimental_check_depth_of_market = self.config.get('experimental', {}).\
-            get('check_depth_of_market', {})
-        conf_bids_to_ask_delta = experimental_check_depth_of_market.get('bids_to_ask_delta', 0)
+        conf_bids_to_ask_delta = conf.get('bids_to_ask_delta', 0)
         logger.info('checking depth of market for %s', pair)
         order_book = self.exchange.get_order_book(pair, 1000)
         order_book_data_frame = order_book_to_dataframe(order_book['bids'], order_book['asks'])
@@ -387,8 +381,7 @@ class FreqtradeBot(object):
         order_book_asks = order_book_data_frame['a_size'].sum()
         bids_ask_delta = order_book_bids / order_book_asks
         logger.info('bids: %s, asks: %s, delta: %s', order_book_bids,
-                    order_book_asks,
-                    order_book_bids / order_book_asks)
+                    order_book_asks, bids_ask_delta)
         if bids_ask_delta >= conf_bids_to_ask_delta:
             return True
         return False
diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py
index 6282720d6..4357b573a 100644
--- a/freqtrade/tests/test_freqtradebot.py
+++ b/freqtrade/tests/test_freqtradebot.py
@@ -159,6 +159,15 @@ def test_gen_pair_whitelist(mocker, default_conf, tickers) -> None:
     assert whitelist == []
 
 
+def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=False))
+
+    with pytest.raises(OperationalException):
+        freqtrade._gen_pair_whitelist(base_currency='BTC')
+
+
 @pytest.mark.skip(reason="Test not implemented")
 def test_refresh_whitelist() -> None:
     pass
@@ -1914,6 +1923,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee,
 def test_order_book_depth_of_market_high_delta(default_conf, ticker,
                                                limit_buy_order, fee, markets, mocker):
     default_conf['experimental']['check_depth_of_market']['enabled'] = True
+    # delta is 100 which is impossible to reach. hence check_depth_of_market will return false
     default_conf['experimental']['check_depth_of_market']['bids_to_ask_delta'] = 100
     patch_RPCManager(mocker)
     mocker.patch.multiple(
@@ -1924,7 +1934,6 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker,
         get_fee=fee,
         get_markets=markets
     )
-
     # Save state of current whitelist
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
@@ -1934,33 +1943,47 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker,
     assert trade is None
 
 
-def test_order_book_bid_strategy(default_conf) -> None:
+def test_order_book_bid_strategy1(default_conf) -> None:
+    """
+    test if function get_target_bid will return the order book price
+    instead of the ask rate
+    """
     default_conf['exchange']['name'] = 'binance'
     default_conf['experimental']['bid_strategy']['use_order_book'] = True
     default_conf['experimental']['bid_strategy']['order_book_top'] = 2
     default_conf['bid_strategy']['ask_last_balance'] = 0
     default_conf['telegram']['enabled'] = False
 
+    freqtrade = FreqtradeBot(default_conf)
+    assert freqtrade.get_target_bid('BTC/USDT', {'ask': 200000, 'last': 200000}) != 200000
+
+
+def test_order_book_bid_strategy2(default_conf) -> None:
+    """
+    test if function get_target_bid will return ask rate instead
+    of the order book rate
+    """
+    default_conf['exchange']['name'] = 'binance'
+    default_conf['experimental']['bid_strategy']['use_order_book'] = True
+    default_conf['experimental']['bid_strategy']['order_book_top'] = 1
+    default_conf['bid_strategy']['ask_last_balance'] = 0
+    default_conf['telegram']['enabled'] = False
+
     freqtrade = FreqtradeBot(default_conf)
 
     assert freqtrade.get_target_bid('BTC/USDT', {'ask': 2, 'last': 2}) == 2
 
 
-def test_trunc_num(default_conf) -> None:
-    default_conf['telegram']['enabled'] = False
-    freqtrade = FreqtradeBot(default_conf)
-
-    assert freqtrade._trunc_num(10.1111, 2) == 10.11
-
-
 def test_check_depth_of_market_buy(default_conf) -> None:
     default_conf['telegram']['enabled'] = False
     default_conf['exchange']['name'] = 'binance'
     default_conf['experimental']['check_depth_of_market']['enabled'] = True
+    # delta is 100 which is impossible to reach. hence function will return false
     default_conf['experimental']['check_depth_of_market']['bids_to_ask_delta'] = 100
     freqtrade = FreqtradeBot(default_conf)
 
-    assert freqtrade._check_depth_of_market_buy('ETH/BTC') is False
+    conf = default_conf['experimental']['check_depth_of_market']
+    assert freqtrade._check_depth_of_market_buy('ETH/BTC', conf) is False
 
 
 def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order,

From 78610bb47f84007718b8dd6dfe1a7672bb1adb8c Mon Sep 17 00:00:00 2001
From: Nullart2 <john+github@nullart.net>
Date: Tue, 14 Aug 2018 18:12:44 +0800
Subject: [PATCH 06/10] mock order_book and additional test

---
 freqtrade/freqtradebot.py            |  1 +
 freqtrade/tests/conftest.py          | 33 +++++++++++++++++++
 freqtrade/tests/test_freqtradebot.py | 47 ++++++++++++++++++++++------
 3 files changed, 72 insertions(+), 9 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 55b9c577f..715cbce80 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -253,6 +253,7 @@ class FreqtradeBot(object):
             logger.info('Getting price from order book')
             order_book_top = experimental_bid_strategy.get('order_book_top', 1)
             order_book = self.exchange.get_order_book(pair, order_book_top)
+            logger.debug('order_book %s', order_book)
             # top 1 = index 0
             order_book_rate = order_book['bids'][order_book_top - 1][0]
             # if ticker has lower rate, then use ticker ( usefull if down trending )
diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py
index d7f7e96d9..8a40397f3 100644
--- a/freqtrade/tests/conftest.py
+++ b/freqtrade/tests/conftest.py
@@ -419,6 +419,39 @@ def limit_sell_order():
     }
 
 
+@pytest.fixture
+def order_book_l2():
+    return MagicMock(return_value={
+        'bids': [
+            [0.043936, 10.442],
+            [0.043935, 31.865],
+            [0.043933, 11.212],
+            [0.043928, 0.088],
+            [0.043925, 10.0],
+            [0.043921, 10.0],
+            [0.04392, 37.64],
+            [0.043899, 0.066],
+            [0.043885, 0.676],
+            [0.04387, 22.758]
+        ],
+        'asks': [
+            [0.043949, 0.346],
+            [0.04395, 0.608],
+            [0.043951, 3.948],
+            [0.043954, 0.288],
+            [0.043958, 9.277],
+            [0.043995, 1.566],
+            [0.044, 0.588],
+            [0.044002, 0.992],
+            [0.044003, 0.095],
+            [0.04402, 37.64]
+        ],
+        'timestamp': None,
+        'datetime': None,
+        'nonce': 288004540
+    })
+
+
 @pytest.fixture
 def ticker_history():
     return [
diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py
index 4357b573a..85f393b9d 100644
--- a/freqtrade/tests/test_freqtradebot.py
+++ b/freqtrade/tests/test_freqtradebot.py
@@ -1887,10 +1887,12 @@ def test_get_real_amount_open_trade(default_conf, mocker):
     assert freqtrade.get_real_amount(trade, order) == amount
 
 
-def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee, markets, mocker):
+def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee, markets, mocker,
+                                    order_book_l2):
     default_conf['experimental']['check_depth_of_market']['enabled'] = True
     default_conf['experimental']['check_depth_of_market']['bids_to_ask_delta'] = 0.1
     patch_RPCManager(mocker)
+    mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         validate_pairs=MagicMock(),
@@ -1920,12 +1922,13 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee,
     assert whitelist == default_conf['exchange']['pair_whitelist']
 
 
-def test_order_book_depth_of_market_high_delta(default_conf, ticker,
-                                               limit_buy_order, fee, markets, mocker):
+def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_order,
+                                               fee, markets, mocker, order_book_l2):
     default_conf['experimental']['check_depth_of_market']['enabled'] = True
     # delta is 100 which is impossible to reach. hence check_depth_of_market will return false
     default_conf['experimental']['check_depth_of_market']['bids_to_ask_delta'] = 100
     patch_RPCManager(mocker)
+    mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         validate_pairs=MagicMock(),
@@ -1943,11 +1946,12 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker,
     assert trade is None
 
 
-def test_order_book_bid_strategy1(default_conf) -> None:
+def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
     """
     test if function get_target_bid will return the order book price
     instead of the ask rate
     """
+    mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
     default_conf['exchange']['name'] = 'binance'
     default_conf['experimental']['bid_strategy']['use_order_book'] = True
     default_conf['experimental']['bid_strategy']['order_book_top'] = 2
@@ -1955,14 +1959,31 @@ def test_order_book_bid_strategy1(default_conf) -> None:
     default_conf['telegram']['enabled'] = False
 
     freqtrade = FreqtradeBot(default_conf)
-    assert freqtrade.get_target_bid('BTC/USDT', {'ask': 200000, 'last': 200000}) != 200000
+    assert freqtrade.get_target_bid('ETH/BTC', {'ask': 0.045, 'last': 0.046}) == 0.043935
 
 
-def test_order_book_bid_strategy2(default_conf) -> None:
+def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2) -> None:
+    """
+    test if function get_target_bid will return the ask rate (since its value is lower)
+    instead of the order book rate (even if enabled)
+    """
+    mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
+    default_conf['exchange']['name'] = 'binance'
+    default_conf['experimental']['bid_strategy']['use_order_book'] = True
+    default_conf['experimental']['bid_strategy']['order_book_top'] = 2
+    default_conf['bid_strategy']['ask_last_balance'] = 0
+    default_conf['telegram']['enabled'] = False
+
+    freqtrade = FreqtradeBot(default_conf)
+    assert freqtrade.get_target_bid('ETH/BTC', {'ask': 0.042, 'last': 0.046}) == 0.042
+
+
+def test_order_book_bid_strategy3(default_conf, mocker, order_book_l2) -> None:
     """
     test if function get_target_bid will return ask rate instead
     of the order book rate
     """
+    mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
     default_conf['exchange']['name'] = 'binance'
     default_conf['experimental']['bid_strategy']['use_order_book'] = True
     default_conf['experimental']['bid_strategy']['order_book_top'] = 1
@@ -1971,10 +1992,14 @@ def test_order_book_bid_strategy2(default_conf) -> None:
 
     freqtrade = FreqtradeBot(default_conf)
 
-    assert freqtrade.get_target_bid('BTC/USDT', {'ask': 2, 'last': 2}) == 2
+    assert freqtrade.get_target_bid('ETH/BTC', {'ask': 0.03, 'last': 0.029}) == 0.03
 
 
-def test_check_depth_of_market_buy(default_conf) -> None:
+def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:
+    """
+    test check depth of market
+    """
+    mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
     default_conf['telegram']['enabled'] = False
     default_conf['exchange']['name'] = 'binance'
     default_conf['experimental']['check_depth_of_market']['enabled'] = True
@@ -1987,7 +2012,11 @@ def test_check_depth_of_market_buy(default_conf) -> None:
 
 
 def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order,
-                                 fee, markets, mocker) -> None:
+                                 fee, markets, mocker, order_book_l2) -> None:
+    """
+    test order book ask strategy
+    """
+    mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
     default_conf['exchange']['name'] = 'binance'
     default_conf['experimental']['ask_strategy']['use_order_book'] = True
     default_conf['experimental']['ask_strategy']['order_book_min'] = 1

From a489a044adca228a68e2d856d2a4af30b909be1e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 25 Aug 2018 13:17:07 +0200
Subject: [PATCH 07/10] Mock Exchange results to avoid random test-failures

---
 freqtrade/tests/exchange/test_exchange.py | 13 ++++++++-----
 1 file changed, 8 insertions(+), 5 deletions(-)

diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py
index 60f51553a..4686176c4 100644
--- a/freqtrade/tests/exchange/test_exchange.py
+++ b/freqtrade/tests/exchange/test_exchange.py
@@ -515,14 +515,17 @@ def test_get_ticker(default_conf, mocker):
     exchange.get_ticker(pair='ETH/BTC', refresh=True)
 
 
-def test_get_order_book(default_conf, mocker):
+def test_get_order_book(default_conf, mocker, order_book_l2):
     default_conf['exchange']['name'] = 'binance'
-    exchange = Exchange(default_conf)
-    order_book = exchange.get_order_book(pair='ETH/BTC', limit=50)
+    api_mock = MagicMock()
+
+    api_mock.fetch_l2_order_book = order_book_l2
+    exchange = get_patched_exchange(mocker, default_conf, api_mock)
+    order_book = exchange.get_order_book(pair='ETH/BTC', limit=10)
     assert 'bids' in order_book
     assert 'asks' in order_book
-    assert len(order_book['bids']) == 50
-    assert len(order_book['asks']) == 50
+    assert len(order_book['bids']) == 10
+    assert len(order_book['asks']) == 10
 
 
 def test_get_order_book_exception(default_conf, mocker):

From 42587741dd0b6b91d4e837ca546ca3fde256d6d0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 25 Aug 2018 13:21:10 +0200
Subject: [PATCH 08/10] mock exchange to avoid random failures

---
 freqtrade/tests/test_freqtradebot.py | 36 +++++++++++++++++++++-------
 1 file changed, 28 insertions(+), 8 deletions(-)

diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py
index 85f393b9d..43ab587ec 100644
--- a/freqtrade/tests/test_freqtradebot.py
+++ b/freqtrade/tests/test_freqtradebot.py
@@ -1946,12 +1946,17 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
     assert trade is None
 
 
-def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
+def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2, markets) -> None:
     """
     test if function get_target_bid will return the order book price
     instead of the ask rate
     """
-    mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        validate_pairs=MagicMock(),
+        get_markets=markets,
+        get_order_book=order_book_l2
+    )
     default_conf['exchange']['name'] = 'binance'
     default_conf['experimental']['bid_strategy']['use_order_book'] = True
     default_conf['experimental']['bid_strategy']['order_book_top'] = 2
@@ -1962,12 +1967,17 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
     assert freqtrade.get_target_bid('ETH/BTC', {'ask': 0.045, 'last': 0.046}) == 0.043935
 
 
-def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2) -> None:
+def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2, markets) -> None:
     """
     test if function get_target_bid will return the ask rate (since its value is lower)
     instead of the order book rate (even if enabled)
     """
-    mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
+    mocker.patch.multiple(
+           'freqtrade.exchange.Exchange',
+           validate_pairs=MagicMock(),
+           get_markets=markets,
+           get_order_book=order_book_l2
+    )
     default_conf['exchange']['name'] = 'binance'
     default_conf['experimental']['bid_strategy']['use_order_book'] = True
     default_conf['experimental']['bid_strategy']['order_book_top'] = 2
@@ -1978,12 +1988,17 @@ def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2) -> None:
     assert freqtrade.get_target_bid('ETH/BTC', {'ask': 0.042, 'last': 0.046}) == 0.042
 
 
-def test_order_book_bid_strategy3(default_conf, mocker, order_book_l2) -> None:
+def test_order_book_bid_strategy3(default_conf, mocker, order_book_l2, markets) -> None:
     """
     test if function get_target_bid will return ask rate instead
     of the order book rate
     """
-    mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        validate_pairs=MagicMock(),
+        get_markets=markets,
+        get_order_book=order_book_l2
+    )
     default_conf['exchange']['name'] = 'binance'
     default_conf['experimental']['bid_strategy']['use_order_book'] = True
     default_conf['experimental']['bid_strategy']['order_book_top'] = 1
@@ -1995,11 +2010,16 @@ def test_order_book_bid_strategy3(default_conf, mocker, order_book_l2) -> None:
     assert freqtrade.get_target_bid('ETH/BTC', {'ask': 0.03, 'last': 0.029}) == 0.03
 
 
-def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:
+def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2, markets) -> None:
     """
     test check depth of market
     """
-    mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        validate_pairs=MagicMock(),
+        get_markets=markets,
+        get_order_book=order_book_l2
+    )
     default_conf['telegram']['enabled'] = False
     default_conf['exchange']['name'] = 'binance'
     default_conf['experimental']['check_depth_of_market']['enabled'] = True

From b6b89a464fd388b3955990a59f54a5100665bb77 Mon Sep 17 00:00:00 2001
From: Nullart2 <john+github@nullart.net>
Date: Wed, 29 Aug 2018 17:38:43 +0800
Subject: [PATCH 09/10] move order_book config out of experimental

---
 config.json.example                  | 29 ++++++++----------
 config_full.json.example             | 29 ++++++++----------
 docs/configuration.md                | 14 ++++-----
 freqtrade/constants.py               | 44 ++++++++++++----------------
 freqtrade/freqtradebot.py            | 24 +++++++--------
 freqtrade/tests/conftest.py          | 29 ++++++++----------
 freqtrade/tests/test_freqtradebot.py | 32 ++++++++++----------
 7 files changed, 92 insertions(+), 109 deletions(-)

diff --git a/config.json.example b/config.json.example
index c3dc6b5b6..7a0bb6b9b 100644
--- a/config.json.example
+++ b/config.json.example
@@ -11,7 +11,18 @@
         "sell": 30
     },
     "bid_strategy": {
-        "ask_last_balance": 0.0
+        "ask_last_balance": 0.0,
+        "use_order_book": false,
+        "order_book_top": 1,
+        "check_depth_of_market": {
+            "enabled": false,
+            "bids_to_ask_delta": 1
+        }
+    },
+    "ask_strategy":{
+        "use_order_book": false,
+        "order_book_min": 1,
+        "order_book_max": 9
     },
     "exchange": {
         "name": "bittrex",
@@ -37,21 +48,7 @@
     "experimental": {
         "use_sell_signal": false,
         "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false,
-        "check_depth_of_market": {
-            "enabled": false,
-            "bids_to_ask_delta": 1
-        },
-        "bid_strategy": {
-            "use_order_book": false,
-            "order_book_top": 2,
-            "percent_from_top": 0
-        },
-        "ask_strategy":{
-            "use_order_book": false,
-            "order_book_min": 1,
-            "order_book_max": 9
-        }
+        "ignore_roi_if_buy_signal": false
     },
     "telegram": {
         "enabled": true,
diff --git a/config_full.json.example b/config_full.json.example
index 5a364a93b..717f3c7df 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -20,7 +20,18 @@
         "sell": 30
     },
     "bid_strategy": {
-        "ask_last_balance": 0.0
+        "ask_last_balance": 0.0,
+        "use_order_book": false,
+        "order_book_top": 1,
+        "check_depth_of_market": {
+            "enabled": false,
+            "bids_to_ask_delta": 1
+        }
+    },
+    "ask_strategy":{
+        "use_order_book": false,
+        "order_book_min": 1,
+        "order_book_max": 9
     },
     "exchange": {
         "name": "bittrex",
@@ -46,21 +57,7 @@
     "experimental": {
         "use_sell_signal": false,
         "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false,
-        "check_depth_of_market": {
-            "enabled": false,
-            "bids_to_ask_delta": 1
-        },
-        "bid_strategy": {
-            "use_order_book": false,
-            "order_book_top": 2,
-            "percent_from_top": 0
-        },
-        "ask_strategy":{
-            "use_order_book": false,
-            "order_book_min": 1,
-            "order_book_max": 9
-        }s
+        "ignore_roi_if_buy_signal": false
     },
     "telegram": {
         "enabled": true,
diff --git a/docs/configuration.md b/docs/configuration.md
index 5ffe24556..edc376f90 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -31,6 +31,13 @@ The table below will list all configuration parameters.
 | `unfilledtimeout.buy` | 10 | Yes | How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.
 | `unfilledtimeout.sell` | 10 | Yes | How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled.
 | `bid_strategy.ask_last_balance` | 0.0 | Yes | Set the bidding price. More information below.
+| `bid_strategy.use_order_book` | false | No | Allows buying of pair using the rates in Order Book Bids.
+| `bid_strategy.order_book_top` | 0 | No | Bot will use the top N rate in Order Book Bids. Ie. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.
+| `bid_strategy.check_depth_of_market.enabled` | false | No | Does not buy if the % difference of buy orders and sell orders is met in Order Book.
+| `experimental.check_depth_of_market.bids_to_ask_delta` | 0 | No | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.
+| `ask_strategy.use_order_book` | false | No | Allows selling of open traded pair using the rates in Order Book Asks.
+| `ask_strategy.order_book_min` | 0 | No | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
+| `ask_strategy.order_book_max` | 0 | No | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
 | `exchange.name` | bittrex | Yes | Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
 | `exchange.key` | key | No | API key to use for the exchange. Only required when you are in production mode.
 | `exchange.secret` | secret | No | API secret to use for the exchange. Only required when you are in production mode.
@@ -39,13 +46,6 @@ The table below will list all configuration parameters.
 | `experimental.use_sell_signal` | false | No | Use your sell strategy in addition of the `minimal_roi`.
 | `experimental.sell_profit_only` | false | No | waits until you have made a positive profit before taking a sell decision.
 | `experimental.ignore_roi_if_buy_signal` | false | No | Does not sell if the buy-signal is still active. Takes preference over `minimal_roi` and `use_sell_signal`
-| `experimental.check_depth_of_market` | false | No | Does not sell if the % difference of buy orders and sell orders is met in Order Book.
-| `experimental.bids_to_ask_delta` | 0 | No | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.
-| `experimental.bid_strategy.use_order_book` | false | No | Allows buying of pair using the rates in Order Book Bids.
-| `experimental.bid_strategy.order_book_top` | 0 | No | Bot will use the top N rate in Order Book Bids. Ie. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.
-| `experimental.ask_strategy.use_order_book` | false | No | Allows selling of open traded pair using the rates in Order Book Asks.
-| `experimental.ask_strategy.order_book_min` | 0 | No | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
-| `experimental.ask_strategy.order_book_max` | 0 | No | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
 | `telegram.enabled` | true | Yes | Enable or not the usage of Telegram.
 | `telegram.token` | token | No | Your Telegram bot token. Only required if `telegram.enabled` is `true`.
 | `telegram.chat_id` | chat_id | No | Your personal Telegram account id. Only required if `telegram.enabled` is `true`.
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index b7431af3c..59b1c3ccf 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -78,41 +78,35 @@ CONF_SCHEMA = {
                     'type': 'number',
                     'minimum': 0,
                     'maximum': 1,
-                    'exclusiveMaximum': False
+                    'exclusiveMaximum': False,
+                    'use_order_book': {'type': 'boolean'},
+                    'order_book_top': {'type': 'number', 'maximum': 20, 'minimum': 1},
+                    'check_depth_of_market': {
+                        'type': 'object',
+                        'properties': {
+                            'enabled': {'type': 'boolean'},
+                            'bids_to_ask_delta': {'type': 'number', 'minimum': 0},
+                        }
+                    },
                 },
             },
             'required': ['ask_last_balance']
         },
+        'ask_strategy': {
+            'type': 'object',
+            'properties': {
+                'use_order_book': {'type': 'boolean'},
+                'order_book_min': {'type': 'number', 'minimum': 1},
+                'order_book_max': {'type': 'number', 'minimum': 1, 'maximum': 50}
+            }
+        },
         'exchange': {'$ref': '#/definitions/exchange'},
         'experimental': {
             'type': 'object',
             'properties': {
                 'use_sell_signal': {'type': 'boolean'},
                 'sell_profit_only': {'type': 'boolean'},
-                'ignore_roi_if_buy_signal_true': {'type': 'boolean'},
-                'check_depth_of_market': {
-                    'type': 'object',
-                    'properties': {
-                        'enabled': {'type': 'boolean'},
-                        'bids_to_ask_delta': {'type': 'number', 'minimum': 0},
-                    }
-                },
-                'bid_strategy': {
-                    'type': 'object',
-                    'properties': {
-                        'percent_from_top': {'type': 'number', 'minimum': 0},
-                        'use_order_book': {'type': 'boolean'},
-                        'order_book_top': {'type': 'number', 'maximum': 20, 'minimum': 1}
-                    }
-                },
-                'ask_strategy': {
-                    'type': 'object',
-                    'properties': {
-                        'use_order_book': {'type': 'boolean'},
-                        'order_book_min': {'type': 'number', 'minimum': 1},
-                        'order_book_max': {'type': 'number', 'minimum': 1, 'maximum': 50}
-                    }
-                }
+                'ignore_roi_if_buy_signal_true': {'type': 'boolean'}
             }
         },
         'telegram': {
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 715cbce80..1f25fb0e4 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -247,11 +247,11 @@ class FreqtradeBot(object):
             ticker_rate = ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
 
         used_rate = ticker_rate
-        experimental_bid_strategy = self.config.get('experimental', {}).get('bid_strategy', {})
-        if 'use_order_book' in experimental_bid_strategy and\
-                experimental_bid_strategy.get('use_order_book', False):
+        config_bid_strategy = self.config.get('bid_strategy', {})
+        if 'use_order_book' in config_bid_strategy and\
+                config_bid_strategy.get('use_order_book', False):
             logger.info('Getting price from order book')
-            order_book_top = experimental_bid_strategy.get('order_book_top', 1)
+            order_book_top = config_bid_strategy.get('order_book_top', 1)
             order_book = self.exchange.get_order_book(pair, order_book_top)
             logger.debug('order_book %s', order_book)
             # top 1 = index 0
@@ -359,11 +359,11 @@ class FreqtradeBot(object):
             (buy, sell) = self.strategy.get_signal(_pair, interval, thistory)
 
             if buy and not sell:
-                experimental_check_depth_of_market = self.config.get('experimental', {}).\
+                bidstrat_check_depth_of_market = self.config.get('bid_strategy', {}).\
                     get('check_depth_of_market', {})
-                if (experimental_check_depth_of_market.get('enabled', False)) and\
-                        (experimental_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
-                    if self._check_depth_of_market_buy(_pair, experimental_check_depth_of_market):
+                if (bidstrat_check_depth_of_market.get('enabled', False)) and\
+                        (bidstrat_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
+                    if self._check_depth_of_market_buy(_pair, bidstrat_check_depth_of_market):
                         return self.execute_buy(_pair, stake_amount)
                     else:
                         return False
@@ -551,12 +551,12 @@ class FreqtradeBot(object):
             (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.ticker_interval,
                                                    ticker)
 
-        experimental_ask_strategy = self.config.get('experimental', {}).get('ask_strategy', {})
-        if experimental_ask_strategy.get('use_order_book', False):
+        config_ask_strategy = self.config.get('ask_strategy', {})
+        if config_ask_strategy.get('use_order_book', False):
             logger.info('Using order book for selling...')
             # logger.debug('Order book %s',orderBook)
-            order_book_min = experimental_ask_strategy.get('order_book_min', 1)
-            order_book_max = experimental_ask_strategy.get('order_book_max', 1)
+            order_book_min = config_ask_strategy.get('order_book_min', 1)
+            order_book_max = config_ask_strategy.get('order_book_max', 1)
 
             order_book = self.exchange.get_order_book(trade.pair, order_book_max)
 
diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py
index 8a40397f3..af9062cab 100644
--- a/freqtrade/tests/conftest.py
+++ b/freqtrade/tests/conftest.py
@@ -102,7 +102,18 @@ def default_conf():
             "sell": 30
         },
         "bid_strategy": {
-            "ask_last_balance": 0.0
+            "ask_last_balance": 0.0,
+            "use_order_book": False,
+            "order_book_top": 1,
+            "check_depth_of_market": {
+                "enabled": False,
+                "bids_to_ask_delta": 1
+            }
+        },
+        "ask_strategy": {
+            "use_order_book": False,
+            "order_book_min": 1,
+            "order_book_max": 1
         },
         "exchange": {
             "name": "bittrex",
@@ -116,22 +127,6 @@ def default_conf():
                 "NEO/BTC"
             ]
         },
-        "experimental": {
-            "check_depth_of_market": {
-                "enabled": False,
-                "bids_to_ask_delta": 1
-            },
-            "bid_strategy": {
-                "percent_from_top": 0,
-                "use_order_book": False,
-                "order_book_top": 1
-            },
-            "ask_strategy": {
-                "use_order_book": False,
-                "order_book_min": 1,
-                "order_book_max": 1
-            }
-        },
         "telegram": {
             "enabled": True,
             "token": "token",
diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py
index 43ab587ec..389215f6f 100644
--- a/freqtrade/tests/test_freqtradebot.py
+++ b/freqtrade/tests/test_freqtradebot.py
@@ -1889,8 +1889,8 @@ def test_get_real_amount_open_trade(default_conf, mocker):
 
 def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee, markets, mocker,
                                     order_book_l2):
-    default_conf['experimental']['check_depth_of_market']['enabled'] = True
-    default_conf['experimental']['check_depth_of_market']['bids_to_ask_delta'] = 0.1
+    default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
+    default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 0.1
     patch_RPCManager(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
     mocker.patch.multiple(
@@ -1924,9 +1924,9 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee,
 
 def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_order,
                                                fee, markets, mocker, order_book_l2):
-    default_conf['experimental']['check_depth_of_market']['enabled'] = True
+    default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
     # delta is 100 which is impossible to reach. hence check_depth_of_market will return false
-    default_conf['experimental']['check_depth_of_market']['bids_to_ask_delta'] = 100
+    default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
     patch_RPCManager(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
     mocker.patch.multiple(
@@ -1958,8 +1958,8 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2, markets)
         get_order_book=order_book_l2
     )
     default_conf['exchange']['name'] = 'binance'
-    default_conf['experimental']['bid_strategy']['use_order_book'] = True
-    default_conf['experimental']['bid_strategy']['order_book_top'] = 2
+    default_conf['bid_strategy']['use_order_book'] = True
+    default_conf['bid_strategy']['order_book_top'] = 2
     default_conf['bid_strategy']['ask_last_balance'] = 0
     default_conf['telegram']['enabled'] = False
 
@@ -1979,8 +1979,8 @@ def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2, markets)
            get_order_book=order_book_l2
     )
     default_conf['exchange']['name'] = 'binance'
-    default_conf['experimental']['bid_strategy']['use_order_book'] = True
-    default_conf['experimental']['bid_strategy']['order_book_top'] = 2
+    default_conf['bid_strategy']['use_order_book'] = True
+    default_conf['bid_strategy']['order_book_top'] = 2
     default_conf['bid_strategy']['ask_last_balance'] = 0
     default_conf['telegram']['enabled'] = False
 
@@ -2000,8 +2000,8 @@ def test_order_book_bid_strategy3(default_conf, mocker, order_book_l2, markets)
         get_order_book=order_book_l2
     )
     default_conf['exchange']['name'] = 'binance'
-    default_conf['experimental']['bid_strategy']['use_order_book'] = True
-    default_conf['experimental']['bid_strategy']['order_book_top'] = 1
+    default_conf['bid_strategy']['use_order_book'] = True
+    default_conf['bid_strategy']['order_book_top'] = 1
     default_conf['bid_strategy']['ask_last_balance'] = 0
     default_conf['telegram']['enabled'] = False
 
@@ -2022,12 +2022,12 @@ def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2, markets)
     )
     default_conf['telegram']['enabled'] = False
     default_conf['exchange']['name'] = 'binance'
-    default_conf['experimental']['check_depth_of_market']['enabled'] = True
+    default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
     # delta is 100 which is impossible to reach. hence function will return false
-    default_conf['experimental']['check_depth_of_market']['bids_to_ask_delta'] = 100
+    default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
     freqtrade = FreqtradeBot(default_conf)
 
-    conf = default_conf['experimental']['check_depth_of_market']
+    conf = default_conf['bid_strategy']['check_depth_of_market']
     assert freqtrade._check_depth_of_market_buy('ETH/BTC', conf) is False
 
 
@@ -2038,9 +2038,9 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
     """
     mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
     default_conf['exchange']['name'] = 'binance'
-    default_conf['experimental']['ask_strategy']['use_order_book'] = True
-    default_conf['experimental']['ask_strategy']['order_book_min'] = 1
-    default_conf['experimental']['ask_strategy']['order_book_max'] = 2
+    default_conf['ask_strategy']['use_order_book'] = True
+    default_conf['ask_strategy']['order_book_min'] = 1
+    default_conf['ask_strategy']['order_book_max'] = 2
     default_conf['telegram']['enabled'] = False
     patch_RPCManager(mocker)
     mocker.patch.multiple(

From f7b67cec5b50a93bf0bad4e30656b408caf8a47b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 29 Aug 2018 19:16:41 +0200
Subject: [PATCH 10/10] Fix missing docstring

---
 docs/configuration.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index edc376f90..757310957 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -34,7 +34,7 @@ The table below will list all configuration parameters.
 | `bid_strategy.use_order_book` | false | No | Allows buying of pair using the rates in Order Book Bids.
 | `bid_strategy.order_book_top` | 0 | No | Bot will use the top N rate in Order Book Bids. Ie. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.
 | `bid_strategy.check_depth_of_market.enabled` | false | No | Does not buy if the % difference of buy orders and sell orders is met in Order Book.
-| `experimental.check_depth_of_market.bids_to_ask_delta` | 0 | No | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.
+| `bid_strategy.check_depth_of_market.bids_to_ask_delta` | 0 | No | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.
 | `ask_strategy.use_order_book` | false | No | Allows selling of open traded pair using the rates in Order Book Asks.
 | `ask_strategy.order_book_min` | 0 | No | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
 | `ask_strategy.order_book_max` | 0 | No | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.