Prepare master for release 0.17.2

.travis.yml

@@ -13,7 +13,7 @@ addons:
 install:
 - ./install_ta-lib.sh
 - export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH
-- pip install --upgrade flake8 coveralls pytest-random-order mypy
+- pip install --upgrade flake8 coveralls pytest-random-order pytest-asyncio mypy
 - pip install -r requirements.txt
 - pip install -e .
 jobs:

Dockerfile

@@ -1,4 +1,4 @@
-FROM python:3.6.6-slim-stretch
+FROM python:3.7.0-slim-stretch
 
 # Install TA-lib
 RUN apt-get update && apt-get -y install curl build-essential && apt-get clean
@@ -16,10 +16,10 @@ WORKDIR /freqtrade
 
 # Install dependencies
 COPY requirements.txt /freqtrade/
-RUN pip install numpy \
+RUN pip install numpy --no-cache-dir \
-  && pip install -r requirements.txt
+  && pip install -r requirements.txt --no-cache-dir
 
 # Install and execute
 COPY . /freqtrade/
-RUN pip install -e .
+RUN pip install -e . --no-cache-dir
 ENTRYPOINT ["freqtrade"]

README.md

@@ -152,7 +152,7 @@ The project is currently setup in two main branches:
 
 - `develop` - This branch has often new features, but might also cause breaking changes.
 - `master` - This branch contains the latest stable release. The bot 'should' be stable on this branch, and is generally well tested.
-- `feat/*` - These are feature branches, which are beeing worked on heavily. Please don't use these unless you want to test a specific feature.
+- `feat/*` - These are feature branches, which are being worked on heavily. Please don't use these unless you want to test a specific feature.
 
 
 ## A note on Binance
@@ -200,6 +200,10 @@ to understand the requirements before sending your pull-requests.
 
 ## Requirements
 
+### Uptodate clock
+
+The clock must be accurate, syncronized to a NTP server very frequently to avoid problems with communication to the exchanges.
+
 ### Min hardware required
 
 To run this bot we recommend you a cloud instance with a minimum of:

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",

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",
@@ -41,7 +52,8 @@
         ],
         "pair_blacklist": [
             "DOGE/BTC"
-        ]
+        ],
+        "outdated_offset": 5
     },
     "experimental": {
         "use_sell_signal": false,

docs/configuration.md

@@ -23,19 +23,28 @@ The table below will list all configuration parameters.
 | `ticker_interval` | [1m, 5m, 30m, 1h, 1d] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Default is 5 minutes
 | `fiat_display_currency` | USD | Yes | Fiat currency used to show your profits. More information below. 
 | `dry_run` | true | Yes | Define if the bot must be in Dry-run or production mode.
+| `process_only_new_candles` | false | No | If set to true indicators are processed only once a new candle arrives. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. Can be set either in Configuration or in the strategy. 
 | `minimal_roi` | See below | No | Set the threshold in percent the bot will use to sell a trade. More information below. If set, this parameter will override `minimal_roi` from your strategy file. 
 | `stoploss` | -0.10 | No | Value of the stoploss in percent used by the bot. More information below. If set, this parameter will override `stoploss` from your strategy file. 
-| `trailing_stoploss` | false | No | Enables trailing stop-loss (based on `stoploss` in either configuration or strategy file).
+| `trailing_stop` | false | No | Enables trailing stop-loss (based on `stoploss` in either configuration or strategy file).
-| `trailing_stoploss_positve` | 0 | No | Changes stop-loss once profit has been reached.
+| `trailing_stop_positve` | 0 | No | Changes stop-loss once profit has been reached.
-| `trailing_stoploss_positve_offset` | 0 | No | Offset on when to apply `trailing_stoploss_positive`. Percentage value which should be positive.
+| `trailing_stop_positve_offset` | 0 | No | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive.
 | `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.
+| `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.
 | `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.
 | `exchange.pair_whitelist` | [] | No | List of currency to use by the bot. Can be overrided with `--dynamic-whitelist` param.
 | `exchange.pair_blacklist` | [] | No | List of currency the bot must avoid. Useful when using `--dynamic-whitelist` param.
+| `exchange.ccxt_rate_limit` | True | No | Have CCXT handle Exchange rate limits. Depending on the exchange, having this to false can lead to temporary bans from the exchange.
 | `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`

docs/hyperopt.md

@@ -5,6 +5,8 @@ algorithms included in the `scikit-optimize` package to accomplish this. The
 search will burn all your CPU cores, make your laptop sound like a fighter jet
 and still take a long time.
 
+*Note:* Hyperopt will crash when used with only 1 CPU Core as found out in [Issue #1133](https://github.com/freqtrade/freqtrade/issues/1133)
+
 ## Table of Contents
 - [Prepare your Hyperopt](#prepare-hyperopt)
 - [Configure your Guards and Triggers](#configure-your-guards-and-triggers)

docs/installation.md

@@ -8,7 +8,6 @@ To understand how to set up the bot please read the [Bot Configuration](https://
 
 * [Table of Contents](#table-of-contents)
 * [Easy Installation - Linux Script](#easy-installation---linux-script)
-* [Manual installation](#manual-installation)
 * [Automatic Installation - Docker](#automatic-installation---docker)
 * [Custom Linux MacOS Installation](#custom-installation)
 	- [Requirements](#requirements)
@@ -56,34 +55,6 @@ Reset parameter will hard reset your branch (only if you are on `master` or `dev
 
 Config parameter is a `config.json` configurator. This script will ask you questions to setup your bot and create your `config.json`.
 
-## Manual installation - Linux/MacOS
-
-The following steps are made for Linux/MacOS environment
-
-### 1. Clone the repo
-
-```bash
-git clone git@github.com:freqtrade/freqtrade.git
-git checkout develop
-cd freqtrade
-```
-
-### 2. Create the config file
-
-Switch `"dry_run": true,`
-
-```bash
-cp config.json.example config.json
-vi config.json
-```
-
-### 3. Build your docker image and run it
-
-```bash
-docker build -t freqtrade .
-docker run --rm -v /etc/localtime:/etc/localtime:ro -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
-```
-
 ------
 
 ## Automatic Installation - Docker
@@ -196,7 +167,7 @@ docker run -d \
   freqtrade --db-url sqlite:///tradesv3.sqlite
 ```
 
-NOTE: db-url defaults to `sqlite:///tradesv3.sqlite` but it defaults to `sqlite://` if `dry_run=True` is being used.
+*Note*: db-url defaults to `sqlite:///tradesv3.sqlite` but it defaults to `sqlite://` if `dry_run=True` is being used.
 To override this behaviour use a custom db-url value: i.e.: `--db-url sqlite:///tradesv3.dryrun.sqlite`
 
 ### 6. Monitor your Docker instance
@@ -211,14 +182,15 @@ docker stop freqtrade
 docker start freqtrade
 ```
 
-You do not need to rebuild the image for configuration changes, it will suffice to edit `config.json` and restart the container.
+For more information on how to operate Docker, please refer to the [official Docker documentation](https://docs.docker.com/).
+
+*Note*: You do not need to rebuild the image for configuration changes, it will suffice to edit `config.json` and restart the container.
 
 ### 7. Backtest with docker
 
 The following assumes that the above steps (1-4) have been completed successfully.
 Also, backtest-data should be available at `~/.freqtrade/user_data/`.
 
-
 ``` bash
 docker run -d \
   --name freqtrade \
@@ -238,12 +210,13 @@ Head over to the [Backtesting Documentation](https://github.com/freqtrade/freqtr
 ## Custom Installation
 
 We've included/collected install instructions for Ubuntu 16.04, MacOS, and Windows. These are guidelines and your success may vary with other distros.
+OS Specific steps are listed first, the [common](#common) section below is necessary for all systems.
 
 ### Requirements
 
 Click each one for install guide:
 
-* [Python 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/), note the bot was not tested on Python >= 3.7.x
+* [Python >= 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/)
 * [pip](https://pip.pypa.io/en/stable/installing/)
 * [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
 * [virtualenv](https://virtualenv.pypa.io/en/stable/installation/) (Recommended)
@@ -251,7 +224,7 @@ Click each one for install guide:
 
 ### Linux - Ubuntu 16.04
 
-#### 1. Install Python 3.6, Git, and wget
+#### Install Python 3.6, Git, and wget
 
 ```bash
 sudo add-apt-repository ppa:jonathonf/python-3.6
@@ -259,7 +232,34 @@ sudo apt-get update
 sudo apt-get install python3.6 python3.6-venv python3.6-dev build-essential autoconf libtool pkg-config make wget git
 ```
 
-#### 2. Install TA-Lib
+#### Raspberry Pi / Raspbian
+
+Before installing FreqTrade on a Raspberry Pi running the official Raspbian Image, make sure you have at least Python 3.6 installed. The default image only provides Python 3.5. Probably the easiest way to get a recent version of python is [miniconda](https://repo.continuum.io/miniconda/).
+
+The following assumes that miniconda3 is installed and available in your environment, and is installed.
+It's recommended to use (mini)conda for this as installation/compilation of `scipy` and `pandas` takes a long time.
+
+``` bash
+conda config --add channels rpi
+conda install python=3.6
+conda create -n freqtrade python=3.6
+conda install scipy pandas
+
+pip install -r requirements.txt
+pip install -e .
+```
+
+### MacOS
+
+#### Install Python 3.6, git, wget and ta-lib
+
+```bash
+brew install python3 git wget
+```
+
+### common
+
+#### 1. Install TA-Lib
 
 Official webpage: https://mrjbq7.github.io/ta-lib/install.html
 
@@ -267,7 +267,7 @@ Official webpage: https://mrjbq7.github.io/ta-lib/install.html
 wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
 tar xvzf ta-lib-0.4.0-src.tar.gz
 cd ta-lib
-sed -i "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h
+sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h
 ./configure --prefix=/usr
 make
 make install
@@ -275,15 +275,60 @@ cd ..
 rm -rf ./ta-lib*
 ```
 
+*Note*: An already downloaded version of ta-lib is included in the repository, as the sourceforge.net source seems to have problems frequently.
+
+#### 2. Setup your Python virtual environment (virtualenv)
+
+*Note*: This step is optional but strongly recommended to keep your system organized
+
+```bash
+python3 -m venv .env
+source .env/bin/activate
+```
+
 #### 3. Install FreqTrade
 
 Clone the git repository:
 
 ```bash
 git clone https://github.com/freqtrade/freqtrade.git
+
 ```
 
-#### 4. Configure `freqtrade` as a `systemd` service
+Optionally checkout the stable/master branch:
+
+```bash
+git checkout master
+```
+
+#### 4. Initialize the configuration
+
+```bash
+cd freqtrade
+cp config.json.example config.json
+```
+
+> *To edit the config please refer to [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md).*
+
+#### 5. Install python dependencies
+
+``` bash
+pip3 install --upgrade pip
+pip3 install -r requirements.txt
+pip3 install -e .
+```
+
+#### 6. Run the Bot
+
+If this is the first time you run the bot, ensure you are running it in Dry-run `"dry_run": true,` otherwise it will start to buy and sell coins.
+
+```bash
+python3.6 ./freqtrade/main.py -c config.json
+```
+
+*Note*: If you run the bot on a server, you should consider using [Docker](#automatic-installation---docker) a terminal multiplexer like `screen` or [`tmux`](https://en.wikipedia.org/wiki/Tmux) to avoid that the bot is stopped on logout.
+
+#### 7. [Optional] Configure `freqtrade` as a `systemd` service
 
 From the freqtrade repo... copy `freqtrade.service` to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup.
 
@@ -299,57 +344,6 @@ For this to be persistent (run when user is logged out) you'll need to enable `l
 sudo loginctl enable-linger "$USER"
 ```
 
-### MacOS
-
-#### 1. Install Python 3.6, git, wget and ta-lib
-
-```bash
-brew install python3 git wget ta-lib
-```
-
-#### 2. Install FreqTrade
-
-Clone the git repository:
-
-```bash
-git clone https://github.com/freqtrade/freqtrade.git
-```
-
-Optionally checkout the develop branch:
-
-```bash
-git checkout develop
-```
-
-### Setup Config and virtual env
-
-#### 1. Initialize the configuration
-
-```bash
-cd freqtrade
-cp config.json.example config.json
-```
-
-> *To edit the config please refer to [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md).*
-
-#### 2. Setup your Python virtual environment (virtualenv)
-
-```bash
-python3.6 -m venv .env
-source .env/bin/activate
-pip3.6 install --upgrade pip
-pip3.6 install -r requirements.txt
-pip3.6 install -e .
-```
-
-#### 3. Run the Bot
-
-If this is the first time you run the bot, ensure you are running it in Dry-run `"dry_run": true,` otherwise it will start to buy and sell coins.
-
-```bash
-python3.6 ./freqtrade/main.py -c config.json
-```
-
 ------
 
 ## Windows
@@ -369,7 +363,7 @@ git clone https://github.com/freqtrade/freqtrade.git
 
 copy paste `config.json` to ``\path\freqtrade-develop\freqtrade`
 
-#### install ta-lib
+#### Install ta-lib
 
 Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
 
@@ -390,5 +384,17 @@ REM >pip install TA_Lib‑0.4.17‑cp36‑cp36m‑win32.whl
 
 > Thanks [Owdr](https://github.com/Owdr) for the commands. Source: [Issue #222](https://github.com/freqtrade/freqtrade/issues/222)
 
+#### Error during installation under Windows
+
+``` bash
+error: Microsoft Visual C++ 14.0 is required. Get it with "Microsoft Visual C++ Build Tools": http://landinghub.visualstudio.com/visual-cpp-build-tools
+```
+
+Unfortunately, many packages requiring compilation don't provide a pre-build wheel. It is therefore mandatory to have a C/C++ compiler installed and available for your python environment to use.
+
+The easiest way is to download install Microsoft Visual Studio Community [here](https://visualstudio.microsoft.com/downloads/) and make sure to install "Common Tools for Visual C++" to enable building c code on Windows. Unfortunately, this is a heavy download / dependency (~4Gb) so you might want to consider WSL or docker first.
+
+---
+
 Now you have an environment ready, the next step is
 [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md)...

docs/sandbox-testing.md

@@ -1,4 +1,5 @@
 # Sandbox API testing
+
 Where an exchange provides a sandbox for risk-free integration, or end-to-end, testing CCXT provides access to these.
 
 This document is a *light overview of configuring Freqtrade and GDAX sandbox.
@@ -11,8 +12,11 @@ https://public.sandbox.gdax.com
 https://api-public.sandbox.gdax.com
 
 ---
+
 # Configure a Sandbox account on Gdax
+
 Aim of this document section
+
 - An sanbox account
 - create 2FA (needed to create an API)
 - Add test 50BTC to account 
@@ -30,29 +34,34 @@ After registration and Email confimation you wil be redirected into your sanbox
 > https://public.sandbox.pro.coinbase.com/
 
 ## Enable 2Fa (a prerequisite to creating sandbox API Keys)
+
 From within sand box site select your profile, top right.
 >Or as a direct link: https://public.sandbox.pro.coinbase.com/profile
 
 From the menu panel to the left of the screen select
+
 > Security: "*View or Update*"
 
 In the new site select "enable authenticator" as typical google Authenticator.
+
 - open Google Authenticator on your phone
 - scan barcode
 - enter your generated 2fa
 
 ## Enable API Access
+
 From within sandbox select profile>api>create api-keys
 >or as a direct link: https://public.sandbox.pro.coinbase.com/profile/api
 
-Click on "create one" and ensure  **view** and **trade**  are "checked" and sumbit your 2Fa
+Click on "create one" and ensure  **view** and **trade**  are "checked" and sumbit your 2FA
+
 - **Copy and paste the Passphase** into a notepade this will be needed later
 - **Copy and paste the API Secret** popup into a notepad this will needed later
 - **Copy and paste the API Key** into a notepad this will needed later
 
 ## Add 50 BTC test funds
-To add funds, use the web interface deposit and withdraw buttons.
 
+To add funds, use the web interface deposit and withdraw buttons.
 
 To begin select 'Wallets' from the top menu.
 > Or as a direct link: https://public.sandbox.pro.coinbase.com/wallets
@@ -64,88 +73,69 @@ To begin select 'Wallets' from the top menu.
 - - - - - Deposit
 
 *This process may be repeated for other currencies, ETH as example*
+
 ---
+
 # Configure Freqtrade to use Gax Sandbox 
 
 The aim of this document section
- - Enable sandbox URLs in Freqtrade
+
- - Configure API 
+- Enable sandbox URLs in Freqtrade
- - - secret
+- Configure API
- - - key
+- - secret
- - - passphrase
+- - key
+- - passphrase
  
 ## Sandbox URLs
+
 Freqtrade makes use of CCXT which in turn provides a list of URLs to Freqtrade.
 These include `['test']` and `['api']`.
+
 - `[Test]` if available will point to an Exchanges sandbox. 
 - `[Api]` normally used, and resolves to live API target on the exchange 
 
 To make use of sandbox / test add "sandbox": true, to your config.json
-```
+
+```json
   "exchange": {
         "name": "gdax",
         "sandbox": true,
         "key": "5wowfxemogxeowo;heiohgmd",
         "secret": "/ZMH1P62rCVmwefewrgcewX8nh4gob+lywxfwfxwwfxwfNsH1ySgvWCUR/w==",
         "password": "1bkjfkhfhfu6sr",
+        "outdated_offset": 5
         "pair_whitelist": [
             "BTC/USD"
 ```
+
 Also insert your 
+
 - api-key  (noted earlier)
 - api-secret (noted earlier)
 - password (the passphrase - noted earlier)
 
 ---
-## You should now be ready to test your sandbox!
+
+## You should now be ready to test your sandbox
+
 Ensure Freqtrade logs show the sandbox URL, and trades made are shown in sandbox.
 ** Typically the  BTC/USD has the most activity in sandbox to test against.
 
 ## GDAX - Old Candles problem
-It is my experience that GDAX sandbox candles may be 20+- minutes out of date. This can cause trades to fail as one of Freqtrades safety checks 
 
-To disable this check, edit: 
+It is my experience that GDAX sandbox candles may be 20+- minutes out of date. This can cause trades to fail as one of Freqtrades safety checks.
->strategy/interface.py
-Look for the following section:
-```
-      # Check if dataframe is out of date
-        signal_date = arrow.get(latest['date'])
-        interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval]
-        if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + 5))):
-            logger.warning(
-                'Outdated history for pair %s. Last tick is %s minutes old',
-                pair,
-                (arrow.utcnow() - signal_date).seconds // 60
-            )
-            return False, False
-```
 
-You could Hash out the entire check as follows:
+To disable this check, add / change the `"outdated_offset"` parameter in the exchange section of your configuration to adjust for this delay.
-```
+Example based on the above configuration:
-       # # Check if dataframe is out of date
-        # signal_date = arrow.get(latest['date'])
-        # interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval]
-        # if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + 5))):
-        #     logger.warning(
-        #         'Outdated history for pair %s. Last tick is %s minutes old',
-        #         pair,
-        #         (arrow.utcnow() - signal_date).seconds // 60
-        #     )
-        #     return False, False
- ```
 
- Or inrease the timeout to offer a level of protection/alignment of this test to freqtrade in live.
+```json
- 
+  "exchange": {
- As example, to allow an additional 30 minutes. "(interval_minutes * 2 + 5 + 30)"
+        "name": "gdax",
- ```
+        "sandbox": true,
-      # Check if dataframe is out of date
+        "key": "5wowfxemogxeowo;heiohgmd",
-        signal_date = arrow.get(latest['date'])
+        "secret": "/ZMH1P62rCVmwefewrgcewX8nh4gob+lywxfwfxwwfxwfNsH1ySgvWCUR/w==",
-        interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval]
+        "password": "1bkjfkhfhfu6sr",
-        if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + 5 + 30))):
+        "outdated_offset": 30
-            logger.warning(
+        "pair_whitelist": [
-                'Outdated history for pair %s. Last tick is %s minutes old',
+            "BTC/USD"
-                pair,
-                (arrow.utcnow() - signal_date).seconds // 60
-            )
-            return False, False
 ```

freqtrade/arguments.py

@@ -119,7 +119,6 @@ class Arguments(object):
             help='Override trades database URL, this is useful if dry_run is enabled'
                  ' or in custom deployments (default: %(default)s)',
             dest='db_url',
-            default=constants.DEFAULT_DB_PROD_URL,
             type=str,
             metavar='PATH',
         )

freqtrade/configuration.py

@@ -110,9 +110,12 @@ class Configuration(object):
                 '(not applicable with Backtesting and Hyperopt)'
             )
 
-        if self.args.db_url != constants.DEFAULT_DB_PROD_URL:
+        if self.args.db_url and self.args.db_url != constants.DEFAULT_DB_PROD_URL:
             config.update({'db_url': self.args.db_url})
             logger.info('Parameter --db-url detected ...')
+        else:
+            # Set default here
+            config.update({'db_url': constants.DEFAULT_DB_PROD_URL})
 
         if config.get('dry_run', False):
             logger.info('Dry run is enabled')

freqtrade/constants.py

@@ -53,6 +53,7 @@ CONF_SCHEMA = {
         },
         'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
         'dry_run': {'type': 'boolean'},
+        'process_only_new_candles': {'type': 'boolean'},
         'minimal_roi': {
             'type': 'object',
             'patternProperties': {
@@ -78,18 +79,35 @@ 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': {'$ref': '#/definitions/exchange'},
         'experimental': {
             'type': 'object',
             'properties': {
                 'use_sell_signal': {'type': 'boolean'},
                 'sell_profit_only': {'type': 'boolean'},
-                "ignore_roi_if_buy_signal_true": {'type': 'boolean'}
+                'ignore_roi_if_buy_signal_true': {'type': 'boolean'}
             }
         },
         'telegram': {
@@ -145,7 +163,8 @@ CONF_SCHEMA = {
                         'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
                     },
                     'uniqueItems': True
-                }
+                },
+                'outdated_offset': {'type': 'integer', 'minimum': 1}
             },
             'required': ['name', 'key', 'secret', 'pair_whitelist']
         }

freqtrade/exchange/__init__.py

@@ -1,12 +1,15 @@
 # pragma pylint: disable=W0603
 """ Cryptocurrency Exchanges support """
 import logging
+import inspect
 from random import randint
-from typing import List, Dict, Any, Optional
+from typing import List, Dict, Tuple, Any, Optional
 from datetime import datetime
 from math import floor, ceil
 
+import asyncio
 import ccxt
+import ccxt.async_support as ccxt_async
 import arrow
 
 from freqtrade import constants, OperationalException, DependencyException, TemporaryError
@@ -23,6 +26,24 @@ _EXCHANGE_URLS = {
 }
 
 
+def retrier_async(f):
+    async def wrapper(*args, **kwargs):
+        count = kwargs.pop('count', API_RETRY_COUNT)
+        try:
+            return await f(*args, **kwargs)
+        except (TemporaryError, DependencyException) as ex:
+            logger.warning('%s() returned exception: "%s"', f.__name__, ex)
+            if count > 0:
+                count -= 1
+                kwargs.update({'count': count})
+                logger.warning('retrying %s() still for %s times', f.__name__, count)
+                return await wrapper(*args, **kwargs)
+            else:
+                logger.warning('Giving up retrying: %s()', f.__name__)
+                raise ex
+    return wrapper
+
+
 def retrier(f):
     def wrapper(*args, **kwargs):
         count = kwargs.pop('count', API_RETRY_COUNT)
@@ -45,8 +66,8 @@ class Exchange(object):
 
     # Current selected exchange
     _api: ccxt.Exchange = None
+    _api_async: ccxt_async.Exchange = None
     _conf: Dict = {}
-    _cached_ticker: Dict[str, Any] = {}
 
     # Holds all open sell orders for dry_run
     _dry_run_open_orders: Dict[str, Any] = {}
@@ -60,14 +81,24 @@ class Exchange(object):
         """
         self._conf.update(config)
 
+        self._cached_ticker: Dict[str, Any] = {}
+
+        # Holds last candle refreshed time of each pair
+        self._pairs_last_refresh_time: Dict[str, int] = {}
+
+        # Holds candles
+        self.klines: Dict[str, Any] = {}
+
         if config['dry_run']:
             logger.info('Instance is running with dry_run enabled')
 
         exchange_config = config['exchange']
         self._api = self._init_ccxt(exchange_config)
+        self._api_async = self._init_ccxt(exchange_config, ccxt_async)
 
         logger.info('Using Exchange "%s"', self.name)
 
+        self.markets = self._load_markets()
         # Check if all pairs are available
         self.validate_pairs(config['exchange']['pair_whitelist'])
 
@@ -75,7 +106,15 @@ class Exchange(object):
             # Check if timeframe is available
             self.validate_timeframes(config['ticker_interval'])
 
-    def _init_ccxt(self, exchange_config: dict) -> ccxt.Exchange:
+    def __del__(self):
+        """
+        Destructor - clean up async stuff
+        """
+        logger.debug("Exchange object destroyed, closing async loop")
+        if self._api_async and inspect.iscoroutinefunction(self._api_async.close):
+            asyncio.get_event_loop().run_until_complete(self._api_async.close())
+
+    def _init_ccxt(self, exchange_config: dict, ccxt_module=ccxt) -> ccxt.Exchange:
         """
         Initialize ccxt with given config and return valid
         ccxt instance.
@@ -83,15 +122,15 @@ class Exchange(object):
         # Find matching class for the given exchange name
         name = exchange_config['name']
 
-        if name not in ccxt.exchanges:
+        if name not in ccxt_module.exchanges:
             raise OperationalException(f'Exchange {name} is not supported')
         try:
-            api = getattr(ccxt, name.lower())({
+            api = getattr(ccxt_module, name.lower())({
                 'apiKey': exchange_config.get('key'),
                 'secret': exchange_config.get('secret'),
                 'password': exchange_config.get('password'),
                 'uid': exchange_config.get('uid', ''),
-                'enableRateLimit': exchange_config.get('ccxt_rate_limit', True),
+                'enableRateLimit': exchange_config.get('ccxt_rate_limit', True)
             })
         except (KeyError, AttributeError):
             raise OperationalException(f'Exchange {name} is not supported')
@@ -116,10 +155,29 @@ class Exchange(object):
                 api.urls['api'] = api.urls['test']
                 logger.info("Enabled Sandbox API on %s", name)
             else:
-                logger.warning(self._api.name, "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')
 
+    def _load_async_markets(self) -> None:
+        try:
+            if self._api_async:
+                asyncio.get_event_loop().run_until_complete(self._api_async.load_markets())
+
+        except ccxt.BaseError as e:
+            logger.warning('Could not load async markets. Reason: %s', e)
+            return
+
+    def _load_markets(self) -> Dict[str, Any]:
+        """ Initialize markets both sync and async """
+        try:
+            markets = self._api.load_markets()
+            self._load_async_markets()
+            return markets
+        except ccxt.BaseError as e:
+            logger.warning('Unable to initialize markets. Reason: %s', e)
+        return {}
+
     def validate_pairs(self, pairs: List[str]) -> None:
         """
         Checks if all given pairs are tradable on the current exchange.
@@ -128,11 +186,9 @@ class Exchange(object):
         :return: None
         """
 
-        try:
+        if not self.markets:
-            markets = self._api.load_markets()
+            logger.warning('Unable to validate pairs (assuming they are correct).')
-        except ccxt.BaseError as e:
+        #     return
-            logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e)
-            return
 
         stake_cur = self._conf['stake_currency']
         for pair in pairs:
@@ -141,7 +197,7 @@ class Exchange(object):
             if not pair.endswith(stake_cur):
                 raise OperationalException(
                     f'Pair {pair} not compatible with stake_currency: {stake_cur}')
-            if pair not in markets:
+            if self.markets and pair not in self.markets:
                 raise OperationalException(
                     f'Pair {pair} is not available at {self.name}')
 
@@ -322,13 +378,109 @@ class Exchange(object):
                 return data
             except (ccxt.NetworkError, ccxt.ExchangeError) as e:
                 raise TemporaryError(
-                    f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}')
+                    f'Could not load ticker due to {e.__class__.__name__}. Message: {e}')
             except ccxt.BaseError as e:
                 raise OperationalException(e)
         else:
             logger.info("returning cached ticker-data for %s", pair)
             return self._cached_ticker[pair]
 
+    def get_history(self, pair: str, tick_interval: str,
+                    since_ms: int) -> List:
+        """
+        Gets candle history using asyncio and returns the list of candles.
+        Handles all async doing.
+        """
+        return asyncio.get_event_loop().run_until_complete(
+            self._async_get_history(pair=pair, tick_interval=tick_interval,
+                                    since_ms=since_ms))
+
+    async def _async_get_history(self, pair: str,
+                                 tick_interval: str,
+                                 since_ms: int) -> List:
+        # Assume exchange returns 500 candles
+        _LIMIT = 500
+
+        one_call = constants.TICKER_INTERVAL_MINUTES[tick_interval] * 60 * _LIMIT * 1000
+        logger.debug("one_call: %s", one_call)
+        input_coroutines = [self._async_get_candle_history(
+            pair, tick_interval, since) for since in
+            range(since_ms, arrow.utcnow().timestamp * 1000, one_call)]
+        tickers = await asyncio.gather(*input_coroutines, return_exceptions=True)
+
+        # Combine tickers
+        data: List = []
+        for tick in tickers:
+            if tick[0] == pair:
+                data.extend(tick[1])
+        # Sort data again after extending the result - above calls return in "async order" order
+        data = sorted(data, key=lambda x: x[0])
+        logger.info("downloaded %s with length %s.", pair, len(data))
+        return data
+
+    def refresh_tickers(self, pair_list: List[str], ticker_interval: str) -> None:
+        """
+        Refresh tickers asyncronously and return the result.
+        """
+        logger.debug("Refreshing klines for %d pairs", len(pair_list))
+        asyncio.get_event_loop().run_until_complete(
+            self.async_get_candles_history(pair_list, ticker_interval))
+
+    async def async_get_candles_history(self, pairs: List[str],
+                                        tick_interval: str) -> List[Tuple[str, List]]:
+        """Download ohlcv history for pair-list asyncronously """
+        input_coroutines = [self._async_get_candle_history(
+            symbol, tick_interval) for symbol in pairs]
+        tickers = await asyncio.gather(*input_coroutines, return_exceptions=True)
+        return tickers
+
+    @retrier_async
+    async def _async_get_candle_history(self, pair: str, tick_interval: str,
+                                        since_ms: Optional[int] = None) -> Tuple[str, List]:
+        try:
+            # fetch ohlcv asynchronously
+            logger.debug("fetching %s since %s ...", pair, since_ms)
+
+            # Calculating ticker interval in second
+            interval_in_sec = constants.TICKER_INTERVAL_MINUTES[tick_interval] * 60
+
+            # If (last update time) + (interval in second) is greater or equal than now
+            # that means we don't have to hit the API as there is no new candle
+            # so we fetch it from local cache
+            if (not since_ms and
+                    self._pairs_last_refresh_time.get(pair, 0) + interval_in_sec >=
+                    arrow.utcnow().timestamp):
+                data = self.klines[pair]
+                logger.debug("Using cached klines data for %s ...", pair)
+            else:
+                data = await self._api_async.fetch_ohlcv(pair, timeframe=tick_interval,
+                                                         since=since_ms)
+
+            # Because some exchange sort Tickers ASC and other DESC.
+            # Ex: Bittrex returns a list of tickers ASC (oldest first, newest last)
+            # when GDAX returns a list of tickers DESC (newest first, oldest last)
+            data = sorted(data, key=lambda x: x[0])
+
+            # keeping last candle time as last refreshed time of the pair
+            if data:
+                self._pairs_last_refresh_time[pair] = data[-1][0] // 1000
+
+            # keeping candles in cache
+            self.klines[pair] = data
+
+            logger.debug("done fetching %s ...", pair)
+            return pair, data
+
+        except ccxt.NotSupported as e:
+            raise OperationalException(
+                f'Exchange {self._api.name} does not support fetching historical candlestick data.'
+                f'Message: {e}')
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}')
+        except ccxt.BaseError as e:
+            raise OperationalException(f'Could not fetch ticker data. Msg: {e}')
+
     @retrier
     def get_candle_history(self, pair: str, tick_interval: str,
                            since_ms: Optional[int] = None) -> List[Dict]:
@@ -409,6 +561,37 @@ class Exchange(object):
         except ccxt.BaseError as e:
             raise OperationalException(e)
 
+    @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:
+            if self._api.name == 'Binance':
+                limit_range = [5, 10, 20, 50, 100, 500, 1000]
+                # 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:
+            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']:
@@ -416,7 +599,8 @@ class Exchange(object):
         if not self.exchange_has('fetchMyTrades'):
             return []
         try:
-            my_trades = self._api.fetch_my_trades(pair, since.timestamp())
+            # Allow 5s offset to catch slight time offsets (discovered in #1185)
+            my_trades = self._api.fetch_my_trades(pair, since.timestamp() - 5)
             matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
 
             return matched_trades
@@ -462,12 +646,3 @@ class Exchange(object):
                 f'Could not get fee info due to {e.__class__.__name__}. Message: {e}')
         except ccxt.BaseError as e:
             raise OperationalException(e)
-
-    def get_amount_lots(self, pair: str, amount: float) -> float:
-        """
-        get buyable amount rounding, ..
-        """
-        # validate that markets are loaded before trying to get fee
-        if not self._api.markets:
-            self._api.load_markets()
-        return self._api.amount_to_lots(pair, amount)

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 +32,27 @@ 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(bids: list, asks: 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(bids, columns=cols)
+    # add cumulative sum column
+    bids_frame['b_sum'] = bids_frame['b_size'].cumsum()
+    cols2 = ['asks', 'a_size']
+    asks_frame = DataFrame(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

freqtrade/freqtradebot.py

@@ -10,7 +10,8 @@ from datetime import datetime
 from typing import Any, Callable, Dict, List, Optional
 
 import arrow
-import requests
+from requests.exceptions import RequestException
+
 from cachetools import TTLCache, cached
 
 from freqtrade import (DependencyException, OperationalException,
@@ -21,6 +22,7 @@ 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__)
 
@@ -180,6 +182,9 @@ class FreqtradeBot(object):
             final_list = sanitized_list[:nb_assets] if nb_assets else sanitized_list
             self.config['exchange']['pair_whitelist'] = final_list
 
+            # Refreshing candles
+            self.exchange.refresh_tickers(final_list, self.strategy.ticker_interval)
+
             # Query trades from persistence layer
             trades = Trade.query.filter(Trade.is_open.is_(True)).all()
 
@@ -267,16 +272,40 @@ 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']
+            ticker_rate = ticker['ask']
+        else:
             balance = self.config['bid_strategy']['ask_last_balance']
-        return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
+            ticker_rate = ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
+
+        used_rate = ticker_rate
+        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 = 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
+            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
+            else:
+                used_rate = order_book_rate
+        else:
+            logger.info('Using Last Ask / Last Price')
+            used_rate = ticker_rate
+
+        return used_rate
 
     def _get_trade_stake_amount(self) -> Optional[float]:
         """
@@ -333,7 +362,7 @@ class FreqtradeBot(object):
             amount_reserve_percent += self.strategy.stoploss
         # it should not be more than 50%
         amount_reserve_percent = max(amount_reserve_percent, 0.5)
-        return min(min_stake_amounts)/amount_reserve_percent
+        return min(min_stake_amounts) / amount_reserve_percent
 
     def create_trade(self) -> bool:
         """
@@ -362,13 +391,38 @@ class FreqtradeBot(object):
         if not whitelist:
             raise DependencyException('No currency pairs in whitelist')
 
-        # Pick pair based on buy signals
+        # running get_signal on historical data fetched
+        # to find buy signals
         for _pair in whitelist:
-            thistory = self.exchange.get_candle_history(_pair, interval)
+            (buy, sell) = self.strategy.get_signal(_pair, interval, self.exchange.klines.get(_pair))
-            (buy, sell) = self.strategy.get_signal(_pair, interval, thistory)
-
             if buy and not sell:
+                bidstrat_check_depth_of_market = self.config.get('bid_strategy', {}).\
+                    get('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
+                return self.execute_buy(_pair, stake_amount)
+
+        return False
+
+    def _check_depth_of_market_buy(self, pair: str, conf: Dict) -> bool:
+        """
+        Checks depth of market before executing a buy
+        """
+        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'])
+        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, bids_ask_delta)
+        if bids_ask_delta >= conf_bids_to_ask_delta:
+            return True
         return False
 
     def execute_buy(self, pair: str, stake_amount: float) -> bool:
@@ -383,7 +437,7 @@ 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:
@@ -526,22 +580,52 @@ 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', {})
         if experimental.get('use_sell_signal') or experimental.get('ignore_roi_if_buy_signal'):
-            ticker = self.exchange.get_candle_history(trade.pair, self.strategy.ticker_interval)
+            ticker = self.exchange.klines.get(trade.pair)
             (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)
+        config_ask_strategy = self.config.get('ask_strategy', {})
-        if should_sell.sell_flag:
+        if config_ask_strategy.get('use_order_book', False):
-            self.execute_sell(trade, current_rate, should_sell.sell_type)
+            logger.info('Using order book for selling...')
+            # logger.debug('Order book %s',orderBook)
+            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)
+
+            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
@@ -562,7 +646,7 @@ class FreqtradeBot(object):
                 if not trade.open_order_id:
                     continue
                 order = self.exchange.get_order(trade.open_order_id, trade.pair)
-            except requests.exceptions.RequestException:
+            except (RequestException, DependencyException):
                 logger.info(
                     'Cannot query order for %s due to %s',
                     trade,

freqtrade/optimize/__init__.py

@@ -1,7 +1,13 @@
 # pragma pylint: disable=missing-docstring
 
 import gzip
-import json
+try:
+    import ujson as json
+    _UJSON = True
+except ImportError:
+    # see mypy/issues/1153
+    import json  # type: ignore
+    _UJSON = False
 import logging
 import os
 from typing import Optional, List, Dict, Tuple, Any
@@ -14,6 +20,14 @@ from freqtrade.arguments import TimeRange
 logger = logging.getLogger(__name__)
 
 
+def json_load(data):
+    """Try to load data with ujson"""
+    if _UJSON:
+        return json.load(data, precise_float=True)
+    else:
+        return json.load(data)
+
+
 def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
     if not tickerlist:
         return tickerlist
@@ -163,7 +177,7 @@ def load_cached_data_for_updating(filename: str,
     # read the cached file
     if os.path.isfile(filename):
         with open(filename, "rt") as file:
-            data = json.load(file)
+            data = json_load(file)
             # remove the last item, because we are not sure if it is correct
             # it could be fetched when the candle was incompleted
             if data:
@@ -191,19 +205,18 @@ def download_backtesting_testdata(datadir: str,
                                   timerange: Optional[TimeRange] = None) -> None:
 
     """
-    Download the latest ticker intervals from the exchange for the pairs passed in parameters
+    Download the latest ticker intervals from the exchange for the pair passed in parameters
     The data is downloaded starting from the last correct ticker interval data that
-    esists in a cache. If timerange starts earlier than the data in the cache,
+    exists in a cache. If timerange starts earlier than the data in the cache,
     the full data will be redownloaded
 
     Based on @Rybolov work: https://github.com/rybolov/freqtrade-data
-    :param pairs: list of pairs to download
+    :param pair: pair to download
     :param tick_interval: ticker interval
     :param timerange: range of time to download
     :return: None
 
     """
-
     path = make_testdata_path(datadir)
     filepair = pair.replace("/", "_")
     filename = os.path.join(path, f'{filepair}-{tick_interval}.json')
@@ -219,8 +232,11 @@ def download_backtesting_testdata(datadir: str,
     logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None')
     logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None')
 
-    new_data = exchange.get_candle_history(pair=pair, tick_interval=tick_interval,
+    # Default since_ms to 30 days if nothing is given
-                                           since_ms=since_ms)
+    new_data = exchange.get_history(pair=pair, tick_interval=tick_interval,
+                                    since_ms=since_ms if since_ms
+                                    else
+                                    int(arrow.utcnow().shift(days=-30).float_timestamp) * 1000)
     data.extend(new_data)
 
     logger.debug("New Start: %s", misc.format_ms_time(data[0][0]))

freqtrade/optimize/backtesting.py

@@ -75,8 +75,6 @@ class Backtesting(object):
 
         else:
             # only one strategy
-            strat = StrategyResolver(self.config).strategy
-
             self.strategylist.append(StrategyResolver(self.config).strategy)
         # Load one strategy
         self._set_strategy(self.strategylist[0])
@@ -108,7 +106,8 @@ class Backtesting(object):
         return min(timeframe, key=operator.itemgetter(0))[0], \
             max(timeframe, key=operator.itemgetter(1))[1]
 
-    def _generate_text_table(self, data: Dict[str, Dict], results: DataFrame) -> str:
+    def _generate_text_table(self, data: Dict[str, Dict], results: DataFrame,
+                             skip_nan: bool = False) -> str:
         """
         Generates and returns a text table for the given backtest data and the results dataframe
         :return: pretty printed table with tabulate as str
@@ -121,6 +120,9 @@ class Backtesting(object):
                    'total profit ' + stake_currency, 'avg duration', 'profit', 'loss']
         for pair in data:
             result = results[results.pair == pair]
+            if skip_nan and result.profit_abs.isnull().all():
+                continue
+
             tabular_data.append([
                 pair,
                 len(result.index),
@@ -330,15 +332,15 @@ class Backtesting(object):
         Run a backtesting end-to-end
         :return: None
         """
-        data = {}
+        data: Dict[str, Any] = {}
         pairs = self.config['exchange']['pair_whitelist']
         logger.info('Using stake_currency: %s ...', self.config['stake_currency'])
         logger.info('Using stake_amount: %s ...', self.config['stake_amount'])
 
         if self.config.get('live'):
             logger.info('Downloading data for all pairs in whitelist ...')
-            for pair in pairs:
+            self.exchange.refresh_tickers(pairs, self.ticker_interval)
-                data[pair] = self.exchange.get_candle_history(pair, self.ticker_interval)
+            data = self.exchange.klines
         else:
             logger.info('Using local backtesting data (using whitelist in given config) ...')
 
@@ -404,7 +406,7 @@ class Backtesting(object):
             print(self._generate_text_table_sell_reason(data, results))
 
             print(' LEFT OPEN TRADES REPORT '.center(119, '='))
-            print(self._generate_text_table(data, results.loc[results.open_at_end]))
+            print(self._generate_text_table(data, results.loc[results.open_at_end], True))
             print()
         if len(all_results) > 1:
             # Print Strategy summary table

freqtrade/optimize/hyperopt.py

@@ -152,7 +152,7 @@ class Hyperopt(Backtesting):
     @staticmethod
     def generate_roi_table(params: Dict) -> Dict[int, float]:
         """
-        Generate the ROI table thqt will be used by Hyperopt
+        Generate the ROI table that will be used by Hyperopt
         """
         roi_table = {}
         roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
@@ -402,6 +402,13 @@ def start(args: Namespace) -> None:
     config['exchange']['key'] = ''
     config['exchange']['secret'] = ''
 
+    if config.get('strategy') and config.get('strategy') != 'DefaultStrategy':
+        logger.error("Please don't use --strategy for hyperopt.")
+        logger.error(
+            "Read the documentation at "
+            "https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md "
+            "to understand how to configure hyperopt.")
+        raise ValueError("--strategy configured but not supported for hyperopt")
     # Initialize backtesting object
     hyperopt = Hyperopt(config)
     hyperopt.start()

freqtrade/persistence.py

@@ -79,10 +79,12 @@ def check_migrate(engine) -> None:
     table_back_name = 'trades_bak'
     for i, table_back_name in enumerate(tabs):
         table_back_name = f'trades_bak{i}'
-        logger.info(f'trying {table_back_name}')
+        logger.debug(f'trying {table_back_name}')
 
     # Check for latest column
     if not has_column(cols, 'ticker_interval'):
+        logger.info(f'Running database migration - backup available as {table_back_name}')
+
         fee_open = get_column_def(cols, 'fee_open', 'fee')
         fee_close = get_column_def(cols, 'fee_close', 'fee')
         open_rate_requested = get_column_def(cols, 'open_rate_requested', 'null')

freqtrade/rpc/rpc.py

@@ -13,6 +13,7 @@ import sqlalchemy as sql
 from numpy import mean, nan_to_num
 from pandas import DataFrame
 
+from freqtrade import TemporaryError
 from freqtrade.fiat_convert import CryptoToFiatConverter
 from freqtrade.misc import shorten_date
 from freqtrade.persistence import Trade
@@ -273,10 +274,13 @@ class RPC(object):
             if coin == 'BTC':
                 rate = 1.0
             else:
+                try:
                     if coin == 'USDT':
                         rate = 1.0 / self._freqtrade.exchange.get_ticker('BTC/USDT', False)['bid']
                     else:
                         rate = self._freqtrade.exchange.get_ticker(coin + '/BTC', False)['bid']
+                except TemporaryError:
+                    continue
             est_btc: float = rate * balance['total']
             total = total + est_btc
             output.append({

freqtrade/strategy/__init__.py

@@ -1,8 +1,10 @@
 import logging
+import sys
 from copy import deepcopy
 
 from freqtrade.strategy.interface import IStrategy
-
+# Import Default-Strategy to have hyperopt correctly resolve
+from freqtrade.strategy.default_strategy import DefaultStrategy  # noqa: F401
 
 logger = logging.getLogger(__name__)
 
@@ -12,8 +14,18 @@ def import_strategy(strategy: IStrategy, config: dict) -> IStrategy:
     Imports given Strategy instance to global scope
     of freqtrade.strategy and returns an instance of it
     """
+
     # Copy all attributes from base class and class
-    attr = deepcopy({**strategy.__class__.__dict__, **strategy.__dict__})
+
+    comb = {**strategy.__class__.__dict__, **strategy.__dict__}
+
+    # Delete '_abc_impl' from dict as deepcopy fails on 3.7 with
+    # `TypeError: can't pickle _abc_data objects``
+    # This will only apply to python 3.7
+    if sys.version_info.major == 3 and sys.version_info.minor == 7 and '_abc_impl' in comb:
+        del comb['_abc_impl']
+
+    attr = deepcopy(comb)
     # Adjust module name
     attr['__module__'] = 'freqtrade.strategy'
 

freqtrade/strategy/interface.py

@@ -6,7 +6,7 @@ import logging
 from abc import ABC, abstractmethod
 from datetime import datetime
 from enum import Enum
-from typing import Dict, List, NamedTuple, Tuple
+from typing import Dict, List, NamedTuple, Optional, Tuple
 import warnings
 
 import arrow
@@ -70,8 +70,15 @@ class IStrategy(ABC):
     # associated ticker interval
     ticker_interval: str
 
+    # run "populate_indicators" only for new candle
+    process_only_new_candles: bool = False
+
+    # Dict to determine if analysis is necessary
+    _last_candle_seen_per_pair: Dict[str, datetime] = {}
+
     def __init__(self, config: dict) -> None:
         self.config = config
+        self._last_candle_seen_per_pair = {}
 
     @abstractmethod
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -112,13 +119,34 @@ class IStrategy(ABC):
         add several TA indicators and buy signal to it
         :return DataFrame with ticker data and indicator data
         """
+
         dataframe = parse_ticker_dataframe(ticker_history)
+
+        pair = str(metadata.get('pair'))
+
+        # Test if seen this pair and last candle before.
+        # always run if process_only_new_candles is set to true
+        if (not self.process_only_new_candles or
+                self._last_candle_seen_per_pair.get(pair, None) != dataframe.iloc[-1]['date']):
+            # Defs that only make change on new candle data.
+            logging.debug("TA Analysis Launched")
             dataframe = self.advise_indicators(dataframe, metadata)
             dataframe = self.advise_buy(dataframe, metadata)
             dataframe = self.advise_sell(dataframe, metadata)
+            self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date']
+        else:
+            logging.debug("Skippinig TA Analysis for already analyzed candle")
+            dataframe['buy'] = 0
+            dataframe['sell'] = 0
+
+        # Other Defs in strategy that want to be called every loop here
+        # twitter_sell = self.watch_twitter_feed(dataframe, metadata)
+        logging.debug("Loop Analysis Launched")
+
         return dataframe
 
-    def get_signal(self, pair: str, interval: str, ticker_hist: List[Dict]) -> Tuple[bool, bool]:
+    def get_signal(self, pair: str, interval: str,
+                   ticker_hist: Optional[List[Dict]]) -> Tuple[bool, bool]:
         """
         Calculates current signal based several technical analysis indicators
         :param pair: pair in format ANT/BTC
@@ -155,7 +183,8 @@ class IStrategy(ABC):
         # Check if dataframe is out of date
         signal_date = arrow.get(latest['date'])
         interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval]
-        if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + 5))):
+        offset = self.config.get('exchange', {}).get('outdated_offset', 5)
+        if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))):
             logger.warning(
                 'Outdated history for pair %s. Last tick is %s minutes old',
                 pair,

freqtrade/strategy/resolver.py

@@ -44,14 +44,15 @@ class StrategyResolver(object):
         # Check if we need to override configuration
         if 'minimal_roi' in config:
             self.strategy.minimal_roi = config['minimal_roi']
-            logger.info("Override strategy \'minimal_roi\' with value in config file.")
+            logger.info("Override strategy 'minimal_roi' with value in config file: %s.",
+                        config['minimal_roi'])
         else:
             config['minimal_roi'] = self.strategy.minimal_roi
 
         if 'stoploss' in config:
             self.strategy.stoploss = config['stoploss']
             logger.info(
-                "Override strategy \'stoploss\' with value in config file: %s.", config['stoploss']
+                "Override strategy 'stoploss' with value in config file: %s.", config['stoploss']
             )
         else:
             config['stoploss'] = self.strategy.stoploss
@@ -59,12 +60,21 @@ class StrategyResolver(object):
         if 'ticker_interval' in config:
             self.strategy.ticker_interval = config['ticker_interval']
             logger.info(
-                "Override strategy \'ticker_interval\' with value in config file: %s.",
+                "Override strategy 'ticker_interval' with value in config file: %s.",
                 config['ticker_interval']
             )
         else:
             config['ticker_interval'] = self.strategy.ticker_interval
 
+        if 'process_only_new_candles' in config:
+            self.strategy.process_only_new_candles = config['process_only_new_candles']
+            logger.info(
+                "Override process_only_new_candles 'process_only_new_candles' "
+                "with value in config file: %s.", config['process_only_new_candles']
+            )
+        else:
+            config['process_only_new_candles'] = self.strategy.process_only_new_candles
+
         # Sort and apply type conversions
         self.strategy.minimal_roi = OrderedDict(sorted(
             {int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(),

freqtrade/tests/conftest.py

@@ -4,7 +4,7 @@ import logging
 from datetime import datetime
 from functools import reduce
 from typing import Dict, Optional
-from unittest.mock import MagicMock
+from unittest.mock import MagicMock, PropertyMock
 
 import arrow
 import pytest
@@ -26,8 +26,10 @@ def log_has(line, logs):
 
 
 def patch_exchange(mocker, api_mock=None) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value="Bittrex"))
+    mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value="bittrex"))
     if api_mock:
         mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     else:
@@ -102,7 +104,18 @@ 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",
@@ -403,6 +416,39 @@ 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 [

freqtrade/tests/exchange/test_exchange.py

@@ -3,8 +3,9 @@
 import logging
 from datetime import datetime
 from random import randint
-from unittest.mock import MagicMock, PropertyMock
+from unittest.mock import Mock, MagicMock, PropertyMock
 
+import arrow
 import ccxt
 import pytest
 
@@ -13,6 +14,14 @@ from freqtrade.exchange import API_RETRY_COUNT, Exchange
 from freqtrade.tests.conftest import get_patched_exchange, log_has
 
 
+# Source: https://stackoverflow.com/questions/29881236/how-to-mock-asyncio-coroutines
+def get_mock_coro(return_value):
+    async def mock_coro(*args, **kwargs):
+        return return_value
+
+    return Mock(wraps=mock_coro)
+
+
 def ccxt_exceptionhandlers(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
     with pytest.raises(TemporaryError):
         api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
@@ -27,12 +36,32 @@ def ccxt_exceptionhandlers(mocker, default_conf, api_mock, fun, mock_ccxt_fun, *
     assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
 
 
+async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
+    with pytest.raises(TemporaryError):
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        await getattr(exchange, fun)(**kwargs)
+    assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
+
+    with pytest.raises(OperationalException):
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        await getattr(exchange, fun)(**kwargs)
+    assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
+
+
 def test_init(default_conf, mocker, caplog):
     caplog.set_level(logging.INFO)
     get_patched_exchange(mocker, default_conf)
     assert log_has('Instance is running with dry_run enabled', caplog.record_tuples)
 
 
+def test_destroy(default_conf, mocker, caplog):
+    caplog.set_level(logging.DEBUG)
+    get_patched_exchange(mocker, default_conf)
+    assert log_has('Exchange object destroyed, closing async loop', caplog.record_tuples)
+
+
 def test_init_exception(default_conf, mocker):
     default_conf['exchange']['name'] = 'wrong_exchange_name'
 
@@ -64,6 +93,7 @@ def test_symbol_amount_prec(default_conf, mocker):
 
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
     exchange = Exchange(default_conf)
 
     amount = 2.34559
@@ -87,6 +117,7 @@ def test_symbol_price_prec(default_conf, mocker):
 
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
     exchange = Exchange(default_conf)
 
     price = 2.34559
@@ -108,6 +139,7 @@ def test_set_sandbox(default_conf, mocker):
     type(api_mock).urls = url_mock
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
 
     exchange = Exchange(default_conf)
     liveurl = exchange._api.urls['api']
@@ -129,6 +161,7 @@ def test_set_sandbox_exception(default_conf, mocker):
 
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
 
     with pytest.raises(OperationalException, match=r'does not provide a sandbox api'):
         exchange = Exchange(default_conf)
@@ -136,6 +169,43 @@ def test_set_sandbox_exception(default_conf, mocker):
         exchange.set_sandbox(exchange._api, default_conf['exchange'], 'Logname')
 
 
+def test__load_async_markets(default_conf, mocker, caplog):
+    exchange = get_patched_exchange(mocker, default_conf)
+    exchange._api_async.load_markets = get_mock_coro(None)
+    exchange._load_async_markets()
+    assert exchange._api_async.load_markets.call_count == 1
+    caplog.set_level(logging.DEBUG)
+
+    exchange._api_async.load_markets = Mock(side_effect=ccxt.BaseError("deadbeef"))
+    exchange._load_async_markets()
+
+    assert log_has('Could not load async markets. Reason: deadbeef',
+                   caplog.record_tuples)
+
+
+def test__load_markets(default_conf, mocker, caplog):
+    caplog.set_level(logging.INFO)
+    api_mock = MagicMock()
+    mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance'))
+
+    api_mock.load_markets = MagicMock(return_value={})
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
+
+    expected_return = {'ETH/BTC': 'available'}
+    api_mock.load_markets = MagicMock(return_value=expected_return)
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
+    default_conf['exchange']['pair_whitelist'] = ['ETH/BTC']
+    ex = Exchange(default_conf)
+    assert ex.markets == expected_return
+
+    api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError())
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
+    Exchange(default_conf)
+    assert log_has('Unable to initialize markets. Reason: ', caplog.record_tuples)
+
+
 def test_validate_pairs(default_conf, mocker):
     api_mock = MagicMock()
     api_mock.load_markets = MagicMock(return_value={
@@ -146,14 +216,16 @@ def test_validate_pairs(default_conf, mocker):
 
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
     Exchange(default_conf)
 
 
 def test_validate_pairs_not_available(default_conf, mocker):
     api_mock = MagicMock()
-    api_mock.load_markets = MagicMock(return_value={})
+    api_mock.load_markets = MagicMock(return_value={'XRP/BTC': 'inactive'})
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
 
     with pytest.raises(OperationalException, match=r'not available'):
         Exchange(default_conf)
@@ -167,6 +239,7 @@ def test_validate_pairs_not_compatible(default_conf, mocker):
     default_conf['stake_currency'] = 'ETH'
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
     with pytest.raises(OperationalException, match=r'not compatible'):
         Exchange(default_conf)
 
@@ -179,15 +252,14 @@ def test_validate_pairs_exception(default_conf, mocker, caplog):
     api_mock.load_markets = MagicMock(return_value={})
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
 
     with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available at Binance'):
         Exchange(default_conf)
 
-    api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError())
+    mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
-
-    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     Exchange(default_conf)
-    assert log_has('Unable to validate pairs (assuming they are correct). Reason: ',
+    assert log_has('Unable to validate pairs (assuming they are correct).',
                    caplog.record_tuples)
 
 
@@ -198,6 +270,7 @@ def test_validate_pairs_stake_exception(default_conf, mocker, caplog):
     api_mock.name = MagicMock(return_value='binance')
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
 
     with pytest.raises(
         OperationalException,
@@ -218,7 +291,7 @@ def test_validate_timeframes(default_conf, mocker):
     type(api_mock).timeframes = timeframes
 
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
     Exchange(default_conf)
 
 
@@ -234,7 +307,7 @@ def test_validate_timeframes_failed(default_conf, mocker):
     type(api_mock).timeframes = timeframes
 
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
     with pytest.raises(OperationalException, match=r'Invalid ticker 3m, this Exchange supports.*'):
         Exchange(default_conf)
 
@@ -251,7 +324,7 @@ def test_validate_timeframes_not_in_config(default_conf, mocker):
     type(api_mock).timeframes = timeframes
 
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
     Exchange(default_conf)
 
 
@@ -515,6 +588,189 @@ def test_get_ticker(default_conf, mocker):
     exchange.get_ticker(pair='ETH/BTC', refresh=True)
 
 
+def test_get_history(default_conf, mocker, caplog):
+    exchange = get_patched_exchange(mocker, default_conf)
+    tick = [
+        [
+            arrow.utcnow().timestamp * 1000,  # unix timestamp ms
+            1,  # open
+            2,  # high
+            3,  # low
+            4,  # close
+            5,  # volume (in quote currency)
+        ]
+    ]
+    pair = 'ETH/BTC'
+
+    async def mock_candle_hist(pair, tick_interval, since_ms):
+        return pair, tick
+
+    exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
+    # one_call calculation * 1.8 should do 2 calls
+    since = 5 * 60 * 500 * 1.8
+    print(f"since = {since}")
+    ret = exchange.get_history(pair, "5m", int((arrow.utcnow().timestamp - since) * 1000))
+
+    assert exchange._async_get_candle_history.call_count == 2
+    # Returns twice the above tick
+    assert len(ret) == 2
+
+
+def test_refresh_tickers(mocker, default_conf, caplog) -> None:
+    tick = [
+        [
+            1511686200000,  # unix timestamp ms
+            1,  # open
+            2,  # high
+            3,  # low
+            4,  # close
+            5,  # volume (in quote currency)
+        ]
+    ]
+
+    caplog.set_level(logging.DEBUG)
+    exchange = get_patched_exchange(mocker, default_conf)
+    exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
+
+    pairs = ['IOTA/ETH', 'XRP/ETH']
+    # empty dicts
+    assert not exchange.klines
+    exchange.refresh_tickers(['IOTA/ETH', 'XRP/ETH'], '5m')
+
+    assert log_has(f'Refreshing klines for {len(pairs)} pairs', caplog.record_tuples)
+    assert exchange.klines
+    for pair in pairs:
+        assert exchange.klines[pair]
+
+
+@pytest.mark.asyncio
+async def test__async_get_candle_history(default_conf, mocker, caplog):
+    tick = [
+        [
+            arrow.utcnow().timestamp * 1000,  # unix timestamp ms
+            1,  # open
+            2,  # high
+            3,  # low
+            4,  # close
+            5,  # volume (in quote currency)
+        ]
+    ]
+
+    caplog.set_level(logging.DEBUG)
+    exchange = get_patched_exchange(mocker, default_conf)
+    # Monkey-patch async function
+    exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
+
+    exchange = Exchange(default_conf)
+    pair = 'ETH/BTC'
+    res = await exchange._async_get_candle_history(pair, "5m")
+    assert type(res) is tuple
+    assert len(res) == 2
+    assert res[0] == pair
+    assert res[1] == tick
+    assert exchange._api_async.fetch_ohlcv.call_count == 1
+    assert not log_has(f"Using cached klines data for {pair} ...", caplog.record_tuples)
+    # test caching
+    res = await exchange._async_get_candle_history(pair, "5m")
+    assert exchange._api_async.fetch_ohlcv.call_count == 1
+    assert log_has(f"Using cached klines data for {pair} ...", caplog.record_tuples)
+
+    # exchange = Exchange(default_conf)
+    await async_ccxt_exception(mocker, default_conf, MagicMock(),
+                               "_async_get_candle_history", "fetch_ohlcv",
+                               pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
+
+    api_mock = MagicMock()
+    with pytest.raises(OperationalException, match=r'Could not fetch ticker data*'):
+        api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        await exchange._async_get_candle_history(pair, "5m",
+                                                 (arrow.utcnow().timestamp - 2000) * 1000)
+
+
+@pytest.mark.asyncio
+async def test__async_get_candle_history_empty(default_conf, mocker, caplog):
+    """ Test empty exchange result """
+    tick = []
+
+    caplog.set_level(logging.DEBUG)
+    exchange = get_patched_exchange(mocker, default_conf)
+    # Monkey-patch async function
+    exchange._api_async.fetch_ohlcv = get_mock_coro([])
+
+    exchange = Exchange(default_conf)
+    pair = 'ETH/BTC'
+    res = await exchange._async_get_candle_history(pair, "5m")
+    assert type(res) is tuple
+    assert len(res) == 2
+    assert res[0] == pair
+    assert res[1] == tick
+    assert exchange._api_async.fetch_ohlcv.call_count == 1
+
+
+@pytest.mark.asyncio
+async def test_async_get_candles_history(default_conf, mocker):
+    tick = [
+        [
+            1511686200000,  # unix timestamp ms
+            1,  # open
+            2,  # high
+            3,  # low
+            4,  # close
+            5,  # volume (in quote currency)
+        ]
+    ]
+
+    async def mock_get_candle_hist(pair, tick_interval, since_ms=None):
+        return (pair, tick)
+
+    exchange = get_patched_exchange(mocker, default_conf)
+    # Monkey-patch async function
+    exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
+
+    exchange._async_get_candle_history = Mock(wraps=mock_get_candle_hist)
+
+    pairs = ['ETH/BTC', 'XRP/BTC']
+    res = await exchange.async_get_candles_history(pairs, "5m")
+    assert type(res) is list
+    assert len(res) == 2
+    assert type(res[0]) is tuple
+    assert res[0][0] == pairs[0]
+    assert res[0][1] == tick
+    assert res[1][0] == pairs[1]
+    assert res[1][1] == tick
+    assert exchange._async_get_candle_history.call_count == 2
+
+
+def test_get_order_book(default_conf, mocker, order_book_l2):
+    default_conf['exchange']['name'] = 'binance'
+    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']) == 10
+    assert len(order_book['asks']) == 10
+
+
+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:
@@ -705,8 +961,7 @@ def test_get_order(default_conf, mocker):
 
 
 def test_name(default_conf, mocker):
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs',
+    mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
-                 side_effect=lambda s: True)
     default_conf['exchange']['name'] = 'binance'
     exchange = Exchange(default_conf)
 
@@ -714,16 +969,14 @@ def test_name(default_conf, mocker):
 
 
 def test_id(default_conf, mocker):
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs',
+    mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
-                 side_effect=lambda s: True)
     default_conf['exchange']['name'] = 'binance'
     exchange = Exchange(default_conf)
     assert exchange.id == 'binance'
 
 
 def test_get_pair_detail_url(default_conf, mocker, caplog):
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs',
+    mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
-                 side_effect=lambda s: True)
     default_conf['exchange']['name'] = 'binance'
     exchange = Exchange(default_conf)
 
@@ -823,15 +1076,3 @@ def test_get_fee(default_conf, mocker):
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock,
                            'get_fee', 'calculate_fee')
-
-
-def test_get_amount_lots(default_conf, mocker):
-    api_mock = MagicMock()
-    api_mock.amount_to_lots = MagicMock(return_value=1.0)
-    api_mock.markets = None
-    marketmock = MagicMock()
-    api_mock.load_markets = marketmock
-    exchange = get_patched_exchange(mocker, default_conf, api_mock)
-
-    assert exchange.get_amount_lots('LTC/BTC', 1.54) == 1
-    assert marketmock.call_count == 1

freqtrade/tests/optimize/test_backtesting.py

@@ -110,7 +110,7 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
     return pairdata
 
 
-# use for mock freqtrade.exchange.get_candle_history'
+# use for mock ccxt.fetch_ohlvc'
 def _load_pair_as_ticks(pair, tickfreq):
     ticks = optimize.load_data(None, ticker_interval=tickfreq, pairs=[pair])
     ticks = trim_dictlist(ticks, -201)
@@ -455,7 +455,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
 
     mocker.patch('freqtrade.optimize.load_data', mocked_load_data)
-    mocker.patch('freqtrade.exchange.Exchange.get_candle_history')
+    mocker.patch('freqtrade.exchange.Exchange.refresh_tickers', MagicMock())
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.optimize.backtesting.Backtesting',
@@ -490,7 +490,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
 
     mocker.patch('freqtrade.optimize.load_data', MagicMock(return_value={}))
-    mocker.patch('freqtrade.exchange.Exchange.get_candle_history')
+    mocker.patch('freqtrade.exchange.Exchange.refresh_tickers', MagicMock())
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.optimize.backtesting.Backtesting',
@@ -733,9 +733,14 @@ def test_backtest_record(default_conf, fee, mocker):
 
 def test_backtest_start_live(default_conf, mocker, caplog):
     default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
-    mocker.patch('freqtrade.exchange.Exchange.get_candle_history',
+
-                 new=lambda s, n, i: _load_pair_as_ticks(n, i))
+    async def load_pairs(pair, timeframe, since):
-    patch_exchange(mocker)
+        return _load_pair_as_ticks(pair, timeframe)
+
+    api_mock = MagicMock()
+    api_mock.fetch_ohlcv = load_pairs
+
+    patch_exchange(mocker, api_mock)
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
     mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table', MagicMock())
     mocker.patch('freqtrade.configuration.open', mocker.mock_open(
@@ -776,9 +781,13 @@ def test_backtest_start_live(default_conf, mocker, caplog):
 
 def test_backtest_start_multi_strat(default_conf, mocker, caplog):
     default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
-    mocker.patch('freqtrade.exchange.Exchange.get_candle_history',
+
-                 new=lambda s, n, i: _load_pair_as_ticks(n, i))
+    async def load_pairs(pair, timeframe, since):
-    patch_exchange(mocker)
+        return _load_pair_as_ticks(pair, timeframe)
+    api_mock = MagicMock()
+    api_mock.fetch_ohlcv = load_pairs
+
+    patch_exchange(mocker, api_mock)
     backtestmock = MagicMock()
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
     gen_table_mock = MagicMock()

freqtrade/tests/optimize/test_hyperopt.py

@@ -65,6 +65,31 @@ def test_start(mocker, default_conf, caplog) -> None:
     assert start_mock.call_count == 1
 
 
+def test_start_failure(mocker, default_conf, caplog) -> None:
+    start_mock = MagicMock()
+    mocker.patch(
+        'freqtrade.configuration.Configuration._load_config_file',
+        lambda *args, **kwargs: default_conf
+    )
+    mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
+    patch_exchange(mocker)
+
+    args = [
+        '--config', 'config.json',
+        '--strategy', 'TestStrategy',
+        'hyperopt',
+        '--epochs', '5'
+    ]
+    args = get_args(args)
+    StrategyResolver({'strategy': 'DefaultStrategy'})
+    with pytest.raises(ValueError):
+        start(args)
+    assert log_has(
+        "Please don't use --strategy for hyperopt.",
+        caplog.record_tuples
+    )
+
+
 def test_loss_calculation_prefer_correct_trade_count(hyperopt) -> None:
     StrategyResolver({'strategy': 'DefaultStrategy'})
 

freqtrade/tests/optimize/test_optimize.py

@@ -53,7 +53,7 @@ def _clean_test_file(file: str) -> None:
 
 
 def test_load_data_30min_ticker(ticker_history, mocker, caplog, default_conf) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
+    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
     file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-30m.json')
     _backup_file(file, copy_file=True)
     optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m')
@@ -63,7 +63,7 @@ def test_load_data_30min_ticker(ticker_history, mocker, caplog, default_conf) ->
 
 
 def test_load_data_5min_ticker(ticker_history, mocker, caplog, default_conf) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
+    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
 
     file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-5m.json')
     _backup_file(file, copy_file=True)
@@ -74,7 +74,7 @@ def test_load_data_5min_ticker(ticker_history, mocker, caplog, default_conf) ->
 
 
 def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
+    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
     file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
     _backup_file(file, copy_file=True)
     optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
@@ -87,7 +87,7 @@ def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog, default_co
     """
     Test load_data() with 1 min ticker
     """
-    mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
+    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
     exchange = get_patched_exchange(mocker, default_conf)
     file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
 
@@ -118,7 +118,7 @@ def test_testdata_path() -> None:
 
 
 def test_download_pairs(ticker_history, mocker, default_conf) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
+    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
     exchange = get_patched_exchange(mocker, default_conf)
     file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
     file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
@@ -261,7 +261,7 @@ def test_load_cached_data_for_updating(mocker) -> None:
 
 
 def test_download_pairs_exception(ticker_history, mocker, caplog, default_conf) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
+    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
     mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata',
                  side_effect=BaseException('File Error'))
     exchange = get_patched_exchange(mocker, default_conf)
@@ -279,7 +279,7 @@ def test_download_pairs_exception(ticker_history, mocker, caplog, default_conf)
 
 
 def test_download_backtesting_testdata(ticker_history, mocker, default_conf) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
+    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
     exchange = get_patched_exchange(mocker, default_conf)
 
     # Download a 1 min ticker file
@@ -304,7 +304,7 @@ def test_download_backtesting_testdata2(mocker, default_conf) -> None:
         [1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
     ]
     json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
-    mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=tick)
+    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=tick)
     exchange = get_patched_exchange(mocker, default_conf)
     download_backtesting_testdata(None, exchange, pair="UNITTEST/BTC", tick_interval='1m')
     download_backtesting_testdata(None, exchange, pair="UNITTEST/BTC", tick_interval='3m')

freqtrade/tests/rpc/test_rpc.py

@@ -6,13 +6,14 @@ from unittest.mock import MagicMock, ANY
 
 import pytest
 
+from freqtrade import TemporaryError
 from freqtrade.fiat_convert import CryptoToFiatConverter
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPC, RPCException
 from freqtrade.state import State
 from freqtrade.tests.test_freqtradebot import patch_get_signal
-from freqtrade.tests.conftest import patch_coinmarketcap
+from freqtrade.tests.conftest import patch_coinmarketcap, patch_exchange
 
 
 # Functions for recurrent object patching
@@ -29,7 +30,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
+        _load_markets=MagicMock(return_value={}),
         get_ticker=ticker,
         get_fee=fee,
         get_markets=markets
@@ -67,10 +68,10 @@ def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None:
 
 def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None:
     patch_coinmarketcap(mocker)
+    patch_exchange(mocker)
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         get_fee=fee,
         get_markets=markets
@@ -98,10 +99,10 @@ def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None:
 def test_rpc_daily_profit(default_conf, update, ticker, fee,
                           limit_buy_order, limit_sell_order, markets, mocker) -> None:
     patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
+    patch_exchange(mocker)
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         get_fee=fee,
         get_markets=markets
@@ -151,11 +152,11 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
         ticker=MagicMock(return_value={'price_usd': 15000.0}),
     )
     patch_coinmarketcap(mocker)
+    patch_exchange(mocker)
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         get_fee=fee,
         get_markets=markets
@@ -181,7 +182,6 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     # Update the ticker with a market going up
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker_sell_up
     )
     trade.update(limit_sell_order)
@@ -196,7 +196,6 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     # Update the ticker with a market going up
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker_sell_up
     )
     trade.update(limit_sell_order)
@@ -222,6 +221,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
 # trade.open_rate (it is set to None)
 def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, markets,
                                      ticker_sell_up, limit_buy_order, limit_sell_order):
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.fiat_convert.Market',
         ticker=MagicMock(return_value={'price_usd': 15000.0}),
@@ -230,7 +230,6 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, markets,
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         get_fee=fee,
         get_markets=markets
@@ -251,7 +250,6 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, markets,
     # Update the ticker with a market going up
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker_sell_up,
         get_fee=fee
     )
@@ -285,23 +283,25 @@ def test_rpc_balance_handle(default_conf, mocker):
             'used': 2.0,
         },
         'ETH': {
-            'free': 0.0,
+            'free': 1.0,
-            'total': 0.0,
+            'total': 5.0,
-            'used': 0.0,
+            'used': 4.0,
         }
     }
+    # ETH will be skipped due to mocked Error below
 
     mocker.patch.multiple(
         'freqtrade.fiat_convert.Market',
         ticker=MagicMock(return_value={'price_usd': 15000.0}),
     )
     patch_coinmarketcap(mocker)
+    patch_exchange(mocker)
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
+        get_balances=MagicMock(return_value=mock_balance),
-        get_balances=MagicMock(return_value=mock_balance)
+        get_ticker=MagicMock(side_effect=TemporaryError('Could not load ticker due to xxx'))
     )
 
     freqtradebot = FreqtradeBot(default_conf)
@@ -320,14 +320,15 @@ def test_rpc_balance_handle(default_conf, mocker):
         'pending': 2.0,
         'est_btc': 12.0,
     }]
+    assert result['total'] == 12.0
 
 
 def test_rpc_start(mocker, default_conf) -> None:
     patch_coinmarketcap(mocker)
+    patch_exchange(mocker)
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=MagicMock()
     )
 
@@ -347,10 +348,10 @@ def test_rpc_start(mocker, default_conf) -> None:
 
 def test_rpc_stop(mocker, default_conf) -> None:
     patch_coinmarketcap(mocker)
+    patch_exchange(mocker)
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=MagicMock()
     )
 
@@ -371,12 +372,12 @@ def test_rpc_stop(mocker, default_conf) -> None:
 
 def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None:
     patch_coinmarketcap(mocker)
+    patch_exchange(mocker)
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
 
     cancel_order_mock = MagicMock()
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         cancel_order=cancel_order_mock,
         get_order=MagicMock(
@@ -472,10 +473,10 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None:
 def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
                             limit_sell_order, markets, mocker) -> None:
     patch_coinmarketcap(mocker)
+    patch_exchange(mocker)
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_balances=MagicMock(return_value=ticker),
         get_ticker=ticker,
         get_fee=fee,
@@ -508,10 +509,10 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
 
 def test_rpc_count(mocker, default_conf, ticker, fee, markets) -> None:
     patch_coinmarketcap(mocker)
+    patch_exchange(mocker)
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_balances=MagicMock(return_value=ticker),
         get_ticker=ticker,
         get_fee=fee,

freqtrade/tests/rpc/test_rpc_telegram.py

@@ -177,10 +177,9 @@ def test_status(default_conf, update, mocker, fee, ticker, markets) -> None:
     default_conf['telegram']['chat_id'] = 123
 
     patch_coinmarketcap(mocker)
-
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         get_pair_detail_url=MagicMock(),
         get_fee=fee,
@@ -228,9 +227,9 @@ def test_status(default_conf, update, mocker, fee, ticker, markets) -> None:
 
 def test_status_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
     patch_coinmarketcap(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         get_fee=fee,
         get_markets=markets
@@ -273,9 +272,9 @@ def test_status_handle(default_conf, update, ticker, fee, markets, mocker) -> No
 
 def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
     patch_coinmarketcap(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         buy=MagicMock(return_value={'id': 'mocked_order_id'}),
         get_fee=fee,
@@ -324,13 +323,13 @@ def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker)
 def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
                       limit_sell_order, markets, mocker) -> None:
     patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
+    patch_exchange(mocker)
     mocker.patch(
         'freqtrade.rpc.rpc.CryptoToFiatConverter._find_price',
         return_value=15000.0
     )
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         get_fee=fee,
         get_markets=markets
@@ -395,9 +394,9 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
 
 def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
     patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker
     )
     msg_mock = MagicMock()
@@ -431,10 +430,10 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
 def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
                        limit_buy_order, limit_sell_order, markets, mocker) -> None:
     patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
+    patch_exchange(mocker)
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         get_fee=fee,
         get_markets=markets
@@ -678,7 +677,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
     mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
+        _load_markets=MagicMock(return_value={}),
         get_ticker=ticker,
         get_fee=fee,
         get_markets=markets
@@ -727,7 +726,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
     mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
+        _load_markets=MagicMock(return_value={}),
         get_ticker=ticker,
         get_fee=fee,
         get_markets=markets
@@ -743,7 +742,6 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
     # Decrease the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker_sell_down
     )
 
@@ -775,13 +773,13 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
 
 def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
     patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
+    patch_exchange(mocker)
     mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
     rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
     mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange.get_pair_detail_url', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         get_fee=fee,
         get_markets=markets
@@ -827,7 +825,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
         _init=MagicMock(),
         _send_msg=msg_mock
     )
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
+    patch_exchange(mocker)
 
     freqtradebot = FreqtradeBot(default_conf)
     patch_get_signal(freqtradebot, (True, False))
@@ -860,6 +858,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
 def test_performance_handle(default_conf, update, ticker, fee,
                             limit_buy_order, limit_sell_order, markets, mocker) -> None:
     patch_coinmarketcap(mocker)
+    patch_exchange(mocker)
     msg_mock = MagicMock()
     mocker.patch.multiple(
         'freqtrade.rpc.telegram.Telegram',
@@ -868,7 +867,6 @@ def test_performance_handle(default_conf, update, ticker, fee,
     )
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         get_fee=fee,
         get_markets=markets
@@ -899,13 +897,13 @@ def test_performance_handle(default_conf, update, ticker, fee,
 
 def test_performance_handle_invalid(default_conf, update, mocker) -> None:
     patch_coinmarketcap(mocker)
+    patch_exchange(mocker)
     msg_mock = MagicMock()
     mocker.patch.multiple(
         'freqtrade.rpc.telegram.Telegram',
         _init=MagicMock(),
         _send_msg=msg_mock
     )
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
     freqtradebot = FreqtradeBot(default_conf)
     patch_get_signal(freqtradebot, (True, False))
     telegram = Telegram(freqtradebot)
@@ -919,6 +917,7 @@ def test_performance_handle_invalid(default_conf, update, mocker) -> None:
 
 def test_count_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
     patch_coinmarketcap(mocker)
+    patch_exchange(mocker)
     msg_mock = MagicMock()
     mocker.patch.multiple(
         'freqtrade.rpc.telegram.Telegram',
@@ -927,7 +926,6 @@ def test_count_handle(default_conf, update, ticker, fee, markets, mocker) -> Non
     )
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         buy=MagicMock(return_value={'id': 'mocked_order_id'}),
         get_markets=markets

freqtrade/tests/strategy/test_interface.py

@@ -8,6 +8,7 @@ from pandas import DataFrame
 
 from freqtrade.arguments import TimeRange
 from freqtrade.optimize.__init__ import load_tickerdata_file
+from freqtrade.persistence import Trade
 from freqtrade.tests.conftest import get_patched_exchange, log_has
 from freqtrade.strategy.default_strategy import DefaultStrategy
 
@@ -88,7 +89,6 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog):
 
 
 def test_get_signal_handles_exceptions(mocker, default_conf):
-    mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=MagicMock())
     exchange = get_patched_exchange(mocker, default_conf)
     mocker.patch.object(
         _STRATEGY, 'analyze_ticker',
@@ -105,3 +105,98 @@ def test_tickerdata_to_dataframe(default_conf) -> None:
     tickerlist = {'UNITTEST/BTC': tick}
     data = strategy.tickerdata_to_dataframe(tickerlist)
     assert len(data['UNITTEST/BTC']) == 99       # partial candle was removed
+
+
+def test_min_roi_reached(default_conf, fee) -> None:
+    strategy = DefaultStrategy(default_conf)
+    strategy.minimal_roi = {0: 0.1, 20: 0.05, 55: 0.01}
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=0.001,
+        open_date=arrow.utcnow().shift(hours=-1).datetime,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        exchange='bittrex',
+        open_rate=1,
+    )
+
+    assert not strategy.min_roi_reached(trade, 0.01, arrow.utcnow().shift(minutes=-55).datetime)
+    assert strategy.min_roi_reached(trade, 0.12, arrow.utcnow().shift(minutes=-55).datetime)
+
+    assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime)
+    assert strategy.min_roi_reached(trade, 0.06, arrow.utcnow().shift(minutes=-39).datetime)
+
+    assert not strategy.min_roi_reached(trade, -0.01, arrow.utcnow().shift(minutes=-1).datetime)
+    assert strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-1).datetime)
+
+
+def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
+    caplog.set_level(logging.DEBUG)
+    ind_mock = MagicMock(side_effect=lambda x, meta: x)
+    buy_mock = MagicMock(side_effect=lambda x, meta: x)
+    sell_mock = MagicMock(side_effect=lambda x, meta: x)
+    mocker.patch.multiple(
+        'freqtrade.strategy.interface.IStrategy',
+        advise_indicators=ind_mock,
+        advise_buy=buy_mock,
+        advise_sell=sell_mock,
+
+    )
+    strategy = DefaultStrategy({})
+    strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
+    assert ind_mock.call_count == 1
+    assert buy_mock.call_count == 1
+    assert buy_mock.call_count == 1
+
+    assert log_has('TA Analysis Launched', caplog.record_tuples)
+    assert not log_has('Skippinig TA Analysis for already analyzed candle',
+                       caplog.record_tuples)
+    caplog.clear()
+
+    strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
+    # No analysis happens as process_only_new_candles is true
+    assert ind_mock.call_count == 2
+    assert buy_mock.call_count == 2
+    assert buy_mock.call_count == 2
+    assert log_has('TA Analysis Launched', caplog.record_tuples)
+    assert not log_has('Skippinig TA Analysis for already analyzed candle',
+                       caplog.record_tuples)
+
+
+def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
+    caplog.set_level(logging.DEBUG)
+    ind_mock = MagicMock(side_effect=lambda x, meta: x)
+    buy_mock = MagicMock(side_effect=lambda x, meta: x)
+    sell_mock = MagicMock(side_effect=lambda x, meta: x)
+    mocker.patch.multiple(
+        'freqtrade.strategy.interface.IStrategy',
+        advise_indicators=ind_mock,
+        advise_buy=buy_mock,
+        advise_sell=sell_mock,
+
+    )
+    strategy = DefaultStrategy({})
+    strategy.process_only_new_candles = True
+
+    ret = strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
+    assert ind_mock.call_count == 1
+    assert buy_mock.call_count == 1
+    assert buy_mock.call_count == 1
+    assert log_has('TA Analysis Launched', caplog.record_tuples)
+    assert not log_has('Skippinig TA Analysis for already analyzed candle',
+                       caplog.record_tuples)
+    caplog.clear()
+
+    ret = strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
+    # No analysis happens as process_only_new_candles is true
+    assert ind_mock.call_count == 1
+    assert buy_mock.call_count == 1
+    assert buy_mock.call_count == 1
+    # only skipped analyze adds buy and sell columns, otherwise it's all mocked
+    assert 'buy' in ret
+    assert 'sell' in ret
+    assert ret['buy'].sum() == 0
+    assert ret['sell'].sum() == 0
+    assert not log_has('TA Analysis Launched', caplog.record_tuples)
+    assert log_has('Skippinig TA Analysis for already analyzed candle',
+                   caplog.record_tuples)

freqtrade/tests/strategy/test_strategy.py

@@ -130,7 +130,7 @@ def test_strategy_override_minimal_roi(caplog):
     assert resolver.strategy.minimal_roi[0] == 0.5
     assert ('freqtrade.strategy.resolver',
             logging.INFO,
-            'Override strategy \'minimal_roi\' with value in config file.'
+            "Override strategy 'minimal_roi' with value in config file: {'0': 0.5}."
             ) in caplog.record_tuples
 
 
@@ -145,7 +145,7 @@ def test_strategy_override_stoploss(caplog):
     assert resolver.strategy.stoploss == -0.5
     assert ('freqtrade.strategy.resolver',
             logging.INFO,
-            'Override strategy \'stoploss\' with value in config file: -0.5.'
+            "Override strategy 'stoploss' with value in config file: -0.5."
             ) in caplog.record_tuples
 
 
@@ -161,7 +161,24 @@ def test_strategy_override_ticker_interval(caplog):
     assert resolver.strategy.ticker_interval == 60
     assert ('freqtrade.strategy.resolver',
             logging.INFO,
-            'Override strategy \'ticker_interval\' with value in config file: 60.'
+            "Override strategy 'ticker_interval' with value in config file: 60."
+            ) in caplog.record_tuples
+
+
+def test_strategy_override_process_only_new_candles(caplog):
+    caplog.set_level(logging.INFO)
+
+    config = {
+        'strategy': 'DefaultStrategy',
+        'process_only_new_candles': True
+    }
+    resolver = StrategyResolver(config)
+
+    assert resolver.strategy.process_only_new_candles
+    assert ('freqtrade.strategy.resolver',
+            logging.INFO,
+            "Override process_only_new_candles 'process_only_new_candles' "
+            "with value in config file: True."
             ) in caplog.record_tuples
 
 

freqtrade/tests/test_acl_pair.py

@@ -2,38 +2,39 @@
 
 from unittest.mock import MagicMock
 
-import freqtrade.tests.conftest as tt  # test tools
+from freqtrade.tests.conftest import get_patched_freqtradebot
+
+import pytest
 
 # whitelist, blacklist, filtering, all of that will
 # eventually become some rules to run on a generic ACL engine
 # perhaps try to anticipate that by using some python package
 
 
-def whitelist_conf():
+@pytest.fixture(scope="function")
-    config = tt.default_conf()
+def whitelist_conf(default_conf):
-    config['stake_currency'] = 'BTC'
+    default_conf['stake_currency'] = 'BTC'
-    config['exchange']['pair_whitelist'] = [
+    default_conf['exchange']['pair_whitelist'] = [
         'ETH/BTC',
         'TKN/BTC',
         'TRST/BTC',
         'SWT/BTC',
         'BCC/BTC'
     ]
-    config['exchange']['pair_blacklist'] = [
+    default_conf['exchange']['pair_blacklist'] = [
         'BLK/BTC'
     ]
 
-    return config
+    return default_conf
 
 
-def test_refresh_market_pair_not_in_whitelist(mocker, markets):
+def test_refresh_market_pair_not_in_whitelist(mocker, markets, whitelist_conf):
-    conf = whitelist_conf()
 
-    freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
+    freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
 
     mocker.patch('freqtrade.exchange.Exchange.get_markets', markets)
     refreshedwhitelist = freqtradebot._refresh_whitelist(
-        conf['exchange']['pair_whitelist'] + ['XXX/BTC']
+        whitelist_conf['exchange']['pair_whitelist'] + ['XXX/BTC']
     )
     # List ordered by BaseVolume
     whitelist = ['ETH/BTC', 'TKN/BTC']
@@ -41,12 +42,12 @@ def test_refresh_market_pair_not_in_whitelist(mocker, markets):
     assert whitelist == refreshedwhitelist
 
 
-def test_refresh_whitelist(mocker, markets):
+def test_refresh_whitelist(mocker, markets, whitelist_conf):
-    conf = whitelist_conf()
+    freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
-    freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
 
     mocker.patch('freqtrade.exchange.Exchange.get_markets', markets)
-    refreshedwhitelist = freqtradebot._refresh_whitelist(conf['exchange']['pair_whitelist'])
+    refreshedwhitelist = freqtradebot._refresh_whitelist(
+        whitelist_conf['exchange']['pair_whitelist'])
 
     # List ordered by BaseVolume
     whitelist = ['ETH/BTC', 'TKN/BTC']
@@ -54,9 +55,8 @@ def test_refresh_whitelist(mocker, markets):
     assert whitelist == refreshedwhitelist
 
 
-def test_refresh_whitelist_dynamic(mocker, markets, tickers):
+def test_refresh_whitelist_dynamic(mocker, markets, tickers, whitelist_conf):
-    conf = whitelist_conf()
+    freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
-    freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_markets=markets,
@@ -68,21 +68,20 @@ def test_refresh_whitelist_dynamic(mocker, markets, tickers):
     whitelist = ['ETH/BTC', 'TKN/BTC']
 
     refreshedwhitelist = freqtradebot._refresh_whitelist(
-        freqtradebot._gen_pair_whitelist(conf['stake_currency'])
+        freqtradebot._gen_pair_whitelist(whitelist_conf['stake_currency'])
     )
 
     assert whitelist == refreshedwhitelist
 
 
-def test_refresh_whitelist_dynamic_empty(mocker, markets_empty):
+def test_refresh_whitelist_dynamic_empty(mocker, markets_empty, whitelist_conf):
-    conf = whitelist_conf()
+    freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
-    freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
     mocker.patch('freqtrade.exchange.Exchange.get_markets', markets_empty)
 
     # argument: use the whitelist dynamically by exchange-volume
     whitelist = []
-    conf['exchange']['pair_whitelist'] = []
+    whitelist_conf['exchange']['pair_whitelist'] = []
     freqtradebot._refresh_whitelist(whitelist)
-    pairslist = conf['exchange']['pair_whitelist']
+    pairslist = whitelist_conf['exchange']['pair_whitelist']
 
     assert set(whitelist) == set(pairslist)

freqtrade/tests/test_freqtradebot.py

@@ -43,7 +43,7 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
     :return: None
     """
     freqtrade.strategy.get_signal = lambda e, s, t: value
-    freqtrade.exchange.get_candle_history = lambda p, i: None
+    freqtrade.exchange.refresh_tickers = lambda p, i: None
 
 
 def patch_RPCManager(mocker) -> MagicMock:
@@ -140,7 +140,6 @@ def test_gen_pair_whitelist(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=True))
-    # mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
 
     # Test to retrieved BTC sorted on quoteVolume (default)
     whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC')
@@ -159,6 +158,15 @@ 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
@@ -166,9 +174,9 @@ def test_refresh_whitelist() -> None:
 
 def test_get_trade_stake_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_balance=MagicMock(return_value=default_conf['stake_amount'] * 2)
     )
 
@@ -184,9 +192,9 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf,
                                                 fee,
                                                 mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5)
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -202,6 +210,7 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf,
                                                  markets,
                                                  mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         validate_pairs=MagicMock(),
@@ -244,7 +253,7 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf,
 
 def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
     patch_RPCManager(mocker)
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
+    patch_exchange(mocker)
     freqtrade = FreqtradeBot(default_conf)
     freqtrade.strategy.stoploss = -0.05
     # no pair found
@@ -379,9 +388,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
 
 def test_create_trade(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(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,
@@ -413,9 +422,9 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, markets, mocke
 def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
                                       fee, markets, mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5),
@@ -432,10 +441,10 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
 def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order,
                                      fee, markets, mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         buy=buy_mock,
         get_fee=fee,
@@ -453,10 +462,10 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order,
 def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order,
                                              fee, markets, mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         buy=buy_mock,
         get_fee=fee,
@@ -474,9 +483,9 @@ def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_ord
 def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
                                     fee, markets, mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_balance=MagicMock(return_value=default_conf['stake_amount']),
@@ -495,9 +504,9 @@ def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
 
 def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(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,
@@ -518,9 +527,9 @@ def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, marke
 def test_create_trade_no_pairs_after_blacklist(default_conf, ticker,
                                                limit_buy_order, fee, markets, mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(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,
@@ -541,10 +550,9 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
     default_conf['dry_run'] = True
 
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
-        get_candle_history=MagicMock(return_value=20),
         get_balance=MagicMock(return_value=20),
         get_fee=fee,
     )
@@ -560,9 +568,9 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
 def test_process_trade_creation(default_conf, ticker, limit_buy_order,
                                 markets, fee, mocker, caplog) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         get_markets=markets,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
@@ -597,9 +605,9 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
 
 def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         get_markets=markets,
         buy=MagicMock(side_effect=TemporaryError)
@@ -616,9 +624,9 @@ def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> Non
 
 def test_process_operational_exception(default_conf, ticker, markets, mocker) -> None:
     msg_mock = patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         get_markets=markets,
         buy=MagicMock(side_effect=OperationalException)
@@ -637,9 +645,9 @@ def test_process_operational_exception(default_conf, ticker, markets, mocker) ->
 def test_process_trade_handling(
         default_conf, ticker, limit_buy_order, markets, fee, mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         get_markets=markets,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
@@ -664,21 +672,21 @@ 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:
@@ -763,9 +771,9 @@ def test_process_maybe_execute_sell_exception(mocker, default_conf,
 def test_handle_trade(default_conf, limit_buy_order, limit_sell_order,
                       fee, markets, mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=MagicMock(return_value={
             'bid': 0.00001172,
             'ask': 0.00001173,
@@ -806,9 +814,9 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
     default_conf.update({'experimental': {'use_sell_signal': True}})
 
     patch_RPCManager(mocker)
+    patch_exchange(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,
@@ -862,9 +870,9 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
     default_conf.update({'experimental': {'use_sell_signal': True}})
 
     patch_RPCManager(mocker)
+    patch_exchange(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,
@@ -895,9 +903,9 @@ def test_handle_trade_experimental(
     caplog.set_level(logging.DEBUG)
     default_conf.update({'experimental': {'use_sell_signal': True}})
     patch_RPCManager(mocker)
+    patch_exchange(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,
@@ -923,9 +931,9 @@ def test_handle_trade_experimental(
 def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
                      fee, markets, mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(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,
@@ -951,9 +959,9 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
 def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fee, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         get_order=MagicMock(return_value=limit_buy_order_old),
         cancel_order=cancel_order_mock,
@@ -985,13 +993,52 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fe
     assert nb_trades == 0
 
 
-def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker) -> None:
+def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old,
+                                             fee, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         validate_pairs=MagicMock(),
         get_ticker=ticker,
+        get_order=MagicMock(side_effect=DependencyException),
+        cancel_order=cancel_order_mock,
+        get_fee=fee
+    )
+    freqtrade = FreqtradeBot(default_conf)
+
+    trade_buy = Trade(
+        pair='ETH/BTC',
+        open_rate=0.00001099,
+        exchange='bittrex',
+        open_order_id='123456789',
+        amount=90.99181073,
+        fee_open=0.0,
+        fee_close=0.0,
+        stake_amount=1,
+        open_date=arrow.utcnow().shift(minutes=-601).datetime,
+        is_open=True
+    )
+
+    Trade.session.add(trade_buy)
+
+    # check it does cancel buy orders over the time limit
+    freqtrade.check_handle_timedout()
+    assert cancel_order_mock.call_count == 0
+    assert rpc_mock.call_count == 0
+    trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
+    nb_trades = len(trades)
+    assert nb_trades == 1
+
+
+def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker) -> None:
+    rpc_mock = patch_RPCManager(mocker)
+    cancel_order_mock = MagicMock()
+    patch_exchange(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=ticker,
         get_order=MagicMock(return_value=limit_sell_order_old),
         cancel_order=cancel_order_mock
     )
@@ -1024,9 +1071,9 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
                                        mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         get_order=MagicMock(return_value=limit_buy_order_old_partial),
         cancel_order=cancel_order_mock
@@ -1061,6 +1108,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
 
 def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     cancel_order_mock = MagicMock()
 
     mocker.patch.multiple(
@@ -1070,7 +1118,6 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -
     )
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker,
         get_order=MagicMock(side_effect=requests.exceptions.RequestException('Oh snap')),
         cancel_order=cancel_order_mock
@@ -1103,10 +1150,10 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -
 
 def test_handle_timedout_limit_buy(mocker, default_conf) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     cancel_order_mock = MagicMock()
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         cancel_order=cancel_order_mock
     )
 
@@ -1125,10 +1172,10 @@ def test_handle_timedout_limit_buy(mocker, default_conf) -> None:
 
 def test_handle_timedout_limit_sell(mocker, default_conf) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     cancel_order_mock = MagicMock()
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         cancel_order=cancel_order_mock
     )
 
@@ -1149,7 +1196,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, moc
     rpc_mock = patch_RPCManager(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
+        _load_markets=MagicMock(return_value={}),
         get_ticker=ticker,
         get_fee=fee,
         get_markets=markets
@@ -1166,7 +1213,6 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, moc
     # Increase the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker_sell_up
     )
 
@@ -1195,7 +1241,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets,
     rpc_mock = patch_RPCManager(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
+        _load_markets=MagicMock(return_value={}),
         get_ticker=ticker,
         get_fee=fee,
         get_markets=markets
@@ -1212,7 +1258,6 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets,
     # Decrease the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker_sell_down
     )
 
@@ -1243,7 +1288,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
     rpc_mock = patch_RPCManager(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
+        _load_markets=MagicMock(return_value={}),
         get_ticker=ticker,
         get_fee=fee,
         get_markets=markets
@@ -1260,7 +1305,6 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
     # Increase the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker_sell_up
     )
     freqtrade.config = {}
@@ -1289,7 +1333,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
     rpc_mock = patch_RPCManager(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
+        _load_markets=MagicMock(return_value={}),
         get_ticker=ticker,
         get_fee=fee,
         get_markets=markets
@@ -1306,7 +1350,6 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
     # Decrease the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=ticker_sell_down
     )
 
@@ -1334,9 +1377,9 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
 def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
                                         fee, markets, mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=MagicMock(return_value={
             'bid': 0.00002172,
             'ask': 0.00002173,
@@ -1366,9 +1409,9 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
 def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
                                          fee, markets, mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=MagicMock(return_value={
             'bid': 0.00002172,
             'ask': 0.00002173,
@@ -1396,9 +1439,9 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
 
 def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, markets, mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=MagicMock(return_value={
             'bid': 0.00000172,
             'ask': 0.00000173,
@@ -1427,9 +1470,9 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, market
 
 def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, markets, mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=MagicMock(return_value={
             'bid': 0.0000172,
             'ask': 0.0000173,
@@ -1459,9 +1502,9 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, marke
 
 def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=MagicMock(return_value={
             'bid': 0.0000172,
             'ask': 0.0000173,
@@ -1493,9 +1536,9 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, m
 
 def test_trailing_stop_loss(default_conf, limit_buy_order, fee, markets, caplog, mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=MagicMock(return_value={
             'bid': 0.00000102,
             'ask': 0.00000103,
@@ -1527,9 +1570,9 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, markets
                                      caplog, mocker) -> None:
     buy_price = limit_buy_order['price']
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=MagicMock(return_value={
             'bid': buy_price - 0.000001,
             'ask': buy_price - 0.000001,
@@ -1585,9 +1628,9 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
                                    caplog, mocker, markets) -> None:
     buy_price = limit_buy_order['price']
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=MagicMock(return_value={
             'bid': buy_price - 0.000001,
             'ask': buy_price - 0.000001,
@@ -1645,9 +1688,9 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
 def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
                                           fee, markets, mocker) -> None:
     patch_RPCManager(mocker)
+    patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
         get_ticker=MagicMock(return_value={
             'bid': 0.00000172,
             'ask': 0.00000173,
@@ -1681,7 +1724,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
 def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     patch_RPCManager(mocker)
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
+    patch_exchange(mocker)
     amount = sum(x['amount'] for x in trades_for_order)
     trade = Trade(
         pair='LTC/ETH',
@@ -1704,7 +1747,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
 
     patch_RPCManager(mocker)
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
+    patch_exchange(mocker)
     amount = buy_order_fee['amount']
     trade = Trade(
         pair='LTC/ETH',
@@ -1727,7 +1770,7 @@ def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, mo
     trades_for_order[0]['fee']['currency'] = 'ETH'
 
     patch_RPCManager(mocker)
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
+    patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = sum(x['amount'] for x in trades_for_order)
     trade = Trade(
@@ -1749,7 +1792,7 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mock
     trades_for_order[0]['fee']['cost'] = 0.00094518
 
     patch_RPCManager(mocker)
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
+    patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = sum(x['amount'] for x in trades_for_order)
     trade = Trade(
@@ -1768,7 +1811,7 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mock
 
 def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, mocker):
     patch_RPCManager(mocker)
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
+    patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order2)
     amount = float(sum(x['amount'] for x in trades_for_order2))
     trade = Trade(
@@ -1793,7 +1836,7 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
     limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'}
 
     patch_RPCManager(mocker)
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
+    patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order',
                  return_value=[trades_for_order])
     amount = float(sum(x['amount'] for x in trades_for_order))
@@ -1819,7 +1862,7 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order
     limit_buy_order['fee'] = {'cost': 0.004}
 
     patch_RPCManager(mocker)
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
+    patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
     amount = float(sum(x['amount'] for x in trades_for_order))
     trade = Trade(
@@ -1841,7 +1884,7 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee,
     trades_for_order[0]['fee'] = {'cost': 0.008}
 
     patch_RPCManager(mocker)
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
+    patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = sum(x['amount'] for x in trades_for_order)
     trade = Trade(
@@ -1859,7 +1902,7 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee,
 
 def test_get_real_amount_open_trade(default_conf, mocker):
     patch_RPCManager(mocker)
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
+    patch_exchange(mocker)
     amount = 12345
     trade = Trade(
         pair='LTC/ETH',
@@ -1878,6 +1921,191 @@ 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,
+                                    order_book_l2):
+    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)
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        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']
+
+
+def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_order,
+                                               fee, markets, mocker, order_book_l2):
+    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['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        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_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
+    """
+    patch_exchange(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_markets=markets,
+        get_order_book=order_book_l2
+    )
+    default_conf['exchange']['name'] = 'binance'
+    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
+
+    freqtrade = FreqtradeBot(default_conf)
+    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, 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)
+    """
+    patch_exchange(mocker)
+    mocker.patch.multiple(
+           'freqtrade.exchange.Exchange',
+           get_markets=markets,
+           get_order_book=order_book_l2
+    )
+    default_conf['exchange']['name'] = 'binance'
+    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
+
+    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, markets) -> None:
+    """
+    test if function get_target_bid will return ask rate instead
+    of the order book rate
+    """
+    patch_exchange(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_markets=markets,
+        get_order_book=order_book_l2
+    )
+    default_conf['exchange']['name'] = 'binance'
+    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
+
+    freqtrade = FreqtradeBot(default_conf)
+
+    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, markets) -> None:
+    """
+    test check depth of market
+    """
+    patch_exchange(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_markets=markets,
+        get_order_book=order_book_l2
+    )
+    default_conf['telegram']['enabled'] = False
+    default_conf['exchange']['name'] = 'binance'
+    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['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
+    freqtrade = FreqtradeBot(default_conf)
+
+    conf = default_conf['bid_strategy']['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,
+                                 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['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)
+    patch_exchange(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        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
+
+    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
+
+
 def test_startup_messages(default_conf, mocker):
     default_conf['dynamic_whitelist'] = 20
     freqtrade = get_patched_freqtradebot(mocker, default_conf)

freqtrade/tests/test_persistence.py

@@ -1,5 +1,6 @@
 # pragma pylint: disable=missing-docstring, C0103
 from unittest.mock import MagicMock
+import logging
 
 import pytest
 from sqlalchemy import create_engine
@@ -403,6 +404,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
     """
     Test Database migration (starting with new pairformat)
     """
+    caplog.set_level(logging.DEBUG)
     amount = 103.223
     # Always create all columns apart from the last!
     create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
@@ -471,12 +473,15 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
     assert trade.ticker_interval is None
     assert log_has("trying trades_bak1", caplog.record_tuples)
     assert log_has("trying trades_bak2", caplog.record_tuples)
+    assert log_has("Running database migration - backup available as trades_bak2",
+                   caplog.record_tuples)
 
 
 def test_migrate_mid_state(mocker, default_conf, fee, caplog):
     """
     Test Database migration (starting with new pairformat)
     """
+    caplog.set_level(logging.DEBUG)
     amount = 103.223
     create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
                                 id INTEGER NOT NULL,
@@ -530,6 +535,8 @@ def test_migrate_mid_state(mocker, default_conf, fee, caplog):
     assert trade.stop_loss == 0.0
     assert trade.initial_stop_loss == 0.0
     assert log_has("trying trades_bak0", caplog.record_tuples)
+    assert log_has("Running database migration - backup available as trades_bak0",
+                   caplog.record_tuples)
 
 
 def test_adjust_stop_loss(limit_buy_order, limit_sell_order, fee):

install_ta-lib.sh

@@ -1,6 +1,6 @@
 if [ ! -f "ta-lib/CHANGELOG.TXT" ]; then
   tar zxvf ta-lib-0.4.0-src.tar.gz
-  cd ta-lib && sed -i "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h && ./configure && make && sudo make install && cd ..
+  cd ta-lib && sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h && ./configure && make && sudo make install && cd ..
 else
   echo "TA-lib already installed, skipping download and build."
   cd ta-lib && sudo make install && cd ..

requirements.txt

@@ -1,20 +1,21 @@
-ccxt==1.17.126
+ccxt==1.17.363
-SQLAlchemy==1.2.10
+SQLAlchemy==1.2.12
-python-telegram-bot==10.1.0
+python-telegram-bot==11.1.0
 arrow==0.12.1
 cachetools==2.1.0
 requests==2.19.1
 urllib3==1.22
 wrapt==1.10.11
 pandas==0.23.4
-scikit-learn==0.19.2
+scikit-learn==0.20.0
 scipy==1.1.0
 jsonschema==2.6.0
-numpy==1.15.0
+numpy==1.15.2
 TA-Lib==0.4.17
-pytest==3.7.1
+pytest==3.8.1
 pytest-mock==1.10.0
-pytest-cov==2.5.1
+pytest-asyncio==0.9.0
+pytest-cov==2.6.0
 tabulate==0.8.2
 coinmarketcap==5.0.3
 

scripts/download_backtest_data.py

@@ -1,6 +1,6 @@
 #!/usr/bin/env python3
 
-"""This script generate json data from bittrex"""
+"""This script generate json data"""
 import json
 import sys
 from pathlib import Path
@@ -53,7 +53,8 @@ exchange = Exchange({'key': '',
                      'dry_run': True,
                      'exchange': {
                          'name': args.exchange,
-                        'pair_whitelist': []
+                         'pair_whitelist': [],
+                         'ccxt_rate_limit': False
                      }
                      })
 pairs_not_available = []

scripts/plot_dataframe.py

@@ -73,7 +73,7 @@ def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFram
         file = Path(args.exportfilename)
         # must align with columns in backtest.py
         columns = ["pair", "profit", "opents", "closets", "index", "duration",
-                   "open_rate", "close_rate", "open_at_end"]
+                   "open_rate", "close_rate", "open_at_end", "sell_reason"]
         with file.open() as f:
             data = json.load(f)
             trades = pd.DataFrame(data, columns=columns)
@@ -138,7 +138,8 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
     tickers = {}
     if args.live:
         logger.info('Downloading pair.')
-        tickers[pair] = exchange.get_candle_history(pair, tick_interval)
+        exchange.refresh_tickers([pair], tick_interval)
+        tickers[pair] = exchange.klines[pair]
     else:
         tickers = optimize.load_data(
             datadir=_CONF.get("datadir"),

setup.sh

@@ -1,13 +1,31 @@
 #!/usr/bin/env bash
 #encoding=utf8
 
+# Check which python version is installed
+function check_installed_python() {
+    which python3.7
+    if [ $? -eq 0 ]; then
+        echo "using Python 3.7"
+        PYTHON=python3.7
+        return
+    fi
+
+    which python3.6
+    if [ $? -eq 0 ]; then
+        echo "using Python 3.6"
+        PYTHON=python3.6
+        return
+   fi
+
+}
+
 function updateenv () {
     echo "-------------------------"
     echo "Update your virtual env"
     echo "-------------------------"
     source .env/bin/activate
     echo "pip3 install in-progress. Please wait..."
-    pip3.6 install --quiet --upgrade pip
+    pip3 install --quiet --upgrade pip
     pip3 install --quiet -r requirements.txt --upgrade
     pip3 install --quiet -r requirements.txt
     pip3 install --quiet -e .
@@ -79,7 +97,7 @@ function reset () {
     fi
 
     echo
-    python3.6 -m venv .env
+    ${PYTHON} -m venv .env
     updateenv
 }
 
@@ -183,7 +201,7 @@ function install () {
         install_debian
     else
         echo "This script does not support your OS."
-        echo "If you have Python3.6, pip, virtualenv, ta-lib you can continue."
+        echo "If you have Python3.6 or Python3.7, pip, virtualenv, ta-lib you can continue."
         echo "Wait 10 seconds to continue the next install steps or use ctrl+c to interrupt this shell."
         sleep 10
     fi
@@ -193,7 +211,7 @@ function install () {
     echo "-------------------------"
     echo "Run the bot"
     echo "-------------------------"
-    echo "You can now use the bot by executing 'source .env/bin/activate; python3.6 freqtrade/main.py'."
+    echo "You can now use the bot by executing 'source .env/bin/activate; python freqtrade/main.py'."
 }
 
 function plot () {
@@ -214,6 +232,9 @@ function help () {
     echo "	-p,--plot       Install dependencies for Plotting scripts."
 }
 
+# Verify if 3.6 or 3.7 is installed
+check_installed_python
+
 case $* in
 --install|-i)
 install

user_data/strategies/test_strategy.py

@@ -45,6 +45,9 @@ class TestStrategy(IStrategy):
     # Optimal ticker interval for the strategy
     ticker_interval = '5m'
 
+    # run "populate_indicators" only for new candle
+    ta_on_candle = False
+
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
         Adds several different TA indicators to the given DataFrame