Add simple verification that orderflow is configured correctly

freqtrade/configuration/config_validation.py

@@ -89,6 +89,7 @@ def validate_config_consistency(conf: Dict[str, Any], *, preliminary: bool = Fal
     _validate_freqai_include_timeframes(conf, preliminary=preliminary)
     _validate_consumers(conf)
     validate_migrated_strategy_settings(conf)
+    _validate_orderflow(conf)
 
     # validate configuration before returning
     logger.info('Validating configuration ...')
@@ -399,6 +400,14 @@ def _validate_consumers(conf: Dict[str, Any]) -> None:
                            "please set `process_only_new_candles` to False")
 
 
+def _validate_orderflow(conf: Dict[str, Any]) -> None:
+    if conf.get('exchange', {}).get('use_public_trades'):
+        if 'orderflow' not in conf:
+            raise OperationalException(
+                "Orderflow is a required configuration key when using public trades."
+            )
+
+
 def _strategy_settings(conf: Dict[str, Any]) -> None:
 
     process_deprecated_setting(conf, None, 'use_sell_signal', None, 'use_exit_signal')

tests/test_configuration.py

@@ -992,6 +992,20 @@ def test__validate_consumers(default_conf, caplog) -> None:
     assert log_has_re("To receive best performance with external data.*", caplog)
 
 
+def test__validate_orderflow(default_conf) -> None:
+    conf = deepcopy(default_conf)
+    conf['exchange']['use_public_trades'] = True
+    with pytest.raises(OperationalException,
+                       match="Orderflow is a required configuration key when using public trades."):
+        validate_config_consistency(conf)
+
+    conf.update({'orderflow': {
+        "scale": 0.5,
+    }})
+    # Should pass.
+    validate_config_consistency(conf)
+
+
 def test_load_config_test_comments() -> None:
     """
     Load config with comments