From 4a9bf78770624357d91de4675a10c541fc488a74 Mon Sep 17 00:00:00 2001
From: Nullart2 <john+github@nullart.net>
Date: Sun, 5 Aug 2018 12:41:06 +0800
Subject: [PATCH 01/42] Order Book with tests

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

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

From 26d591ea43dfc8a9799ab80bbc0e7bdbdd51f724 Mon Sep 17 00:00:00 2001
From: Nullart2 <john+github@nullart.net>
Date: Sun, 5 Aug 2018 21:08:07 +0800
Subject: [PATCH 02/42] mypy fix

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

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

From 7143b64fb73411744686381770a3adbf1897da6c Mon Sep 17 00:00:00 2001
From: Nullart2 <john+github@nullart.net>
Date: Sun, 5 Aug 2018 22:41:58 +0800
Subject: [PATCH 03/42] tests for coverage

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

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

From 1309c2b14f50c55acdbdeaaf217aba34dfd7656b Mon Sep 17 00:00:00 2001
From: Nullart2 <john+github@nullart.net>
Date: Sun, 5 Aug 2018 22:56:14 +0800
Subject: [PATCH 04/42] tests update

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

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

From c9580b31d0b2e7cd4e80a7b91f12d6fbc76f8ef8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 7 Aug 2018 09:25:21 +0200
Subject: [PATCH 05/42] parametrize outdated_offset to simplify sandbox usage

---
 config_full.json.example        |   3 +-
 docs/sandbox-testing.md         | 120 +++++++++++++++-----------------
 freqtrade/constants.py          |   3 +-
 freqtrade/strategy/interface.py |   3 +-
 4 files changed, 61 insertions(+), 68 deletions(-)

diff --git a/config_full.json.example b/config_full.json.example
index cc3b3d630..a06eeb7e6 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -41,7 +41,8 @@
         ],
         "pair_blacklist": [
             "DOGE/BTC"
-        ]
+        ],
+        "outdated_offset": 5
     },
     "experimental": {
         "use_sell_signal": false,
diff --git a/docs/sandbox-testing.md b/docs/sandbox-testing.md
index 572fbccef..7f3457d15 100644
--- a/docs/sandbox-testing.md
+++ b/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 
@@ -30,122 +34,108 @@ 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 
+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 
+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
 
-## 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
 
 - Deposits (bottom left of screen)
-- - Deposit Funds Bitcoin 
-- - - Coinbase BTC Wallet 
-- - - - Max (50 BTC) 
+- - Deposit Funds Bitcoin
+- - - Coinbase BTC Wallet
+- - - - Max (50 BTC)
 - - - - - 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 
- - - secret
- - - key
- - - passphrase
+
+- Enable sandbox URLs in Freqtrade
+- Configure API
+- - secret
+- - key
+- - passphrase
  
 ## Sandbox URLs
-Freqtrade makes use of CCXT which in turn provides a list of URLs to Freqtrade. 
-These include `['test']` and `['api']`. 
+
+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. 
+** 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: 
->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
-```
+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.
 
-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:
+
+```json
+  "exchange": {
+        "name": "gdax",
+        "sandbox": true,
+        "key": "5wowfxemogxeowo;heiohgmd",
+        "secret": "/ZMH1P62rCVmwefewrgcewX8nh4gob+lywxfwfxwwfxwfNsH1ySgvWCUR/w==",
+        "password": "1bkjfkhfhfu6sr",
+        "outdated_offset": 30
+        "pair_whitelist": [
+            "BTC/USD"
 ```
-       # # 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.
- 
- As example, to allow an additional 30 minutes. "(interval_minutes * 2 + 5 + 30)"
- ```
-      # 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 + 30))):
-            logger.warning(
-                'Outdated history for pair %s. Last tick is %s minutes old',
-                pair,
-                (arrow.utcnow() - signal_date).seconds // 60
-            )
-            return False, False
-```
\ No newline at end of file
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index b30add71b..175d09405 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -145,7 +145,8 @@ CONF_SCHEMA = {
                         'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
                     },
                     'uniqueItems': True
-                }
+                },
+                'outdated_offset': {'type': 'integer', 'minimum': 1}
             },
             'required': ['name', 'key', 'secret', 'pair_whitelist']
         }
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index dfd624393..aa1e903de 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -155,7 +155,8 @@ 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('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,

From c9c0e108ab249df607699c4b8ea066517e664e24 Mon Sep 17 00:00:00 2001
From: Nullart2 <john+github@nullart.net>
Date: Tue, 7 Aug 2018 18:29:37 +0800
Subject: [PATCH 06/42] refactor

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

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

From 3c451e067716f65c656729dcc4a95333836d0c55 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 8 Aug 2018 21:54:52 +0200
Subject: [PATCH 07/42] Add test for bugreport #1111

---
 freqtrade/tests/rpc/test_rpc.py | 27 +++++++++++++++++++++++++++
 1 file changed, 27 insertions(+)

diff --git a/freqtrade/tests/rpc/test_rpc.py b/freqtrade/tests/rpc/test_rpc.py
index 70b7dcfd9..01130fccf 100644
--- a/freqtrade/tests/rpc/test_rpc.py
+++ b/freqtrade/tests/rpc/test_rpc.py
@@ -6,6 +6,7 @@ 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
@@ -320,6 +321,32 @@ def test_rpc_balance_handle(default_conf, mocker):
         'pending': 2.0,
         'est_btc': 12.0,
     }]
+    assert result['total'] == 12.0
+
+    mock_balance = {
+        'ETH': {
+            'free': 10.0,
+            'total': 12.0,
+            'used': 2.0,
+        }
+    }
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        validate_pairs=MagicMock(),
+        get_balances=MagicMock(return_value=mock_balance),
+        get_ticker=MagicMock(side_effect=TemporaryError('Could not load ticker due to xxx'))
+    )
+    result = rpc._rpc_balance(default_conf['fiat_display_currency'])
+    assert prec_satoshi(result['total'], 12)
+    assert prec_satoshi(result['value'], 180000)
+    assert 'USD' == result['symbol']
+    assert result['currencies'] == [{
+        'currency': 'ETH',
+        'available': 10.0,
+        'balance': 12.0,
+        'pending': 2.0,
+        'est_btc': 12.0,
+    }]
 
 
 def test_rpc_start(mocker, default_conf) -> None:

From e1921c88490b29735da7d959068bace13ee26c30 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 8 Aug 2018 21:55:48 +0200
Subject: [PATCH 08/42] Fix bug causing /balance to fail

---
 freqtrade/exchange/__init__.py  |  2 +-
 freqtrade/rpc/rpc.py            | 12 +++++++----
 freqtrade/tests/rpc/test_rpc.py | 35 ++++++---------------------------
 3 files changed, 15 insertions(+), 34 deletions(-)

diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index a6ec70636..485599c2c 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -322,7 +322,7 @@ 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:
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index f58fbae9a..a39469d07 100644
--- a/freqtrade/rpc/rpc.py
+++ b/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
@@ -271,10 +272,13 @@ class RPC(object):
             if coin == 'BTC':
                 rate = 1.0
             else:
-                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']
+                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({
diff --git a/freqtrade/tests/rpc/test_rpc.py b/freqtrade/tests/rpc/test_rpc.py
index 01130fccf..c17ab6b2f 100644
--- a/freqtrade/tests/rpc/test_rpc.py
+++ b/freqtrade/tests/rpc/test_rpc.py
@@ -286,11 +286,12 @@ def test_rpc_balance_handle(default_conf, mocker):
             'used': 2.0,
         },
         'ETH': {
-            'free': 0.0,
-            'total': 0.0,
-            'used': 0.0,
+            'free': 1.0,
+            'total': 5.0,
+            'used': 4.0,
         }
     }
+    # ETH will be skipped due to mocked Error below
 
     mocker.patch.multiple(
         'freqtrade.fiat_convert.Market',
@@ -302,7 +303,8 @@ def test_rpc_balance_handle(default_conf, mocker):
     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)
@@ -323,31 +325,6 @@ def test_rpc_balance_handle(default_conf, mocker):
     }]
     assert result['total'] == 12.0
 
-    mock_balance = {
-        'ETH': {
-            'free': 10.0,
-            'total': 12.0,
-            'used': 2.0,
-        }
-    }
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        validate_pairs=MagicMock(),
-        get_balances=MagicMock(return_value=mock_balance),
-        get_ticker=MagicMock(side_effect=TemporaryError('Could not load ticker due to xxx'))
-    )
-    result = rpc._rpc_balance(default_conf['fiat_display_currency'])
-    assert prec_satoshi(result['total'], 12)
-    assert prec_satoshi(result['value'], 180000)
-    assert 'USD' == result['symbol']
-    assert result['currencies'] == [{
-        'currency': 'ETH',
-        'available': 10.0,
-        'balance': 12.0,
-        'pending': 2.0,
-        'est_btc': 12.0,
-    }]
-
 
 def test_rpc_start(mocker, default_conf) -> None:
     patch_coinmarketcap(mocker)

From e3e79a55fa6fc1baedac19d8ff1b28af78391a97 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 12 Aug 2018 10:16:51 +0200
Subject: [PATCH 09/42] Fix _abc_data pickle error in 3.7

---
 freqtrade/strategy/__init__.py | 12 +++++++++++-
 1 file changed, 11 insertions(+), 1 deletion(-)

diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index 283426dfa..49b0c45c0 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -12,8 +12,18 @@ 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 '_abc_impl' in comb:
+        del comb['_abc_impl']
+
+    attr = deepcopy(comb)
     # Adjust module name
     attr['__module__'] = 'freqtrade.strategy'
 

From f7afd9a5ffc354cc0559d9019b66a8bceaee1d6c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 12 Aug 2018 10:37:10 +0200
Subject: [PATCH 10/42] update setup.sh to support 3.7

---
 setup.sh | 29 +++++++++++++++++++++++++----
 1 file changed, 25 insertions(+), 4 deletions(-)

diff --git a/setup.sh b/setup.sh
index a825ca41f..557bcdd12 100755
--- a/setup.sh
+++ b/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

From 7d72e364aaa066e4e34387db4906611f39ea01c1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 12 Aug 2018 13:08:10 +0200
Subject: [PATCH 11/42] Remove broken ujson loading - replace with
 variable-based fix

---
 freqtrade/optimize/__init__.py | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py
index 5c1bd06ab..a2259e19c 100644
--- a/freqtrade/optimize/__init__.py
+++ b/freqtrade/optimize/__init__.py
@@ -3,10 +3,11 @@
 import gzip
 try:
     import ujson as json
+    _UJSON = True
 except ImportError:
     # see mypy/issues/1153
     import json  # type: ignore
-import inspect
+    _UJSON = False
 import logging
 import os
 from typing import Optional, List, Dict, Tuple, Any
@@ -21,7 +22,7 @@ logger = logging.getLogger(__name__)
 
 def json_load(data):
     """Try to load data with ujson"""
-    if inspect.getfullargspec(json.load)[5].get('precise_float'):
+    if _UJSON:
         return json.load(data, precise_float=True)
     else:
         return json.load(data)

From a0bc17d1ef25effd20c70130ecc4407d03d4fc2d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 12 Aug 2018 13:59:50 +0200
Subject: [PATCH 12/42] Update dockerfile to 3.7.0

---
 Dockerfile | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/Dockerfile b/Dockerfile
index e959b9296..5d1b44f8c 100644
--- a/Dockerfile
+++ b/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

From 78610bb47f84007718b8dd6dfe1a7672bb1adb8c Mon Sep 17 00:00:00 2001
From: Nullart2 <john+github@nullart.net>
Date: Tue, 14 Aug 2018 18:12:44 +0800
Subject: [PATCH 13/42] mock order_book and additional test

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

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

From d007ac4b96b3bf34f7e55a07ee53b0f3680e0b19 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 15 Aug 2018 08:37:20 +0200
Subject: [PATCH 14/42] check version explicitly, use "python" in venv

---
 freqtrade/strategy/__init__.py | 3 ++-
 setup.sh                       | 2 +-
 2 files changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index 49b0c45c0..38a110bd7 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -1,4 +1,5 @@
 import logging
+import sys
 from copy import deepcopy
 
 from freqtrade.strategy.interface import IStrategy
@@ -20,7 +21,7 @@ def import_strategy(strategy: IStrategy, config: dict) -> IStrategy:
     # 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 '_abc_impl' in comb:
+    if sys.version_info.major == 3 and sys.version_info.minor == 7 and '_abc_impl' in comb:
         del comb['_abc_impl']
 
     attr = deepcopy(comb)
diff --git a/setup.sh b/setup.sh
index 557bcdd12..bd58edbee 100755
--- a/setup.sh
+++ b/setup.sh
@@ -211,7 +211,7 @@ function install () {
     echo "-------------------------"
     echo "Run the bot"
     echo "-------------------------"
-    echo "You can now use the bot by executing 'source .env/bin/activate; ${PYTHON} freqtrade/main.py'."
+    echo "You can now use the bot by executing 'source .env/bin/activate; python freqtrade/main.py'."
 }
 
 function plot () {

From 4a8c1209262d48387ec255b27ac1e8de1ea76aa3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 16 Aug 2018 11:35:01 +0200
Subject: [PATCH 15/42] Output min-roi setting when overwriting from config

---
 freqtrade/strategy/resolver.py            | 7 ++++---
 freqtrade/tests/strategy/test_strategy.py | 6 +++---
 2 files changed, 7 insertions(+), 6 deletions(-)

diff --git a/freqtrade/strategy/resolver.py b/freqtrade/strategy/resolver.py
index 7aeec300e..5a44a2c57 100644
--- a/freqtrade/strategy/resolver.py
+++ b/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
@@ -59,7 +60,7 @@ 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:
diff --git a/freqtrade/tests/strategy/test_strategy.py b/freqtrade/tests/strategy/test_strategy.py
index 0cbd9f22c..ca41d1d39 100644
--- a/freqtrade/tests/strategy/test_strategy.py
+++ b/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 +161,7 @@ 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
 
 

From 16fa877b67259cfc5096ee6a625f6138135cde0f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 16 Aug 2018 13:15:46 +0200
Subject: [PATCH 16/42] Remove verbosity of trying backup tables - properly log
 if databasemigration happened

---
 freqtrade/persistence.py            | 4 +++-
 freqtrade/tests/test_persistence.py | 7 +++++++
 2 files changed, 10 insertions(+), 1 deletion(-)

diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index 80d49b895..c26d74015 100644
--- a/freqtrade/persistence.py
+++ b/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')
diff --git a/freqtrade/tests/test_persistence.py b/freqtrade/tests/test_persistence.py
index e52500071..7584537e2 100644
--- a/freqtrade/tests/test_persistence.py
+++ b/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):

From dc41a19f995d4c3f6af58aa26f198d9090652156 Mon Sep 17 00:00:00 2001
From: pyup-bot <github-bot@pyup.io>
Date: Thu, 16 Aug 2018 14:27:06 +0200
Subject: [PATCH 17/42] Update ccxt from 1.17.126 to 1.17.132

---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index c2b90fff7..4fad3a77b 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-ccxt==1.17.126
+ccxt==1.17.132
 SQLAlchemy==1.2.10
 python-telegram-bot==10.1.0
 arrow==0.12.1

From d1c5eebff2b95f7443b43505f3fd18297fbd4eee Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 17 Aug 2018 06:50:36 +0200
Subject: [PATCH 18/42] Add explicit test on handling min_roi_reached

---
 freqtrade/tests/strategy/test_interface.py | 24 ++++++++++++++++++++++
 1 file changed, 24 insertions(+)

diff --git a/freqtrade/tests/strategy/test_interface.py b/freqtrade/tests/strategy/test_interface.py
index ec4ab0fd4..2c54e492a 100644
--- a/freqtrade/tests/strategy/test_interface.py
+++ b/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
 
@@ -105,3 +106,26 @@ 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)

From 56188f2f679aaaa2d1f699f783c31dadef434dd1 Mon Sep 17 00:00:00 2001
From: pyup-bot <github-bot@pyup.io>
Date: Fri, 17 Aug 2018 14:27:07 +0200
Subject: [PATCH 19/42] Update ccxt from 1.17.132 to 1.17.134

---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 4fad3a77b..ede96a535 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-ccxt==1.17.132
+ccxt==1.17.134
 SQLAlchemy==1.2.10
 python-telegram-bot==10.1.0
 arrow==0.12.1

From bc22320f776f524c9d7b39189c8e4fef09168eca Mon Sep 17 00:00:00 2001
From: pyup-bot <github-bot@pyup.io>
Date: Sat, 18 Aug 2018 14:27:07 +0200
Subject: [PATCH 20/42] Update ccxt from 1.17.134 to 1.17.139

---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index ede96a535..4a5f1ff33 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-ccxt==1.17.134
+ccxt==1.17.139
 SQLAlchemy==1.2.10
 python-telegram-bot==10.1.0
 arrow==0.12.1

From 97e9a44fd2a4a7557922544b65646f6f7a7c7216 Mon Sep 17 00:00:00 2001
From: pyup-bot <github-bot@pyup.io>
Date: Sun, 19 Aug 2018 14:28:06 +0200
Subject: [PATCH 21/42] Update ccxt from 1.17.139 to 1.17.146

---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 4a5f1ff33..c00e4fba0 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-ccxt==1.17.139
+ccxt==1.17.146
 SQLAlchemy==1.2.10
 python-telegram-bot==10.1.0
 arrow==0.12.1

From 5a0876704a5a124441140c9b98026fc852a3afb7 Mon Sep 17 00:00:00 2001
From: pyup-bot <github-bot@pyup.io>
Date: Sun, 19 Aug 2018 14:28:07 +0200
Subject: [PATCH 22/42] Update pytest from 3.7.1 to 3.7.2

---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index c00e4fba0..d6a8dfca1 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -12,7 +12,7 @@ scipy==1.1.0
 jsonschema==2.6.0
 numpy==1.15.0
 TA-Lib==0.4.17
-pytest==3.7.1
+pytest==3.7.2
 pytest-mock==1.10.0
 pytest-cov==2.5.1
 tabulate==0.8.2

From a077955efacf6362006007301d535212b458db51 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Aug 2018 19:58:07 +0200
Subject: [PATCH 23/42] update json.load to json_load - followup to #1142

---
 freqtrade/optimize/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py
index 5591898fa..0478dbda6 100644
--- a/freqtrade/optimize/__init__.py
+++ b/freqtrade/optimize/__init__.py
@@ -177,7 +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:

From 43f73c5aecf048888d3b69fe9c6b5d60125f213f Mon Sep 17 00:00:00 2001
From: pyup-bot <github-bot@pyup.io>
Date: Mon, 20 Aug 2018 14:28:06 +0200
Subject: [PATCH 24/42] Update ccxt from 1.17.146 to 1.17.152

---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index d6a8dfca1..7610f43d6 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-ccxt==1.17.146
+ccxt==1.17.152
 SQLAlchemy==1.2.10
 python-telegram-bot==10.1.0
 arrow==0.12.1

From 8f41e0e190e057b961af2e855093d0ca3ad8fb82 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 20 Aug 2018 20:01:57 +0200
Subject: [PATCH 25/42] Use setting in 'exchange' dict

---
 freqtrade/strategy/interface.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index aa1e903de..1a2b88c9a 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -155,7 +155,7 @@ class IStrategy(ABC):
         # Check if dataframe is out of date
         signal_date = arrow.get(latest['date'])
         interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval]
-        offset = self.config.get('outdated_offset', 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',

From e5707b8a2cd5fea5164d33904903aa2ab364ca79 Mon Sep 17 00:00:00 2001
From: pyup-bot <github-bot@pyup.io>
Date: Tue, 21 Aug 2018 14:28:06 +0200
Subject: [PATCH 26/42] Update ccxt from 1.17.152 to 1.17.157

---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 7610f43d6..9a6784cf0 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-ccxt==1.17.152
+ccxt==1.17.157
 SQLAlchemy==1.2.10
 python-telegram-bot==10.1.0
 arrow==0.12.1

From 8a844488d465334973936ba9ea947e2398995ec0 Mon Sep 17 00:00:00 2001
From: pyup-bot <github-bot@pyup.io>
Date: Tue, 21 Aug 2018 14:28:08 +0200
Subject: [PATCH 27/42] Update sqlalchemy from 1.2.10 to 1.2.11

---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 9a6784cf0..4181d0d1b 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 ccxt==1.17.157
-SQLAlchemy==1.2.10
+SQLAlchemy==1.2.11
 python-telegram-bot==10.1.0
 arrow==0.12.1
 cachetools==2.1.0

From 6e90d482eff02d84cb285493f81f387b16ed1924 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 21 Aug 2018 19:08:21 +0200
Subject: [PATCH 28/42] remove amount_to_lots (deprecated / removed)

was removed from ccxt in
https://github.com/ccxt/ccxt/commit/527f082e59e1cd3698cb7ae95bdcaae4459ea218
---
 freqtrade/exchange/__init__.py            |  9 ---------
 freqtrade/tests/exchange/test_exchange.py | 12 ------------
 2 files changed, 21 deletions(-)

diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index cd75a7229..60756d84c 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -462,12 +462,3 @@ 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)
diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py
index 6918e9da1..5ee21c9e4 100644
--- a/freqtrade/tests/exchange/test_exchange.py
+++ b/freqtrade/tests/exchange/test_exchange.py
@@ -823,15 +823,3 @@ 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

From 4508349d07819f469d6d1c134ea77da5af7778f0 Mon Sep 17 00:00:00 2001
From: pyup-bot <github-bot@pyup.io>
Date: Wed, 22 Aug 2018 14:28:07 +0200
Subject: [PATCH 29/42] Update ccxt from 1.17.157 to 1.17.163

---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 4181d0d1b..467ff4408 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-ccxt==1.17.157
+ccxt==1.17.163
 SQLAlchemy==1.2.11
 python-telegram-bot==10.1.0
 arrow==0.12.1

From ebc072396b1e451b26132216749a573e5033e98f Mon Sep 17 00:00:00 2001
From: pyup-bot <github-bot@pyup.io>
Date: Wed, 22 Aug 2018 14:28:09 +0200
Subject: [PATCH 30/42] Update numpy from 1.15.0 to 1.15.1

---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 467ff4408..85d2f6b89 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -10,7 +10,7 @@ pandas==0.23.4
 scikit-learn==0.19.2
 scipy==1.1.0
 jsonschema==2.6.0
-numpy==1.15.0
+numpy==1.15.1
 TA-Lib==0.4.17
 pytest==3.7.2
 pytest-mock==1.10.0

From 8c0e33753e39116d1140d89e9942ba9fb4dd9291 Mon Sep 17 00:00:00 2001
From: pyup-bot <github-bot@pyup.io>
Date: Thu, 23 Aug 2018 14:28:07 +0200
Subject: [PATCH 31/42] Update ccxt from 1.17.163 to 1.17.170

---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 85d2f6b89..e10f88b43 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-ccxt==1.17.163
+ccxt==1.17.170
 SQLAlchemy==1.2.11
 python-telegram-bot==10.1.0
 arrow==0.12.1

From ab628c1381e65486fffa22a226fd4e08a98755ad Mon Sep 17 00:00:00 2001
From: pyup-bot <github-bot@pyup.io>
Date: Fri, 24 Aug 2018 14:28:06 +0200
Subject: [PATCH 32/42] Update ccxt from 1.17.170 to 1.17.176

---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index e10f88b43..bda14b36b 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-ccxt==1.17.170
+ccxt==1.17.176
 SQLAlchemy==1.2.11
 python-telegram-bot==10.1.0
 arrow==0.12.1

From a489a044adca228a68e2d856d2a4af30b909be1e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 25 Aug 2018 13:17:07 +0200
Subject: [PATCH 33/42] Mock Exchange results to avoid random test-failures

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

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

From 42587741dd0b6b91d4e837ca546ca3fde256d6d0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 25 Aug 2018 13:21:10 +0200
Subject: [PATCH 34/42] mock exchange to avoid random failures

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

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

From 2ee1a2d851fab49b82469df38ebbfc9787270208 Mon Sep 17 00:00:00 2001
From: pyup-bot <github-bot@pyup.io>
Date: Sat, 25 Aug 2018 14:28:06 +0200
Subject: [PATCH 35/42] Update ccxt from 1.17.176 to 1.17.184

---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index bda14b36b..92957cf94 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-ccxt==1.17.176
+ccxt==1.17.184
 SQLAlchemy==1.2.11
 python-telegram-bot==10.1.0
 arrow==0.12.1

From fe169483eddb81fe585a13e49c764a193995a476 Mon Sep 17 00:00:00 2001
From: pyup-bot <github-bot@pyup.io>
Date: Sun, 26 Aug 2018 14:28:07 +0200
Subject: [PATCH 36/42] Update ccxt from 1.17.184 to 1.17.188

---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 92957cf94..cfee7c5f5 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-ccxt==1.17.184
+ccxt==1.17.188
 SQLAlchemy==1.2.11
 python-telegram-bot==10.1.0
 arrow==0.12.1

From 188cfc435d8fac9ba1fc47e39abcb69402cdffb8 Mon Sep 17 00:00:00 2001
From: pyup-bot <github-bot@pyup.io>
Date: Mon, 27 Aug 2018 14:28:05 +0200
Subject: [PATCH 37/42] Update ccxt from 1.17.188 to 1.17.194

---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index cfee7c5f5..007a26323 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-ccxt==1.17.188
+ccxt==1.17.194
 SQLAlchemy==1.2.11
 python-telegram-bot==10.1.0
 arrow==0.12.1

From c99ff78f2f131d2fec272d5393a79a413e8c1d50 Mon Sep 17 00:00:00 2001
From: pyup-bot <github-bot@pyup.io>
Date: Mon, 27 Aug 2018 14:28:07 +0200
Subject: [PATCH 38/42] Update pytest from 3.7.2 to 3.7.3

---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 007a26323..7203d362b 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -12,7 +12,7 @@ scipy==1.1.0
 jsonschema==2.6.0
 numpy==1.15.1
 TA-Lib==0.4.17
-pytest==3.7.2
+pytest==3.7.3
 pytest-mock==1.10.0
 pytest-cov==2.5.1
 tabulate==0.8.2

From 19628d317a92e4b66380b344ea938e343d9538cb Mon Sep 17 00:00:00 2001
From: pyup-bot <github-bot@pyup.io>
Date: Tue, 28 Aug 2018 14:28:06 +0200
Subject: [PATCH 39/42] Update ccxt from 1.17.194 to 1.17.199

---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 7203d362b..b2f1e3a25 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-ccxt==1.17.194
+ccxt==1.17.199
 SQLAlchemy==1.2.11
 python-telegram-bot==10.1.0
 arrow==0.12.1

From b6b89a464fd388b3955990a59f54a5100665bb77 Mon Sep 17 00:00:00 2001
From: Nullart2 <john+github@nullart.net>
Date: Wed, 29 Aug 2018 17:38:43 +0800
Subject: [PATCH 40/42] move order_book config out of experimental

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

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

From b659ec00ee495e59f1c055d019abd7e7c57c8282 Mon Sep 17 00:00:00 2001
From: pyup-bot <github-bot@pyup.io>
Date: Wed, 29 Aug 2018 14:28:07 +0200
Subject: [PATCH 41/42] Update ccxt from 1.17.199 to 1.17.205

---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index b2f1e3a25..fe64ea684 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-ccxt==1.17.199
+ccxt==1.17.205
 SQLAlchemy==1.2.11
 python-telegram-bot==10.1.0
 arrow==0.12.1

From f7b67cec5b50a93bf0bad4e30656b408caf8a47b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 29 Aug 2018 19:16:41 +0200
Subject: [PATCH 42/42] Fix missing docstring

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

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