From d3a3ddbc614609a63a0fbea827d635b3673f59aa Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 9 Mar 2023 19:42:43 +0100
Subject: [PATCH] Check if exchang provides bid/ask via fetch_tickers - and
 fail with spread filter if it doesn't.

closes #8286
---
 freqtrade/exchange/exchange.py             | 1 +
 freqtrade/exchange/gate.py                 | 1 +
 freqtrade/plugins/pairlist/SpreadFilter.py | 7 +++++++
 tests/plugins/test_pairlist.py             | 6 ++++++
 4 files changed, 15 insertions(+)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index cdbda1506..c0e07c6d7 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -69,6 +69,7 @@ class Exchange:
         # Check https://github.com/ccxt/ccxt/issues/10767 for removal of ohlcv_volume_currency
         "ohlcv_volume_currency": "base",  # "base" or "quote"
         "tickers_have_quoteVolume": True,
+        "tickers_have_bid_ask": True,  # bid / ask empty for fetch_tickers
         "tickers_have_price": True,
         "trades_pagination": "time",  # Possible are "time" or "id"
         "trades_pagination_arg": "since",
diff --git a/freqtrade/exchange/gate.py b/freqtrade/exchange/gate.py
index 80ed4088a..03b568460 100644
--- a/freqtrade/exchange/gate.py
+++ b/freqtrade/exchange/gate.py
@@ -32,6 +32,7 @@ class Gate(Exchange):
 
     _ft_has_futures: Dict = {
         "needs_trading_fees": True,
+        "tickers_have_bid_ask": False,
         "fee_cost_in_contracts": False,  # Set explicitly to false for clarity
         "order_props_in_contracts": ['amount', 'filled', 'remaining'],
         "stop_price_type_field": "price_type",
diff --git a/freqtrade/plugins/pairlist/SpreadFilter.py b/freqtrade/plugins/pairlist/SpreadFilter.py
index 207328d08..d47b68568 100644
--- a/freqtrade/plugins/pairlist/SpreadFilter.py
+++ b/freqtrade/plugins/pairlist/SpreadFilter.py
@@ -5,6 +5,7 @@ import logging
 from typing import Any, Dict, Optional
 
 from freqtrade.constants import Config
+from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Ticker
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
@@ -22,6 +23,12 @@ class SpreadFilter(IPairList):
         self._max_spread_ratio = pairlistconfig.get('max_spread_ratio', 0.005)
         self._enabled = self._max_spread_ratio != 0
 
+        if not self._exchange.get_option('tickers_have_bid_ask'):
+            raise OperationalException(
+                f"{self.name} requires exchange to have bid/ask data for tickers, "
+                "which is not available for the selected exchange / trading mode."
+            )
+
     @property
     def needstickers(self) -> bool:
         """
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 40a3871d7..18ee365e2 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -828,6 +828,12 @@ def test_pair_whitelist_not_supported_Spread(mocker, default_conf, tickers) -> N
                        match=r'Exchange does not support fetchTickers, .*'):
         get_patched_freqtradebot(mocker, default_conf)
 
+    mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True))
+    mocker.patch(f'{EXMS}.get_option', MagicMock(return_value=False))
+    with pytest.raises(OperationalException,
+                       match=r'.*requires exchange to have bid/ask data'):
+        get_patched_freqtradebot(mocker, default_conf)
+
 
 @pytest.mark.parametrize("pairlist", TESTABLE_PAIRLISTS)
 def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):