Merge pull request #1901 from yperfanov/bid_ask_strategy

Bid ask strategy

docs/strategy-customization.md

@@ -298,6 +298,18 @@ if self.dp:
 !!! Warning Warning in hyperopt
     This option cannot currently be used during hyperopt.
 
+#### Orderbook
+
+``` python
+if self.dp:
+    if self.dp.runmode in ('live', 'dry_run'):
+        ob = self.dp.orderbook(metadata['pair'], 1)
+        dataframe['best_bid'] = ob['bids'][0][0]
+        dataframe['best_ask'] = ob['asks'][0][0]
+```
+!Warning The order book is not part of the historic data which means backtesting and hyperopt will not work if this
+ method is used.
+
 #### Available Pairs
 
 ``` python
@@ -306,6 +318,7 @@ if self.dp:
         print(f"available {pair}, {ticker}")
 ```
 
+
 #### Get data for non-tradeable pairs
 
 Data for additional, informative pairs (reference pairs) can be beneficial for some strategies.