Merge pull request #3642 from freqtrade/new_release

New release 2020.7
2020-08-06 06:50:08 +02:00 · 2020-08-06 06:50:08 +02:00 · 767332405e
commit 767332405e
parent d0d634260f 7263f83f78
71 changed files with 1610 additions and 438 deletions
--- a/.dependabot/config.yml
+++ b/.dependabot/config.yml
@ -1,17 +0,0 @@
-version: 1
-
-update_configs:
-  - package_manager: "python"
-    directory: "/"
-    update_schedule: "weekly"
-    allowed_updates:
-    - match:
-        update_type: "all"
-    target_branch: "develop"
-
-  - package_manager: "docker"
-    directory: "/"
-    update_schedule: "daily"
-    allowed_updates:
-    - match:
-        update_type: "all"
--- a/.github/dependabot.yml
+++ b/.github/dependabot.yml
@ -0,0 +1,13 @@
+version: 2
+updates:
+- package-ecosystem: docker
+  directory: "/"
+  schedule:
+    interval: daily
+  open-pull-requests-limit: 10
+- package-ecosystem: pip
+  directory: "/"
+  schedule:
+    interval: weekly
+  open-pull-requests-limit: 10
+  target-branch: develop
--- a/4
+++ b/4
@ -1,7 +1,7 @@
-FROM python:3.8.3-slim-buster
+FROM python:3.8.5-slim-buster

 RUN apt-get update \
-    && apt-get -y install curl build-essential libssl-dev \
+    && apt-get -y install curl build-essential libssl-dev sqlite3 \
    && apt-get clean \
    && pip install --upgrade pip

--- a/Dockerfile.armhf
+++ b/Dockerfile.armhf
@ -1,7 +1,7 @@
 FROM --platform=linux/arm/v7 python:3.7.7-slim-buster

 RUN apt-get update \
-  && apt-get -y install curl build-essential libssl-dev libatlas3-base libgfortran5 \
+  && apt-get -y install curl build-essential libssl-dev libatlas3-base libgfortran5 sqlite3 \
  && apt-get clean \
  && pip install --upgrade pip \
  && echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > /etc/pip.conf
--- a/config_full.json.example
+++ b/config_full.json.example
@ -66,7 +66,7 @@
        },
        {"method": "AgeFilter", "min_days_listed": 10},
        {"method": "PrecisionFilter"},
-        {"method": "PriceFilter", "low_price_ratio": 0.01},
+        {"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010},
        {"method": "SpreadFilter", "max_spread_ratio": 0.005}
    ],
    "exchange": {
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@ -66,7 +66,7 @@ Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies
 #### Exporting trades to file

 ```bash
-freqtrade backtesting --export trades
+freqtrade backtesting --export trades --config config.json --strategy SampleStrategy
 ```

 The exported trades can be used for [further analysis](#further-backtest-result-analysis), or can be used by the plotting script `plot_dataframe.py` in the scripts directory.
--- a/docs/bot-basics.md
+++ b/docs/bot-basics.md
@ -0,0 +1,58 @@
+# Freqtrade basics
+
+This page provides you some basic concepts on how Freqtrade works and operates.
+
+## Freqtrade terminology
+
+* Trade: Open position.
+* Open Order: Order which is currently placed on the exchange, and is not yet complete.
+* Pair: Tradable pair, usually in the format of Quote/Base (e.g. XRP/USDT).
+* Timeframe: Candle length to use (e.g. `"5m"`, `"1h"`, ...).
+* Indicators: Technical indicators (SMA, EMA, RSI, ...).
+* Limit order: Limit orders which execute at the defined limit price or better.
+* Market order: Guaranteed to fill, may move price depending on the order size.
+
+## Fee handling
+
+All profit calculations of Freqtrade include fees. For Backtesting / Hyperopt / Dry-run modes, the exchange default fee is used (lowest tier on the exchange). For live operations, fees are used as applied by the exchange (this includes BNB rebates etc.).
+
+## Bot execution logic
+
+Starting freqtrade in dry-run or live mode (using `freqtrade trade`) will start the bot and start the bot iteration loop.
+By default, loop runs every few seconds (`internals.process_throttle_secs`) and does roughly the following in the following sequence:
+
+* Fetch open trades from persistence.
+* Calculate current list of tradable pairs.
+* Download ohlcv data for the pairlist including all [informative pairs](strategy-customization.md#get-data-for-non-tradeable-pairs)  
+  This step is only executed once per Candle to avoid unnecessary network traffic.
+* Call `bot_loop_start()` strategy callback.
+* Analyze strategy per pair.
+  * Call `populate_indicators()`
+  * Call `populate_buy_trend()`
+  * Call `populate_sell_trend()`
+* Check timeouts for open orders.
+  * Calls `check_buy_timeout()` strategy callback for open buy orders.
+  * Calls `check_sell_timeout()` strategy callback for open sell orders.
+* Verifies existing positions and eventually places sell orders.
+  * Considers stoploss, ROI and sell-signal.
+  * Determine sell-price based on `ask_strategy` configuration setting.
+  * Before a sell order is placed, `confirm_trade_exit()` strategy callback is called.
+* Check if trade-slots are still available (if `max_open_trades` is reached).
+* Verifies buy signal trying to enter new positions.
+  * Determine buy-price based on `bid_strategy` configuration setting.
+  * Before a buy order is placed, `confirm_trade_entry()` strategy callback is called.
+
+This loop will be repeated again and again until the bot is stopped.
+
+## Backtesting / Hyperopt execution logic
+
+[backtesting](backtesting.md) or [hyperopt](hyperopt.md) do only part of the above logic, since most of the trading operations are fully simulated.
+
+* Load historic data for configured pairlist.
+* Calculate indicators (calls `populate_indicators()`).
+* Calls `populate_buy_trend()` and `populate_sell_trend()`
+* Loops per candle simulating entry and exit points.
+* Generate backtest report output
+
+!!! Note
+    Both Backtesting and Hyperopt include exchange default Fees in the calculation. Custom fees can be passed to backtesting / hyperopt by specifying the `--fee` argument.
--- a/docs/configuration.md
+++ b/docs/configuration.md
@ -275,7 +275,7 @@ the static list of pairs) if we should buy.
 The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`, `emergencysell`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.

 This allows to buy using limit orders, sell using
-limit-orders, and create stoplosses using using market orders. It also allows to set the
+limit-orders, and create stoplosses using market orders. It also allows to set the
 stoploss "on exchange" which means stoploss order would be placed immediately once
 the buy order is fulfilled.
 If `stoploss_on_exchange` and `trailing_stop` are both set, then the bot will use `stoploss_on_exchange_interval` to check and update the stoploss on exchange periodically.
@ -662,16 +662,25 @@ Filters low-value coins which would not allow setting stoplosses.

 #### PriceFilter

-The `PriceFilter` allows filtering of pairs by price.
+The `PriceFilter` allows filtering of pairs by price. Currently the following price filters are supported:
+* `min_price`
+* `max_price`
+* `low_price_ratio`

-Currently, only `low_price_ratio` setting is implemented, where a raise of 1 price unit (pip) is below the `low_price_ratio` ratio.
+The `min_price` setting removes pairs where the price is below the specified price. This is useful if you wish to avoid trading very low-priced pairs.
+This option is disabled by default, and will only apply if set to <> 0.
+
+The `max_price` setting removes pairs where the price is above the specified price. This is useful if you wish to trade only low-priced pairs.
+This option is disabled by default, and will only apply if set to <> 0.
+
+The `low_price_ratio` setting removes pairs where a raise of 1 price unit (pip) is above the `low_price_ratio` ratio.
 This option is disabled by default, and will only apply if set to <> 0.

 Calculation example:

 Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value.

-These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses. Here is what the PriceFilters takes over.
+These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses.

 #### ShuffleFilter

--- a/docs/data-download.md
+++ b/docs/data-download.md
@ -158,6 +158,58 @@ It'll also remove original jsongz data files (`--erase` parameter).
 freqtrade convert-trade-data --format-from jsongz --format-to json --datadir ~/.freqtrade/data/kraken --erase
 ```

+### Subcommand list-data
+
+You can get a list of downloaded data using the `list-data` subcommand.
+
+```
+usage: freqtrade list-data [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
+                           [--userdir PATH] [--exchange EXCHANGE]
+                           [--data-format-ohlcv {json,jsongz}]
+                           [-p PAIRS [PAIRS ...]]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
+                        config is provided.
+  --data-format-ohlcv {json,jsongz}
+                        Storage format for downloaded candle (OHLCV) data.
+                        (default: `json`).
+  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
+                        Show profits for only these pairs. Pairs are space-
+                        separated.
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+```
+
+#### Example list-data
+
+```bash
+> freqtrade list-data --userdir ~/.freqtrade/user_data/
+
+Found 33 pair / timeframe combinations.
+pairs       timeframe
+----------  -----------------------------------------
+ADA/BTC     5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
+ADA/ETH     5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
+ETH/BTC     5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
+ETH/USDT    5m, 15m, 30m, 1h, 2h, 4h
+```
+
 ### Pairs file

 In alternative to the whitelist from `config.json`, a `pairs.json` file can be used.
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@ -498,8 +498,3 @@ After you run Hyperopt for the desired amount of epochs, you can later list all
 Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected.

 To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same set of arguments `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
-
-## Next Step
-
-Now you have a perfect bot and want to control it from Telegram. Your
-next step is to learn the [Telegram usage](telegram-usage.md).
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@ -1,2 +1,2 @@
-mkdocs-material==5.3.3
+mkdocs-material==5.5.0
 mdx_truly_sane_lists==1.2
--- a/docs/sql_cheatsheet.md
+++ b/docs/sql_cheatsheet.md
@ -13,6 +13,15 @@ Feel free to use a visual Database editor like SqliteBrowser if you feel more co
 sudo apt-get install sqlite3
 ```

+### Using sqlite3 via docker-compose
+
+The freqtrade docker image does contain sqlite3, so you can edit the database without having to install anything on the host system.
+
+``` bash
+docker-compose exec freqtrade /bin/bash
+sqlite3 <databasefile>.sqlite
+```
+
 ## Open the DB

 ```bash
@ -100,8 +109,8 @@ UPDATE trades
 SET is_open=0,
  close_date=<close_date>,
  close_rate=<close_rate>,
-  close_profit=close_rate/open_rate-1,
-  close_profit_abs = (amount * <close_rate> * (1 - fee_close) - (amount * open_rate * 1 - fee_open)),
+  close_profit = close_rate / open_rate - 1,
+  close_profit_abs = (amount * <close_rate> * (1 - fee_close) - (amount * (open_rate * 1 - fee_open))),
  sell_reason=<sell_reason>
 WHERE id=<trade_ID_to_update>;
 ```
@ -111,24 +120,39 @@ WHERE id=<trade_ID_to_update>;
 ```sql
 UPDATE trades
 SET is_open=0,
-  close_date='2017-12-20 03:08:45.103418',
+  close_date='2020-06-20 03:08:45.103418',
  close_rate=0.19638016,
  close_profit=0.0496,
-  close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * 1 - fee_open))
+  close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * (1 - fee_open))),
  sell_reason='force_sell'  
 WHERE id=31;
 ```

-## Insert manually a new trade
+## Manually insert a new trade

 ```sql
 INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date)
-VALUES ('bittrex', 'ETH/BTC', 1, 0.0025, 0.0025, <open_rate>, <stake_amount>, <amount>, '<datetime>')
+VALUES ('binance', 'ETH/BTC', 1, 0.0025, 0.0025, <open_rate>, <stake_amount>, <amount>, '<datetime>')
 ```

-##### Example:
+### Insert trade example

 ```sql
 INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date)
-VALUES ('bittrex', 'ETH/BTC', 1, 0.0025, 0.0025, 0.00258580, 0.002, 0.7715262081, '2017-11-28 12:44:24.000000')
+VALUES ('binance', 'ETH/BTC', 1, 0.0025, 0.0025, 0.00258580, 0.002, 0.7715262081, '2020-06-28 12:44:24.000000')
 ```
+
+## Remove trade from the database
+
+Maybe you'd like to remove a trade from the database, because something went wrong.
+
+```sql
+DELETE FROM trades WHERE id = <tradeid>;
+```
+
+```sql
+DELETE FROM trades WHERE id = 31;
+```
+
+!!! Warning
+    This will remove this trade from the database. Please make sure you got the correct id and **NEVER** run this query without the `where` clause.
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@ -84,7 +84,7 @@ This option can be used with or without `trailing_stop_positive`, but uses `trai

 ``` python
    trailing_stop_positive_offset = 0.011
-    trailing_only_offset_is_reached = true
+    trailing_only_offset_is_reached = True
 ```

 Simplified example:
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@ -1,7 +1,12 @@
 # Advanced Strategies

 This page explains some advanced concepts available for strategies.
-If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation first.
+If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation and with the [Freqtrade basics](bot-basics.md) first.
+
+[Freqtrade basics](bot-basics.md) describes in which sequence each method described below is called, which can be helpful to understand which method to use for your custom needs.
+
+!!! Note
+    All callback methods described below should only be implemented in a strategy if they are actually used.

 ## Custom order timeout rules

@ -89,3 +94,108 @@ class Awesomestrategy(IStrategy):
            return True
        return False
 ```
+
+## Bot loop start callback
+
+A simple callback which is called once at the start of every bot throttling iteration.
+This can be used to perform calculations which are pair independent (apply to all pairs), loading of external data, etc.
+
+``` python
+import requests
+
+class Awesomestrategy(IStrategy):
+
+    # ... populate_* methods
+
+    def bot_loop_start(self, **kwargs) -> None:
+        """
+        Called at the start of the bot iteration (one loop).
+        Might be used to perform pair-independent tasks
+        (e.g. gather some remote resource for comparison)
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        """
+        if self.config['runmode'].value in ('live', 'dry_run'):
+            # Assign this to the class by using self.*
+            # can then be used by populate_* methods
+            self.remote_data = requests.get('https://some_remote_source.example.com')
+
+```
+
+## Bot order confirmation
+
+### Trade entry (buy order) confirmation
+
+`confirm_trade_entry()` can be used to abort a trade entry at the latest second (maybe because the price is not what we expect).
+
+``` python
+class Awesomestrategy(IStrategy):
+
+    # ... populate_* methods
+
+    def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
+                            time_in_force: str, **kwargs) -> bool:
+        """
+        Called right before placing a buy order.
+        Timing for this function is critical, so avoid doing heavy computations or
+        network requests in this method.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns True (always confirming).
+
+        :param pair: Pair that's about to be bought.
+        :param order_type: Order type (as configured in order_types). usually limit or market.
+        :param amount: Amount in target (quote) currency that's going to be traded.
+        :param rate: Rate that's going to be used when using limit orders
+        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return bool: When True is returned, then the buy-order is placed on the exchange.
+            False aborts the process
+        """
+        return True
+
+```
+
+### Trade exit (sell order) confirmation
+
+`confirm_trade_exit()` can be used to abort a trade exit (sell) at the latest second (maybe because the price is not what we expect).
+
+``` python
+from freqtrade.persistence import Trade
+
+
+class Awesomestrategy(IStrategy):
+
+    # ... populate_* methods
+
+    def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
+                           rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
+        """
+        Called right before placing a regular sell order.
+        Timing for this function is critical, so avoid doing heavy computations or
+        network requests in this method.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns True (always confirming).
+
+        :param pair: Pair that's about to be sold.
+        :param order_type: Order type (as configured in order_types). usually limit or market.
+        :param amount: Amount in quote currency.
+        :param rate: Rate that's going to be used when using limit orders
+        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param sell_reason: Sell reason.
+            Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
+                           'sell_signal', 'force_sell', 'emergency_sell']
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return bool: When True is returned, then the sell-order is placed on the exchange.
+            False aborts the process
+        """
+        if sell_reason == 'force_sell' and trade.calc_profit_ratio(rate) < 0:
+            # Reject force-sells with negative profit
+            # This is just a sample, please adjust to your needs
+            # (this does not necessarily make sense, assuming you know when you're force-selling)
+            return False
+        return True
+
+```
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@ -1,6 +1,8 @@
 # Strategy Customization

-This page explains where to customize your strategies, and add new indicators.
+This page explains how to customize your strategies, add new indicators and set up trading rules.
+
+Please familiarize yourself with [Freqtrade basics](bot-basics.md) first, which provides overall info on how the bot operates.

 ## Install a custom strategy file

@ -366,6 +368,7 @@ Please always check the mode of operation to select the correct method to get da
 - [`available_pairs`](#available_pairs) - Property with tuples listing cached pairs with their intervals (pair, interval).
 - [`current_whitelist()`](#current_whitelist) - Returns a current list of whitelisted pairs. Useful for accessing dynamic whitelists (ie. VolumePairlist)
 - [`get_pair_dataframe(pair, timeframe)`](#get_pair_dataframepair-timeframe) - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
+- [`get_analyzed_dataframe(pair, timeframe)`](#get_analyzed_dataframepair-timeframe) - Returns the analyzed dataframe (after calling `populate_indicators()`, `populate_buy()`, `populate_sell()`) and the time of the latest analysis.
 - `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
 - `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on the Market data structure.
 - `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
@ -384,13 +387,14 @@ if self.dp:
 ```

 #### *current_whitelist()*
+
 Imagine you've developed a strategy that trades the `5m` timeframe using signals generated from a `1d` timeframe on the top 10 volume pairs by volume. 

 The strategy might look something like this:

-*Scan through the top 10 pairs by volume using the `VolumePairList` every 5 minutes and use a 14 day ATR to buy and sell.*
+*Scan through the top 10 pairs by volume using the `VolumePairList` every 5 minutes and use a 14 day RSI to buy and sell.*

-Due to the limited available data, it's very difficult to resample our `5m` candles into daily candles for use in a 14 day ATR. Most exchanges limit us to just 500 candles which effectively gives us around 1.74 daily candles. We need 14 days at least!
+Due to the limited available data, it's very difficult to resample our `5m` candles into daily candles for use in a 14 day RSI. Most exchanges limit us to just 500 candles which effectively gives us around 1.74 daily candles. We need 14 days at least!

 Since we can't resample our data we will have to use an informative pair; and since our whitelist will be dynamic we don't know which pair(s) to use.

@ -406,18 +410,49 @@ class SampleStrategy(IStrategy):

    def informative_pairs(self):

-        # get access to all pairs available in whitelist. 
+        # get access to all pairs available in whitelist.
        pairs = self.dp.current_whitelist()
        # Assign tf to each pair so they can be downloaded and cached for strategy.
        informative_pairs = [(pair, '1d') for pair in pairs]
        return informative_pairs

-    def populate_indicators(self, dataframe, metadata):
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+
+        inf_tf = '1d'
        # Get the informative pair
        informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe='1d')
-        # Get the 14 day ATR.
-        atr = ta.ATR(informative, timeperiod=14)
+        # Get the 14 day rsi
+        informative['rsi'] = ta.RSI(informative, timeperiod=14)
+
+        # Rename columns to be unique
+        informative.columns = [f"{col}_{inf_tf}" for col in informative.columns]
+        # Assuming inf_tf = '1d' - then the columns will now be:
+        # date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d
+
+        # Combine the 2 dataframes
+        # all indicators on the informative sample MUST be calculated before this point
+        dataframe = pd.merge(dataframe, informative, left_on='date', right_on=f'date_{inf_tf}', how='left')
+        # FFill to have the 1d value available in every row throughout the day.
+        # Without this, comparisons would only work once per day.
+        dataframe = dataframe.ffill()
+        # Calculate rsi of the original dataframe (5m timeframe)
+        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+
        # Do other stuff
+        # ...
+
+        return dataframe
+
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+
+        dataframe.loc[
+            (
+                (qtpylib.crossed_above(dataframe['rsi'], 30)) &  # Signal: RSI crosses above 30
+                (dataframe['rsi_1d'] < 30) &                     # Ensure daily RSI is < 30
+                (dataframe['volume'] > 0)                        # Ensure this candle had volume (important for backtesting)
+            ),
+            'buy'] = 1
+
 ```

 #### *get_pair_dataframe(pair, timeframe)*
@ -431,13 +466,32 @@ if self.dp:
 ```

 !!! Warning "Warning about backtesting"
-    Be carefull when using dataprovider in backtesting. `historic_ohlcv()` (and `get_pair_dataframe()`
+    Be careful when using dataprovider in backtesting. `historic_ohlcv()` (and `get_pair_dataframe()`
    for the backtesting runmode) provides the full time-range in one go,
    so please be aware of it and make sure to not "look into the future" to avoid surprises when running in dry/live mode).

 !!! Warning "Warning in hyperopt"
    This option cannot currently be used during hyperopt.

+#### *get_analyzed_dataframe(pair, timeframe)*
+
+This method is used by freqtrade internally to determine the last signal.
+It can also be used in specific callbacks to get the signal that caused the action (see [Advanced Strategy Documentation](strategy-advanced.md) for more details on available callbacks).
+
+``` python
+# fetch current dataframe
+if self.dp:
+    dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=metadata['pair'],
+                                                             timeframe=self.ticker_interval)
+```
+
+!!! Note "No data available"
+    Returns an empty dataframe if the requested pair was not cached.
+    This should not happen when using whitelisted pairs.
+
+!!! Warning "Warning in hyperopt"
+    This option cannot currently be used during hyperopt.
+
 #### *orderbook(pair, maximum)*

 ``` python
@ -470,6 +524,7 @@ if self.dp:
    data returned from the exchange and add appropriate error handling / defaults.

 ***
+
 ### Additional data (Wallets)

 The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.
@ -493,6 +548,7 @@ if self.wallets:
 - `get_total(asset)` - total available balance - sum of the 2 above

 ***
+
 ### Additional data (Trades)

 A history of Trades can be retrieved in the strategy by querying the database.
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@ -56,6 +56,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/show_config` | | Shows part of the current configuration with relevant settings to operation
 | `/status` | | Lists all open trades
 | `/status table` | | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**)
+| `/trades [limit]` | | List all recently closed trades in a table format.
 | `/count` | | Displays number of trades used and available
 | `/profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
 | `/forcesell <trade_id>` | | Instantly sells the given trade  (Ignoring `minimum_roi`).
--- a/docs/webhook-config.md
+++ b/docs/webhook-config.md
@ -47,6 +47,7 @@ Different payloads can be configured for different events. Not all fields are ne
 The fields in `webhook.webhookbuy` are filled when the bot executes a buy. Parameters are filled using string.format.
 Possible parameters are:

+* `trade_id`
 * `exchange`
 * `pair`
 * `limit`
@ -63,6 +64,7 @@ Possible parameters are:
 The fields in `webhook.webhookbuycancel` are filled when the bot cancels a buy order. Parameters are filled using string.format.
 Possible parameters are:

+* `trade_id`
 * `exchange`
 * `pair`
 * `limit`
@ -79,6 +81,7 @@ Possible parameters are:
 The fields in `webhook.webhooksell` are filled when the bot sells a trade. Parameters are filled using string.format.
 Possible parameters are:

+* `trade_id`
 * `exchange`
 * `pair`
 * `gain`
@ -100,6 +103,7 @@ Possible parameters are:
 The fields in `webhook.webhooksellcancel` are filled when the bot cancels a sell order. Parameters are filled using string.format.
 Possible parameters are:

+* `trade_id`
 * `exchange`
 * `pair`
 * `gain`
--- a/freqtrade/init.py
+++ b/freqtrade/init.py
@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2020.6'
+__version__ = '2020.7'

 if __version__ == 'develop':

--- a/freqtrade/commands/init.py
+++ b/freqtrade/commands/init.py
@ -9,7 +9,8 @@ Note: Be careful with file-scoped imports in these subfiles.
 from freqtrade.commands.arguments import Arguments
 from freqtrade.commands.build_config_commands import start_new_config
 from freqtrade.commands.data_commands import (start_convert_data,
-                                              start_download_data)
+                                              start_download_data,
+                                              start_list_data)
 from freqtrade.commands.deploy_commands import (start_create_userdir,
                                                start_new_hyperopt,
                                                start_new_strategy)
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@ -54,6 +54,8 @@ ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
 ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
 ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]

+ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs"]
+
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
                      "timeframes", "erase", "dataformat_ohlcv", "dataformat_trades"]

@ -78,7 +80,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
                      "print_json", "hyperopt_show_no_header"]

 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
-                    "list-markets", "list-pairs", "list-strategies",
+                    "list-markets", "list-pairs", "list-strategies", "list-data",
                    "list-hyperopts", "hyperopt-list", "hyperopt-show",
                    "plot-dataframe", "plot-profit", "show-trades"]

@ -159,7 +161,7 @@ class Arguments:
        self._build_args(optionlist=['version'], parser=self.parser)

        from freqtrade.commands import (start_create_userdir, start_convert_data,
-                                        start_download_data,
+                                        start_download_data, start_list_data,
                                        start_hyperopt_list, start_hyperopt_show,
                                        start_list_exchanges, start_list_hyperopts,
                                        start_list_markets, start_list_strategies,
@ -233,6 +235,15 @@ class Arguments:
        convert_trade_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False))
        self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_trade_data_cmd)

+        # Add list-data subcommand
+        list_data_cmd = subparsers.add_parser(
+            'list-data',
+            help='List downloaded data.',
+            parents=[_common_parser],
+        )
+        list_data_cmd.set_defaults(func=start_list_data)
+        self._build_args(optionlist=ARGS_LIST_DATA, parser=list_data_cmd)
+
        # Add backtesting subcommand
        backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.',
                                                parents=[_common_parser, _strategy_parser])
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@ -1,5 +1,6 @@
 import logging
 import sys
+from collections import defaultdict
 from typing import Any, Dict, List

 import arrow
@ -11,6 +12,7 @@ from freqtrade.data.history import (convert_trades_to_ohlcv,
                                    refresh_backtest_ohlcv_data,
                                    refresh_backtest_trades_data)
 from freqtrade.exceptions import OperationalException
+from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.resolvers import ExchangeResolver
 from freqtrade.state import RunMode

@ -88,3 +90,30 @@ def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
        convert_trades_format(config,
                              convert_from=args['format_from'], convert_to=args['format_to'],
                              erase=args['erase'])
+
+
+def start_list_data(args: Dict[str, Any]) -> None:
+    """
+    List available backtest data
+    """
+
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    from freqtrade.data.history.idatahandler import get_datahandler
+    from tabulate import tabulate
+    dhc = get_datahandler(config['datadir'], config['dataformat_ohlcv'])
+
+    paircombs = dhc.ohlcv_get_available_data(config['datadir'])
+
+    if args['pairs']:
+        paircombs = [comb for comb in paircombs if comb[0] in args['pairs']]
+
+    print(f"Found {len(paircombs)} pair / timeframe combinations.")
+    groupedpair = defaultdict(list)
+    for pair, timeframe in sorted(paircombs, key=lambda x: (x[0], timeframe_to_minutes(x[1]))):
+        groupedpair[pair].append(timeframe)
+
+    if groupedpair:
+        print(tabulate([(pair, ', '.join(timeframes)) for pair, timeframes in groupedpair.items()],
+                       headers=("Pair", "Timeframe"),
+                       tablefmt='psql', stralign='right'))
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@ -156,7 +156,9 @@ CONF_SCHEMA = {
                'emergencysell': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
                'stoploss': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
                'stoploss_on_exchange': {'type': 'boolean'},
-                'stoploss_on_exchange_interval': {'type': 'number'}
+                'stoploss_on_exchange_interval': {'type': 'number'},
+                'stoploss_on_exchange_limit_ratio': {'type': 'number', 'minimum': 0.0,
+                                                     'maximum': 1.0}
            },
            'required': ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
        },
@ -339,4 +341,5 @@ CANCEL_REASON = {
 }

 # List of pairs with their timeframes
-ListPairsWithTimeframes = List[Tuple[str, str]]
+PairWithTimeframe = Tuple[str, str]
+ListPairsWithTimeframes = List[PairWithTimeframe]
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@ -5,16 +5,17 @@ including ticker and orderbook data, live and historical candle (OHLCV) data
 Common Interface for bot and strategy to access data.
 """
 import logging
-from typing import Any, Dict, List, Optional
+from datetime import datetime, timezone
+from typing import Any, Dict, List, Optional, Tuple

+from arrow import Arrow
 from pandas import DataFrame

+from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
 from freqtrade.data.history import load_pair_history
-from freqtrade.exceptions import DependencyException, OperationalException
+from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.state import RunMode
-from freqtrade.constants import ListPairsWithTimeframes
-

 logger = logging.getLogger(__name__)

@ -25,6 +26,18 @@ class DataProvider:
        self._config = config
        self._exchange = exchange
        self._pairlists = pairlists
+        self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {}
+
+    def _set_cached_df(self, pair: str, timeframe: str, dataframe: DataFrame) -> None:
+        """
+        Store cached Dataframe.
+        Using private method as this should never be used by a user
+        (but the class is exposed via `self.dp` to the strategy)
+        :param pair: pair to get the data for
+        :param timeframe: Timeframe to get data for
+        :param dataframe: analyzed dataframe
+        """
+        self.__cached_pairs[(pair, timeframe)] = (dataframe, Arrow.utcnow().datetime)

    def refresh(self,
                pairlist: ListPairsWithTimeframes,
@ -89,6 +102,20 @@ class DataProvider:
            logger.warning(f"No data found for ({pair}, {timeframe}).")
        return data

+    def get_analyzed_dataframe(self, pair: str, timeframe: str) -> Tuple[DataFrame, datetime]:
+        """
+        :param pair: pair to get the data for
+        :param timeframe: timeframe to get data for
+        :return: Tuple of (Analyzed Dataframe, lastrefreshed) for the requested pair / timeframe
+            combination.
+            Returns empty dataframe and Epoch 0 (1970-01-01) if no dataframe was cached.
+        """
+        if (pair, timeframe) in self.__cached_pairs:
+            return self.__cached_pairs[(pair, timeframe)]
+        else:
+
+            return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
+
    def market(self, pair: str) -> Optional[Dict[str, Any]]:
        """
        Return market data for the pair
@ -105,7 +132,7 @@ class DataProvider:
        """
        try:
            return self._exchange.fetch_ticker(pair)
-        except DependencyException:
+        except ExchangeError:
            return {}

    def orderbook(self, pair: str, maximum: int) -> Dict[str, List]:
--- a/freqtrade/data/history/idatahandler.py
+++ b/freqtrade/data/history/idatahandler.py
@ -13,6 +13,7 @@ from typing import List, Optional, Type
 from pandas import DataFrame

 from freqtrade.configuration import TimeRange
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.converter import (clean_ohlcv_dataframe,
                                      trades_remove_duplicates, trim_dataframe)
 from freqtrade.exchange import timeframe_to_seconds
@ -28,6 +29,14 @@ class IDataHandler(ABC):
    def __init__(self, datadir: Path) -> None:
        self._datadir = datadir

+    @abstractclassmethod
+    def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
+        """
+        Returns a list of all pairs with ohlcv data available in this datadir
+        :param datadir: Directory to search for ohlcv files
+        :return: List of Tuples of (pair, timeframe)
+        """
+
    @abstractclassmethod
    def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
        """
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@ -8,7 +8,8 @@ from pandas import DataFrame, read_json, to_datetime

 from freqtrade import misc
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
+from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS,
+                                 ListPairsWithTimeframes)
 from freqtrade.data.converter import trades_dict_to_list

 from .idatahandler import IDataHandler, TradeList
@ -21,6 +22,18 @@ class JsonDataHandler(IDataHandler):
    _use_zip = False
    _columns = DEFAULT_DATAFRAME_COLUMNS

+    @classmethod
+    def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
+        """
+        Returns a list of all pairs with ohlcv data available in this datadir
+        :param datadir: Directory to search for ohlcv files
+        :return: List of Tuples of (pair, timeframe)
+        """
+        _tmp = [re.search(r'^([a-zA-Z_]+)\-(\d+\S+)(?=.json)', p.name)
+                for p in datadir.glob(f"*.{cls._get_file_extension()}")]
+        return [(match[1].replace('_', '/'), match[2]) for match in _tmp
+                if match and len(match.groups()) > 1]
+
    @classmethod
    def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
        """
--- a/freqtrade/exceptions.py
+++ b/freqtrade/exceptions.py
@ -37,7 +37,21 @@ class InvalidOrderException(FreqtradeException):
    """


-class TemporaryError(FreqtradeException):
+class RetryableOrderError(InvalidOrderException):
+    """
+    This is returned when the order is not found.
+    This Error will be repeated with increasing backof (in line with DDosError).
+    """
+
+
+class ExchangeError(DependencyException):
+    """
+    Error raised out of the exchange.
+    Has multiple Errors to determine the appropriate error.
+    """
+
+
+class TemporaryError(ExchangeError):
    """
    Temporary network or exchange related error.
    This could happen when an exchange is congested, unavailable, or the user
@ -45,6 +59,13 @@ class TemporaryError(FreqtradeException):
    """


+class DDosProtection(TemporaryError):
+    """
+    Temporary error caused by DDOS protection.
+    Bot will wait for a second and then retry.
+    """
+
+
 class StrategyError(FreqtradeException):
    """
    Errors with custom user-code deteced.
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@ -4,9 +4,11 @@ from typing import Dict

 import ccxt

-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+from freqtrade.exceptions import (DDosProtection, ExchangeError,
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange
+from freqtrade.exchange.common import retrier

 logger = logging.getLogger(__name__)

@ -39,6 +41,7 @@ class Binance(Exchange):
        """
        return order['type'] == 'stop_loss_limit' and stop_loss > float(order['info']['stopPrice'])

+    @retrier(retries=0)
    def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
        """
        creates a stoploss limit order.
@ -77,8 +80,8 @@ class Binance(Exchange):
                        'stop price: %s. limit: %s', pair, stop_price, rate)
            return order
        except ccxt.InsufficientFunds as e:
-            raise DependencyException(
-                f'Insufficient funds to create {ordertype} sell order on market {pair}.'
+            raise ExchangeError(
+                f'Insufficient funds to create {ordertype} sell order on market {pair}. '
                f'Tried to sell amount {amount} at rate {rate}. '
                f'Message: {e}') from e
        except ccxt.InvalidOrder as e:
@ -88,6 +91,8 @@ class Binance(Exchange):
                f'Could not create {ordertype} sell order on market {pair}. '
                f'Tried to sell amount {amount} at rate {rate}. '
                f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@ -1,6 +1,10 @@
+import asyncio
 import logging
+import time
+from functools import wraps

-from freqtrade.exceptions import TemporaryError
+from freqtrade.exceptions import (DDosProtection, RetryableOrderError,
+                                  TemporaryError)

 logger = logging.getLogger(__name__)

@ -88,6 +92,13 @@ MAP_EXCHANGE_CHILDCLASS = {
 }


+def calculate_backoff(retrycount, max_retries):
+    """
+    Calculate backoff
+    """
+    return (max_retries - retrycount) ** 2 + 1
+
+
 def retrier_async(f):
    async def wrapper(*args, **kwargs):
        count = kwargs.pop('count', API_RETRY_COUNT)
@ -99,6 +110,10 @@ def retrier_async(f):
                count -= 1
                kwargs.update({'count': count})
                logger.warning('retrying %s() still for %s times', f.__name__, count)
+                if isinstance(ex, DDosProtection):
+                    backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT)
+                    logger.debug(f"Applying DDosProtection backoff delay: {backoff_delay}")
+                    await asyncio.sleep(backoff_delay)
                return await wrapper(*args, **kwargs)
            else:
                logger.warning('Giving up retrying: %s()', f.__name__)
@ -106,19 +121,31 @@ def retrier_async(f):
    return wrapper


-def retrier(f):
-    def wrapper(*args, **kwargs):
-        count = kwargs.pop('count', API_RETRY_COUNT)
-        try:
-            return f(*args, **kwargs)
-        except TemporaryError as ex:
-            logger.warning('%s() returned exception: "%s"', f.__name__, ex)
-            if count > 0:
-                count -= 1
-                kwargs.update({'count': count})
-                logger.warning('retrying %s() still for %s times', f.__name__, count)
-                return wrapper(*args, **kwargs)
-            else:
-                logger.warning('Giving up retrying: %s()', f.__name__)
-                raise ex
-    return wrapper
+def retrier(_func=None, retries=API_RETRY_COUNT):
+    def decorator(f):
+        @wraps(f)
+        def wrapper(*args, **kwargs):
+            count = kwargs.pop('count', retries)
+            try:
+                return f(*args, **kwargs)
+            except (TemporaryError, RetryableOrderError) as ex:
+                logger.warning('%s() returned exception: "%s"', f.__name__, ex)
+                if count > 0:
+                    count -= 1
+                    kwargs.update({'count': count})
+                    logger.warning('retrying %s() still for %s times', f.__name__, count)
+                    if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError):
+                        # increasing backoff
+                        backoff_delay = calculate_backoff(count + 1, retries)
+                        logger.debug(f"Applying DDosProtection backoff delay: {backoff_delay}")
+                        time.sleep(backoff_delay)
+                    return wrapper(*args, **kwargs)
+                else:
+                    logger.warning('Giving up retrying: %s()', f.__name__)
+                    raise ex
+        return wrapper
+    # Support both @retrier and @retrier(retries=2) syntax
+    if _func is None:
+        return decorator
+    else:
+        return decorator(_func)
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@ -18,12 +18,13 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE,
                                            TRUNCATE, decimal_to_precision)
 from pandas import DataFrame

+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+from freqtrade.exceptions import (DDosProtection, ExchangeError,
+                                  InvalidOrderException, OperationalException,
+                                  RetryableOrderError, TemporaryError)
 from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
 from freqtrade.misc import deep_merge_dicts, safe_value_fallback
-from freqtrade.constants import ListPairsWithTimeframes

 CcxtModuleType = Any

@ -186,6 +187,11 @@ class Exchange:
    def timeframes(self) -> List[str]:
        return list((self._api.timeframes or {}).keys())

+    @property
+    def ohlcv_candle_limit(self) -> int:
+        """exchange ohlcv candle limit"""
+        return int(self._ohlcv_candle_limit)
+
    @property
    def markets(self) -> Dict:
        """exchange ccxt markets"""
@ -351,7 +357,7 @@ class Exchange:
        for pair in [f"{curr_1}/{curr_2}", f"{curr_2}/{curr_1}"]:
            if pair in self.markets and self.markets[pair].get('active'):
                return pair
-        raise DependencyException(f"Could not combine {curr_1} and {curr_2} to get a valid pair.")
+        raise ExchangeError(f"Could not combine {curr_1} and {curr_2} to get a valid pair.")

    def validate_timeframes(self, timeframe: Optional[str]) -> None:
        """
@ -518,15 +524,17 @@ class Exchange:
                                          amount, rate_for_order, params)

        except ccxt.InsufficientFunds as e:
-            raise DependencyException(
-                f'Insufficient funds to create {ordertype} {side} order on market {pair}.'
+            raise ExchangeError(
+                f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
                f'Tried to {side} amount {amount} at rate {rate}.'
                f'Message: {e}') from e
        except ccxt.InvalidOrder as e:
-            raise DependencyException(
-                f'Could not create {ordertype} {side} order on market {pair}.'
-                f'Tried to {side} amount {amount} at rate {rate}.'
+            raise ExchangeError(
+                f'Could not create {ordertype} {side} order on market {pair}. '
+                f'Tried to {side} amount {amount} at rate {rate}. '
                f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
@ -606,6 +614,8 @@ class Exchange:
            balances.pop("used", None)

            return balances
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
@ -620,6 +630,8 @@ class Exchange:
            raise OperationalException(
                f'Exchange {self._api.name} does not support fetching tickers in batch. '
                f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not load tickers due to {e.__class__.__name__}. Message: {e}') from e
@ -630,9 +642,11 @@ class Exchange:
    def fetch_ticker(self, pair: str) -> dict:
        try:
            if pair not in self._api.markets or not self._api.markets[pair].get('active'):
-                raise DependencyException(f"Pair {pair} not available")
+                raise ExchangeError(f"Pair {pair} not available")
            data = self._api.fetch_ticker(pair)
            return data
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not load ticker due to {e.__class__.__name__}. Message: {e}') from e
@ -766,6 +780,8 @@ class Exchange:
            raise OperationalException(
                f'Exchange {self._api.name} does not support fetching historical '
                f'candle (OHLCV) data. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(f'Could not fetch historical candle (OHLCV) data '
                                 f'for pair {pair} due to {e.__class__.__name__}. '
@ -802,6 +818,8 @@ class Exchange:
            raise OperationalException(
                f'Exchange {self._api.name} does not support fetching historical trade data.'
                f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(f'Could not load trade history due to {e.__class__.__name__}. '
                                 f'Message: {e}') from e
@ -933,7 +951,7 @@ class Exchange:
    def check_order_canceled_empty(self, order: Dict) -> bool:
        """
        Verify if an order has been cancelled without being partially filled
-        :param order: Order dict as returned from get_order()
+        :param order: Order dict as returned from fetch_order()
        :return: True if order has been cancelled without being filled, False otherwise.
        """
        return order.get('status') in ('closed', 'canceled') and order.get('filled') == 0.0
@ -948,13 +966,15 @@ class Exchange:
        except ccxt.InvalidOrder as e:
            raise InvalidOrderException(
                f'Could not cancel order. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
        except ccxt.BaseError as e:
            raise OperationalException(e) from e

-    # Assign method to get_stoploss_order to allow easy overriding in other classes
+    # Assign method to fetch_stoploss_order to allow easy overriding in other classes
    cancel_stoploss_order = cancel_order

    def is_cancel_order_result_suitable(self, corder) -> bool:
@ -968,7 +988,7 @@ class Exchange:
        """
        Cancel order returning a result.
        Creates a fake result if cancel order returns a non-usable result
-        and get_order does not work (certain exchanges don't return cancelled orders)
+        and fetch_order does not work (certain exchanges don't return cancelled orders)
        :param order_id: Orderid to cancel
        :param pair: Pair corresponding to order_id
        :param amount: Amount to use for fake response
@ -981,7 +1001,7 @@ class Exchange:
        except InvalidOrderException:
            logger.warning(f"Could not cancel order {order_id}.")
        try:
-            order = self.get_order(order_id, pair)
+            order = self.fetch_order(order_id, pair)
        except InvalidOrderException:
            logger.warning(f"Could not fetch cancelled order {order_id}.")
            order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
@ -989,7 +1009,7 @@ class Exchange:
        return order

    @retrier
-    def get_order(self, order_id: str, pair: str) -> Dict:
+    def fetch_order(self, order_id: str, pair: str) -> Dict:
        if self._config['dry_run']:
            try:
                order = self._dry_run_open_orders[order_id]
@ -1000,17 +1020,22 @@ class Exchange:
                    f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
        try:
            return self._api.fetch_order(order_id, pair)
+        except ccxt.OrderNotFound as e:
+            raise RetryableOrderError(
+                f'Order not found (id: {order_id}). Message: {e}') from e
        except ccxt.InvalidOrder as e:
            raise InvalidOrderException(
                f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
        except ccxt.BaseError as e:
            raise OperationalException(e) from e

-    # Assign method to get_stoploss_order to allow easy overriding in other classes
-    get_stoploss_order = get_order
+    # Assign method to fetch_stoploss_order to allow easy overriding in other classes
+    fetch_stoploss_order = fetch_order

    @retrier
    def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
@ -1027,6 +1052,8 @@ class Exchange:
            raise OperationalException(
                f'Exchange {self._api.name} does not support fetching order book.'
                f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not get order book due to {e.__class__.__name__}. Message: {e}') from e
@ -1063,7 +1090,8 @@ class Exchange:
            matched_trades = [trade for trade in my_trades if trade['order'] == order_id]

            return matched_trades
-
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not get trades due to {e.__class__.__name__}. Message: {e}') from e
@ -1080,6 +1108,8 @@ class Exchange:

            return self._api.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
                                           price=price, takerOrMaker=taker_or_maker)['rate']
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not get fee info due to {e.__class__.__name__}. Message: {e}') from e
@ -1129,7 +1159,7 @@ class Exchange:

                fee_to_quote_rate = safe_value_fallback(tick, tick, 'last', 'ask')
                return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
-            except DependencyException:
+            except ExchangeError:
                return None

    def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@ -4,8 +4,9 @@ from typing import Dict

 import ccxt

-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+from freqtrade.exceptions import (DDosProtection, ExchangeError,
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier

@ -26,6 +27,7 @@ class Ftx(Exchange):
        """
        return order['type'] == 'stop' and stop_loss > float(order['price'])

+    @retrier(retries=0)
    def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
        """
        Creates a stoploss order.
@ -59,7 +61,7 @@ class Ftx(Exchange):
                        'stop price: %s.', pair, stop_price)
            return order
        except ccxt.InsufficientFunds as e:
-            raise DependencyException(
+            raise ExchangeError(
                f'Insufficient funds to create {ordertype} sell order on market {pair}. '
                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                f'Message: {e}') from e
@ -68,6 +70,8 @@ class Ftx(Exchange):
                f'Could not create {ordertype} sell order on market {pair}. '
                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
@ -75,7 +79,7 @@ class Ftx(Exchange):
            raise OperationalException(e) from e

    @retrier
-    def get_stoploss_order(self, order_id: str, pair: str) -> Dict:
+    def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict:
        if self._config['dry_run']:
            try:
                order = self._dry_run_open_orders[order_id]
@ -96,6 +100,8 @@ class Ftx(Exchange):
        except ccxt.InvalidOrder as e:
            raise InvalidOrderException(
                f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
@ -111,6 +117,8 @@ class Ftx(Exchange):
        except ccxt.InvalidOrder as e:
            raise InvalidOrderException(
                f'Could not cancel order. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@ -4,8 +4,9 @@ from typing import Dict

 import ccxt

-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+from freqtrade.exceptions import (DDosProtection, ExchangeError,
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier

@ -45,6 +46,8 @@ class Kraken(Exchange):
                balances[bal]['free'] = balances[bal]['total'] - balances[bal]['used']

            return balances
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
@ -58,6 +61,7 @@ class Kraken(Exchange):
        """
        return order['type'] == 'stop-loss' and stop_loss > float(order['price'])

+    @retrier(retries=0)
    def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
        """
        Creates a stoploss market order.
@ -84,8 +88,8 @@ class Kraken(Exchange):
                        'stop price: %s.', pair, stop_price)
            return order
        except ccxt.InsufficientFunds as e:
-            raise DependencyException(
-                f'Insufficient funds to create {ordertype} sell order on market {pair}.'
+            raise ExchangeError(
+                f'Insufficient funds to create {ordertype} sell order on market {pair}. '
                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                f'Message: {e}') from e
        except ccxt.InvalidOrder as e:
@ -93,6 +97,8 @@ class Kraken(Exchange):
                f'Could not create {ordertype} sell order on market {pair}. '
                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@ -11,14 +11,14 @@ from typing import Any, Dict, List, Optional

 import arrow
 from cachetools import TTLCache
-from requests.exceptions import RequestException

 from freqtrade import __version__, constants, persistence
 from freqtrade.configuration import validate_config_consistency
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
-from freqtrade.exceptions import DependencyException, InvalidOrderException, PricingError
+from freqtrade.exceptions import (DependencyException, ExchangeError,
+                                  InvalidOrderException, PricingError)
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date
 from freqtrade.misc import safe_value_fallback
 from freqtrade.pairlist.pairlistmanager import PairListManager
@ -119,6 +119,8 @@ class FreqtradeBot:
        if self.config['cancel_open_orders_on_exit']:
            self.cancel_all_open_orders()

+        self.check_for_open_trades()
+
        self.rpc.cleanup()
        persistence.cleanup()

@ -151,6 +153,10 @@ class FreqtradeBot:
        self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
                                  self.strategy.informative_pairs())

+        strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
+
+        self.strategy.analyze(self.active_pair_whitelist)
+
        with self._sell_lock:
            # Check and handle any timed out open orders
            self.check_handle_timedout()
@ -175,6 +181,24 @@ class FreqtradeBot:
        if self.config['cancel_open_orders_on_exit']:
            self.cancel_all_open_orders()

+    def check_for_open_trades(self):
+        """
+        Notify the user when the bot is stopped
+        and there are still open trades active.
+        """
+        open_trades = Trade.get_trades([Trade.is_open == 1]).all()
+
+        if len(open_trades) != 0:
+            msg = {
+                'type': RPCMessageType.WARNING_NOTIFICATION,
+                'status':  f"{len(open_trades)} open trades active.\n\n"
+                           f"Handle these trades manually on {self.exchange.name}, "
+                           f"or '/start' the bot again and use '/stopbuy' "
+                           f"to handle open trades gracefully. \n"
+                           f"{'Trades are simulated.' if self.config['dry_run'] else ''}",
+            }
+            self.rpc.send_msg(msg)
+
    def _refresh_active_whitelist(self, trades: List[Trade] = []) -> List[str]:
        """
        Refresh active whitelist from pairlist or edge and extend it with
@ -420,9 +444,8 @@ class FreqtradeBot:
            return False

        # running get_signal on historical data fetched
-        (buy, sell) = self.strategy.get_signal(
-            pair, self.strategy.timeframe,
-            self.dataprovider.ohlcv(pair, self.strategy.timeframe))
+        analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(pair, self.strategy.timeframe)
+        (buy, sell) = self.strategy.get_signal(pair, self.strategy.timeframe, analyzed_df)

        if buy and not sell:
            stake_amount = self.get_trade_stake_amount(pair)
@ -495,6 +518,12 @@ class FreqtradeBot:

        amount = stake_amount / buy_limit_requested
        order_type = self.strategy.order_types['buy']
+        if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
+                pair=pair, order_type=order_type, amount=amount, rate=buy_limit_requested,
+                time_in_force=time_in_force):
+            logger.info(f"User requested abortion of buying {pair}")
+            return False
+
        order = self.exchange.buy(pair=pair, ordertype=order_type,
                                  amount=amount, rate=buy_limit_requested,
                                  time_in_force=time_in_force)
@ -569,6 +598,7 @@ class FreqtradeBot:
        Sends rpc notification when a buy occured.
        """
        msg = {
+            'trade_id': trade.id,
            'type': RPCMessageType.BUY_NOTIFICATION,
            'exchange': self.exchange.name.capitalize(),
            'pair': trade.pair,
@ -592,6 +622,7 @@ class FreqtradeBot:
        current_rate = self.get_buy_rate(trade.pair, False)

        msg = {
+            'trade_id': trade.id,
            'type': RPCMessageType.BUY_CANCEL_NOTIFICATION,
            'exchange': self.exchange.name.capitalize(),
            'pair': trade.pair,
@ -697,9 +728,10 @@ class FreqtradeBot:

        if (config_ask_strategy.get('use_sell_signal', True) or
                config_ask_strategy.get('ignore_roi_if_buy_signal', False)):
-            (buy, sell) = self.strategy.get_signal(
-                trade.pair, self.strategy.timeframe,
-                self.dataprovider.ohlcv(trade.pair, self.strategy.timeframe))
+            analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
+                                                                      self.strategy.timeframe)
+
+            (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)

        if config_ask_strategy.get('use_order_book', False):
            order_book_min = config_ask_strategy.get('order_book_min', 1)
@ -755,7 +787,7 @@ class FreqtradeBot:
            logger.warning('Selling the trade forcefully')
            self.execute_sell(trade, trade.stop_loss, sell_reason=SellType.EMERGENCY_SELL)

-        except DependencyException:
+        except ExchangeError:
            trade.stoploss_order_id = None
            logger.exception('Unable to place a stoploss order on exchange.')
        return False
@ -773,8 +805,8 @@ class FreqtradeBot:

        try:
            # First we check if there is already a stoploss on exchange
-            stoploss_order = self.exchange.get_stoploss_order(trade.stoploss_order_id, trade.pair) \
-                if trade.stoploss_order_id else None
+            stoploss_order = self.exchange.fetch_stoploss_order(
+                trade.stoploss_order_id, trade.pair) if trade.stoploss_order_id else None
        except InvalidOrderException as exception:
            logger.warning('Unable to fetch stoploss order: %s', exception)

@ -795,10 +827,8 @@ class FreqtradeBot:
            return False

        # If buy order is fulfilled but there is no stoploss, we add a stoploss on exchange
-        if (not stoploss_order):
-
+        if not stoploss_order:
            stoploss = self.edge.stoploss(pair=trade.pair) if self.edge else self.strategy.stoploss
-
            stop_price = trade.open_rate * (1 + stoploss)

            if self.create_stoploss_order(trade=trade, stop_price=stop_price, rate=stop_price):
@ -890,8 +920,8 @@ class FreqtradeBot:
            try:
                if not trade.open_order_id:
                    continue
-                order = self.exchange.get_order(trade.open_order_id, trade.pair)
-            except (RequestException, DependencyException, InvalidOrderException):
+                order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
+            except (ExchangeError, InvalidOrderException):
                logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
                continue

@ -923,7 +953,7 @@ class FreqtradeBot:

        for trade in Trade.get_open_order_trades():
            try:
-                order = self.exchange.get_order(trade.open_order_id, trade.pair)
+                order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
            except (DependencyException, InvalidOrderException):
                logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
                continue
@ -1077,12 +1107,20 @@ class FreqtradeBot:
            order_type = self.strategy.order_types.get("emergencysell", "market")

        amount = self._safe_sell_amount(trade.pair, trade.amount)
+        time_in_force = self.strategy.order_time_in_force['sell']
+
+        if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
+                pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
+                time_in_force=time_in_force,
+                sell_reason=sell_reason.value):
+            logger.info(f"User requested abortion of selling {trade.pair}")
+            return False

        # Execute sell and update trade record
        order = self.exchange.sell(pair=str(trade.pair),
                                   ordertype=order_type,
                                   amount=amount, rate=limit,
-                                   time_in_force=self.strategy.order_time_in_force['sell']
+                                   time_in_force=time_in_force
                                   )

        trade.open_order_id = order['id']
@ -1113,6 +1151,7 @@ class FreqtradeBot:

        msg = {
            'type': RPCMessageType.SELL_NOTIFICATION,
+            'trade_id': trade.id,
            'exchange': trade.exchange.capitalize(),
            'pair': trade.pair,
            'gain': gain,
@ -1155,6 +1194,7 @@ class FreqtradeBot:

        msg = {
            'type': RPCMessageType.SELL_CANCEL_NOTIFICATION,
+            'trade_id': trade.id,
            'exchange': trade.exchange.capitalize(),
            'pair': trade.pair,
            'gain': gain,
@ -1202,7 +1242,7 @@ class FreqtradeBot:
        # Update trade with order values
        logger.info('Found open order for %s', trade)
        try:
-            order = action_order or self.exchange.get_order(order_id, trade.pair)
+            order = action_order or self.exchange.fetch_order(order_id, trade.pair)
        except InvalidOrderException as exception:
            logger.warning('Unable to fetch order %s: %s', order_id, exception)
            return False
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@ -101,7 +101,7 @@ class Backtesting:
        if len(self.pairlists.whitelist) == 0:
            raise OperationalException("No pair in whitelist.")

-        if config.get('fee'):
+        if config.get('fee', None) is not None:
            self.fee = config['fee']
        else:
            self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0])
--- a/freqtrade/pairlist/AgeFilter.py
+++ b/freqtrade/pairlist/AgeFilter.py
@ -5,6 +5,7 @@ import logging
 import arrow
 from typing import Any, Dict

+from freqtrade.exceptions import OperationalException
 from freqtrade.misc import plural
 from freqtrade.pairlist.IPairList import IPairList

@ -23,6 +24,13 @@ class AgeFilter(IPairList):
        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)

        self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
+
+        if self._min_days_listed < 1:
+            raise OperationalException("AgeFilter requires min_days_listed must be >= 1")
+        if self._min_days_listed > exchange.ohlcv_candle_limit:
+            raise OperationalException("AgeFilter requires min_days_listed must not exceed "
+                                       "exchange max request size "
+                                       f"({exchange.ohlcv_candle_limit})")
        self._enabled = self._min_days_listed >= 1

    @property
@ -69,7 +77,7 @@ class AgeFilter(IPairList):
                return True
            else:
                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
-                                                 f"because age is less than "
+                                                 f"because age {len(daily_candles)} is less than "
                                                 f"{self._min_days_listed} "
                                                 f"{plural(self._min_days_listed, 'day')}")
                return False
--- a/freqtrade/pairlist/PriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@ -18,7 +18,11 @@ class PriceFilter(IPairList):
        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)

        self._low_price_ratio = pairlistconfig.get('low_price_ratio', 0)
-        self._enabled = self._low_price_ratio != 0
+        self._min_price = pairlistconfig.get('min_price', 0)
+        self._max_price = pairlistconfig.get('max_price', 0)
+        self._enabled = ((self._low_price_ratio != 0) or
+                         (self._min_price != 0) or
+                         (self._max_price != 0))

    @property
    def needstickers(self) -> bool:
@ -33,7 +37,18 @@ class PriceFilter(IPairList):
        """
        Short whitelist method description - used for startup-messages
        """
-        return f"{self.name} - Filtering pairs priced below {self._low_price_ratio * 100}%."
+        active_price_filters = []
+        if self._low_price_ratio != 0:
+            active_price_filters.append(f"below {self._low_price_ratio * 100}%")
+        if self._min_price != 0:
+            active_price_filters.append(f"below {self._min_price:.8f}")
+        if self._max_price != 0:
+            active_price_filters.append(f"above {self._max_price:.8f}")
+
+        if len(active_price_filters):
+            return f"{self.name} - Filtering pairs priced {' or '.join(active_price_filters)}."
+
+        return f"{self.name} - No price filters configured."

    def _validate_pair(self, ticker) -> bool:
        """
@ -41,15 +56,33 @@ class PriceFilter(IPairList):
        :param ticker: ticker dict as returned from ccxt.load_markets()
        :return: True if the pair can stay, false if it should be removed
        """
-        if ticker['last'] is None:
+        if ticker['last'] is None or ticker['last'] == 0:
            self.log_on_refresh(logger.info,
                                f"Removed {ticker['symbol']} from whitelist, because "
                                "ticker['last'] is empty (Usually no trade in the last 24h).")
            return False
-        compare = self._exchange.price_get_one_pip(ticker['symbol'], ticker['last'])
-        changeperc = compare / ticker['last']
-        if changeperc > self._low_price_ratio:
-            self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
-                                             f"because 1 unit is {changeperc * 100:.3f}%")
-            return False
+
+        # Perform low_price_ratio check.
+        if self._low_price_ratio != 0:
+            compare = self._exchange.price_get_one_pip(ticker['symbol'], ticker['last'])
+            changeperc = compare / ticker['last']
+            if changeperc > self._low_price_ratio:
+                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+                                                 f"because 1 unit is {changeperc * 100:.3f}%")
+                return False
+
+        # Perform min_price check.
+        if self._min_price != 0:
+            if ticker['last'] < self._min_price:
+                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+                                                 f"because last price < {self._min_price:.8f}")
+                return False
+
+        # Perform max_price check.
+        if self._max_price != 0:
+            if ticker['last'] > self._max_price:
+                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+                                                 f"because last price > {self._max_price:.8f}")
+                return False
+
        return True
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@ -360,7 +360,7 @@ class Trade(_DECL_BASE):
    def update(self, order: Dict) -> None:
        """
        Updates this entity with amount and actual open/close rates.
-        :param order: order retrieved by exchange.get_order()
+        :param order: order retrieved by exchange.fetch_order()
        :return: None
        """
        order_type = order['type']
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@ -10,11 +10,13 @@ from freqtrade.data.btanalysis import (calculate_max_drawdown,
                                       create_cum_profit,
                                       extract_trades_of_period, load_trades)
 from freqtrade.data.converter import trim_dataframe
+from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import load_data
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_prev_date
 from freqtrade.misc import pair_to_filename
-from freqtrade.resolvers import StrategyResolver
+from freqtrade.resolvers import ExchangeResolver, StrategyResolver
+from freqtrade.strategy import IStrategy

 logger = logging.getLogger(__name__)

@ -467,6 +469,8 @@ def load_and_plot_trades(config: Dict[str, Any]):
    """
    strategy = StrategyResolver.load_strategy(config)

+    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
+    IStrategy.dp = DataProvider(config, exchange)
    plot_elements = init_plotscript(config)
    trades = plot_elements['trades']
    pair_counter = 0
--- a/freqtrade/resolvers/hyperopt_resolver.py
+++ b/freqtrade/resolvers/hyperopt_resolver.py
@ -42,14 +42,14 @@ class HyperOptResolver(IResolver):
                                                extra_dir=config.get('hyperopt_path'))

        if not hasattr(hyperopt, 'populate_indicators'):
-            logger.warning("Hyperopt class does not provide populate_indicators() method. "
-                           "Using populate_indicators from the strategy.")
+            logger.info("Hyperopt class does not provide populate_indicators() method. "
+                        "Using populate_indicators from the strategy.")
        if not hasattr(hyperopt, 'populate_buy_trend'):
-            logger.warning("Hyperopt class does not provide populate_buy_trend() method. "
-                           "Using populate_buy_trend from the strategy.")
+            logger.info("Hyperopt class does not provide populate_buy_trend() method. "
+                        "Using populate_buy_trend from the strategy.")
        if not hasattr(hyperopt, 'populate_sell_trend'):
-            logger.warning("Hyperopt class does not provide populate_sell_trend() method. "
-                           "Using populate_sell_trend from the strategy.")
+            logger.info("Hyperopt class does not provide populate_sell_trend() method. "
+                        "Using populate_sell_trend from the strategy.")
        return hyperopt


--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@ -17,6 +17,7 @@ from werkzeug.serving import make_server

 from freqtrade.__init__ import __version__
 from freqtrade.rpc.rpc import RPC, RPCException
+from freqtrade.rpc.fiat_convert import CryptoToFiatConverter

 logger = logging.getLogger(__name__)

@ -105,6 +106,9 @@ class ApiServer(RPC):
        # Register application handling
        self.register_rest_rpc_urls()

+        if self._config.get('fiat_display_currency', None):
+            self._fiat_converter = CryptoToFiatConverter()
+
        thread = threading.Thread(target=self.run, daemon=True)
        thread.start()

--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@ -11,7 +11,9 @@ from typing import Any, Dict, List, Optional, Tuple
 import arrow
 from numpy import NAN, mean

-from freqtrade.exceptions import DependencyException, TemporaryError
+from freqtrade.exceptions import ExchangeError, PricingError
+
+from freqtrade.exchange import timeframe_to_msecs, timeframe_to_minutes
 from freqtrade.misc import shorten_date
 from freqtrade.persistence import Trade
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@ -103,6 +105,8 @@ class RPC:
            'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'),
            'ticker_interval': config['timeframe'],  # DEPRECATED
            'timeframe': config['timeframe'],
+            'timeframe_ms': timeframe_to_msecs(config['timeframe']),
+            'timeframe_min': timeframe_to_minutes(config['timeframe']),
            'exchange': config['exchange']['name'],
            'strategy': config['strategy'],
            'forcebuy_enabled': config.get('forcebuy_enable', False),
@ -126,11 +130,11 @@ class RPC:
            for trade in trades:
                order = None
                if trade.open_order_id:
-                    order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair)
+                    order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
                # calculate profit and send message to user
                try:
                    current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
-                except DependencyException:
+                except (ExchangeError, PricingError):
                    current_rate = NAN
                current_profit = trade.calc_profit_ratio(current_rate)
                current_profit_abs = trade.calc_profit(current_rate)
@ -174,7 +178,7 @@ class RPC:
                # calculate profit and send message to user
                try:
                    current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
-                except DependencyException:
+                except (PricingError, ExchangeError):
                    current_rate = NAN
                trade_percent = (100 * trade.calc_profit_ratio(current_rate))
                trade_profit = trade.calc_profit(current_rate)
@ -248,9 +252,10 @@ class RPC:
    def _rpc_trade_history(self, limit: int) -> Dict:
        """ Returns the X last trades """
        if limit > 0:
-            trades = Trade.get_trades().order_by(Trade.id.desc()).limit(limit)
+            trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
+                Trade.id.desc()).limit(limit)
        else:
-            trades = Trade.get_trades().order_by(Trade.id.desc()).all()
+            trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(Trade.id.desc()).all()

        output = [trade.to_json() for trade in trades]

@ -269,6 +274,8 @@ class RPC:
        profit_closed_coin = []
        profit_closed_ratio = []
        durations = []
+        winning_trades = 0
+        losing_trades = 0

        for trade in trades:
            current_rate: float = 0.0
@ -282,11 +289,15 @@ class RPC:
                profit_ratio = trade.close_profit
                profit_closed_coin.append(trade.close_profit_abs)
                profit_closed_ratio.append(profit_ratio)
+                if trade.close_profit >= 0:
+                    winning_trades += 1
+                else:
+                    losing_trades += 1
            else:
                # Get current rate
                try:
                    current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
-                except DependencyException:
+                except (PricingError, ExchangeError):
                    current_rate = NAN
                profit_ratio = trade.calc_profit_ratio(rate=current_rate)

@ -344,6 +355,8 @@ class RPC:
            'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0],
            'best_pair': best_pair[0] if best_pair else '',
            'best_rate': round(best_pair[1] * 100, 2) if best_pair else 0,
+            'winning_trades': winning_trades,
+            'losing_trades': losing_trades,
        }

    def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict:
@ -352,7 +365,7 @@ class RPC:
        total = 0.0
        try:
            tickers = self._freqtrade.exchange.get_tickers()
-        except (TemporaryError, DependencyException):
+        except (ExchangeError):
            raise RPCException('Error getting current tickers.')

        self._freqtrade.wallets.update(require_update=False)
@ -373,7 +386,7 @@ class RPC:
                        if pair.startswith(stake_currency):
                            rate = 1.0 / rate
                        est_stake = rate * balance.total
-                except (TemporaryError, DependencyException):
+                except (ExchangeError):
                    logger.warning(f" Could not get rate for pair {coin}.")
                    continue
            total = total + (est_stake or 0)
@ -442,7 +455,7 @@ class RPC:
        def _exec_forcesell(trade: Trade) -> None:
            # Check if there is there is an open order
            if trade.open_order_id:
-                order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair)
+                order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)

                # Cancel open LIMIT_BUY orders and close trade
                if order and order['status'] == 'open' \
@ -511,7 +524,7 @@ class RPC:
        # check if valid pair

        # check if pair already has an open pair
-        trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair.is_(pair)]).first()
+        trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
        if trade:
            raise RPCException(f'position for {pair} already open - id: {trade.id}')

@ -520,7 +533,7 @@ class RPC:

        # execute buy
        if self._freqtrade.execute_buy(pair, stakeamount, price):
-            trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair.is_(pair)]).first()
+            trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
            return trade
        else:
            return None
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@ -5,6 +5,7 @@ This module manage Telegram communication
 """
 import json
 import logging
+import arrow
 from typing import Any, Callable, Dict

 from tabulate import tabulate
@ -92,6 +93,7 @@ class Telegram(RPC):
            CommandHandler('stop', self._stop),
            CommandHandler('forcesell', self._forcesell),
            CommandHandler('forcebuy', self._forcebuy),
+            CommandHandler('trades', self._trades),
            CommandHandler('performance', self._performance),
            CommandHandler('daily', self._daily),
            CommandHandler('count', self._count),
@ -366,7 +368,9 @@ class Telegram(RPC):
                             f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n"
                             f"*Total Trade Count:* `{trade_count}`\n"
                             f"*First Trade opened:* `{first_trade_date}`\n"
-                             f"*Latest Trade opened:* `{latest_trade_date}`")
+                             f"*Latest Trade opened:* `{latest_trade_date}\n`"
+                             f"*Win / Loss:* `{stats['winning_trades']} / {stats['losing_trades']}`"
+                             )
            if stats['closed_trade_count'] > 0:
                markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
                                 f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
@ -494,6 +498,41 @@ class Telegram(RPC):
        except RPCException as e:
            self._send_msg(str(e))

+    @authorized_only
+    def _trades(self, update: Update, context: CallbackContext) -> None:
+        """
+        Handler for /trades <n>
+        Returns last n recent trades.
+        :param bot: telegram bot
+        :param update: message update
+        :return: None
+        """
+        stake_cur = self._config['stake_currency']
+        try:
+            nrecent = int(context.args[0])
+        except (TypeError, ValueError, IndexError):
+            nrecent = 10
+        try:
+            trades = self._rpc_trade_history(
+                nrecent
+            )
+            trades_tab = tabulate(
+                [[arrow.get(trade['open_date']).humanize(),
+                  trade['pair'],
+                  f"{(100 * trade['close_profit']):.2f}% ({trade['close_profit_abs']})"]
+                 for trade in trades['trades']],
+                headers=[
+                    'Open Date',
+                    'Pair',
+                    f'Profit ({stake_cur})',
+                ],
+                tablefmt='simple')
+            message = (f"<b>{min(trades['trades_count'], nrecent)} recent trades</b>:\n"
+                       + (f"<pre>{trades_tab}</pre>" if trades['trades_count'] > 0 else ''))
+            self._send_msg(message, parse_mode=ParseMode.HTML)
+        except RPCException as e:
+            self._send_msg(str(e))
+
    @authorized_only
    def _performance(self, update: Update, context: CallbackContext) -> None:
        """
@ -607,6 +646,7 @@ class Telegram(RPC):
                   "         *table :* `will display trades in a table`\n"
                   "                `pending buy orders are marked with an asterisk (*)`\n"
                   "                `pending sell orders are marked with a double asterisk (**)`\n"
+                   "*/trades [limit]:* `Lists last closed trades (limited to 10 by default)`\n"
                   "*/profit:* `Lists cumulative profit from all finished trades`\n"
                   "*/forcesell <trade_id>|all:* `Instantly sells the given trade or all trades, "
                   "regardless of profit`\n"
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@ -7,20 +7,19 @@ import warnings
 from abc import ABC, abstractmethod
 from datetime import datetime, timezone
 from enum import Enum
-from typing import Dict, NamedTuple, Optional, Tuple
+from typing import Dict, List, NamedTuple, Optional, Tuple

 import arrow
 from pandas import DataFrame

+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.exceptions import StrategyError
+from freqtrade.exceptions import StrategyError, OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.persistence import Trade
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
-from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.wallets import Wallets

-
 logger = logging.getLogger(__name__)


@ -191,6 +190,63 @@ class IStrategy(ABC):
        """
        return False

+    def bot_loop_start(self, **kwargs) -> None:
+        """
+        Called at the start of the bot iteration (one loop).
+        Might be used to perform pair-independent tasks
+        (e.g. gather some remote resource for comparison)
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        """
+        pass
+
+    def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
+                            time_in_force: str, **kwargs) -> bool:
+        """
+        Called right before placing a buy order.
+        Timing for this function is critical, so avoid doing heavy computations or
+        network requests in this method.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns True (always confirming).
+
+        :param pair: Pair that's about to be bought.
+        :param order_type: Order type (as configured in order_types). usually limit or market.
+        :param amount: Amount in target (quote) currency that's going to be traded.
+        :param rate: Rate that's going to be used when using limit orders
+        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return bool: When True is returned, then the buy-order is placed on the exchange.
+            False aborts the process
+        """
+        return True
+
+    def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
+                           rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
+        """
+        Called right before placing a regular sell order.
+        Timing for this function is critical, so avoid doing heavy computations or
+        network requests in this method.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns True (always confirming).
+
+        :param pair: Pair that's about to be sold.
+        :param trade: trade object.
+        :param order_type: Order type (as configured in order_types). usually limit or market.
+        :param amount: Amount in quote currency.
+        :param rate: Rate that's going to be used when using limit orders
+        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param sell_reason: Sell reason.
+            Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
+                           'sell_signal', 'force_sell', 'emergency_sell']
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return bool: When True is returned, then the sell-order is placed on the exchange.
+            False aborts the process
+        """
+        return True
+
    def informative_pairs(self) -> ListPairsWithTimeframes:
        """
        Define additional, informative pair/interval combinations to be cached from the exchange.
@ -204,6 +260,10 @@ class IStrategy(ABC):
        """
        return []

+###
+# END - Intended to be overridden by strategy
+###
+
    def get_strategy_name(self) -> str:
        """
        Returns strategy class name
@ -273,6 +333,8 @@ class IStrategy(ABC):
            # Defs that only make change on new candle data.
            dataframe = self.analyze_ticker(dataframe, metadata)
            self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date']
+            if self.dp:
+                self.dp._set_cached_df(pair, self.timeframe, dataframe)
        else:
            logger.debug("Skipping TA Analysis for already analyzed candle")
            dataframe['buy'] = 0
@ -284,13 +346,53 @@ class IStrategy(ABC):

        return dataframe

+    def analyze_pair(self, pair: str) -> None:
+        """
+        Fetch data for this pair from dataprovider and analyze.
+        Stores the dataframe into the dataprovider.
+        The analyzed dataframe is then accessible via `dp.get_analyzed_dataframe()`.
+        :param pair: Pair to analyze.
+        """
+        if not self.dp:
+            raise OperationalException("DataProvider not found.")
+        dataframe = self.dp.ohlcv(pair, self.timeframe)
+        if not isinstance(dataframe, DataFrame) or dataframe.empty:
+            logger.warning('Empty candle (OHLCV) data for pair %s', pair)
+            return
+
+        try:
+            df_len, df_close, df_date = self.preserve_df(dataframe)
+
+            dataframe = strategy_safe_wrapper(
+                self._analyze_ticker_internal, message=""
+            )(dataframe, {'pair': pair})
+
+            self.assert_df(dataframe, df_len, df_close, df_date)
+        except StrategyError as error:
+            logger.warning(f"Unable to analyze candle (OHLCV) data for pair {pair}: {error}")
+            return
+
+        if dataframe.empty:
+            logger.warning('Empty dataframe for pair %s', pair)
+            return
+
+    def analyze(self, pairs: List[str]) -> None:
+        """
+        Analyze all pairs using analyze_pair().
+        :param pairs: List of pairs to analyze
+        """
+        for pair in pairs:
+            self.analyze_pair(pair)
+
    @staticmethod
    def preserve_df(dataframe: DataFrame) -> Tuple[int, float, datetime]:
        """ keep some data for dataframes """
        return len(dataframe), dataframe["close"].iloc[-1], dataframe["date"].iloc[-1]

    def assert_df(self, dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime):
-        """ make sure data is unmodified """
+        """
+        Ensure dataframe (length, last candle) was not modified, and has all elements we need.
+        """
        message = ""
        if df_len != len(dataframe):
            message = "length"
@ -304,31 +406,17 @@ class IStrategy(ABC):
            else:
                raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")

-    def get_signal(self, pair: str, interval: str, dataframe: DataFrame) -> Tuple[bool, bool]:
+    def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool]:
        """
-        Calculates current signal based several technical analysis indicators
+        Calculates current signal based based on the buy / sell columns of the dataframe.
+        Used by Bot to get the signal to buy or sell
        :param pair: pair in format ANT/BTC
-        :param interval: Interval to use (in min)
-        :param dataframe: Dataframe to analyze
+        :param timeframe: timeframe to use
+        :param dataframe: Analyzed dataframe to get signal from.
        :return: (Buy, Sell) A bool-tuple indicating buy/sell signal
        """
        if not isinstance(dataframe, DataFrame) or dataframe.empty:
-            logger.warning('Empty candle (OHLCV) data for pair %s', pair)
-            return False, False
-
-        try:
-            df_len, df_close, df_date = self.preserve_df(dataframe)
-            dataframe = strategy_safe_wrapper(
-                self._analyze_ticker_internal, message=""
-                )(dataframe, {'pair': pair})
-            self.assert_df(dataframe, df_len, df_close, df_date)
-        except StrategyError as error:
-            logger.warning(f"Unable to analyze candle (OHLCV) data for pair {pair}: {error}")
-
-            return False, False
-
-        if dataframe.empty:
-            logger.warning('Empty dataframe for pair %s', pair)
+            logger.warning(f'Empty candle (OHLCV) data for pair {pair}')
            return False, False

        latest_date = dataframe['date'].max()
@ -337,24 +425,18 @@ class IStrategy(ABC):
        latest_date = arrow.get(latest_date)

        # Check if dataframe is out of date
-        interval_minutes = timeframe_to_minutes(interval)
+        timeframe_minutes = timeframe_to_minutes(timeframe)
        offset = self.config.get('exchange', {}).get('outdated_offset', 5)
-        if latest_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))):
+        if latest_date < (arrow.utcnow().shift(minutes=-(timeframe_minutes * 2 + offset))):
            logger.warning(
                'Outdated history for pair %s. Last tick is %s minutes old',
-                pair,
-                (arrow.utcnow() - latest_date).seconds // 60
+                pair, (arrow.utcnow() - latest_date).seconds // 60
            )
            return False, False

        (buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
-        logger.debug(
-            'trigger: %s (pair=%s) buy=%s sell=%s',
-            latest['date'],
-            pair,
-            str(buy),
-            str(sell)
-        )
+        logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
+                     latest['date'], pair, str(buy), str(sell))
        return buy, sell

    def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,
@ -500,7 +582,8 @@ class IStrategy(ABC):

    def ohlcvdata_to_dataframe(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
        """
-        Creates a dataframe and populates indicators for given candle (OHLCV) data
+        Populates indicators for given candle (OHLCV) data (for multiple pairs)
+        Does not run advice_buy or advise_sell!
        Used by optimize operations only, not during dry / live runs.
        Using .copy() to get a fresh copy of the dataframe for every strategy run.
        Has positive effects on memory usage for whatever reason - also when
--- a/freqtrade/strategy/strategy_wrapper.py
+++ b/freqtrade/strategy/strategy_wrapper.py
@ -5,7 +5,7 @@ from freqtrade.exceptions import StrategyError
 logger = logging.getLogger(__name__)


-def strategy_safe_wrapper(f, message: str = "", default_retval=None):
+def strategy_safe_wrapper(f, message: str = "", default_retval=None, supress_error=False):
    """
    Wrapper around user-provided methods and functions.
    Caches all exceptions and returns either the default_retval (if it's not None) or raises
@ -20,7 +20,7 @@ def strategy_safe_wrapper(f, message: str = "", default_retval=None):
                f"Strategy caused the following exception: {error}"
                f"{f}"
            )
-            if default_retval is None:
+            if default_retval is None and not supress_error:
                raise StrategyError(str(error)) from error
            return default_retval
        except Exception as error:
@ -28,7 +28,7 @@ def strategy_safe_wrapper(f, message: str = "", default_retval=None):
                f"{message}"
                f"Unexpected error {error} calling {f}"
            )
-            if default_retval is None:
+            if default_retval is None and not supress_error:
                raise StrategyError(str(error)) from error
            return default_retval

--- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
@ -1,4 +1,65 @@

+def bot_loop_start(self, **kwargs) -> None:
+    """
+    Called at the start of the bot iteration (one loop).
+    Might be used to perform pair-independent tasks
+    (e.g. gather some remote ressource for comparison)
+
+    For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+    When not implemented by a strategy, this simply does nothing.
+    :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+    """
+    pass
+
+def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
+                        time_in_force: str, **kwargs) -> bool:
+    """
+    Called right before placing a buy order.
+    Timing for this function is critical, so avoid doing heavy computations or
+    network requests in this method.
+
+    For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+    When not implemented by a strategy, returns True (always confirming).
+
+    :param pair: Pair that's about to be bought.
+    :param order_type: Order type (as configured in order_types). usually limit or market.
+    :param amount: Amount in target (quote) currency that's going to be traded.
+    :param rate: Rate that's going to be used when using limit orders
+    :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+    :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+    :return bool: When True is returned, then the buy-order is placed on the exchange.
+        False aborts the process
+    """
+    return True
+
+def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
+                       rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
+    """
+    Called right before placing a regular sell order.
+    Timing for this function is critical, so avoid doing heavy computations or
+    network requests in this method.
+
+    For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+    When not implemented by a strategy, returns True (always confirming).
+
+    :param pair: Pair that's about to be sold.
+    :param trade: trade object.
+    :param order_type: Order type (as configured in order_types). usually limit or market.
+    :param amount: Amount in quote currency.
+    :param rate: Rate that's going to be used when using limit orders
+    :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+    :param sell_reason: Sell reason.
+        Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
+                        'sell_signal', 'force_sell', 'emergency_sell']
+    :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+    :return bool: When True is returned, then the sell-order is placed on the exchange.
+        False aborts the process
+    """
+    return True
+
 def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
    """
    Check buy timeout function callback.
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@ -90,6 +90,9 @@ class Worker:
            if state == State.RUNNING:
                self.freqtrade.startup()

+            if state == State.STOPPED:
+                self.freqtrade.check_for_open_trades()
+
            # Reset heartbeat timestamp to log the heartbeat message at
            # first throttling iteration when the state changes
            self._heartbeat_msg = 0
--- a/mkdocs.yml
+++ b/mkdocs.yml
@ -3,6 +3,7 @@ nav:
    - Home: index.md
    - Installation Docker: docker.md
    - Installation: installation.md
+    - Freqtrade Basics: bot-basics.md
    - Configuration: configuration.md
    - Strategy Customization: strategy-customization.md
    - Stoploss: stoploss.md
--- a/requirements-common.txt
+++ b/requirements-common.txt
@ -1,17 +1,17 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.30.48
+ccxt==1.32.7
 SQLAlchemy==1.3.18
 python-telegram-bot==12.8
-arrow==0.15.7
+arrow==0.15.8
 cachetools==4.1.1
 requests==2.24.0
-urllib3==1.25.9
+urllib3==1.25.10
 wrapt==1.12.1
 jsonschema==3.2.0
 TA-Lib==0.4.18
 tabulate==0.8.7
-pycoingecko==1.2.0
+pycoingecko==1.3.0
 jinja2==2.11.2

 # find first, C search in arrays
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@ -3,7 +3,7 @@
 -r requirements-plot.txt
 -r requirements-hyperopt.txt

-coveralls==2.0.0
+coveralls==2.1.1
 flake8==3.8.3
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.1.0
@ -11,7 +11,7 @@ mypy==0.782
 pytest==5.4.3
 pytest-asyncio==0.14.0
 pytest-cov==2.10.0
-pytest-mock==3.1.1
+pytest-mock==3.2.0
 pytest-random-order==1.0.4

 # Convert jupyter notebooks to markdown documents
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@ -2,9 +2,9 @@
 -r requirements.txt

 # Required for hyperopt
-scipy==1.5.0
+scipy==1.5.2
 scikit-learn==0.23.1
 scikit-optimize==0.7.4
 filelock==3.0.12
-joblib==0.15.1
+joblib==0.16.0
 progressbar2==3.51.4
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt

-plotly==4.8.2
+plotly==4.9.0

--- a/requirements.txt
+++ b/requirements.txt
@ -1,5 +1,5 @@
 # Load common requirements
 -r requirements-common.txt

-numpy==1.19.0
+numpy==1.19.1
 pandas==1.0.5
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@ -6,12 +6,12 @@ import pytest

 from freqtrade.commands import (start_convert_data, start_create_userdir,
                                start_download_data, start_hyperopt_list,
-                                start_hyperopt_show, start_list_exchanges,
-                                start_list_hyperopts, start_list_markets,
-                                start_list_strategies, start_list_timeframes,
-                                start_new_hyperopt, start_new_strategy,
-                                start_show_trades, start_test_pairlist,
-                                start_trading)
+                                start_hyperopt_show, start_list_data,
+                                start_list_exchanges, start_list_hyperopts,
+                                start_list_markets, start_list_strategies,
+                                start_list_timeframes, start_new_hyperopt,
+                                start_new_strategy, start_show_trades,
+                                start_test_pairlist, start_trading)
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
@ -1043,6 +1043,40 @@ def test_convert_data_trades(mocker, testdatadir):
    assert trades_mock.call_args[1]['erase'] is False


+def test_start_list_data(testdatadir, capsys):
+    args = [
+        "list-data",
+        "--data-format-ohlcv",
+        "json",
+        "--datadir",
+        str(testdatadir),
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_list_data(pargs)
+    captured = capsys.readouterr()
+    assert "Found 16 pair / timeframe combinations." in captured.out
+    assert "\n|         Pair |       Timeframe |\n" in captured.out
+    assert "\n| UNITTEST/BTC | 1m, 5m, 8m, 30m |\n" in captured.out
+
+    args = [
+        "list-data",
+        "--data-format-ohlcv",
+        "json",
+        "--pairs", "XRP/ETH",
+        "--datadir",
+        str(testdatadir),
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_list_data(pargs)
+    captured = capsys.readouterr()
+    assert "Found 2 pair / timeframe combinations." in captured.out
+    assert "\n|    Pair |   Timeframe |\n" in captured.out
+    assert "UNITTEST/BTC" not in captured.out
+    assert "\n| XRP/ETH |      1m, 5m |\n" in captured.out
+
+
@pytest.mark.usefixtures("init_persistence")
 def test_show_trades(mocker, fee, capsys, caplog):
    mocker.patch("freqtrade.persistence.init")
@ -1055,7 +1089,7 @@ def test_show_trades(mocker, fee, capsys, caplog):
    pargs = get_args(args)
    pargs['config'] = None
    start_show_trades(pargs)
-    assert log_has("Printing 3 Trades: ", caplog)
+    assert log_has("Printing 4 Trades: ", caplog)
    captured = capsys.readouterr()
    assert "Trade(id=1" in captured.out
    assert "Trade(id=2" in captured.out
--- a/tests/conftest.py
+++ b/tests/conftest.py
@ -163,7 +163,7 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
    :param value: which value IStrategy.get_signal() must return
    :return: None
    """
-    freqtrade.strategy.get_signal = lambda e, s, t: value
+    freqtrade.strategy.get_signal = lambda e, s, x: value
    freqtrade.exchange.refresh_latest_ohlcv = lambda p: None


@ -199,6 +199,20 @@ def create_mock_trades(fee):
    )
    Trade.session.add(trade)

+    trade = Trade(
+        pair='XRP/BTC',
+        stake_amount=0.001,
+        amount=123.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_rate=0.05,
+        close_rate=0.06,
+        close_profit=0.01,
+        exchange='bittrex',
+        is_open=False,
+    )
+    Trade.session.add(trade)
+
    # Simulate prod entry
    trade = Trade(
        pair='ETC/BTC',
@ -661,7 +675,8 @@ def shitcoinmarkets(markets):
    Fixture with shitcoin markets - used to test filters in pairlists
    """
    shitmarkets = deepcopy(markets)
-    shitmarkets.update({'HOT/BTC': {
+    shitmarkets.update({
+        'HOT/BTC': {
            'id': 'HOTBTC',
            'symbol': 'HOT/BTC',
            'base': 'HOT',
@ -766,7 +781,32 @@ def shitcoinmarkets(markets):
            "spot": True,
            "future": False,
            "active": True
-    },
+        },
+        'ADADOUBLE/USDT': {
+            "percentage": True,
+            "tierBased": False,
+            "taker": 0.001,
+            "maker": 0.001,
+            "precision": {
+                "base": 8,
+                "quote": 8,
+                "amount": 2,
+                "price": 4
+            },
+            "limits": {
+            },
+            "id": "ADADOUBLEUSDT",
+            "symbol": "ADADOUBLE/USDT",
+            "base": "ADADOUBLE",
+            "quote": "USDT",
+            "baseId": "ADADOUBLE",
+            "quoteId": "USDT",
+            "info": {},
+            "type": "spot",
+            "spot": True,
+            "future": False,
+            "active": True
+        },
        })
    return shitmarkets

@ -787,6 +827,7 @@ def limit_buy_order():
        'price': 0.00001099,
        'amount': 90.99181073,
        'filled': 90.99181073,
+        'cost': 0.0009999,
        'remaining': 0.0,
        'status': 'closed'
    }
@ -1387,6 +1428,28 @@ def tickers():
            "quoteVolume": 0.0,
            "info": {}
        },
+        "ADADOUBLE/USDT": {
+            "symbol": "ADADOUBLE/USDT",
+            "timestamp": 1580469388244,
+            "datetime": "2020-01-31T11:16:28.244Z",
+            "high": None,
+            "low": None,
+            "bid": 0.7305,
+            "bidVolume": None,
+            "ask": 0.7342,
+            "askVolume": None,
+            "vwap": None,
+            "open": None,
+            "close": None,
+            "last": 0,
+            "previousClose": None,
+            "change": None,
+            "percentage": 2.628,
+            "average": None,
+            "baseVolume": 0.0,
+            "quoteVolume": 0.0,
+            "info": {}
+        },
    })


--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@ -43,7 +43,7 @@ def test_load_trades_from_db(default_conf, fee, mocker):

    trades = load_trades_from_db(db_url=default_conf['db_url'])
    assert init_mock.call_count == 1
-    assert len(trades) == 3
+    assert len(trades) == 4
    assert isinstance(trades, DataFrame)
    assert "pair" in trades.columns
    assert "open_time" in trades.columns
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@ -1,11 +1,12 @@
+from datetime import datetime, timezone
 from unittest.mock import MagicMock

-from pandas import DataFrame
 import pytest
+from pandas import DataFrame

 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.pairlist.pairlistmanager import PairListManager
-from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.state import RunMode
 from tests.conftest import get_patched_exchange

@ -164,7 +165,7 @@ def test_ticker(mocker, default_conf, tickers):
    assert 'symbol' in res
    assert res['symbol'] == 'ETH/BTC'

-    ticker_mock = MagicMock(side_effect=DependencyException('Pair not found'))
+    ticker_mock = MagicMock(side_effect=ExchangeError('Pair not found'))
    mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock)
    exchange = get_patched_exchange(mocker, default_conf)
    dp = DataProvider(default_conf, exchange)
@ -194,3 +195,29 @@ def test_current_whitelist(mocker, default_conf, tickers):
    with pytest.raises(OperationalException):
        dp = DataProvider(default_conf, exchange)
        dp.current_whitelist()
+
+
+def test_get_analyzed_dataframe(mocker, default_conf, ohlcv_history):
+
+    default_conf["runmode"] = RunMode.DRY_RUN
+
+    timeframe = default_conf["timeframe"]
+    exchange = get_patched_exchange(mocker, default_conf)
+
+    dp = DataProvider(default_conf, exchange)
+    dp._set_cached_df("XRP/BTC", timeframe, ohlcv_history)
+    dp._set_cached_df("UNITTEST/BTC", timeframe, ohlcv_history)
+
+    assert dp.runmode == RunMode.DRY_RUN
+    dataframe, time = dp.get_analyzed_dataframe("UNITTEST/BTC", timeframe)
+    assert ohlcv_history.equals(dataframe)
+    assert isinstance(time, datetime)
+
+    dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
+    assert ohlcv_history.equals(dataframe)
+    assert isinstance(time, datetime)
+
+    dataframe, time = dp.get_analyzed_dataframe("NOTHING/BTC", timeframe)
+    assert dataframe.empty
+    assert isinstance(time, datetime)
+    assert time == datetime(1970, 1, 1, tzinfo=timezone.utc)
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@ -631,6 +631,20 @@ def test_jsondatahandler_ohlcv_get_pairs(testdatadir):
    assert set(pairs) == {'UNITTEST/BTC'}


+def test_jsondatahandler_ohlcv_get_available_data(testdatadir):
+    paircombs = JsonDataHandler.ohlcv_get_available_data(testdatadir)
+    # Convert to set to avoid failures due to sorting
+    assert set(paircombs) == {('UNITTEST/BTC', '5m'), ('ETH/BTC', '5m'), ('XLM/BTC', '5m'),
+                              ('TRX/BTC', '5m'), ('LTC/BTC', '5m'), ('XMR/BTC', '5m'),
+                              ('ZEC/BTC', '5m'), ('UNITTEST/BTC', '1m'), ('ADA/BTC', '5m'),
+                              ('ETC/BTC', '5m'), ('NXT/BTC', '5m'), ('DASH/BTC', '5m'),
+                              ('XRP/ETH', '1m'), ('XRP/ETH', '5m'), ('UNITTEST/BTC', '30m'),
+                              ('UNITTEST/BTC', '8m')}
+
+    paircombs = JsonGzDataHandler.ohlcv_get_available_data(testdatadir)
+    assert set(paircombs) == {('UNITTEST/BTC', '8m')}
+
+
 def test_jsondatahandler_trades_get_pairs(testdatadir):
    pairs = JsonGzDataHandler.trades_get_pairs(testdatadir)
    # Convert to set to avoid failures due to sorting
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@ -5,8 +5,9 @@ import ccxt
 import pytest

 from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+                                  OperationalException)
 from tests.conftest import get_patched_exchange
+from tests.exchange.test_exchange import ccxt_exceptionhandlers


@pytest.mark.parametrize('limitratio,expected', [
@ -62,15 +63,9 @@ def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})

-    with pytest.raises(TemporaryError):
-        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
-
-    with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
-        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, "binance",
+                           "stoploss", "create_order", retries=1,
+                           pair='ETH/BTC', amount=1, stop_price=220, order_types={})


 def test_stoploss_order_dry_run_binance(default_conf, mocker):
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@ -4,17 +4,17 @@ import copy
 import logging
 from datetime import datetime, timezone
 from random import randint
-from unittest.mock import MagicMock, Mock, PropertyMock
+from unittest.mock import MagicMock, Mock, PropertyMock, patch

 import arrow
 import ccxt
 import pytest
 from pandas import DataFrame

-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+from freqtrade.exceptions import (DependencyException, InvalidOrderException, DDosProtection,
                                  OperationalException, TemporaryError)
 from freqtrade.exchange import Binance, Exchange, Kraken
-from freqtrade.exchange.common import API_RETRY_COUNT
+from freqtrade.exchange.common import API_RETRY_COUNT, calculate_backoff
 from freqtrade.exchange.exchange import (market_is_active, symbol_is_pair,
                                         timeframe_to_minutes,
                                         timeframe_to_msecs,
@ -37,12 +37,20 @@ def get_mock_coro(return_value):


 def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
-                           fun, mock_ccxt_fun, **kwargs):
+                           fun, mock_ccxt_fun, retries=API_RETRY_COUNT + 1, **kwargs):
+
+    with patch('freqtrade.exchange.common.time.sleep'):
+        with pytest.raises(DDosProtection):
+            api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DDos"))
+            exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+            getattr(exchange, fun)(**kwargs)
+        assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
+
    with pytest.raises(TemporaryError):
        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeaDBeef"))
        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
        getattr(exchange, fun)(**kwargs)
-    assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
+    assert api_mock.__dict__[mock_ccxt_fun].call_count == retries

    with pytest.raises(OperationalException):
        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
@ -51,12 +59,21 @@ def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
    assert api_mock.__dict__[mock_ccxt_fun].call_count == 1


-async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
+async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun,
+                               retries=API_RETRY_COUNT + 1, **kwargs):
+
+    with patch('freqtrade.exchange.common.asyncio.sleep', get_mock_coro(None)):
+        with pytest.raises(DDosProtection):
+            api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("Dooh"))
+            exchange = get_patched_exchange(mocker, default_conf, api_mock)
+            await getattr(exchange, fun)(**kwargs)
+        assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
+
    with pytest.raises(TemporaryError):
        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
        exchange = get_patched_exchange(mocker, default_conf, api_mock)
        await getattr(exchange, fun)(**kwargs)
-    assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
+    assert api_mock.__dict__[mock_ccxt_fun].call_count == retries

    with pytest.raises(OperationalException):
        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
@ -697,13 +714,13 @@ def test_validate_order_types(default_conf, mocker):
    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
    mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex')
+
    default_conf['order_types'] = {
        'buy': 'limit',
        'sell': 'limit',
        'stoploss': 'market',
        'stoploss_on_exchange': False
    }
-
    Exchange(default_conf)

    type(api_mock).has = PropertyMock(return_value={'createMarketOrder': False})
@ -713,9 +730,8 @@ def test_validate_order_types(default_conf, mocker):
        'buy': 'limit',
        'sell': 'limit',
        'stoploss': 'market',
-        'stoploss_on_exchange': 'false'
+        'stoploss_on_exchange': False
    }
-
    with pytest.raises(OperationalException,
                       match=r'Exchange .* does not support market orders.'):
        Exchange(default_conf)
@ -726,7 +742,6 @@ def test_validate_order_types(default_conf, mocker):
        'stoploss': 'limit',
        'stoploss_on_exchange': True
    }
-
    with pytest.raises(OperationalException,
                       match=r'On exchange stoploss is not supported for .*'):
        Exchange(default_conf)
@ -1127,9 +1142,10 @@ def test_get_balance_prod(default_conf, mocker, exchange_name):
        exchange.get_balance(currency='BTC')


-def test_get_balances_dry_run(default_conf, mocker):
+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+def test_get_balances_dry_run(default_conf, mocker, exchange_name):
    default_conf['dry_run'] = True
-    exchange = get_patched_exchange(mocker, default_conf)
+    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
    assert exchange.get_balances() == {}


@ -1847,36 +1863,48 @@ def test_cancel_stoploss_order(default_conf, mocker, exchange_name):


@pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_get_order(default_conf, mocker, exchange_name):
+def test_fetch_order(default_conf, mocker, exchange_name):
    default_conf['dry_run'] = True
    order = MagicMock()
    order.myid = 123
    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
    exchange._dry_run_open_orders['X'] = order
-    assert exchange.get_order('X', 'TKN/BTC').myid == 123
+    assert exchange.fetch_order('X', 'TKN/BTC').myid == 123

    with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
-        exchange.get_order('Y', 'TKN/BTC')
+        exchange.fetch_order('Y', 'TKN/BTC')

    default_conf['dry_run'] = False
    api_mock = MagicMock()
    api_mock.fetch_order = MagicMock(return_value=456)
    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-    assert exchange.get_order('X', 'TKN/BTC') == 456
+    assert exchange.fetch_order('X', 'TKN/BTC') == 456

    with pytest.raises(InvalidOrderException):
        api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.get_order(order_id='_', pair='TKN/BTC')
+        exchange.fetch_order(order_id='_', pair='TKN/BTC')
    assert api_mock.fetch_order.call_count == 1

+    api_mock.fetch_order = MagicMock(side_effect=ccxt.OrderNotFound("Order not found"))
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    with patch('freqtrade.exchange.common.time.sleep') as tm:
+        with pytest.raises(InvalidOrderException):
+            exchange.fetch_order(order_id='_', pair='TKN/BTC')
+        # Ensure backoff is called
+        assert tm.call_args_list[0][0][0] == 1
+        assert tm.call_args_list[1][0][0] == 2
+        assert tm.call_args_list[2][0][0] == 5
+        assert tm.call_args_list[3][0][0] == 10
+    assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
+
    ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
-                           'get_order', 'fetch_order',
+                           'fetch_order', 'fetch_order',
                           order_id='_', pair='TKN/BTC')


@pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_get_stoploss_order(default_conf, mocker, exchange_name):
+def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
    # Don't test FTX here - that needs a seperate test
    if exchange_name == 'ftx':
        return
@ -1885,25 +1913,25 @@ def test_get_stoploss_order(default_conf, mocker, exchange_name):
    order.myid = 123
    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
    exchange._dry_run_open_orders['X'] = order
-    assert exchange.get_stoploss_order('X', 'TKN/BTC').myid == 123
+    assert exchange.fetch_stoploss_order('X', 'TKN/BTC').myid == 123

    with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
-        exchange.get_stoploss_order('Y', 'TKN/BTC')
+        exchange.fetch_stoploss_order('Y', 'TKN/BTC')

    default_conf['dry_run'] = False
    api_mock = MagicMock()
    api_mock.fetch_order = MagicMock(return_value=456)
    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-    assert exchange.get_stoploss_order('X', 'TKN/BTC') == 456
+    assert exchange.fetch_stoploss_order('X', 'TKN/BTC') == 456

    with pytest.raises(InvalidOrderException):
        api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.get_stoploss_order(order_id='_', pair='TKN/BTC')
+        exchange.fetch_stoploss_order(order_id='_', pair='TKN/BTC')
    assert api_mock.fetch_order.call_count == 1

    ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
-                           'get_stoploss_order', 'fetch_order',
+                           'fetch_stoploss_order', 'fetch_order',
                           order_id='_', pair='TKN/BTC')


@ -2111,6 +2139,13 @@ def test_get_markets(default_conf, mocker, markets,
    assert sorted(pairs.keys()) == sorted(expected_keys)


+def test_get_markets_error(default_conf, mocker):
+    ex = get_patched_exchange(mocker, default_conf)
+    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=None))
+    with pytest.raises(OperationalException, match="Markets were not loaded."):
+        ex.get_markets('LTC', 'USDT', True, False)
+
+
 def test_timeframe_to_minutes():
    assert timeframe_to_minutes("5m") == 5
    assert timeframe_to_minutes("10m") == 10
@ -2271,3 +2306,15 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None:

    ex = get_patched_exchange(mocker, default_conf)
    assert ex.calculate_fee_rate(order) == expected
+
+
+@pytest.mark.parametrize('retrycount,max_retries,expected', [
+    (0, 3, 10),
+    (1, 3, 5),
+    (2, 3, 2),
+    (3, 3, 1),
+    (0, 1, 2),
+    (1, 1, 1),
+])
+def test_calculate_backoff(retrycount, max_retries, expected):
+    assert calculate_backoff(retrycount, max_retries) == expected
--- a/tests/exchange/test_ftx.py
+++ b/tests/exchange/test_ftx.py
@ -6,9 +6,9 @@ from unittest.mock import MagicMock
 import ccxt
 import pytest

-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+from freqtrade.exceptions import DependencyException, InvalidOrderException
 from tests.conftest import get_patched_exchange
+
 from .test_exchange import ccxt_exceptionhandlers

 STOPLOSS_ORDERTYPE = 'stop'
@ -85,15 +85,9 @@ def test_stoploss_order_ftx(default_conf, mocker):
        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})

-    with pytest.raises(TemporaryError):
-        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
-
-    with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
-        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, "ftx",
+                           "stoploss", "create_order", retries=1,
+                           pair='ETH/BTC', amount=1, stop_price=220, order_types={})


 def test_stoploss_order_dry_run_ftx(default_conf, mocker):
@ -130,34 +124,34 @@ def test_stoploss_adjust_ftx(mocker, default_conf):
    assert not exchange.stoploss_adjust(1501, order)


-def test_get_stoploss_order(default_conf, mocker):
+def test_fetch_stoploss_order(default_conf, mocker):
    default_conf['dry_run'] = True
    order = MagicMock()
    order.myid = 123
    exchange = get_patched_exchange(mocker, default_conf, id='ftx')
    exchange._dry_run_open_orders['X'] = order
-    assert exchange.get_stoploss_order('X', 'TKN/BTC').myid == 123
+    assert exchange.fetch_stoploss_order('X', 'TKN/BTC').myid == 123

    with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
-        exchange.get_stoploss_order('Y', 'TKN/BTC')
+        exchange.fetch_stoploss_order('Y', 'TKN/BTC')

    default_conf['dry_run'] = False
    api_mock = MagicMock()
    api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': '456'}])
    exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
-    assert exchange.get_stoploss_order('X', 'TKN/BTC')['status'] == '456'
+    assert exchange.fetch_stoploss_order('X', 'TKN/BTC')['status'] == '456'

    api_mock.fetch_orders = MagicMock(return_value=[{'id': 'Y', 'status': '456'}])
    exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
    with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"):
-        exchange.get_stoploss_order('X', 'TKN/BTC')['status']
+        exchange.fetch_stoploss_order('X', 'TKN/BTC')['status']

    with pytest.raises(InvalidOrderException):
        api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
        exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
-        exchange.get_stoploss_order(order_id='_', pair='TKN/BTC')
+        exchange.fetch_stoploss_order(order_id='_', pair='TKN/BTC')
    assert api_mock.fetch_orders.call_count == 1

    ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx',
-                           'get_stoploss_order', 'fetch_orders',
+                           'fetch_stoploss_order', 'fetch_orders',
                           order_id='_', pair='TKN/BTC')
--- a/tests/exchange/test_kraken.py
+++ b/tests/exchange/test_kraken.py
@ -6,8 +6,7 @@ from unittest.mock import MagicMock
 import ccxt
 import pytest

-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+from freqtrade.exceptions import DependencyException, InvalidOrderException
 from tests.conftest import get_patched_exchange
 from tests.exchange.test_exchange import ccxt_exceptionhandlers

@ -206,15 +205,9 @@ def test_stoploss_order_kraken(default_conf, mocker):
        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})

-    with pytest.raises(TemporaryError):
-        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
-
-    with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
-        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
+                           "stoploss", "create_order", retries=1,
+                           pair='ETH/BTC', amount=1, stop_price=220, order_types={})


 def test_stoploss_order_dry_run_kraken(default_conf, mocker):
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@ -308,6 +308,11 @@ def test_data_with_fee(default_conf, mocker, testdatadir) -> None:
    assert backtesting.fee == 0.1234
    assert fee_mock.call_count == 0

+    default_conf['fee'] = 0.0
+    backtesting = Backtesting(default_conf)
+    assert backtesting.fee == 0.0
+    assert fee_mock.call_count == 0
+

 def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
    patch_exchange(mocker)
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@ -235,7 +235,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
     "BTC",  ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
-     "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
+     "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT', 'ADADOUBLE/USDT']),
    # No pair for ETH, VolumePairList
    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
     "ETH", []),
@ -275,11 +275,16 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
      {"method": "PriceFilter", "low_price_ratio": 0.03}],
     "USDT", ['ETH/USDT', 'NANO/USDT']),
-    # Hot is removed by precision_filter, Fuel by low_price_filter.
+    # Hot is removed by precision_filter, Fuel by low_price_ratio, Ripple by min_price.
    ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"},
      {"method": "PrecisionFilter"},
-      {"method": "PriceFilter", "low_price_ratio": 0.02}],
-     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
+      {"method": "PriceFilter", "low_price_ratio": 0.02, "min_price": 0.01}],
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
+    # Hot is removed by precision_filter, Fuel by low_price_ratio, Ethereum by max_price.
+    ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"},
+      {"method": "PrecisionFilter"},
+      {"method": "PriceFilter", "low_price_ratio": 0.02, "max_price": 0.05}],
+     "BTC", ['TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
    # HOT and XRP are removed because below 1250 quoteVolume
    ([{"method": "VolumePairList", "number_assets": 5,
       "sort_key": "quoteVolume", "min_value": 1250}],
@ -298,11 +303,11 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
    # ShuffleFilter
    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
      {"method": "ShuffleFilter", "seed": 77}],
-     "USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT']),
+     "USDT", ['ADADOUBLE/USDT', 'ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
    # ShuffleFilter, other seed
    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
      {"method": "ShuffleFilter", "seed": 42}],
-     "USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT']),
+     "USDT", ['ADAHALF/USDT', 'NANO/USDT', 'ADADOUBLE/USDT', 'ETH/USDT']),
    # ShuffleFilter, no seed
    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
      {"method": "ShuffleFilter"}],
@ -319,7 +324,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     "BTC", 'filter_at_the_beginning'),  # OperationalException expected
    # PriceFilter after StaticPairList
    ([{"method": "StaticPairList"},
-      {"method": "PriceFilter", "low_price_ratio": 0.02}],
+      {"method": "PriceFilter", "low_price_ratio": 0.02, "min_price": 0.000001, "max_price": 0.1}],
     "BTC", ['ETH/BTC', 'TKN/BTC']),
    # PriceFilter only
    ([{"method": "PriceFilter", "low_price_ratio": 0.02}],
@ -342,6 +347,9 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
      {"method": "StaticPairList"}],
     "BTC", 'static_in_the_middle'),
+    ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
+      {"method": "PriceFilter", "low_price_ratio": 0.02}],
+        "USDT", ['ETH/USDT', 'NANO/USDT']),
 ])
 def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
                                      ohlcv_history_list, pairlists, base_currency,
@ -389,13 +397,17 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
        for pairlist in pairlists:
            if pairlist['method'] == 'AgeFilter' and pairlist['min_days_listed'] and \
                    len(ohlcv_history_list) <= pairlist['min_days_listed']:
-                assert log_has_re(r'^Removed .* from whitelist, because age is less than '
+                assert log_has_re(r'^Removed .* from whitelist, because age .* is less than '
                                  r'.* day.*', caplog)
            if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
                assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
                                  r'would be <= stop limit.*', caplog)
            if pairlist['method'] == 'PriceFilter' and whitelist_result:
                assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or
+                        log_has_re(r'^Removed .* from whitelist, '
+                                   r'because last price < .*%$', caplog) or
+                        log_has_re(r'^Removed .* from whitelist, '
+                                   r'because last price > .*%$', caplog) or
                        log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] "
                                   r"is empty.*", caplog))
            if pairlist['method'] == 'VolumePairList':
@ -524,6 +536,37 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
    assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf


+def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tickers, caplog):
+    default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
+                                 {'method': 'AgeFilter', 'min_days_listed': -1}]
+
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          markets=PropertyMock(return_value=markets),
+                          exchange_has=MagicMock(return_value=True),
+                          get_tickers=tickers
+                          )
+
+    with pytest.raises(OperationalException,
+                       match=r'AgeFilter requires min_days_listed must be >= 1'):
+        get_patched_freqtradebot(mocker, default_conf)
+
+
+def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers, caplog):
+    default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
+                                 {'method': 'AgeFilter', 'min_days_listed': 99999}]
+
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          markets=PropertyMock(return_value=markets),
+                          exchange_has=MagicMock(return_value=True),
+                          get_tickers=tickers
+                          )
+
+    with pytest.raises(OperationalException,
+                       match=r'AgeFilter requires min_days_listed must not exceed '
+                             r'exchange max request size \([0-9]+\)'):
+        get_patched_freqtradebot(mocker, default_conf)
+
+
 def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_history_list):

    mocker.patch.multiple('freqtrade.exchange.Exchange',
@ -547,6 +590,36 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_his
    assert freqtrade.exchange.get_historic_ohlcv.call_count == previous_call_count


+@pytest.mark.parametrize("pairlistconfig,expected", [
+    ({"method": "PriceFilter", "low_price_ratio": 0.001, "min_price": 0.00000010,
+      "max_price": 1.0}, "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below "
+                         "0.1% or below 0.00000010 or above 1.00000000.'}]"
+     ),
+    ({"method": "PriceFilter", "low_price_ratio": 0.001, "min_price": 0.00000010},
+     "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.1% or below 0.00000010.'}]"
+     ),
+    ({"method": "PriceFilter", "low_price_ratio": 0.001, "max_price": 1.00010000},
+     "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.1% or above 1.00010000.'}]"
+     ),
+    ({"method": "PriceFilter", "min_price": 0.00002000},
+     "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.00002000.'}]"
+     ),
+    ({"method": "PriceFilter"},
+     "[{'PriceFilter': 'PriceFilter - No price filters configured.'}]"
+     ),
+])
+def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig, expected):
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          markets=PropertyMock(return_value=markets),
+                          exchange_has=MagicMock(return_value=True)
+                          )
+    whitelist_conf['pairlists'] = [pairlistconfig]
+
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+    short_desc = str(freqtrade.pairlists.short_desc())
+    assert short_desc == expected
+
+
 def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog):
    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))

--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@ -8,12 +8,13 @@ import pytest
 from numpy import isnan

 from freqtrade.edge import PairInfo
-from freqtrade.exceptions import DependencyException, TemporaryError
+from freqtrade.exceptions import ExchangeError, TemporaryError
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPC, RPCException
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
 from freqtrade.state import State
-from tests.conftest import get_patched_freqtradebot, patch_get_signal, create_mock_trades
+from tests.conftest import (create_mock_trades, get_patched_freqtradebot,
+                            patch_get_signal)


 # Functions for recurrent object patching
@ -106,7 +107,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
    }

    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
-                 MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
+                 MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
    results = rpc._rpc_trade_status()
    assert isnan(results[0]['current_profit'])
    assert isnan(results[0]['current_rate'])
@ -209,7 +210,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
    assert '-0.41% (-0.06)' == result[0][3]

    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
-                 MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
+                 MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
    result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
    assert 'instantly' == result[0][2]
    assert 'ETH/BTC' in result[0][1]
@ -283,12 +284,11 @@ def test_rpc_trade_history(mocker, default_conf, markets, fee):
    assert isinstance(trades['trades'][1], dict)

    trades = rpc._rpc_trade_history(0)
-    assert len(trades['trades']) == 3
-    assert trades['trades_count'] == 3
-    # The first trade is for ETH ... sorting is descending
-    assert trades['trades'][-1]['pair'] == 'ETH/BTC'
-    assert trades['trades'][0]['pair'] == 'ETC/BTC'
-    assert trades['trades'][1]['pair'] == 'ETC/BTC'
+    assert len(trades['trades']) == 2
+    assert trades['trades_count'] == 2
+    # The first closed trade is for ETC ... sorting is descending
+    assert trades['trades'][-1]['pair'] == 'ETC/BTC'
+    assert trades['trades'][0]['pair'] == 'XRP/BTC'


 def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
@ -365,7 +365,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,

    # Test non-available pair
    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
-                 MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
+                 MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
    stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
    assert stats['trade_count'] == 2
    assert stats['first_trade_date'] == 'just now'
@ -606,7 +606,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker,
        cancel_order=cancel_order_mock,
-        get_order=MagicMock(
+        fetch_order=MagicMock(
            return_value={
                'status': 'closed',
                'type': 'limit',
@ -652,7 +652,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
    trade = Trade.query.filter(Trade.id == '1').first()
    filled_amount = trade.amount / 2
    mocker.patch(
-        'freqtrade.exchange.Exchange.get_order',
+        'freqtrade.exchange.Exchange.fetch_order',
        return_value={
            'status': 'open',
            'type': 'limit',
@ -671,7 +671,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
    amount = trade.amount
    # make an limit-buy open trade, if there is no 'filled', don't sell it
    mocker.patch(
-        'freqtrade.exchange.Exchange.get_order',
+        'freqtrade.exchange.Exchange.fetch_order',
        return_value={
            'status': 'open',
            'type': 'limit',
@ -688,7 +688,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
    freqtradebot.enter_positions()
    # make an limit-sell open trade
    mocker.patch(
-        'freqtrade.exchange.Exchange.get_order',
+        'freqtrade.exchange.Exchange.fetch_order',
        return_value={
            'status': 'open',
            'type': 'limit',
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@ -326,6 +326,8 @@ def test_api_show_config(botclient, mocker):
    assert rc.json['exchange'] == 'bittrex'
    assert rc.json['ticker_interval'] == '5m'
    assert rc.json['timeframe'] == '5m'
+    assert rc.json['timeframe_ms'] == 300000
+    assert rc.json['timeframe_min'] == 5
    assert rc.json['state'] == 'running'
    assert not rc.json['trailing_stop']
    assert 'bid_strategy' in rc.json
@ -366,12 +368,12 @@ def test_api_trades(botclient, mocker, ticker, fee, markets):

    rc = client_get(client, f"{BASE_URI}/trades")
    assert_response(rc)
-    assert len(rc.json['trades']) == 3
-    assert rc.json['trades_count'] == 3
-    rc = client_get(client, f"{BASE_URI}/trades?limit=2")
-    assert_response(rc)
    assert len(rc.json['trades']) == 2
    assert rc.json['trades_count'] == 2
+    rc = client_get(client, f"{BASE_URI}/trades?limit=1")
+    assert_response(rc)
+    assert len(rc.json['trades']) == 1
+    assert rc.json['trades_count'] == 1


 def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
@ -431,14 +433,14 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
                       'latest_trade_date': 'just now',
                       'latest_trade_timestamp': ANY,
                       'profit_all_coin': 6.217e-05,
-                       'profit_all_fiat': 0,
+                       'profit_all_fiat': 0.76748865,
                       'profit_all_percent': 6.2,
                       'profit_all_percent_mean': 6.2,
                       'profit_all_ratio_mean': 0.06201058,
                       'profit_all_percent_sum': 6.2,
                       'profit_all_ratio_sum': 0.06201058,
                       'profit_closed_coin': 6.217e-05,
-                       'profit_closed_fiat': 0,
+                       'profit_closed_fiat': 0.76748865,
                       'profit_closed_percent': 6.2,
                       'profit_closed_ratio_mean': 0.06201058,
                       'profit_closed_percent_mean': 6.2,
@ -446,6 +448,8 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
                       'profit_closed_percent_sum': 6.2,
                       'trade_count': 1,
                       'closed_trade_count': 1,
+                       'winning_trades': 1,
+                       'losing_trades': 0,
                       }


--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@ -21,8 +21,9 @@ from freqtrade.rpc import RPCMessageType
 from freqtrade.rpc.telegram import Telegram, authorized_only
 from freqtrade.state import State
 from freqtrade.strategy.interface import SellType
-from tests.conftest import (get_patched_freqtradebot, log_has, patch_exchange,
-                            patch_get_signal, patch_whitelist)
+from tests.conftest import (create_mock_trades, get_patched_freqtradebot,
+                            log_has, patch_exchange, patch_get_signal,
+                            patch_whitelist)


 class DummyCls(Telegram):
@ -60,7 +61,7 @@ def test__init__(default_conf, mocker) -> None:
    assert telegram._config == default_conf


-def test_init(default_conf, mocker, caplog) -> None:
+def test_telegram_init(default_conf, mocker, caplog) -> None:
    start_polling = MagicMock()
    mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock(return_value=start_polling))

@ -72,7 +73,7 @@ def test_init(default_conf, mocker, caplog) -> None:
    assert start_polling.start_polling.call_count == 1

    message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], "
-                   "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], "
+                   "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], ['trades'], "
                   "['performance'], ['daily'], ['count'], ['reload_config', 'reload_conf'], "
                   "['show_config', 'show_conf'], ['stopbuy'], ['whitelist'], ['blacklist'], "
                   "['edge'], ['help'], ['version']]")
@ -725,6 +726,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
    last_msg = rpc_mock.call_args_list[-1][0][0]
    assert {
        'type': RPCMessageType.SELL_NOTIFICATION,
+        'trade_id': 1,
        'exchange': 'Bittrex',
        'pair': 'ETH/BTC',
        'gain': 'profit',
@ -784,6 +786,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
    last_msg = rpc_mock.call_args_list[-1][0][0]
    assert {
        'type': RPCMessageType.SELL_NOTIFICATION,
+        'trade_id': 1,
        'exchange': 'Bittrex',
        'pair': 'ETH/BTC',
        'gain': 'loss',
@ -832,6 +835,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
    msg = rpc_mock.call_args_list[0][0][0]
    assert {
        'type': RPCMessageType.SELL_NOTIFICATION,
+        'trade_id': 1,
        'exchange': 'Bittrex',
        'pair': 'ETH/BTC',
        'gain': 'loss',
@ -1143,6 +1147,36 @@ def test_edge_enabled(edge_conf, update, mocker) -> None:
    assert 'Pair      Winrate    Expectancy    Stoploss' in msg_mock.call_args_list[0][0][0]


+def test_telegram_trades(mocker, update, default_conf, fee):
+    msg_mock = MagicMock()
+    mocker.patch.multiple(
+        'freqtrade.rpc.telegram.Telegram',
+        _init=MagicMock(),
+        _send_msg=msg_mock
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    telegram = Telegram(freqtradebot)
+    context = MagicMock()
+    context.args = []
+
+    telegram._trades(update=update, context=context)
+    assert "<b>0 recent trades</b>:" in msg_mock.call_args_list[0][0][0]
+    assert "<pre>" not in msg_mock.call_args_list[0][0][0]
+
+    msg_mock.reset_mock()
+    create_mock_trades(fee)
+
+    context = MagicMock()
+    context.args = [5]
+    telegram._trades(update=update, context=context)
+    msg_mock.call_count == 1
+    assert "2 recent trades</b>:" in msg_mock.call_args_list[0][0][0]
+    assert "Profit (" in msg_mock.call_args_list[0][0][0]
+    assert "Open Date" in msg_mock.call_args_list[0][0][0]
+    assert "<pre>" in msg_mock.call_args_list[0][0][0]
+
+
 def test_help_handle(default_conf, update, mocker) -> None:
    msg_mock = MagicMock()
    mocker.patch.multiple(
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@ -13,12 +13,14 @@ from freqtrade.exceptions import StrategyError
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
-from tests.conftest import get_patched_exchange, log_has, log_has_re
+from freqtrade.data.dataprovider import DataProvider
+from tests.conftest import log_has, log_has_re

 from .strats.default_strategy import DefaultStrategy

 # Avoid to reinit the same object again and again
 _STRATEGY = DefaultStrategy(config={})
+_STRATEGY.dp = DataProvider({}, None, None)


 def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
@ -29,63 +31,60 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
    mocked_history['buy'] = 0
    mocked_history.loc[1, 'sell'] = 1

-    mocker.patch.object(
-        _STRATEGY, '_analyze_ticker_internal',
-        return_value=mocked_history
-    )
-
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True)
    mocked_history.loc[1, 'sell'] = 0
    mocked_history.loc[1, 'buy'] = 1

-    mocker.patch.object(
-        _STRATEGY, '_analyze_ticker_internal',
-        return_value=mocked_history
-    )
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False)
    mocked_history.loc[1, 'sell'] = 0
    mocked_history.loc[1, 'buy'] = 0

-    mocker.patch.object(
-        _STRATEGY, '_analyze_ticker_internal',
-        return_value=mocked_history
-    )
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, False)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False)


-def test_get_signal_empty(default_conf, mocker, caplog):
-    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'],
-                                                  DataFrame())
-    assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
-    caplog.clear()
-
-    assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'],
-                                                  [])
-    assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
-
-
-def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history):
-    caplog.set_level(logging.INFO)
-    mocker.patch.object(
-        _STRATEGY, '_analyze_ticker_internal',
-        side_effect=ValueError('xyz')
-    )
-    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'],
-                                                  ohlcv_history)
-    assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
-
-
-def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history):
-    caplog.set_level(logging.INFO)
+def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
+    mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)
    mocker.patch.object(
        _STRATEGY, '_analyze_ticker_internal',
        return_value=DataFrame([])
    )
    mocker.patch.object(_STRATEGY, 'assert_df')

-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
-                                                  ohlcv_history)
-    assert log_has('Empty dataframe for pair xyz', caplog)
+    _STRATEGY.analyze_pair('ETH/BTC')
+
+    assert log_has('Empty dataframe for pair ETH/BTC', caplog)
+
+
+def test_get_signal_empty(default_conf, mocker, caplog):
+    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame())
+    assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
+    caplog.clear()
+
+    assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
+    assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
+    caplog.clear()
+
+    assert (False, False) == _STRATEGY.get_signal('baz', default_conf['timeframe'], DataFrame([]))
+    assert log_has('Empty candle (OHLCV) data for pair baz', caplog)
+
+
+def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history):
+    caplog.set_level(logging.INFO)
+    mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)
+    mocker.patch.object(
+        _STRATEGY, '_analyze_ticker_internal',
+        side_effect=ValueError('xyz')
+    )
+    _STRATEGY.analyze_pair('foo')
+    assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
+    caplog.clear()
+
+    mocker.patch.object(
+        _STRATEGY, 'analyze_ticker',
+        side_effect=Exception('invalid ticker history ')
+    )
+    _STRATEGY.analyze_pair('foo')
+    assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)


 def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
@ -99,13 +98,9 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
    mocked_history.loc[1, 'buy'] = 1

    caplog.set_level(logging.INFO)
-    mocker.patch.object(
-        _STRATEGY, '_analyze_ticker_internal',
-        return_value=mocked_history
-    )
    mocker.patch.object(_STRATEGY, 'assert_df')
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
-                                                  ohlcv_history)
+
+    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], mocked_history)
    assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)


@ -120,12 +115,13 @@ def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history):
    mocked_history.loc[1, 'buy'] = 1

    caplog.set_level(logging.INFO)
+    mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)
+    mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(mocked_history, 0))
    mocker.patch.object(
        _STRATEGY, 'assert_df',
        side_effect=StrategyError('Dataframe returned...')
    )
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
-                                                  ohlcv_history)
+    _STRATEGY.analyze_pair('xyz')
    assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...',
                   caplog)

@ -157,15 +153,6 @@ def test_assert_df(default_conf, mocker, ohlcv_history, caplog):
    _STRATEGY.disable_dataframe_checks = False


-def test_get_signal_handles_exceptions(mocker, default_conf):
-    exchange = get_patched_exchange(mocker, default_conf)
-    mocker.patch.object(
-        _STRATEGY, 'analyze_ticker',
-        side_effect=Exception('invalid ticker history ')
-    )
-    assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, False)
-
-
 def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None:
    default_conf.update({'strategy': 'DefaultStrategy'})
    strategy = StrategyResolver.load_strategy(default_conf)
@ -342,6 +329,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->

    )
    strategy = DefaultStrategy({})
+    strategy.dp = DataProvider({}, None, None)
    strategy.process_only_new_candles = True

    ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'})
@ -400,6 +388,14 @@ def test_is_pair_locked(default_conf):
    assert not strategy.is_pair_locked(pair)


+def test_is_informative_pairs_callback(default_conf):
+    default_conf.update({'strategy': 'TestStrategyLegacy'})
+    strategy = StrategyResolver.load_strategy(default_conf)
+    # Should return empty
+    # Uses fallback to base implementation
+    assert [] == strategy.informative_pairs()
+
+
@pytest.mark.parametrize('error', [
    ValueError, KeyError, Exception,
 ])
@ -419,6 +415,11 @@ def test_strategy_safe_wrapper_error(caplog, error):
    assert isinstance(ret, bool)
    assert ret

+    caplog.clear()
+    # Test supressing error
+    ret = strategy_safe_wrapper(failing_method, message='DeadBeef', supress_error=True)()
+    assert log_has_re(r'DeadBeef.*', caplog)
+

@pytest.mark.parametrize('value', [
    1, 22, 55, True, False, {'a': 1, 'b': '112'},
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@ -871,6 +871,14 @@ def test_load_config_default_exchange_name(all_conf) -> None:
        validate_config_schema(all_conf)


+def test_load_config_stoploss_exchange_limit_ratio(all_conf) -> None:
+    all_conf['order_types']['stoploss_on_exchange_limit_ratio'] = 1.15
+
+    with pytest.raises(ValidationError,
+                       match=r"1.15 is greater than the maximum"):
+        validate_config_schema(all_conf)
+
+
@pytest.mark.parametrize("keys", [("exchange", "sandbox", False),
                                  ("exchange", "key", ""),
                                  ("exchange", "secret", ""),
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@ -9,13 +9,12 @@ from unittest.mock import ANY, MagicMock, PropertyMock

 import arrow
 import pytest
-import requests

 from freqtrade.constants import (CANCEL_REASON, MATH_CLOSE_PREC,
                                 UNLIMITED_STAKE_AMOUNT)
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, PricingError,
-                                  TemporaryError)
+from freqtrade.exceptions import (DependencyException, ExchangeError,
+                                  InvalidOrderException, OperationalException,
+                                  PricingError, TemporaryError)
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPCMessageType
@ -763,7 +762,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker,
        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        get_order=MagicMock(return_value=limit_buy_order),
+        fetch_order=MagicMock(return_value=limit_buy_order),
        get_fee=fee,
    )
    freqtrade = FreqtradeBot(default_conf)
@ -832,7 +831,7 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, fee, mock
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker,
        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        get_order=MagicMock(return_value=limit_buy_order),
+        fetch_order=MagicMock(return_value=limit_buy_order),
        get_fee=fee,
    )
    freqtrade = FreqtradeBot(default_conf)
@ -859,7 +858,7 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker,
        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        get_order=MagicMock(return_value=limit_buy_order),
+        fetch_order=MagicMock(return_value=limit_buy_order),
        get_fee=fee,
    )
    freqtrade = FreqtradeBot(default_conf)
@ -912,6 +911,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
        refresh_latest_ohlcv=refresh_mock,
    )
    inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")])
+    mocker.patch('freqtrade.strategy.interface.IStrategy.get_signal', return_value=(False, False))
    mocker.patch('time.sleep', return_value=None)

    freqtrade = FreqtradeBot(default_conf)
@ -974,6 +974,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
    patch_RPCManager(mocker)
    patch_exchange(mocker)
    freqtrade = FreqtradeBot(default_conf)
+    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
    stake_amount = 2
    bid = 0.11
    buy_rate_mock = MagicMock(return_value=bid)
@ -995,6 +996,13 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
    )
    pair = 'ETH/BTC'

+    assert not freqtrade.execute_buy(pair, stake_amount)
+    assert buy_rate_mock.call_count == 1
+    assert buy_mm.call_count == 0
+    assert freqtrade.strategy.confirm_trade_entry.call_count == 1
+    buy_rate_mock.reset_mock()
+
+    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
    assert freqtrade.execute_buy(pair, stake_amount)
    assert buy_rate_mock.call_count == 1
    assert buy_mm.call_count == 1
@ -1002,6 +1010,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
    assert call_args['pair'] == pair
    assert call_args['rate'] == bid
    assert call_args['amount'] == stake_amount / bid
+    buy_rate_mock.reset_mock()

    # Should create an open trade with an open order id
    # As the order is not fulfilled yet
@ -1014,7 +1023,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
    fix_price = 0.06
    assert freqtrade.execute_buy(pair, stake_amount, fix_price)
    # Make sure get_buy_rate wasn't called again
-    assert buy_rate_mock.call_count == 1
+    assert buy_rate_mock.call_count == 0

    assert buy_mm.call_count == 2
    call_args = buy_mm.call_args_list[1][1]
@ -1060,11 +1069,44 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
    assert not freqtrade.execute_buy(pair, stake_amount)


+def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    mocker.patch.multiple(
+        'freqtrade.freqtradebot.FreqtradeBot',
+        get_buy_rate=MagicMock(return_value=0.11),
+        _get_min_pair_stake_amount=MagicMock(return_value=1)
+    )
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=MagicMock(return_value={
+            'bid': 0.00001172,
+            'ask': 0.00001173,
+            'last': 0.00001172
+        }),
+        buy=MagicMock(return_value=limit_buy_order),
+        get_fee=fee,
+    )
+    stake_amount = 2
+    pair = 'ETH/BTC'
+
+    freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError)
+    assert freqtrade.execute_buy(pair, stake_amount)
+
+    freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception)
+    assert freqtrade.execute_buy(pair, stake_amount)
+
+    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
+    assert freqtrade.execute_buy(pair, stake_amount)
+
+    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
+    assert not freqtrade.execute_buy(pair, stake_amount)
+
+
 def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None:
    patch_RPCManager(mocker)
    patch_exchange(mocker)
    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
-    mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
                 return_value=limit_buy_order['amount'])
@ -1126,7 +1168,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
    trade.stoploss_order_id = 100

    hanging_stoploss_order = MagicMock(return_value={'status': 'open'})
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', hanging_stoploss_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', hanging_stoploss_order)

    assert freqtrade.handle_stoploss_on_exchange(trade) is False
    assert trade.stoploss_order_id == 100
@ -1139,7 +1181,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
    trade.stoploss_order_id = 100

    canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'})
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', canceled_stoploss_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', canceled_stoploss_order)
    stoploss.reset_mock()

    assert freqtrade.handle_stoploss_on_exchange(trade) is False
@ -1164,7 +1206,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
        'average': 2,
        'amount': limit_buy_order['amount'],
    })
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hit)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hit)
    assert freqtrade.handle_stoploss_on_exchange(trade) is True
    assert log_has('STOP_LOSS_LIMIT is hit for {}.'.format(trade), caplog)
    assert trade.stoploss_order_id is None
@ -1172,18 +1214,18 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,

    mocker.patch(
        'freqtrade.exchange.Exchange.stoploss',
-        side_effect=DependencyException()
+        side_effect=ExchangeError()
    )
    trade.is_open = True
    freqtrade.handle_stoploss_on_exchange(trade)
    assert log_has('Unable to place a stoploss order on exchange.', caplog)
    assert trade.stoploss_order_id is None

-    # Fifth case: get_order returns InvalidOrder
+    # Fifth case: fetch_order returns InvalidOrder
    # It should try to add stoploss order
    trade.stoploss_order_id = 100
    stoploss.reset_mock()
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order',
                 side_effect=InvalidOrderException())
    mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
    freqtrade.handle_stoploss_on_exchange(trade)
@ -1194,7 +1236,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
    trade.stoploss_order_id = None
    trade.is_open = False
    stoploss.reset_mock()
-    mocker.patch('freqtrade.exchange.Exchange.get_order')
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order')
    mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
    assert freqtrade.handle_stoploss_on_exchange(trade) is False
    assert stoploss.call_count == 0
@ -1215,8 +1257,8 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
        sell=MagicMock(return_value={'id': limit_sell_order['id']}),
        get_fee=fee,
-        get_stoploss_order=MagicMock(return_value={'status': 'canceled'}),
-        stoploss=MagicMock(side_effect=DependencyException()),
+        fetch_stoploss_order=MagicMock(return_value={'status': 'canceled'}),
+        stoploss=MagicMock(side_effect=ExchangeError()),
    )
    freqtrade = FreqtradeBot(default_conf)
    patch_get_signal(freqtrade)
@ -1249,7 +1291,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
        sell=sell_mock,
        get_fee=fee,
-        get_order=MagicMock(return_value={'status': 'canceled'}),
+        fetch_order=MagicMock(return_value={'status': 'canceled'}),
        stoploss=MagicMock(side_effect=InvalidOrderException()),
    )
    freqtrade = FreqtradeBot(default_conf)
@ -1332,7 +1374,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
        }
    })

-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)

    # stoploss initially at 5%
    assert freqtrade.handle_trade(trade) is False
@ -1432,7 +1474,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
    }
    mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
                 side_effect=InvalidOrderException())
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)
    freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
    assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog)

@ -1442,7 +1484,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
    # Fail creating stoploss order
    caplog.clear()
    cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_stoploss_order", MagicMock())
-    mocker.patch("freqtrade.exchange.Exchange.stoploss", side_effect=DependencyException())
+    mocker.patch("freqtrade.exchange.Exchange.stoploss", side_effect=ExchangeError())
    freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
    assert cancel_mock.call_count == 1
    assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
@ -1512,7 +1554,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
        }
    })

-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)

    # stoploss initially at 20% as edge dictated it.
    assert freqtrade.handle_trade(trade) is False
@ -1589,7 +1631,7 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
    freqtrade = get_patched_freqtradebot(mocker, default_conf)

    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
-    mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
                 return_value=limit_buy_order['amount'])
@ -1613,7 +1655,7 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:

 def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) -> None:
    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)

    trade = MagicMock()
    trade.open_order_id = None
@ -1634,7 +1676,7 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
    freqtrade = get_patched_freqtradebot(mocker, default_conf)

    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
-    mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
                 return_value=limit_buy_order['amount'])
@ -1673,8 +1715,8 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
 def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee,
                                          mocker):
    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
-    # get_order should not be called!!
-    mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError))
+    # fetch_order should not be called!!
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
    patch_exchange(mocker)
    Trade.session = MagicMock()
    amount = sum(x['amount'] for x in trades_for_order)
@ -1698,8 +1740,8 @@ def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_
                                                       limit_buy_order, mocker, caplog):
    trades_for_order[0]['amount'] = limit_buy_order['amount'] + 1e-14
    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
-    # get_order should not be called!!
-    mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError))
+    # fetch_order should not be called!!
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
    patch_exchange(mocker)
    Trade.session = MagicMock()
    amount = sum(x['amount'] for x in trades_for_order)
@ -1724,7 +1766,7 @@ def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_
 def test_update_trade_state_exception(mocker, default_conf,
                                      limit_buy_order, caplog) -> None:
    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)

    trade = MagicMock()
    trade.open_order_id = '123'
@ -1741,7 +1783,7 @@ def test_update_trade_state_exception(mocker, default_conf,

 def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None:
    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.get_order',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order',
                 MagicMock(side_effect=InvalidOrderException))

    trade = MagicMock()
@ -1757,8 +1799,8 @@ def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None

 def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order, mocker):
    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
-    # get_order should not be called!!
-    mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError))
+    # fetch_order should not be called!!
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
    wallet_mock = MagicMock()
    mocker.patch('freqtrade.wallets.Wallets.update', wallet_mock)

@ -1963,6 +2005,18 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
        freqtrade.handle_trade(trade)


+def test_bot_loop_start_called_once(mocker, default_conf, caplog):
+    ftbot = get_patched_freqtradebot(mocker, default_conf)
+    patch_get_signal(ftbot)
+    ftbot.strategy.bot_loop_start = MagicMock(side_effect=ValueError)
+    ftbot.strategy.analyze = MagicMock()
+
+    ftbot.process()
+    assert log_has_re(r'Strategy caused the following exception.*', caplog)
+    assert ftbot.strategy.bot_loop_start.call_count == 1
+    assert ftbot.strategy.analyze.call_count == 1
+
+
 def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade,
                                              fee, mocker) -> None:
    default_conf["unfilledtimeout"] = {"buy": 1400, "sell": 30}
@ -1973,7 +2027,7 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_buy_order_old),
+        fetch_order=MagicMock(return_value=limit_buy_order_old),
        cancel_order=cancel_order_mock,
        get_fee=fee
    )
@ -2022,7 +2076,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_buy_order_old),
+        fetch_order=MagicMock(return_value=limit_buy_order_old),
        cancel_order_with_result=cancel_order_mock,
        get_fee=fee
    )
@ -2052,7 +2106,7 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_buy_order_old),
+        fetch_order=MagicMock(return_value=limit_buy_order_old),
        cancel_order=cancel_order_mock,
        get_fee=fee
    )
@ -2079,7 +2133,7 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord
        'freqtrade.exchange.Exchange',
        validate_pairs=MagicMock(),
        fetch_ticker=ticker,
-        get_order=MagicMock(side_effect=DependencyException),
+        fetch_order=MagicMock(side_effect=ExchangeError),
        cancel_order=cancel_order_mock,
        get_fee=fee
    )
@ -2105,7 +2159,7 @@ def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_sell_order_old),
+        fetch_order=MagicMock(return_value=limit_sell_order_old),
        cancel_order=cancel_order_mock
    )
    freqtrade = FreqtradeBot(default_conf)
@ -2152,7 +2206,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_sell_order_old),
+        fetch_order=MagicMock(return_value=limit_sell_order_old),
        cancel_order=cancel_order_mock
    )
    freqtrade = FreqtradeBot(default_conf)
@ -2183,7 +2237,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_sell_order_old),
+        fetch_order=MagicMock(return_value=limit_sell_order_old),
        cancel_order_with_result=cancel_order_mock
    )
    freqtrade = FreqtradeBot(default_conf)
@ -2210,7 +2264,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_buy_order_old_partial),
+        fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
        cancel_order_with_result=cancel_order_mock
    )
    freqtrade = FreqtradeBot(default_conf)
@ -2238,7 +2292,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_buy_order_old_partial),
+        fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
        cancel_order_with_result=cancel_order_mock,
        get_trades_for_order=MagicMock(return_value=trades_for_order),
    )
@ -2276,7 +2330,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_buy_order_old_partial),
+        fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
        cancel_order_with_result=cancel_order_mock,
        get_trades_for_order=MagicMock(return_value=trades_for_order),
    )
@ -2320,7 +2374,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker,
-        get_order=MagicMock(side_effect=requests.exceptions.RequestException('Oh snap')),
+        fetch_order=MagicMock(side_effect=ExchangeError('Oh snap')),
        cancel_order=cancel_order_mock
    )
    freqtrade = FreqtradeBot(default_conf)
@ -2489,24 +2543,36 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
    patch_whitelist(mocker, default_conf)
    freqtrade = FreqtradeBot(default_conf)
    patch_get_signal(freqtrade)
+    freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)

    # Create some test data
    freqtrade.enter_positions()
+    rpc_mock.reset_mock()

    trade = Trade.query.first()
    assert trade
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 0

    # Increase the price and sell it
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker_sell_up
    )
+    # Prevented sell ...
+    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
+    assert rpc_mock.call_count == 0
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 1
+
+    # Repatch with true
+    freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)

    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 1

-    assert rpc_mock.call_count == 2
+    assert rpc_mock.call_count == 1
    last_msg = rpc_mock.call_args_list[-1][0][0]
    assert {
+        'trade_id': 1,
        'type': RPCMessageType.SELL_NOTIFICATION,
        'exchange': 'Bittrex',
        'pair': 'ETH/BTC',
@ -2557,6 +2623,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
    last_msg = rpc_mock.call_args_list[-1][0][0]
    assert {
        'type': RPCMessageType.SELL_NOTIFICATION,
+        'trade_id': 1,
        'exchange': 'Bittrex',
        'pair': 'ETH/BTC',
        'gain': 'loss',
@ -2613,6 +2680,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe

    assert {
        'type': RPCMessageType.SELL_NOTIFICATION,
+        'trade_id': 1,
        'exchange': 'Bittrex',
        'pair': 'ETH/BTC',
        'gain': 'loss',
@ -2774,7 +2842,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
        "fee": None,
        "trades": None
    })
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_executed)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_executed)

    freqtrade.exit_positions(trades)
    assert trade.stoploss_order_id is None
@ -2818,6 +2886,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
    last_msg = rpc_mock.call_args_list[-1][0][0]
    assert {
        'type': RPCMessageType.SELL_NOTIFICATION,
+        'trade_id': 1,
        'exchange': 'Bittrex',
        'pair': 'ETH/BTC',
        'gain': 'profit',
@ -4017,7 +4086,7 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order,
@pytest.mark.usefixtures("init_persistence")
 def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limit_sell_order):
    default_conf['cancel_open_orders_on_exit'] = True
-    mocker.patch('freqtrade.exchange.Exchange.get_order',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order',
                 side_effect=[DependencyException(), limit_sell_order, limit_buy_order])
    buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_buy')
    sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_sell')
@ -4025,7 +4094,23 @@ def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limi
    freqtrade = get_patched_freqtradebot(mocker, default_conf)
    create_mock_trades(fee)
    trades = Trade.query.all()
-    assert len(trades) == 3
+    assert len(trades) == 4
    freqtrade.cancel_all_open_orders()
    assert buy_mock.call_count == 1
    assert sell_mock.call_count == 1
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_check_for_open_trades(mocker, default_conf, fee, limit_buy_order, limit_sell_order):
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+
+    freqtrade.check_for_open_trades()
+    assert freqtrade.rpc.send_msg.call_count == 0
+
+    create_mock_trades(fee)
+    trade = Trade.query.first()
+    trade.is_open = True
+
+    freqtrade.check_for_open_trades()
+    assert freqtrade.rpc.send_msg.call_count == 1
+    assert 'Handle these trades manually' in freqtrade.rpc.send_msg.call_args[0][0]['status']
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@ -62,7 +62,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
        get_fee=fee,
        amount_to_precision=lambda s, x, y: y,
        price_to_precision=lambda s, x, y: y,
-        get_stoploss_order=stoploss_order_mock,
+        fetch_stoploss_order=stoploss_order_mock,
        cancel_stoploss_order=cancel_order_mock,
    )

@ -79,10 +79,15 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
    freqtrade.strategy.order_types['stoploss_on_exchange'] = True
    # Switch ordertype to market to close trade immediately
    freqtrade.strategy.order_types['sell'] = 'market'
+    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
+    freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
    patch_get_signal(freqtrade)

    # Create some test data
    freqtrade.enter_positions()
+    assert freqtrade.strategy.confirm_trade_entry.call_count == 3
+    freqtrade.strategy.confirm_trade_entry.reset_mock()
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 0
    wallets_mock.reset_mock()
    Trade.session = MagicMock()

@ -95,6 +100,9 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
    n = freqtrade.exit_positions(trades)
    assert n == 2
    assert should_sell_mock.call_count == 2
+    assert freqtrade.strategy.confirm_trade_entry.call_count == 0
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 1
+    freqtrade.strategy.confirm_trade_exit.reset_mock()

    # Only order for 3rd trade needs to be cancelled
    assert cancel_order_mock.call_count == 1
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@ -989,7 +989,7 @@ def test_get_overall_performance(fee):
    create_mock_trades(fee)
    res = Trade.get_overall_performance()

-    assert len(res) == 1
+    assert len(res) == 2
    assert 'pair' in res[0]
    assert 'profit' in res[0]
    assert 'count' in res[0]
@ -1004,5 +1004,5 @@ def test_get_best_pair(fee):
    create_mock_trades(fee)
    res = Trade.get_best_pair()
    assert len(res) == 2
-    assert res[0] == 'ETC/BTC'
-    assert res[1] == 0.005
+    assert res[0] == 'XRP/BTC'
+    assert res[1] == 0.01
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@ -21,7 +21,7 @@ from freqtrade.plot.plotting import (add_indicators, add_profit,
                                     load_and_plot_trades, plot_profit,
                                     plot_trades, store_plot_file)
 from freqtrade.resolvers import StrategyResolver
-from tests.conftest import get_args, log_has, log_has_re
+from tests.conftest import get_args, log_has, log_has_re, patch_exchange


 def fig_generating_mock(fig, *args, **kwargs):
@ -316,6 +316,8 @@ def test_start_plot_dataframe(mocker):


 def test_load_and_plot_trades(default_conf, mocker, caplog, testdatadir):
+    patch_exchange(mocker)
+
    default_conf['trade_source'] = 'file'
    default_conf["datadir"] = testdatadir
    default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"