Add confirm_trade* methods to abort buying or selling

docs/strategy-advanced.md

@@ -3,6 +3,9 @@
 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.
 
+!!! Note
+    All callback methods described below should only be implemented in a strategy if they are also actively used.
+
 ## Custom order timeout rules
 
 Simple, timebased order-timeouts can be configured either via strategy or in the configuration in the `unfilledtimeout` section.
@@ -95,7 +98,6 @@ class Awesomestrategy(IStrategy):
 A simple callback which is called at the start of every bot iteration.
 This can be used to perform calculations which are pair independent.
 
-
 ``` python
 import requests
 
@@ -116,3 +118,82 @@ class Awesomestrategy(IStrategy):
             self.remote_data = requests.get('https://some_remote_source.example.com')
 
 ```
+
+## Bot order confirmation
+
+### Trade entry (buy order) confirmation
+
+`confirm_trade_entry()` an 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 reqeusts 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()` an 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 reqeusts 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
+
+```