diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index d736115d4..32fe6edb2 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -96,7 +96,9 @@ class Exchange(object):
         except (KeyError, AttributeError):
             raise OperationalException(f'Exchange {name} is not supported')
 
-        self.set_sandbox(api, exchange_config, name)
+        # check if config requests sandbox, if so use ['test'] from url
+        if (exchange_config.get('sandbox')):
+            api.urls['api'] = api.urls['test']
 
         return api
 
@@ -110,16 +112,6 @@ class Exchange(object):
         """exchange ccxt id"""
         return self._api.id
 
-    def set_sandbox(self, api, exchange_config: dict, name: str):
-        if exchange_config.get('sandbox'):
-            if api.urls.get('test'):
-                api.urls['api'] = api.urls['test']
-                logger.info("Enabled Sandbox API on %s", name)
-            else:
-                logger.warning(self, "No Sandbox URL in CCXT, exiting. "
-                                     "Please check your config.json")
-                raise OperationalException(f'Exchange {name} does not provide a sandbox api')
-
     def validate_pairs(self, pairs: List[str]) -> None:
         """
         Checks if all given pairs are tradable on the current exchange.