From 920151934a734cce316e6f89f22ff4c63117122e Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 21 Nov 2021 01:43:05 -0600
Subject: [PATCH] Added candle_type to a lot of methods, wrote some tests

---
 freqtrade/data/converter.py                   |   2 +-
 freqtrade/data/dataprovider.py                |  44 +++++--
 freqtrade/data/history/history_utils.py       |  13 +-
 freqtrade/edge/edge_positioning.py            |   4 +-
 freqtrade/exchange/binance.py                 |   2 +-
 freqtrade/exchange/exchange.py                |  60 +++++----
 freqtrade/plugins/pairlist/AgeFilter.py       |   4 +-
 .../plugins/pairlist/VolatilityFilter.py      |   4 +-
 freqtrade/plugins/pairlist/VolumePairList.py  |  11 +-
 .../plugins/pairlist/rangestabilityfilter.py  |   4 +-
 freqtrade/plugins/pairlistmanager.py          |   2 +-
 freqtrade/strategy/informative_decorator.py   |   1 +
 freqtrade/strategy/interface.py               |   8 +-
 tests/commands/test_commands.py               |   2 +-
 tests/conftest.py                             |   4 +-
 tests/data/test_converter.py                  |  82 ++++++------
 tests/data/test_dataprovider.py               |  69 +++++++----
 tests/data/test_history.py                    | 117 +++++++++++++-----
 tests/exchange/test_binance.py                |  12 +-
 tests/exchange/test_exchange.py               |  70 +++++++----
 tests/optimize/test_backtesting.py            |   7 +-
 tests/plugins/test_pairlist.py                |  54 ++++----
 tests/rpc/test_rpc_apiserver.py               |  21 ++--
 .../strats/informative_decorator_strategy.py  |   4 +-
 tests/strategy/test_strategy_helpers.py       |  37 +++---
 tests/test_freqtradebot.py                    |   8 +-
 tests/testdata/XRP_USDT-1h.json               | 102 +++++++++++++++
 27 files changed, 495 insertions(+), 253 deletions(-)
 create mode 100644 tests/testdata/XRP_USDT-1h.json

diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index ff1be188a..dfd4a9f68 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -5,7 +5,7 @@ import itertools
 import logging
 from datetime import datetime, timezone
 from operator import itemgetter
-from typing import Any, Dict, List, Optional
+from typing import Any, Dict, List
 
 import pandas as pd
 from pandas import DataFrame, to_datetime
diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index e091c5e2f..3c8ee4b24 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -41,7 +41,13 @@ class DataProvider:
         """
         self.__slice_index = limit_index
 
-    def _set_cached_df(self, pair: str, timeframe: str, dataframe: DataFrame) -> None:
+    def _set_cached_df(
+        self,
+        pair: str,
+        timeframe: str,
+        dataframe: DataFrame,
+        candle_type: str = ''
+    ) -> None:
         """
         Store cached Dataframe.
         Using private method as this should never be used by a user
@@ -50,7 +56,8 @@ class DataProvider:
         :param timeframe: Timeframe to get data for
         :param dataframe: analyzed dataframe
         """
-        self.__cached_pairs[(pair, timeframe)] = (dataframe, datetime.now(timezone.utc))
+        self.__cached_pairs[(pair, timeframe, candle_type)] = (
+            dataframe, datetime.now(timezone.utc))
 
     def add_pairlisthandler(self, pairlists) -> None:
         """
@@ -58,13 +65,18 @@ class DataProvider:
         """
         self._pairlists = pairlists
 
-    def historic_ohlcv(self, pair: str, timeframe: str = None) -> DataFrame:
+    def historic_ohlcv(
+        self,
+        pair: str,
+        timeframe: str = None,
+        candle_type: str = ''
+    ) -> DataFrame:
         """
         Get stored historical candle (OHLCV) data
         :param pair: pair to get the data for
         :param timeframe: timeframe to get data for
         """
-        saved_pair = (pair, str(timeframe))
+        saved_pair = (pair, str(timeframe), candle_type)
         if saved_pair not in self.__cached_pairs_backtesting:
             timerange = TimeRange.parse_timerange(None if self._config.get(
                 'timerange') is None else str(self._config.get('timerange')))
@@ -77,11 +89,17 @@ class DataProvider:
                 timeframe=timeframe or self._config['timeframe'],
                 datadir=self._config['datadir'],
                 timerange=timerange,
-                data_format=self._config.get('dataformat_ohlcv', 'json')
+                data_format=self._config.get('dataformat_ohlcv', 'json'),
+                candle_type=candle_type
             )
         return self.__cached_pairs_backtesting[saved_pair].copy()
 
-    def get_pair_dataframe(self, pair: str, timeframe: str = None) -> DataFrame:
+    def get_pair_dataframe(
+        self,
+        pair: str,
+        timeframe: str = None,
+        candle_type: str = ''
+    ) -> DataFrame:
         """
         Return pair candle (OHLCV) data, either live or cached historical -- depending
         on the runmode.
@@ -91,12 +109,12 @@ class DataProvider:
         """
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
             # Get live OHLCV data.
-            data = self.ohlcv(pair=pair, timeframe=timeframe)
+            data = self.ohlcv(pair=pair, timeframe=timeframe, candle_type=candle_type)
         else:
             # Get historical OHLCV data (cached on disk).
-            data = self.historic_ohlcv(pair=pair, timeframe=timeframe)
+            data = self.historic_ohlcv(pair=pair, timeframe=timeframe, candle_type=candle_type)
         if len(data) == 0:
-            logger.warning(f"No data found for ({pair}, {timeframe}).")
+            logger.warning(f"No data found for ({pair}, {timeframe}, {candle_type}).")
         return data
 
     def get_analyzed_dataframe(
@@ -114,7 +132,7 @@ class DataProvider:
             combination.
             Returns empty dataframe and Epoch 0 (1970-01-01) if no dataframe was cached.
         """
-        pair_key = (pair, timeframe)
+        pair_key = (pair, timeframe, candle_type)
         if pair_key in self.__cached_pairs:
             if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
                 df, date = self.__cached_pairs[pair_key]
@@ -200,8 +218,10 @@ class DataProvider:
         if self._exchange is None:
             raise OperationalException(NO_EXCHANGE_EXCEPTION)
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
-            return self._exchange.klines((pair, timeframe or self._config['timeframe']),
-                                         copy=copy)
+            return self._exchange.klines(
+                (pair, timeframe or self._config['timeframe'], candle_type),
+                copy=copy
+            )
         else:
             return DataFrame()
 
diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index c4476ad8d..cfff74d93 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -54,6 +54,7 @@ def load_pair_history(pair: str,
                                    fill_missing=fill_up_missing,
                                    drop_incomplete=drop_incomplete,
                                    startup_candles=startup_candles,
+                                   candle_type=candle_type
                                    )
 
 
@@ -91,7 +92,8 @@ def load_data(datadir: Path,
                                  datadir=datadir, timerange=timerange,
                                  fill_up_missing=fill_up_missing,
                                  startup_candles=startup_candles,
-                                 data_handler=data_handler
+                                 data_handler=data_handler,
+                                 candle_type=candle_type
                                  )
         if not hist.empty:
             result[pair] = hist
@@ -124,7 +126,8 @@ def refresh_data(datadir: Path,
         process = f'{idx}/{len(pairs)}'
         _download_pair_history(pair=pair, process=process,
                                timeframe=timeframe, datadir=datadir,
-                               timerange=timerange, exchange=exchange, data_handler=data_handler)
+                               timerange=timerange, exchange=exchange, data_handler=data_handler,
+                               candle_type=candle_type)
 
 
 def _load_cached_data_for_updating(
@@ -150,7 +153,8 @@ def _load_cached_data_for_updating(
     # Intentionally don't pass timerange in - since we need to load the full dataset.
     data = data_handler.ohlcv_load(pair, timeframe=timeframe,
                                    timerange=None, fill_missing=False,
-                                   drop_incomplete=True, warn_no_data=False)
+                                   drop_incomplete=True, warn_no_data=False,
+                                   candle_type=candle_type)
     if not data.empty:
         if start and start < data.iloc[0]['date']:
             # Earlier data than existing data requested, redownload all
@@ -194,7 +198,8 @@ def _download_pair_history(pair: str, *,
 
         # data, since_ms = _load_cached_data_for_updating_old(datadir, pair, timeframe, timerange)
         data, since_ms = _load_cached_data_for_updating(pair, timeframe, timerange,
-                                                        data_handler=data_handler)
+                                                        data_handler=data_handler,
+                                                        candle_type=candle_type)
 
         logger.debug("Current Start: %s",
                      f"{data.iloc[0]['date']:%Y-%m-%d %H:%M:%S}" if not data.empty else 'None')
diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index e08b3df2f..b2f4534f1 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -119,8 +119,8 @@ class Edge:
             )
             # Download informative pairs too
             res = defaultdict(list)
-            for p, t in self.strategy.gather_informative_pairs():
-                res[t].append(p)
+            for pair, timeframe, _ in self.strategy.gather_informative_pairs():
+                res[timeframe].append(pair)
             for timeframe, inf_pairs in res.items():
                 timerange_startup = deepcopy(self._timerange)
                 timerange_startup.subtract_start(timeframe_to_seconds(
diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index e94a97833..0c891924f 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -204,7 +204,7 @@ class Binance(Exchange):
                                         since_ms: int, is_new_pair: bool = False,
                                         raise_: bool = False,
                                         candle_type: str = ''
-                                        ) -> Tuple[str, str, List]:
+                                        ) -> Tuple[str, str, str, List]:
         """
         Overwrite to introduce "fast new pair" functionality by detecting the pair's listing date
         Does not work for other exchanges, which don't return the earliest data when called with "0"
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index ef82f9f8b..7201c025e 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -92,7 +92,7 @@ class Exchange:
         self._config.update(config)
 
         # Holds last candle refreshed time of each pair
-        self._pairs_last_refresh_time: Dict[Tuple[str, str], int] = {}
+        self._pairs_last_refresh_time: Dict[Tuple[str, str, str], int] = {}
         # Timestamp of last markets refresh
         self._last_markets_refresh: int = 0
 
@@ -105,7 +105,7 @@ class Exchange:
         self._buy_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800)
 
         # Holds candles
-        self._klines: Dict[Tuple[str, str], DataFrame] = {}
+        self._klines: Dict[Tuple[str, str, str], DataFrame] = {}
 
         # Holds all open sell orders for dry_run
         self._dry_run_open_orders: Dict[str, Any] = {}
@@ -359,7 +359,7 @@ class Exchange:
             or (self.trading_mode == TradingMode.FUTURES and self.market_is_future(market))
         )
 
-    def klines(self, pair_interval: Tuple[str, str], copy: bool = True) -> DataFrame:
+    def klines(self, pair_interval: Tuple[str, str, str], copy: bool = True) -> DataFrame:
         if pair_interval in self._klines:
             return self._klines[pair_interval].copy() if copy else self._klines[pair_interval]
         else:
@@ -1321,7 +1321,8 @@ class Exchange:
         :param since_ms: Timestamp in milliseconds to get history from
         :return: List with candle (OHLCV) data
         """
-        pair, timeframe, data = asyncio.get_event_loop().run_until_complete(
+        data: List
+        pair, timeframe, candle_type, data = asyncio.get_event_loop().run_until_complete(
             self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
                                            since_ms=since_ms, is_new_pair=is_new_pair,
                                            candle_type=candle_type))
@@ -1337,15 +1338,15 @@ class Exchange:
         :param since_ms: Timestamp in milliseconds to get history from
         :return: OHLCV DataFrame
         """
-        ticks = self.get_historic_ohlcv(pair, timeframe, since_ms=since_ms)
+        ticks = self.get_historic_ohlcv(pair, timeframe, since_ms=since_ms, candle_type=candle_type)
         return ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True,
                                   drop_incomplete=self._ohlcv_partial_candle)
 
     async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
-                                        since_ms: int, is_new_pair: bool,
+                                        since_ms: int, is_new_pair: bool = False,
                                         raise_: bool = False,
                                         candle_type: str = ''
-                                        ) -> Tuple[str, str, List]:
+                                        ) -> Tuple[str, str, str, List]:
         """
         Download historic ohlcv
         :param is_new_pair: used by binance subclass to allow "fast" new pair downloading
@@ -1374,12 +1375,12 @@ class Exchange:
                     continue
                 else:
                     # Deconstruct tuple if it's not an exception
-                    p, _, new_data = res
-                    if p == pair:
+                    p, _, c, new_data = res
+                    if p == pair and c == candle_type:
                         data.extend(new_data)
         # Sort data again after extending the result - above calls return in "async order"
         data = sorted(data, key=lambda x: x[0])
-        return pair, timeframe, data
+        return pair, timeframe, candle_type, data
 
     def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,
                              since_ms: Optional[int] = None, cache: bool = True,
@@ -1399,8 +1400,8 @@ class Exchange:
         input_coroutines = []
         cached_pairs = []
         # Gather coroutines to run
-        for pair, timeframe in set(pair_list):
-            if ((pair, timeframe) not in self._klines
+        for pair, timeframe, candle_type in set(pair_list):
+            if ((pair, timeframe, candle_type) not in self._klines
                     or self._now_is_time_to_refresh(pair, timeframe)):
                 if not since_ms and self.required_candle_call_count > 1:
                     # Multiple calls for one pair - to get more history
@@ -1411,17 +1412,17 @@ class Exchange:
 
                 if since_ms:
                     input_coroutines.append(self._async_get_historic_ohlcv(
-                        pair, timeframe, since_ms=since_ms, raise_=True))
+                        pair, timeframe, since_ms=since_ms, raise_=True, candle_type=candle_type))
                 else:
                     # One call ... "regular" refresh
                     input_coroutines.append(self._async_get_candle_history(
-                        pair, timeframe, since_ms=since_ms, candle_type=candle_type,))
+                        pair, timeframe, since_ms=since_ms, candle_type=candle_type))
             else:
                 logger.debug(
                     "Using cached candle (OHLCV) data for pair %s, timeframe %s ...",
-                    pair, timeframe
+                    pair, timeframe, candle_type
                 )
-                cached_pairs.append((pair, timeframe))
+                cached_pairs.append((pair, timeframe, candle_type))
 
         results = asyncio.get_event_loop().run_until_complete(
             asyncio.gather(*input_coroutines, return_exceptions=True))
@@ -1433,20 +1434,23 @@ class Exchange:
                 logger.warning("Async code raised an exception: %s", res.__class__.__name__)
                 continue
             # Deconstruct tuple (has 3 elements)
-            pair, timeframe, ticks = res
+            pair, timeframe, c_type, ticks = res
             # keeping last candle time as last refreshed time of the pair
             if ticks:
-                self._pairs_last_refresh_time[(pair, timeframe)] = ticks[-1][0] // 1000
+                self._pairs_last_refresh_time[(pair, timeframe, c_type)] = ticks[-1][0] // 1000
             # keeping parsed dataframe in cache
             ohlcv_df = ohlcv_to_dataframe(
                 ticks, timeframe, pair=pair, fill_missing=True,
                 drop_incomplete=self._ohlcv_partial_candle)
-            results_df[(pair, timeframe)] = ohlcv_df
+            results_df[(pair, timeframe, c_type)] = ohlcv_df
             if cache:
-                self._klines[(pair, timeframe)] = ohlcv_df
+                self._klines[(pair, timeframe, c_type)] = ohlcv_df
         # Return cached klines
-        for pair, timeframe in cached_pairs:
-            results_df[(pair, timeframe)] = self.klines((pair, timeframe), copy=False)
+        for pair, timeframe, c_type in cached_pairs:
+            results_df[(pair, timeframe, c_type)] = self.klines(
+                (pair, timeframe, c_type),
+                copy=False
+            )
 
         return results_df
 
@@ -1459,8 +1463,12 @@ class Exchange:
         # Timeframe in seconds
         interval_in_sec = timeframe_to_seconds(timeframe)
 
-        return not ((self._pairs_last_refresh_time.get((pair, timeframe), 0)
-                     + interval_in_sec) >= arrow.utcnow().int_timestamp)
+        return not (
+            (self._pairs_last_refresh_time.get(
+                (pair, timeframe, candle_type),
+                0
+            ) + interval_in_sec) >= arrow.utcnow().int_timestamp
+        )
 
     @retrier_async
     async def _async_get_candle_history(
@@ -1501,9 +1509,9 @@ class Exchange:
                     data = sorted(data, key=lambda x: x[0])
             except IndexError:
                 logger.exception("Error loading %s. Result was %s.", pair, data)
-                return pair, timeframe, []
+                return pair, timeframe, candle_type, []
             logger.debug("Done fetching pair %s, interval %s ...", pair, timeframe)
-            return pair, timeframe, data
+            return pair, timeframe, candle_type, data
 
         except ccxt.NotSupported as e:
             raise OperationalException(
diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 5627d82ce..f2e9aa4d3 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -72,7 +72,7 @@ class AgeFilter(IPairList):
         :return: new allowlist
         """
         needed_pairs = [
-            (p, '1d') for p in pairlist
+            (p, '1d', '') for p in pairlist
             if p not in self._symbolsChecked and p not in self._symbolsCheckFailed]
         if not needed_pairs:
             # Remove pairs that have been removed before
@@ -88,7 +88,7 @@ class AgeFilter(IPairList):
         candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, cache=False)
         if self._enabled:
             for p in deepcopy(pairlist):
-                daily_candles = candles[(p, '1d')] if (p, '1d') in candles else None
+                daily_candles = candles[(p, '1d', '')] if (p, '1d', '') in candles else None
                 if not self._validate_pair_loc(p, daily_candles):
                     pairlist.remove(p)
         self.log_once(f"Validated {len(pairlist)} pairs.", logger.info)
diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py
index 9383e5d06..c06cd0897 100644
--- a/freqtrade/plugins/pairlist/VolatilityFilter.py
+++ b/freqtrade/plugins/pairlist/VolatilityFilter.py
@@ -67,7 +67,7 @@ class VolatilityFilter(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new allowlist
         """
-        needed_pairs = [(p, '1d') for p in pairlist if p not in self._pair_cache]
+        needed_pairs = [(p, '1d', '') for p in pairlist if p not in self._pair_cache]
 
         since_ms = (arrow.utcnow()
                          .floor('day')
@@ -81,7 +81,7 @@ class VolatilityFilter(IPairList):
 
         if self._enabled:
             for p in deepcopy(pairlist):
-                daily_candles = candles[(p, '1d')] if (p, '1d') in candles else None
+                daily_candles = candles[(p, '1d', '')] if (p, '1d', '') in candles else None
                 if not self._validate_pair_loc(p, daily_candles):
                     pairlist.remove(p)
         return pairlist
diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 0ffc8a8c8..0493b67c9 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -160,10 +160,9 @@ class VolumePairList(IPairList):
                           f"{self._lookback_timeframe}, starting from {format_ms_time(since_ms)} "
                           f"till {format_ms_time(to_ms)}", logger.info)
             needed_pairs = [
-                (p, self._lookback_timeframe) for p in
-                [
-                    s['symbol'] for s in filtered_tickers
-                ] if p not in self._pair_cache
+                (p, self._lookback_timeframe, '') for p in
+                [s['symbol'] for s in filtered_tickers]
+                if p not in self._pair_cache
             ]
 
             # Get all candles
@@ -174,8 +173,8 @@ class VolumePairList(IPairList):
                 )
             for i, p in enumerate(filtered_tickers):
                 pair_candles = candles[
-                    (p['symbol'], self._lookback_timeframe)
-                ] if (p['symbol'], self._lookback_timeframe) in candles else None
+                    (p['symbol'], self._lookback_timeframe, '')
+                ] if (p['symbol'], self._lookback_timeframe, '') in candles else None
                 # in case of candle data calculate typical price and quoteVolume for candle
                 if pair_candles is not None and not pair_candles.empty:
                     pair_candles['typical_price'] = (pair_candles['high'] + pair_candles['low']
diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index 3e5a002ff..048736ae0 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -65,7 +65,7 @@ class RangeStabilityFilter(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new allowlist
         """
-        needed_pairs = [(p, '1d') for p in pairlist if p not in self._pair_cache]
+        needed_pairs = [(p, '1d', '') for p in pairlist if p not in self._pair_cache]
 
         since_ms = (arrow.utcnow()
                          .floor('day')
@@ -79,7 +79,7 @@ class RangeStabilityFilter(IPairList):
 
         if self._enabled:
             for p in deepcopy(pairlist):
-                daily_candles = candles[(p, '1d')] if (p, '1d') in candles else None
+                daily_candles = candles[(p, '1d', '')] if (p, '1d', '') in candles else None
                 if not self._validate_pair_loc(p, daily_candles):
                     pairlist.remove(p)
         return pairlist
diff --git a/freqtrade/plugins/pairlistmanager.py b/freqtrade/plugins/pairlistmanager.py
index 93b5e90e2..5ea4c2386 100644
--- a/freqtrade/plugins/pairlistmanager.py
+++ b/freqtrade/plugins/pairlistmanager.py
@@ -138,4 +138,4 @@ class PairListManager():
         """
         Create list of pair tuples with (pair, timeframe)
         """
-        return [(pair, timeframe or self._config['timeframe']) for pair in pairs]
+        return [(pair, timeframe or self._config['timeframe'], '') for pair in pairs]
diff --git a/freqtrade/strategy/informative_decorator.py b/freqtrade/strategy/informative_decorator.py
index 4c5f21108..31d761519 100644
--- a/freqtrade/strategy/informative_decorator.py
+++ b/freqtrade/strategy/informative_decorator.py
@@ -14,6 +14,7 @@ class InformativeData(NamedTuple):
     timeframe: str
     fmt: Union[str, Callable[[Any], str], None]
     ffill: bool
+    candle_type: str = ''
 
 
 def informative(timeframe: str, asset: str = '',
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 36bf09f5f..8a4e50343 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -424,14 +424,18 @@ class IStrategy(ABC, HyperStrategyMixin):
         informative_pairs = self.informative_pairs()
         for inf_data, _ in self._ft_informative:
             if inf_data.asset:
-                pair_tf = (_format_pair_name(self.config, inf_data.asset), inf_data.timeframe)
+                pair_tf = (
+                    _format_pair_name(self.config, inf_data.asset),
+                    inf_data.timeframe,
+                    inf_data.candle_type
+                )
                 informative_pairs.append(pair_tf)
             else:
                 if not self.dp:
                     raise OperationalException('@informative decorator with unspecified asset '
                                                'requires DataProvider instance.')
                 for pair in self.dp.current_whitelist():
-                    informative_pairs.append((pair, inf_data.timeframe))
+                    informative_pairs.append((pair, inf_data.timeframe, inf_data.candle_type))
         return list(set(informative_pairs))
 
     def get_strategy_name(self) -> str:
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 72d2c6de4..384254b74 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -1326,7 +1326,7 @@ def test_start_list_data(testdatadir, capsys):
     pargs['config'] = None
     start_list_data(pargs)
     captured = capsys.readouterr()
-    assert "Found 19 pair / timeframe combinations." in captured.out
+    assert "Found 20 pair / timeframe combinations." in captured.out
     assert "\n|          Pair |       Timeframe |   Type |\n" in captured.out
     assert "\n|  UNITTEST/BTC | 1m, 5m, 8m, 30m |        |\n" in captured.out
     assert "\n| UNITTEST/USDT |              1h |   mark |\n" in captured.out
diff --git a/tests/conftest.py b/tests/conftest.py
index e184903d1..a567b55e9 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -2388,7 +2388,7 @@ def market_buy_order_usdt_doublefee(market_buy_order_usdt):
         'amount': 25.0,
         'cost': 50.25,
         'fee': {'cost': 0.00025125, 'currency': 'BNB'}
-        }, {
+    }, {
         'timestamp': None,
         'datetime': None,
         'symbol': 'ETH/USDT',
@@ -2401,7 +2401,7 @@ def market_buy_order_usdt_doublefee(market_buy_order_usdt):
         'amount': 5,
         'cost': 10,
         'fee': {'cost': 0.0100306, 'currency': 'USDT'}
-        }]
+    }]
     return order
 
 
diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py
index 6c95a9f18..39bb1b15e 100644
--- a/tests/data/test_converter.py
+++ b/tests/data/test_converter.py
@@ -75,7 +75,8 @@ def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
 
 def test_ohlcv_fill_up_missing_data2(caplog):
     timeframe = '5m'
-    ticks = [[
+    ticks = [
+        [
             1511686200000,  # 8:50:00
             8.794e-05,  # open
             8.948e-05,  # high
@@ -106,7 +107,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
             8.895e-05,
             8.817e-05,
             123551
-    ]
+        ]
     ]
 
     # Generate test-data without filling missing
@@ -134,13 +135,13 @@ def test_ohlcv_fill_up_missing_data2(caplog):
 def test_ohlcv_drop_incomplete(caplog):
     timeframe = '1d'
     ticks = [[
-            1559750400000,  # 2019-06-04
-            8.794e-05,  # open
-            8.948e-05,  # high
-            8.794e-05,  # low
-            8.88e-05,  # close
-            2255,  # volume (in quote currency)
-        ],
+        1559750400000,  # 2019-06-04
+        8.794e-05,  # open
+        8.948e-05,  # high
+        8.794e-05,  # low
+        8.88e-05,  # close
+        2255,  # volume (in quote currency)
+    ],
         [
             1559836800000,  # 2019-06-05
             8.88e-05,
@@ -148,7 +149,7 @@ def test_ohlcv_drop_incomplete(caplog):
             8.88e-05,
             8.893e-05,
             9911,
-        ],
+    ],
         [
             1559923200000,  # 2019-06-06
             8.891e-05,
@@ -156,7 +157,7 @@ def test_ohlcv_drop_incomplete(caplog):
             8.875e-05,
             8.877e-05,
             2251
-        ],
+    ],
         [
             1560009600000,  # 2019-06-07
             8.877e-05,
@@ -164,7 +165,7 @@ def test_ohlcv_drop_incomplete(caplog):
             8.895e-05,
             8.817e-05,
             123551
-     ]
+    ]
     ]
     caplog.set_level(logging.DEBUG)
     data = ohlcv_to_dataframe(ticks, timeframe, pair="UNITTEST/BTC",
@@ -287,42 +288,45 @@ def test_convert_trades_format(default_conf, testdatadir, tmpdir):
             file['new'].unlink()
 
 
-def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir):
+@pytest.mark.parametrize('file_base', [
+    ('XRP_ETH-5m'),
+    ('XRP_ETH-1m'),
+    # ('XRP_USDT-1h-mark'), #TODO-lev: Create .gz file
+])
+def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base):
     tmpdir1 = Path(tmpdir)
 
-    file1_orig = testdatadir / "XRP_ETH-5m.json"
-    file1 = tmpdir1 / "XRP_ETH-5m.json"
-    file1_new = tmpdir1 / "XRP_ETH-5m.json.gz"
-    file2_orig = testdatadir / "XRP_ETH-1m.json"
-    file2 = tmpdir1 / "XRP_ETH-1m.json"
-    file2_new = tmpdir1 / "XRP_ETH-1m.json.gz"
+    file_orig = testdatadir / f"{file_base}.json"
+    file_temp = tmpdir1 / f"{file_base}.json"
+    file_new = tmpdir1 / f"{file_base}.json.gz"
 
-    copyfile(file1_orig, file1)
-    copyfile(file2_orig, file2)
+    copyfile(file_orig, file_temp)
 
     default_conf['datadir'] = tmpdir1
-    default_conf['pairs'] = ['XRP_ETH']
-    default_conf['timeframes'] = ['1m', '5m']
+    default_conf['pairs'] = ['XRP_ETH', 'XRP_USDT']
+    default_conf['timeframes'] = ['1m', '5m', '1h']
 
-    assert not file1_new.exists()
-    assert not file2_new.exists()
+    assert not file_new.exists()
 
-    convert_ohlcv_format(default_conf, convert_from='json',
-                         convert_to='jsongz', erase=False)
+    convert_ohlcv_format(
+        default_conf,
+        convert_from='json',
+        convert_to='jsongz',
+        erase=False
+    )
 
-    assert file1_new.exists()
-    assert file2_new.exists()
-    assert file1.exists()
-    assert file2.exists()
+    assert file_new.exists()
+    assert file_temp.exists()
 
     # Remove original files
-    file1.unlink()
-    file2.unlink()
+    file_temp.unlink()
     # Convert back
-    convert_ohlcv_format(default_conf, convert_from='jsongz',
-                         convert_to='json', erase=True)
+    convert_ohlcv_format(
+        default_conf,
+        convert_from='jsongz',
+        convert_to='json',
+        erase=True
+    )
 
-    assert file1.exists()
-    assert file2.exists()
-    assert not file1_new.exists()
-    assert not file2_new.exists()
+    assert file_temp.exists()
+    assert not file_new.exists()
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index 0f42068c1..4f01f816f 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -11,34 +11,42 @@ from freqtrade.plugins.pairlistmanager import PairListManager
 from tests.conftest import get_patched_exchange
 
 
-def test_ohlcv(mocker, default_conf, ohlcv_history):
+@pytest.mark.parametrize('candle_type', [
+    'mark',
+    '',
+])
+def test_ohlcv(mocker, default_conf, ohlcv_history, candle_type):
     default_conf["runmode"] = RunMode.DRY_RUN
     timeframe = default_conf["timeframe"]
     exchange = get_patched_exchange(mocker, default_conf)
-    exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
-    exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
+    exchange._klines[("XRP/BTC", timeframe, candle_type)] = ohlcv_history
+    exchange._klines[("UNITTEST/BTC", timeframe, candle_type)] = ohlcv_history
 
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.DRY_RUN
-    assert ohlcv_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe))
-    assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
-    assert dp.ohlcv("UNITTEST/BTC", timeframe) is not ohlcv_history
-    assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False) is ohlcv_history
-    assert not dp.ohlcv("UNITTEST/BTC", timeframe).empty
-    assert dp.ohlcv("NONESENSE/AAA", timeframe).empty
+    assert ohlcv_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candle_type))
+    assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame)
+    assert dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candle_type) is not ohlcv_history
+    assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False, candle_type=candle_type) is ohlcv_history
+    assert not dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candle_type).empty
+    assert dp.ohlcv("NONESENSE/AAA", timeframe, candle_type=candle_type).empty
 
     # Test with and without parameter
-    assert dp.ohlcv("UNITTEST/BTC", timeframe).equals(dp.ohlcv("UNITTEST/BTC"))
+    assert dp.ohlcv(
+        "UNITTEST/BTC",
+        timeframe,
+        candle_type=candle_type
+    ).equals(dp.ohlcv("UNITTEST/BTC", candle_type=candle_type))
 
     default_conf["runmode"] = RunMode.LIVE
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.LIVE
-    assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
+    assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame)
 
     default_conf["runmode"] = RunMode.BACKTEST
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.BACKTEST
-    assert dp.ohlcv("UNITTEST/BTC", timeframe).empty
+    assert dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candle_type).empty
 
 
 def test_historic_ohlcv(mocker, default_conf, ohlcv_history):
@@ -77,37 +85,46 @@ def test_historic_ohlcv_dataformat(mocker, default_conf, ohlcv_history):
     jsonloadmock.assert_not_called()
 
 
-def test_get_pair_dataframe(mocker, default_conf, ohlcv_history):
+@pytest.mark.parametrize('candle_type', [
+    'mark',
+    '',
+])
+def test_get_pair_dataframe(mocker, default_conf, ohlcv_history, candle_type):
     default_conf["runmode"] = RunMode.DRY_RUN
     timeframe = default_conf["timeframe"]
     exchange = get_patched_exchange(mocker, default_conf)
-    exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
-    exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
+    exchange._klines[("XRP/BTC", timeframe, candle_type)] = ohlcv_history
+    exchange._klines[("UNITTEST/BTC", timeframe, candle_type)] = ohlcv_history
 
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.DRY_RUN
-    assert ohlcv_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", timeframe))
-    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
-    assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe) is not ohlcv_history
-    assert not dp.get_pair_dataframe("UNITTEST/BTC", timeframe).empty
-    assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
+    assert ohlcv_history.equals(dp.get_pair_dataframe(
+        "UNITTEST/BTC", timeframe, candle_type=candle_type))
+    assert isinstance(dp.get_pair_dataframe(
+        "UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame)
+    assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe,
+                                 candle_type=candle_type) is not ohlcv_history
+    assert not dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type=candle_type).empty
+    assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe, candle_type=candle_type).empty
 
     # Test with and without parameter
-    assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe)\
-        .equals(dp.get_pair_dataframe("UNITTEST/BTC"))
+    assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type=candle_type)\
+        .equals(dp.get_pair_dataframe("UNITTEST/BTC", candle_type=candle_type))
 
     default_conf["runmode"] = RunMode.LIVE
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.LIVE
-    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
-    assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
+    assert isinstance(dp.get_pair_dataframe(
+        "UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame)
+    assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe, candle_type=candle_type).empty
 
     historymock = MagicMock(return_value=ohlcv_history)
     mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock)
     default_conf["runmode"] = RunMode.BACKTEST
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.BACKTEST
-    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
+    assert isinstance(dp.get_pair_dataframe(
+        "UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame)
     # assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
 
 
@@ -276,7 +293,7 @@ def test_no_exchange_mode(default_conf):
         dp.refresh([()])
 
     with pytest.raises(OperationalException, match=message):
-        dp.ohlcv('XRP/USDT', '5m')
+        dp.ohlcv('XRP/USDT', '5m', '')
 
     with pytest.raises(OperationalException, match=message):
         dp.market('XRP/USDT')
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 6c811a673..ea37ea268 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -95,6 +95,17 @@ def test_load_data_1min_timeframe(ohlcv_history, mocker, caplog, testdatadir) ->
     )
 
 
+def test_load_data_mark(ohlcv_history, mocker, caplog, testdatadir) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history)
+    file = testdatadir / 'UNITTEST_USDT-1h-mark.json'
+    load_data(datadir=testdatadir, timeframe='1h', pairs=['UNITTEST/BTC'], candle_type='mark')
+    assert file.is_file()
+    assert not log_has(
+        'Download history data for pair: "UNITTEST/USDT", interval: 1m '
+        'and store in None.', caplog
+    )
+
+
 def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) -> None:
     ltfmock = mocker.patch(
         'freqtrade.data.history.jsondatahandler.JsonDataHandler._ohlcv_load',
@@ -110,8 +121,9 @@ def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) ->
     assert ltfmock.call_args_list[0][1]['timerange'].startts == timerange.startts - 20 * 60
 
 
+@pytest.mark.parametrize('candle_type', ['mark', ''])
 def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
-                                      default_conf, tmpdir) -> None:
+                                      default_conf, tmpdir, candle_type) -> None:
     """
     Test load_pair_history() with 1 min timeframe
     """
@@ -121,7 +133,7 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
     file = tmpdir1 / 'MEME_BTC-1m.json'
 
     # do not download a new pair if refresh_pairs isn't set
-    load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC')
+    load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC', candle_type=candle_type)
     assert not file.is_file()
     assert log_has(
         'No history data for pair: "MEME/BTC", timeframe: 1m. '
@@ -131,7 +143,7 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
     # download a new pair if refresh_pairs is set
     refresh_data(datadir=tmpdir1, timeframe='1m', pairs=['MEME/BTC'],
                  exchange=exchange)
-    load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC')
+    load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC', candle_type=candle_type)
     assert file.is_file()
     assert log_has_re(
         r'Download history data for pair: "MEME/BTC" \(0/1\), timeframe: 1m '
@@ -166,7 +178,7 @@ def test_json_pair_data_filename(pair, expected_result, candle_type):
         Path('freqtrade/hello/world'),
         pair,
         '5m',
-        candle_type
+        candle_type=candle_type
     )
     assert isinstance(fn, Path)
     assert fn == Path(expected_result + '.gz')
@@ -241,24 +253,37 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None:
     assert start_ts is None
 
 
-def test_download_pair_history(ohlcv_history_list, mocker, default_conf, tmpdir) -> None:
+@pytest.mark.parametrize('candle_type, file_tail', [
+    ('mark', '-mark'),
+    ('', ''),
+])
+def test_download_pair_history(
+    ohlcv_history_list,
+    mocker,
+    default_conf,
+    tmpdir,
+    candle_type,
+    file_tail
+) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history_list)
     exchange = get_patched_exchange(mocker, default_conf)
     tmpdir1 = Path(tmpdir)
-    file1_1 = tmpdir1 / 'MEME_BTC-1m.json'
-    file1_5 = tmpdir1 / 'MEME_BTC-5m.json'
-    file2_1 = tmpdir1 / 'CFI_BTC-1m.json'
-    file2_5 = tmpdir1 / 'CFI_BTC-5m.json'
+    file1_1 = tmpdir1 / f'MEME_BTC-1m{file_tail}.json'
+    file1_5 = tmpdir1 / f'MEME_BTC-5m{file_tail}.json'
+    file2_1 = tmpdir1 / f'CFI_BTC-1m{file_tail}.json'
+    file2_5 = tmpdir1 / f'CFI_BTC-5m{file_tail}.json'
 
     assert not file1_1.is_file()
     assert not file2_1.is_file()
 
     assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
                                   pair='MEME/BTC',
-                                  timeframe='1m')
+                                  timeframe='1m',
+                                  candle_type=candle_type)
     assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
                                   pair='CFI/BTC',
-                                  timeframe='1m')
+                                  timeframe='1m',
+                                  candle_type=candle_type)
     assert not exchange._pairs_last_refresh_time
     assert file1_1.is_file()
     assert file2_1.is_file()
@@ -272,10 +297,12 @@ def test_download_pair_history(ohlcv_history_list, mocker, default_conf, tmpdir)
 
     assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
                                   pair='MEME/BTC',
-                                  timeframe='5m')
+                                  timeframe='5m',
+                                  candle_type=candle_type)
     assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
                                   pair='CFI/BTC',
-                                  timeframe='5m')
+                                  timeframe='5m',
+                                  candle_type=candle_type)
     assert not exchange._pairs_last_refresh_time
     assert file1_5.is_file()
     assert file2_5.is_file()
@@ -295,7 +322,9 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
                            timeframe='1m')
     _download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC",
                            timeframe='3m')
-    assert json_dump_mock.call_count == 2
+    _download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/USDT",
+                           timeframe='1h', candle_type='mark')
+    assert json_dump_mock.call_count == 3
 
 
 def test_download_backtesting_data_exception(mocker, caplog, default_conf, tmpdir) -> None:
@@ -629,7 +658,7 @@ def test_datahandler_ohlcv_get_pairs(testdatadir):
     pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, '5m')
     assert set(pairs) == {'UNITTEST/BTC'}
 
-    pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '1h', 'mark')
+    pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type='mark')
     assert set(pairs) == {'UNITTEST/USDT', 'XRP/USDT'}
 
     # TODO-lev: The tests below
@@ -643,17 +672,33 @@ def test_datahandler_ohlcv_get_pairs(testdatadir):
 def test_datahandler_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'), ('NOPAIR/XXX', '4m')}
+    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', ''),
+        ('NOPAIR/XXX', '4m', ''),
+        ('UNITTEST/USDT', '1h', 'mark'),
+        ('XRP/USDT', '1h', ''),
+        ('XRP/USDT', '1h', 'mark'),
+    }
 
     paircombs = JsonGzDataHandler.ohlcv_get_available_data(testdatadir)
-    assert set(paircombs) == {('UNITTEST/BTC', '8m')}
+    assert set(paircombs) == {('UNITTEST/BTC', '8m', '')}
     paircombs = HDF5DataHandler.ohlcv_get_available_data(testdatadir)
-    assert set(paircombs) == {('UNITTEST/BTC', '5m')}
+    assert set(paircombs) == {('UNITTEST/BTC', '5m', '')}
 
 
 def test_jsondatahandler_trades_get_pairs(testdatadir):
@@ -666,27 +711,29 @@ def test_jsondatahandler_ohlcv_purge(mocker, testdatadir):
     mocker.patch.object(Path, "exists", MagicMock(return_value=False))
     unlinkmock = mocker.patch.object(Path, "unlink", MagicMock())
     dh = JsonGzDataHandler(testdatadir)
-    assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m')
+    assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', '')
+    assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', candle_type='mark')
     assert unlinkmock.call_count == 0
 
     mocker.patch.object(Path, "exists", MagicMock(return_value=True))
-    assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m')
-    assert unlinkmock.call_count == 1
+    assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', '')
+    assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', candle_type='mark')
+    assert unlinkmock.call_count == 2
 
 
 def test_jsondatahandler_ohlcv_load(testdatadir, caplog):
     dh = JsonDataHandler(testdatadir)
-    df = dh.ohlcv_load('XRP/ETH', '5m')
+    df = dh.ohlcv_load('XRP/ETH', '5m', '')
     assert len(df) == 711
 
-    df_mark = dh.ohlcv_load('XRP/USDT', '1h', candle_type="mark")
+    df_mark = dh.ohlcv_load('UNITTEST/USDT', '1h', candle_type="mark")
     assert len(df_mark) == 99
 
-    df_no_mark = dh.ohlcv_load('XRP/USDT', '1h')
+    df_no_mark = dh.ohlcv_load('UNITTEST/USDT', '1h', '')
     assert len(df_no_mark) == 0
 
     # Failure case (empty array)
-    df1 = dh.ohlcv_load('NOPAIR/XXX', '4m')
+    df1 = dh.ohlcv_load('NOPAIR/XXX', '4m', '')
     assert len(df1) == 0
     assert log_has("Could not load data for NOPAIR/XXX.", caplog)
     assert df.columns.equals(df1.columns)
@@ -720,6 +767,8 @@ def test_datahandler_ohlcv_append(datahandler, testdatadir, ):
     dh = get_datahandler(testdatadir, datahandler)
     with pytest.raises(NotImplementedError):
         dh.ohlcv_append('UNITTEST/ETH', '5m', DataFrame())
+    with pytest.raises(NotImplementedError):
+        dh.ohlcv_append('UNITTEST/ETH', '5m', DataFrame(), candle_type='mark')
 
 
 @pytest.mark.parametrize('datahandler', AVAILABLE_DATAHANDLERS)
@@ -849,12 +898,14 @@ def test_hdf5datahandler_ohlcv_purge(mocker, testdatadir):
     mocker.patch.object(Path, "exists", MagicMock(return_value=False))
     unlinkmock = mocker.patch.object(Path, "unlink", MagicMock())
     dh = HDF5DataHandler(testdatadir)
-    assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m')
+    assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', '')
+    assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', candle_type='mark')
     assert unlinkmock.call_count == 0
 
     mocker.patch.object(Path, "exists", MagicMock(return_value=True))
-    assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m')
-    assert unlinkmock.call_count == 1
+    assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', '')
+    assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', candle_type='mark')
+    assert unlinkmock.call_count == 2
 
 
 def test_gethandlerclass():
diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index c4277daad..ac7647e73 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -343,7 +343,8 @@ def test__set_leverage_binance(mocker, default_conf):
 
 
 @pytest.mark.asyncio
-async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog):
+@pytest.mark.parametrize('candle_type', ['mark', ''])
+async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, candle_type):
     ohlcv = [
         [
             int((datetime.now(timezone.utc).timestamp() - 1000) * 1000),
@@ -360,16 +361,17 @@ async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog):
     exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
 
     pair = 'ETH/BTC'
-    respair, restf, res = await exchange._async_get_historic_ohlcv(
-        pair, "5m", 1500000000000, is_new_pair=False)
+    respair, restf, restype, res = await exchange._async_get_historic_ohlcv(
+        pair, "5m", 1500000000000, is_new_pair=False, candle_type=candle_type)
     assert respair == pair
     assert restf == '5m'
+    assert restype == candle_type
     # Call with very old timestamp - causes tons of requests
     assert exchange._api_async.fetch_ohlcv.call_count > 400
     # assert res == ohlcv
     exchange._api_async.fetch_ohlcv.reset_mock()
-    _, _, res = await exchange._async_get_historic_ohlcv(
-        pair, "5m", 1500000000000, is_new_pair=True)
+    _, _, _, res = await exchange._async_get_historic_ohlcv(
+        pair, "5m", 1500000000000, is_new_pair=True, candle_type=candle_type)
 
     # Called twice - one "init" call - and one to get the actual data.
     assert exchange._api_async.fetch_ohlcv.call_count == 2
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index c57880bdc..d8f4be660 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1554,7 +1554,8 @@ def test_fetch_ticker(default_conf, mocker, exchange_name):
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
+@pytest.mark.parametrize('candle_type', ['mark', ''])
+def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_type):
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
     ohlcv = [
         [
@@ -1569,14 +1570,18 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
     pair = 'ETH/BTC'
 
     async def mock_candle_hist(pair, timeframe, since_ms, candle_type=None):
-        return pair, timeframe, ohlcv
+        return pair, timeframe, candle_type, ohlcv
 
     exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
     # one_call calculation * 1.8 should do 2 calls
 
     since = 5 * 60 * exchange.ohlcv_candle_limit('5m') * 1.8
-    ret = exchange.get_historic_ohlcv(pair, "5m", int((
-        arrow.utcnow().int_timestamp - since) * 1000))
+    ret = exchange.get_historic_ohlcv(
+        pair,
+        "5m",
+        int((arrow.utcnow().int_timestamp - since) * 1000),
+        candle_type=candle_type
+    )
 
     assert exchange._async_get_candle_history.call_count == 2
     # Returns twice the above OHLCV data
@@ -1589,13 +1594,18 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
         raise TimeoutError()
 
     exchange._async_get_candle_history = MagicMock(side_effect=mock_get_candle_hist_error)
-    ret = exchange.get_historic_ohlcv(pair, "5m", int(
-        (arrow.utcnow().int_timestamp - since) * 1000))
+    ret = exchange.get_historic_ohlcv(
+        pair,
+        "5m",
+        int((arrow.utcnow().int_timestamp - since) * 1000),
+        candle_type=candle_type
+    )
     assert log_has_re(r"Async code raised an exception: .*", caplog)
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name):
+@pytest.mark.parametrize('candle_type', ['mark', ''])
+def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name, candle_type):
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
     ohlcv = [
         [
@@ -1625,15 +1635,19 @@ def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name):
     ]
     pair = 'ETH/BTC'
 
-    async def mock_candle_hist(pair, timeframe, since_ms, candle_type=None):
-        return pair, timeframe, ohlcv
+    async def mock_candle_hist(pair, timeframe, since_ms, candle_type):
+        return pair, timeframe, candle_type, ohlcv
 
     exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
     # one_call calculation * 1.8 should do 2 calls
 
     since = 5 * 60 * exchange.ohlcv_candle_limit('5m') * 1.8
-    ret = exchange.get_historic_ohlcv_as_df(pair, "5m", int((
-        arrow.utcnow().int_timestamp - since) * 1000))
+    ret = exchange.get_historic_ohlcv_as_df(
+        pair,
+        "5m",
+        int((arrow.utcnow().int_timestamp - since) * 1000),
+        candle_type=candle_type
+    )
 
     assert exchange._async_get_candle_history.call_count == 2
     # Returns twice the above OHLCV data
@@ -1647,6 +1661,7 @@ def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name):
 
 @pytest.mark.asyncio
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
+# TODO-lev @pytest.mark.parametrize('candle_type', ['mark', ''])
 async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
     ohlcv = [
         [
@@ -1663,7 +1678,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
     exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
 
     pair = 'ETH/USDT'
-    respair, restf, res = await exchange._async_get_historic_ohlcv(
+    respair, restf, _, res = await exchange._async_get_historic_ohlcv(
         pair, "5m", 1500000000000, is_new_pair=False)
     assert respair == pair
     assert restf == '5m'
@@ -1672,6 +1687,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
     assert res[0] == ohlcv[0]
 
 
+# TODO-lev: @pytest.mark.parametrize('candle_type', ['mark', ''])
 def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
     ohlcv = [
         [
@@ -1696,7 +1712,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
     exchange = get_patched_exchange(mocker, default_conf)
     exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
 
-    pairs = [('IOTA/ETH', '5m'), ('XRP/ETH', '5m')]
+    pairs = [('IOTA/ETH', '5m', ''), ('XRP/ETH', '5m', '')]
     # empty dicts
     assert not exchange._klines
     res = exchange.refresh_latest_ohlcv(pairs, cache=False)
@@ -1727,16 +1743,18 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
         assert exchange.klines(pair, copy=False) is exchange.klines(pair, copy=False)
 
     # test caching
-    res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
+    res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m', ''), ('XRP/ETH', '5m', '')])
     assert len(res) == len(pairs)
 
     assert exchange._api_async.fetch_ohlcv.call_count == 0
     assert log_has(f"Using cached candle (OHLCV) data for pair {pairs[0][0]}, "
                    f"timeframe {pairs[0][1]} ...",
                    caplog)
-    res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m'), ('XRP/ETH', '1d')],
-                                        cache=False)
-    assert len(res) == 3
+    res = exchange.refresh_latest_ohlcv(
+        [('IOTA/ETH', '5m', ''), ('XRP/ETH', '5m', ''), ('XRP/ETH', '1d', '')],
+        cache=False
+    )
+    assert len(res) == 4
 
 
 @pytest.mark.asyncio
@@ -1761,10 +1779,11 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
     pair = 'ETH/BTC'
     res = await exchange._async_get_candle_history(pair, "5m")
     assert type(res) is tuple
-    assert len(res) == 3
+    assert len(res) == 4
     assert res[0] == pair
     assert res[1] == "5m"
-    assert res[2] == ohlcv
+    assert res[2] == ''
+    assert res[3] == ohlcv
     assert exchange._api_async.fetch_ohlcv.call_count == 1
     assert not log_has(f"Using cached candle (OHLCV) data for {pair} ...", caplog)
 
@@ -1803,10 +1822,11 @@ async def test__async_get_candle_history_empty(default_conf, mocker, caplog):
     pair = 'ETH/BTC'
     res = await exchange._async_get_candle_history(pair, "5m")
     assert type(res) is tuple
-    assert len(res) == 3
+    assert len(res) == 4
     assert res[0] == pair
     assert res[1] == "5m"
-    assert res[2] == ohlcv
+    assert res[2] == ''
+    assert res[3] == ohlcv
     assert exchange._api_async.fetch_ohlcv.call_count == 1
 
 
@@ -1823,7 +1843,7 @@ def test_refresh_latest_ohlcv_inv_result(default_conf, mocker, caplog):
     # Monkey-patch async function with empty result
     exchange._api_async.fetch_ohlcv = MagicMock(side_effect=mock_get_candle_hist)
 
-    pairs = [("ETH/BTC", "5m"), ("XRP/BTC", "5m")]
+    pairs = [("ETH/BTC", "5m", ''), ("XRP/BTC", "5m", '')]
     res = exchange.refresh_latest_ohlcv(pairs)
     assert exchange._klines
     assert exchange._api_async.fetch_ohlcv.call_count == 2
@@ -2107,7 +2127,7 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
     # Test the OHLCV data sort
     res = await exchange._async_get_candle_history('ETH/BTC', default_conf['timeframe'])
     assert res[0] == 'ETH/BTC'
-    res_ohlcv = res[2]
+    res_ohlcv = res[3]
 
     assert sort_mock.call_count == 1
     assert res_ohlcv[0][0] == 1527830400000
@@ -2145,7 +2165,7 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
     res = await exchange._async_get_candle_history('ETH/BTC', default_conf['timeframe'])
     assert res[0] == 'ETH/BTC'
     assert res[1] == default_conf['timeframe']
-    res_ohlcv = res[2]
+    res_ohlcv = res[3]
     # Sorted not called again - data is already in order
     assert sort_mock.call_count == 0
     assert res_ohlcv[0][0] == 1527827700000
@@ -2999,7 +3019,7 @@ def test_timeframe_to_next_date():
 def test_market_is_tradable(
         mocker, default_conf, market_symbol, base,
         quote, spot, margin, futures, trademode, add_dict, exchange, expected_result
-        ) -> None:
+) -> None:
     default_conf['trading_mode'] = trademode
     mocker.patch('freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_collateral')
     ex = get_patched_exchange(mocker, default_conf, id=exchange)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 21d11d7f7..2aa2af04d 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -855,7 +855,7 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
     results = result['results']
     assert len(results) == 100
     # Cached data should be 200
-    analyzed_df = backtesting.dataprovider.get_analyzed_dataframe('UNITTEST/BTC', '1m')[0]
+    analyzed_df = backtesting.dataprovider.get_analyzed_dataframe('UNITTEST/BTC', '1m', '')[0]
     assert len(analyzed_df) == 200
     # Expect last candle to be 1 below end date (as the last candle is assumed as "incomplete"
     # during backtesting)
@@ -924,8 +924,9 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     offset = 1 if tres == 0 else 0
     removed_candles = len(data[pair]) - offset - backtesting.strategy.startup_candle_count
     assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, '5m')[0]) == removed_candles
-    assert len(backtesting.dataprovider.get_analyzed_dataframe(
-        'NXT/BTC', '5m')[0]) == len(data['NXT/BTC']) - 1 - backtesting.strategy.startup_candle_count
+    assert len(
+        backtesting.dataprovider.get_analyzed_dataframe('NXT/BTC', '5m', '')[0]
+    ) == len(data['NXT/BTC']) - 1 - backtesting.strategy.startup_candle_count
 
     backtest_conf = {
         'processed': processed,
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 692f1fb51..c1eab2fe3 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -460,11 +460,11 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
     ohlcv_history_high_vola.loc[ohlcv_history_high_vola.index == 1, 'close'] = 0.00090
 
     ohlcv_data = {
-        ('ETH/BTC', '1d'): ohlcv_history,
-        ('TKN/BTC', '1d'): ohlcv_history,
-        ('LTC/BTC', '1d'): ohlcv_history.append(ohlcv_history),
-        ('XRP/BTC', '1d'): ohlcv_history,
-        ('HOT/BTC', '1d'): ohlcv_history_high_vola,
+        ('ETH/BTC', '1d', ''): ohlcv_history,
+        ('TKN/BTC', '1d', ''): ohlcv_history,
+        ('LTC/BTC', '1d', ''): ohlcv_history.append(ohlcv_history),
+        ('XRP/BTC', '1d', ''): ohlcv_history,
+        ('HOT/BTC', '1d', ''): ohlcv_history_high_vola,
     }
 
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
@@ -578,11 +578,11 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers,
     ohlcv_history_high_volume.loc[:, 'volume'] = 10
 
     ohlcv_data = {
-        ('ETH/BTC', '1d'): ohlcv_history,
-        ('TKN/BTC', '1d'): ohlcv_history,
-        ('LTC/BTC', '1d'): ohlcv_history_medium_volume,
-        ('XRP/BTC', '1d'): ohlcv_history_high_vola,
-        ('HOT/BTC', '1d'): ohlcv_history_high_volume,
+        ('ETH/BTC', '1d', ''): ohlcv_history,
+        ('TKN/BTC', '1d', ''): ohlcv_history,
+        ('LTC/BTC', '1d', ''): ohlcv_history_medium_volume,
+        ('XRP/BTC', '1d', ''): ohlcv_history_high_vola,
+        ('HOT/BTC', '1d', ''): ohlcv_history_high_volume,
     }
 
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
@@ -838,9 +838,9 @@ def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tick
 def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, ohlcv_history):
     with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
         ohlcv_data = {
-            ('ETH/BTC', '1d'): ohlcv_history,
-            ('TKN/BTC', '1d'): ohlcv_history,
-            ('LTC/BTC', '1d'): ohlcv_history,
+            ('ETH/BTC', '1d', ''): ohlcv_history,
+            ('TKN/BTC', '1d', ''): ohlcv_history,
+            ('LTC/BTC', '1d', ''): ohlcv_history,
         }
         mocker.patch.multiple(
             'freqtrade.exchange.Exchange',
@@ -862,10 +862,10 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o
         assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 2
 
         ohlcv_data = {
-            ('ETH/BTC', '1d'): ohlcv_history,
-            ('TKN/BTC', '1d'): ohlcv_history,
-            ('LTC/BTC', '1d'): ohlcv_history,
-            ('XRP/BTC', '1d'): ohlcv_history.iloc[[0]],
+            ('ETH/BTC', '1d', ''): ohlcv_history,
+            ('TKN/BTC', '1d', ''): ohlcv_history,
+            ('LTC/BTC', '1d', ''): ohlcv_history,
+            ('XRP/BTC', '1d', ''): ohlcv_history.iloc[[0]],
         }
         mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data)
         freqtrade.pairlists.refresh_pairlist()
@@ -883,10 +883,10 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o
         t.move_to("2021-09-03 01:00:00 +00:00")
         # Called once for XRP/BTC
         ohlcv_data = {
-            ('ETH/BTC', '1d'): ohlcv_history,
-            ('TKN/BTC', '1d'): ohlcv_history,
-            ('LTC/BTC', '1d'): ohlcv_history,
-            ('XRP/BTC', '1d'): ohlcv_history,
+            ('ETH/BTC', '1d', ''): ohlcv_history,
+            ('TKN/BTC', '1d', ''): ohlcv_history,
+            ('LTC/BTC', '1d', ''): ohlcv_history,
+            ('XRP/BTC', '1d', ''): ohlcv_history,
         }
         mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data)
         freqtrade.pairlists.refresh_pairlist()
@@ -947,12 +947,12 @@ def test_rangestabilityfilter_caching(mocker, markets, default_conf, tickers, oh
                           get_tickers=tickers
                           )
     ohlcv_data = {
-        ('ETH/BTC', '1d'): ohlcv_history,
-        ('TKN/BTC', '1d'): ohlcv_history,
-        ('LTC/BTC', '1d'): ohlcv_history,
-        ('XRP/BTC', '1d'): ohlcv_history,
-        ('HOT/BTC', '1d'): ohlcv_history,
-        ('BLK/BTC', '1d'): ohlcv_history,
+        ('ETH/BTC', '1d', ''): ohlcv_history,
+        ('TKN/BTC', '1d', ''): ohlcv_history,
+        ('LTC/BTC', '1d', ''): ohlcv_history,
+        ('XRP/BTC', '1d', ''): ohlcv_history,
+        ('HOT/BTC', '1d', ''): ohlcv_history,
+        ('BLK/BTC', '1d', ''): ohlcv_history,
     }
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index f2096c0c0..bdbb2e833 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -718,8 +718,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
          'profit_closed_percent_mean': -0.75, 'profit_closed_ratio_sum': -0.015,
          'profit_closed_percent_sum': -1.5, 'profit_closed_ratio': -6.739057628404269e-06,
          'profit_closed_percent': -0.0, 'winning_trades': 0, 'losing_trades': 2}
-     ),
-     (
+    ),
+        (
         False,
         {'best_pair': 'XRP/BTC', 'best_rate': 1.0, 'best_pair_profit_ratio': 0.01,
          'profit_all_coin': -44.0631579,
@@ -731,8 +731,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
          'profit_closed_percent_mean': 0.75, 'profit_closed_ratio_sum': 0.015,
          'profit_closed_percent_sum': 1.5, 'profit_closed_ratio': 7.391275897987988e-07,
          'profit_closed_percent': 0.0, 'winning_trades': 2, 'losing_trades': 0}
-     ),
-     (
+    ),
+        (
         None,
         {'best_pair': 'XRP/BTC', 'best_rate': 1.0, 'best_pair_profit_ratio': 0.01,
          'profit_all_coin': -14.43790415,
@@ -744,8 +744,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
          'profit_closed_percent_mean': 0.25, 'profit_closed_ratio_sum': 0.005,
          'profit_closed_percent_sum': 0.5, 'profit_closed_ratio': -5.429078808526421e-06,
          'profit_closed_percent': -0.0, 'winning_trades': 1, 'losing_trades': 1}
-     )
-     ])
+    )
+    ])
 def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected):
     ftbot, client = botclient
     patch_get_signal(ftbot)
@@ -1331,7 +1331,7 @@ def test_list_available_pairs(botclient):
     rc = client_get(client, f"{BASE_URI}/available_pairs")
 
     assert_response(rc)
-    assert rc.json()['length'] == 13
+    assert rc.json()['length'] == 15
     assert isinstance(rc.json()['pairs'], list)
 
     rc = client_get(client, f"{BASE_URI}/available_pairs?timeframe=5m")
@@ -1350,6 +1350,13 @@ def test_list_available_pairs(botclient):
     assert rc.json()['pairs'] == ['XRP/ETH']
     assert len(rc.json()['pair_interval']) == 1
 
+    rc = client_get(
+        client, f"{BASE_URI}/available_pairs?stake_currency=USDT&timeframe=1h&type=mark")
+    assert_response(rc)
+    assert rc.json()['length'] == 2
+    assert rc.json()['pairs'] == ['UNITTEST/USDT', 'XRP/USDT']
+    assert len(rc.json()['pair_interval']) == 3  # TODO-lev: What is pair_interval? Should it be 3?
+
 
 def test_sysinfo(botclient):
     ftbot, client = botclient
diff --git a/tests/strategy/strats/informative_decorator_strategy.py b/tests/strategy/strats/informative_decorator_strategy.py
index 68f8651c2..331d3de08 100644
--- a/tests/strategy/strats/informative_decorator_strategy.py
+++ b/tests/strategy/strats/informative_decorator_strategy.py
@@ -19,7 +19,7 @@ class InformativeDecoratorTest(IStrategy):
     startup_candle_count: int = 20
 
     def informative_pairs(self):
-        return [('BTC/USDT', '5m')]
+        return [('BTC/USDT', '5m', '')]
 
     def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         dataframe['buy'] = 0
@@ -67,7 +67,7 @@ class InformativeDecoratorTest(IStrategy):
         dataframe['rsi_less'] = dataframe['rsi'] < dataframe['rsi_1h']
 
         # Mixing manual informative pairs with decorators.
-        informative = self.dp.get_pair_dataframe('BTC/USDT', '5m')
+        informative = self.dp.get_pair_dataframe('BTC/USDT', '5m', '')
         informative['rsi'] = 14
         dataframe = merge_informative_pair(dataframe, informative, self.timeframe, '5m', ffill=True)
 
diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py
index cb7cf97a1..e81b544d5 100644
--- a/tests/strategy/test_strategy_helpers.py
+++ b/tests/strategy/test_strategy_helpers.py
@@ -144,23 +144,24 @@ def test_stoploss_from_absolute():
     assert stoploss_from_absolute(0, 100) == 1
 
 
+# TODO-lev: @pytest.mark.parametrize('candle_type', ['mark', ''])
 def test_informative_decorator(mocker, default_conf):
     test_data_5m = generate_test_data('5m', 40)
     test_data_30m = generate_test_data('30m', 40)
     test_data_1h = generate_test_data('1h', 40)
     data = {
-        ('XRP/USDT', '5m'): test_data_5m,
-        ('XRP/USDT', '30m'): test_data_30m,
-        ('XRP/USDT', '1h'): test_data_1h,
-        ('LTC/USDT', '5m'): test_data_5m,
-        ('LTC/USDT', '30m'): test_data_30m,
-        ('LTC/USDT', '1h'): test_data_1h,
-        ('BTC/USDT', '30m'): test_data_30m,
-        ('BTC/USDT', '5m'): test_data_5m,
-        ('BTC/USDT', '1h'): test_data_1h,
-        ('ETH/USDT', '1h'): test_data_1h,
-        ('ETH/USDT', '30m'): test_data_30m,
-        ('ETH/BTC', '1h'): test_data_1h,
+        ('XRP/USDT', '5m', ''): test_data_5m,
+        ('XRP/USDT', '30m', ''): test_data_30m,
+        ('XRP/USDT', '1h', ''): test_data_1h,
+        ('LTC/USDT', '5m', ''): test_data_5m,
+        ('LTC/USDT', '30m', ''): test_data_30m,
+        ('LTC/USDT', '1h', ''): test_data_1h,
+        ('BTC/USDT', '30m', ''): test_data_30m,
+        ('BTC/USDT', '5m', ''): test_data_5m,
+        ('BTC/USDT', '1h', ''): test_data_1h,
+        ('ETH/USDT', '1h', ''): test_data_1h,
+        ('ETH/USDT', '30m', ''): test_data_30m,
+        ('ETH/BTC', '1h', ''): test_data_1h,
     }
     from .strats.informative_decorator_strategy import InformativeDecoratorTest
     default_conf['stake_currency'] = 'USDT'
@@ -171,19 +172,19 @@ def test_informative_decorator(mocker, default_conf):
     ])
 
     assert len(strategy._ft_informative) == 6   # Equal to number of decorators used
-    informative_pairs = [('XRP/USDT', '1h'), ('LTC/USDT', '1h'), ('XRP/USDT', '30m'),
-                         ('LTC/USDT', '30m'), ('BTC/USDT', '1h'), ('BTC/USDT', '30m'),
-                         ('BTC/USDT', '5m'), ('ETH/BTC', '1h'), ('ETH/USDT', '30m')]
+    informative_pairs = [('XRP/USDT', '1h', ''), ('LTC/USDT', '1h', ''), ('XRP/USDT', '30m', ''),
+                         ('LTC/USDT', '30m', ''), ('BTC/USDT', '1h', ''), ('BTC/USDT', '30m', ''),
+                         ('BTC/USDT', '5m', ''), ('ETH/BTC', '1h', ''), ('ETH/USDT', '30m', '')]
     for inf_pair in informative_pairs:
         assert inf_pair in strategy.gather_informative_pairs()
 
-    def test_historic_ohlcv(pair, timeframe):
-        return data[(pair, timeframe or strategy.timeframe)].copy()
+    def test_historic_ohlcv(pair, timeframe, candle_type):
+        return data[(pair, timeframe or strategy.timeframe, candle_type)].copy()
     mocker.patch('freqtrade.data.dataprovider.DataProvider.historic_ohlcv',
                  side_effect=test_historic_ohlcv)
 
     analyzed = strategy.advise_all_indicators(
-        {p: data[(p, strategy.timeframe)] for p in ('XRP/USDT', 'LTC/USDT')})
+        {p: data[(p, strategy.timeframe, '')] for p in ('XRP/USDT', 'LTC/USDT')})
     expected_columns = [
         'rsi_1h', 'rsi_30m',                    # Stacked informative decorators
         'btc_usdt_rsi_1h',                      # BTC 1h informative
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index bd5fcf313..7183d17ff 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -681,7 +681,7 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker)
         create_order=MagicMock(side_effect=TemporaryError),
         refresh_latest_ohlcv=refresh_mock,
     )
-    inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")])
+    inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m', ''), ("ETH/USDT", "1h", '')])
     mocker.patch.multiple(
         'freqtrade.strategy.interface.IStrategy',
         get_exit_signal=MagicMock(return_value=(False, False)),
@@ -696,9 +696,9 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker)
     freqtrade.process()
     assert inf_pairs.call_count == 1
     assert refresh_mock.call_count == 1
-    assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0]
-    assert ("ETH/USDT", "1h") in refresh_mock.call_args[0][0]
-    assert ("ETH/USDT", default_conf_usdt["timeframe"]) in refresh_mock.call_args[0][0]
+    assert ("BTC/ETH", "1m", '') in refresh_mock.call_args[0][0]
+    assert ("ETH/USDT", "1h", '') in refresh_mock.call_args[0][0]
+    assert ("ETH/USDT", default_conf_usdt["timeframe"], '') in refresh_mock.call_args[0][0]
 
 
 @pytest.mark.parametrize("trading_mode", [
diff --git a/tests/testdata/XRP_USDT-1h.json b/tests/testdata/XRP_USDT-1h.json
new file mode 100644
index 000000000..58944e717
--- /dev/null
+++ b/tests/testdata/XRP_USDT-1h.json
@@ -0,0 +1,102 @@
+[
+  [ 1637110800000, 1.0801, 1.09758, 1.07654, 1.07925, 3153694.607359 ],
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+]