Migrate bid/ask strategy to entry/exit pricing

freqtrade/configuration/config_validation.py

@@ -217,6 +217,7 @@ def validate_migrated_strategy_settings(conf: Dict[str, Any]) -> None:
     _validate_time_in_force(conf)
     _validate_order_types(conf)
     _validate_unfilledtimeout(conf)
+    _validate_pricing_rules(conf)
 
 
 def _validate_time_in_force(conf: Dict[str, Any]) -> None:
@@ -279,3 +280,25 @@ def _validate_unfilledtimeout(conf: Dict[str, Any]) -> None:
             ]:
 
                 process_deprecated_setting(conf, 'unfilledtimeout', o, 'unfilledtimeout', n)
+
+
+def _validate_pricing_rules(conf: Dict[str, Any]) -> None:
+
+    if conf.get('ask_strategy') or conf.get('bid_strategy'):
+        if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
+            raise OperationalException(
+                "Please migrate your pricing settings to use the new wording.")
+        else:
+
+            logger.warning(
+                "DEPRECATED: Using 'ask_strategy' and 'bid_strategy' is deprecated."
+                "Please migrate your settings to use 'entry_pricing' and 'exit_pricing'."
+            )
+            conf['entry_pricing'] = {}
+            for obj in list(conf.get('bid_strategy').keys()):
+                process_deprecated_setting(conf, 'bid_strategy', obj, 'entry_pricing', obj)
+            del conf['bid_strategy']
+            conf['exit_pricing'] = {}
+            for obj in list(conf.get('ask_strategy').keys()):
+                process_deprecated_setting(conf, 'ask_strategy', obj, 'exit_pricing', obj)
+            del conf['ask_strategy']

tests/test_configuration.py

@@ -1023,6 +1023,40 @@ def test__validate_unfilledtimeout(default_conf, caplog) -> None:
         validate_config_consistency(conf)
 
 
+def test__validate_pricing_rules(default_conf, caplog) -> None:
+    def_conf = deepcopy(default_conf)
+    del def_conf['entry_pricing']
+    del def_conf['exit_pricing']
+
+    def_conf['ask_strategy'] = {
+        'price_side': 'ask',
+        'use_order_book': True,
+    }
+    def_conf['bid_strategy'] = {
+        'price_side': 'bid',
+        'use_order_book': False,
+    }
+    conf = deepcopy(def_conf)
+
+    validate_config_consistency(conf)
+    assert log_has_re(
+        r"DEPRECATED: Using 'ask_strategy' and 'bid_strategy' is.*", caplog)
+    assert conf['exit_pricing']['price_side'] == 'ask'
+    assert conf['exit_pricing']['use_order_book'] is True
+    assert conf['entry_pricing']['price_side'] == 'bid'
+    assert conf['entry_pricing']['use_order_book'] is False
+    assert 'ask_strategy' not in conf
+    assert 'bid_strategy' not in conf
+
+    conf = deepcopy(def_conf)
+
+    conf['trading_mode'] = 'futures'
+    with pytest.raises(
+            OperationalException,
+            match=r"Please migrate your pricing settings to use the new wording\."):
+        validate_config_consistency(conf)
+
+
 def test_load_config_test_comments() -> None:
     """
     Load config with comments