From a9ed5da369d606da23223b16bf7fcc834bb13949 Mon Sep 17 00:00:00 2001
From: Yuliyan Perfanov <yperfanov@yahoo.com>
Date: Thu, 6 Jun 2019 18:48:26 +0300
Subject: [PATCH] added doc for DataProvider.orderbook()

---
 docs/strategy-customization.md | 13 +++++++++++++
 1 file changed, 13 insertions(+)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 51540f690..b44775dfb 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -298,6 +298,18 @@ if self.dp:
 !!! Warning Warning in hyperopt
     This option cannot currently be used during hyperopt.
 
+#### Orderbook
+
+``` python
+if self.dp:
+    if self.dp.runmode in ('live', 'dry_run'):
+        ob = self.dp.orderbook(metadata['pair'], 1)
+        dataframe['best_bid'] = ob['bids'][0][0]
+        dataframe['best_ask'] = ob['asks'][0][0]
+```
+!Warning The order book is not part of the historic data which means backtesting and hyperopt will not work if this
+ method is used.
+
 #### Available Pairs
 
 ``` python
@@ -306,6 +318,7 @@ if self.dp:
         print(f"available {pair}, {ticker}")
 ```
 
+
 #### Get data for non-tradeable pairs
 
 Data for additional, informative pairs (reference pairs) can be beneficial for some strategies.