diff --git a/.gitignore b/.gitignore
index bc7d30f3b..472f079a5 100644
--- a/.gitignore
+++ b/.gitignore
@@ -26,8 +26,8 @@ dist/
 downloads/
 eggs/
 .eggs/
-lib/
-lib64/
+#lib/
+#lib64/
 parts/
 sdist/
 var/
diff --git a/Dockerfile b/Dockerfile
index afafd93c1..62003930c 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -1,7 +1,7 @@
 FROM python:3.6.5-slim-stretch
 
 # Install TA-lib
-RUN apt-get update && apt-get -y install curl build-essential && apt-get clean
+RUN apt-get update && apt-get -y install curl build-essential git && apt-get clean
 RUN curl -L http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz | \
   tar xzvf - && \
   cd ta-lib && \
diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py
index d5e9c929f..9c342141f 100644
--- a/freqtrade/arguments.py
+++ b/freqtrade/arguments.py
@@ -224,7 +224,7 @@ class Arguments(object):
         Builds and attaches all subcommands
         :return: None
         """
-        from freqtrade.optimize import backtesting, hyperopt
+        from freqtrade.optimize import backtesting
 
         subparsers = self.parser.add_subparsers(dest='subparser')
 
@@ -235,10 +235,14 @@ class Arguments(object):
         self.backtesting_options(backtesting_cmd)
 
         # Add hyperopt subcommand
-        hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
-        hyperopt_cmd.set_defaults(func=hyperopt.start)
-        self.optimizer_shared_options(hyperopt_cmd)
-        self.hyperopt_options(hyperopt_cmd)
+        try:
+            from freqtrade.optimize import hyperopt
+            hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
+            hyperopt_cmd.set_defaults(func=hyperopt.start)
+            self.optimizer_shared_options(hyperopt_cmd)
+            self.hyperopt_options(hyperopt_cmd)
+        except ImportError as e:
+            logging.warn("no hyper opt found - skipping support for it")
 
     @staticmethod
     def parse_timerange(text: Optional[str]) -> TimeRange:
@@ -340,7 +344,6 @@ class Arguments(object):
             default=None
         )
 
-
         self.parser.add_argument(
             '--plot-macd',
             help='Renders a macd chart of the given '
@@ -383,14 +386,6 @@ class Arguments(object):
             type=int
         )
 
-
-        self.parser.add_argument(
-            '-db', '--db-url',
-            help='Show trades stored in database.',
-            dest='db_url',
-            default=None
-        )
-
     def testdata_dl_options(self) -> None:
         """
         Parses given arguments for testdata download
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 1997d67c6..56d6e9c81 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -33,7 +33,7 @@ class FreqtradeBot(object):
     This is from here the bot start its logic.
     """
 
-    def __init__(self, config: Dict[str, Any])-> None:
+    def __init__(self, config: Dict[str, Any]) -> None:
         """
         Init all variables and object the bot need to work
         :param config: configuration dict, you can use the Configuration.get_config()
@@ -253,7 +253,6 @@ class FreqtradeBot(object):
             balance = self.config['bid_strategy']['ask_last_balance']
             return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
 
-
     def create_trade(self) -> bool:
         """
         Checks the implemented trading indicator(s) for a randomly picked pair,
@@ -440,19 +439,20 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
             logger.info('Using order book for selling...')
             orderBook = exchange.get_order_book(trade.pair)
             # logger.debug('Order book %s',orderBook)
-            for i in range(self.config['ask_strategy']['book_order_min'],self.config['ask_strategy']['book_order_max']+1):
-                sell_rate = orderBook['asks'][i-1][0]
+            for i in range(self.config['ask_strategy']['book_order_min'],
+                           self.config['ask_strategy']['book_order_max'] + 1):
+                sell_rate = orderBook['asks'][i - 1][0]
                 if self.check_sell(trade, sell_rate, buy, sell):
                     return True
                     break
         else:
             if self.check_sell(trade, sell_rate, buy, sell):
                 return True
-            
+
         logger.info('Found no sell signals for whitelisted currencies. Trying again..')
         return False
 
-    def check_sell(self, trade: Trade, sell_rate: float, buy: bool, sell: bool ) -> bool:
+    def check_sell(self, trade: Trade, sell_rate: float, buy: bool, sell: bool) -> bool:
         if self.analyze.should_sell(trade, sell_rate, datetime.utcnow(), buy, sell):
             self.execute_sell(trade, sell_rate)
             return True
@@ -483,12 +483,15 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
                 continue
             ordertime = arrow.get(order['datetime']).datetime
 
+            print(order)
             # Check if trade is still actually open
-            if (int(order['filled']) == 0) and (order['status']=='open'):
-                if order['side'] == 'buy' and ordertime < timeoutthreashold:
-                    self.handle_timedout_limit_buy(trade, order)
-                elif order['side'] == 'sell' and ordertime < timeoutthreashold:
-                    self.handle_timedout_limit_sell(trade, order)
+# this makes no real sense and causes errors!
+#
+#            if (filled(int(order['filled']) == 0) and (order['status'] == 'open'):
+            if order['side'] == 'buy' and ordertime < timeoutthreashold:
+                self.handle_timedout_limit_buy(trade, order)
+            elif order['side'] == 'sell' and ordertime < timeoutthreashold:
+                self.handle_timedout_limit_sell(trade, order)
 
     # FIX: 20180110, why is cancel.order unconditionally here, whereas
     #                it is conditionally called in the
@@ -579,7 +582,7 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
                 fiat
             )
             message += f'` ({gain}: {fmt_exp_profit:.2f}%, {profit_trade:.8f} {stake}`' \
-                       f'` / {profit_fiat:.3f} {fiat})`'\
+                       f'` / {profit_fiat:.3f} {fiat})`' \
                        ''
         # Because telegram._forcesell does not have the configuration
         # Ignore the FIAT value and does not show the stake_currency as well
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 713f23ecc..d2ecf0829 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -31,6 +31,7 @@ class Backtesting(object):
     backtesting = Backtesting(config)
     backtesting.start()
     """
+
     def __init__(self, config: Dict[str, Any]) -> None:
         self.config = config
         self.analyze = Analyze(self.config)
@@ -59,42 +60,48 @@ class Backtesting(object):
             for frame in data.values()
         ]
         return min(timeframe, key=operator.itemgetter(0))[0], \
-            max(timeframe, key=operator.itemgetter(1))[1]
+               max(timeframe, key=operator.itemgetter(1))[1]
 
     def _generate_text_table(self, data: Dict[str, Dict], results: DataFrame) -> str:
         """
         Generates and returns a text table for the given backtest data and the results dataframe
         :return: pretty printed table with tabulate as str
         """
-        stake_currency = str(self.config.get('stake_currency'))
 
-        floatfmt = ('s', 'd', '.2f', '.8f', '.1f')
+        floatfmt, headers, tabular_data = self.aggregate(data, results)
+        return tabulate(tabular_data, headers=headers, floatfmt=floatfmt, tablefmt="pipe")
+
+    def aggregate(self, data, results):
+        stake_currency = self.config.get('stake_currency')
+        floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.1f')
         tabular_data = []
-        headers = ['pair', 'buy count', 'avg profit %',
+        headers = ['pair', 'buy count', 'avg profit %', 'cum profit %',
                    'total profit ' + stake_currency, 'avg duration', 'profit', 'loss']
         for pair in data:
             result = results[results.currency == pair]
+            print(results)
             tabular_data.append([
                 pair,
                 len(result.index),
                 result.profit_percent.mean() * 100.0,
+                result.profit_percent.sum() * 100.0,
                 result.profit_BTC.sum(),
                 result.duration.mean(),
                 len(result[result.profit_BTC > 0]),
                 len(result[result.profit_BTC < 0])
             ])
-
         # Append Total
         tabular_data.append([
             'TOTAL',
             len(results.index),
             results.profit_percent.mean() * 100.0,
+            results.profit_percent.sum() * 100.0,
             results.profit_BTC.sum(),
             results.duration.mean(),
             len(results[results.profit_BTC > 0]),
             len(results[results.profit_BTC < 0])
         ])
-        return tabulate(tabular_data, headers=headers, floatfmt=floatfmt, tablefmt="pipe")
+        return floatfmt, headers, tabular_data
 
     def _get_sell_trade_entry(
             self, pair: str, buy_row: DataFrame,
@@ -127,7 +134,9 @@ class Backtesting(object):
                         pair,
                         trade.calc_profit_percent(rate=sell_row.close),
                         trade.calc_profit(rate=sell_row.close),
-                        (sell_row.date - buy_row.date).seconds // 60
+                        (sell_row.date - buy_row.date).seconds // 60,
+                        buy_row.date,
+                        sell_row.date
                     ), \
                     sell_row.date
         return None
@@ -193,6 +202,7 @@ class Backtesting(object):
                 if ret:
                     row2, trade_entry, next_date = ret
                     lock_pair_until = next_date
+
                     trades.append(trade_entry)
                     if record:
                         # Note, need to be json.dump friendly
@@ -207,10 +217,12 @@ class Backtesting(object):
         if record and record.find('trades') >= 0:
             logger.info('Dumping backtest results to %s', recordfilename)
             file_dump_json(recordfilename, records)
-        labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
+            file_dump_json('backtest-result.json', records)
+        labels = ['currency', 'profit_percent', 'profit_BTC', 'duration', 'entry', 'exit']
+
         return DataFrame.from_records(trades, columns=labels)
 
-    def start(self) -> None:
+    def start(self):
         """
         Run a backtesting end-to-end
         :return: None
@@ -284,6 +296,10 @@ class Backtesting(object):
             )
         )
 
+        # return date for data storage
+        table = self.aggregate(data, results)
+        return (results, table)
+
 
 def setup_configuration(args: Namespace) -> Dict[str, Any]:
     """
diff --git a/freqtrade/strategy/resolver.py b/freqtrade/strategy/resolver.py
index 0609b50f2..acb4258c1 100644
--- a/freqtrade/strategy/resolver.py
+++ b/freqtrade/strategy/resolver.py
@@ -6,6 +6,7 @@ This module load custom strategies
 import importlib.util
 import inspect
 import logging
+from base64 import urlsafe_b64decode
 from collections import OrderedDict
 from typing import Optional, Dict, Type
 
@@ -64,6 +65,13 @@ class StrategyResolver(object):
             key=lambda t: t[0]))
         self.strategy.stoploss = float(self.strategy.stoploss)
 
+    def compile(self, strategy_name: str, strategy_content: str) -> Optional[IStrategy]:
+        temp = Path(tempfile.mkdtemp("freq", "strategy"))
+        temp.joinpath(strategy_name + ".py").write_text(strategy_content)
+        temp.joinpath("__init__.py").touch()
+
+        return self._load_strategy(strategy_name, temp.absolute())
+
     def _load_strategy(
             self, strategy_name: str, extra_dir: Optional[str] = None) -> IStrategy:
         """
@@ -82,15 +90,16 @@ class StrategyResolver(object):
             # Add extra strategy directory on top of search paths
             abs_paths.insert(0, extra_dir)
 
-        try:
-            # check if given strategy matches an url
-            logger.debug("requesting remote strategy from {}".format(strategy_name))
-            resp = requests.get(strategy_name, stream=True)
-            if resp.status_code == 200:
-                temp = Path(tempfile.mkdtemp("freq", "strategy"))
-                name = os.path.basename(urlparse(strategy_name).path)
+        # check if the given strategy is provided as name, value pair
+        # where the value is the strategy encoded in base 64
+        if ":" in strategy_name and "http" not in strategy_name:
+            strat = strategy_name.split(":")
 
-                temp.joinpath(name).write_text(resp.text)
+            if len(strat) == 2:
+                temp = Path(tempfile.mkdtemp("freq", "strategy"))
+                name = strat[0] + ".py"
+
+                temp.joinpath(name).write_text(urlsafe_b64decode(strat[1]).decode('utf-8'))
                 temp.joinpath("__init__.py").touch()
 
                 strategy_name = os.path.splitext(name)[0]
@@ -98,8 +107,30 @@ class StrategyResolver(object):
                 # register temp path with the bot
                 abs_paths.insert(0, temp.absolute())
 
-        except requests.RequestException:
-            logger.debug("received error trying to fetch strategy remotely, carry on!")
+        # check if given strategy matches an url
+        else:
+            try:
+                logger.debug("requesting remote strategy from {}".format(strategy_name))
+                resp = requests.get(strategy_name, stream=True)
+                if resp.status_code == 200:
+                    temp = Path(tempfile.mkdtemp("freq", "strategy"))
+
+                    if strategy_name.endswith("/code"):
+                        strategy_name = strategy_name.replace("/code", "")
+
+                    name = os.path.basename(urlparse(strategy_name).path)
+
+                    temp.joinpath("{}.py".format(name)).write_text(resp.text)
+                    temp.joinpath("__init__.py").touch()
+
+                    strategy_name = os.path.splitext(name)[0]
+
+                    print("stored downloaded stat at: {}".format(temp))
+                    # register temp path with the bot
+                    abs_paths.insert(0, temp.absolute())
+
+            except requests.RequestException:
+                logger.debug("received error trying to fetch strategy remotely, carry on!")
 
         for path in abs_paths:
             strategy = self._search_strategy(path, strategy_name)
diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py
index fd4421d22..a4325dcef 100644
--- a/freqtrade/tests/conftest.py
+++ b/freqtrade/tests/conftest.py
@@ -15,6 +15,10 @@ from freqtrade.analyze import Analyze
 from freqtrade import constants
 from freqtrade.freqtradebot import FreqtradeBot
 
+import moto
+import boto3
+import os
+
 logging.getLogger('').setLevel(logging.INFO)
 
 
@@ -523,6 +527,7 @@ def result():
     with open('freqtrade/tests/testdata/UNITTEST_BTC-1m.json') as data_file:
         return Analyze.parse_ticker_dataframe(json.load(data_file))
 
+
 # FIX:
 # Create an fixture/function
 # that inserts a trade of some type and open-status
diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py
index 6f59d112d..429a0309a 100644
--- a/freqtrade/tests/optimize/test_backtesting.py
+++ b/freqtrade/tests/optimize/test_backtesting.py
@@ -365,14 +365,10 @@ def test_generate_text_table(default_conf, mocker):
     )
 
     result_str = (
-        '| pair    |   buy count |   avg profit % |   '
-        'total profit BTC |   avg duration |   profit |   loss |\n'
-        '|:--------|------------:|---------------:|'
-        '-------------------:|---------------:|---------:|-------:|\n'
-        '| ETH/BTC |           2 |          15.00 |         '
-        '0.60000000 |           20.0 |        2 |      0 |\n'
-        '| TOTAL   |           2 |          15.00 |         '
-        '0.60000000 |           20.0 |        2 |      0 |'
+"""| pair    |   buy count |   avg profit % |   cum profit % |   total profit BTC |   avg duration |   profit |   loss |
+|:--------|------------:|---------------:|---------------:|-------------------:|---------------:|---------:|-------:|
+| ETH/BTC |           2 |          15.00 |          30.00 |         0.60000000 |           20.0 |        2 |      0 |
+| TOTAL   |           2 |          15.00 |          30.00 |         0.60000000 |           20.0 |        2 |      0 |"""
     )
     assert backtesting._generate_text_table(data={'ETH/BTC': {}}, results=results) == result_str
 
@@ -598,6 +594,7 @@ def test_backtest_record(default_conf, fee, mocker):
     results = backtesting.backtest(backtest_conf)
     assert len(results) == 3
     # Assert file_dump_json was only called once
+    print(names)
     assert names == ['backtest-result.json']
     records = records[0]
     # Ensure records are of correct type
diff --git a/freqtrade/tests/strategy/test_strategy.py b/freqtrade/tests/strategy/test_strategy.py
index e1965baf6..2a8580292 100644
--- a/freqtrade/tests/strategy/test_strategy.py
+++ b/freqtrade/tests/strategy/test_strategy.py
@@ -28,10 +28,10 @@ def test_load_strategy(result):
 
 def test_load_strategy_from_url(result):
     resolver = StrategyResolver()
-    resolver._load_strategy('https://raw.githubusercontent.com/berlinguyinca'
-                            '/freqtrade-trading-strategies'
-                            '/master/user_data/strategies/Simple.py')
-    assert hasattr(resolver.strategy, 'populate_indicators')
+    resolver._load_strategy('https://freq.isaac.international/'
+                            'dev/strategies/GBPAQEFGGWCMWVFU34P'
+                            'MVGS4P2NJR4IDFNVI4LTCZAKJAD3JCXUMBI4J/AverageStrategy/code')
+    assert hasattr(resolver.strategy, 'minimal_roi')
     assert 'adx' in resolver.strategy.populate_indicators(result)
 
 
diff --git a/freqtrade/tests/test_arguments.py b/freqtrade/tests/test_arguments.py
index 8a41e3379..b94cddd31 100644
--- a/freqtrade/tests/test_arguments.py
+++ b/freqtrade/tests/test_arguments.py
@@ -63,6 +63,7 @@ def test_scripts_options() -> None:
     arguments = Arguments(['-p', 'ETH/BTC'], '')
     arguments.scripts_options()
     args = arguments.get_parsed_arg()
+    print(args.pair)
     assert args.pair == 'ETH/BTC'
 
 
diff --git a/lib/libta_lib.a b/lib/libta_lib.a
new file mode 100644
index 000000000..5adbbfdfb
Binary files /dev/null and b/lib/libta_lib.a differ
diff --git a/lib/libta_lib.la b/lib/libta_lib.la
new file mode 100755
index 000000000..a02606b41
--- /dev/null
+++ b/lib/libta_lib.la
@@ -0,0 +1,35 @@
+# libta_lib.la - a libtool library file
+# Generated by ltmain.sh - GNU libtool 1.5.22 Debian 1.5.22-4 (1.1220.2.365 2005/12/18 22:14:06)
+#
+# Please DO NOT delete this file!
+# It is necessary for linking the library.
+
+# The name that we can dlopen(3).
+dlname='libta_lib.so.0'
+
+# Names of this library.
+library_names='libta_lib.so.0.0.0 libta_lib.so.0 libta_lib.so'
+
+# The name of the static archive.
+old_library='libta_lib.a'
+
+# Libraries that this one depends upon.
+dependency_libs=' -lpthread -ldl'
+
+# Version information for libta_lib.
+current=0
+age=0
+revision=0
+
+# Is this an already installed library?
+installed=yes
+
+# Should we warn about portability when linking against -modules?
+shouldnotlink=no
+
+# Files to dlopen/dlpreopen
+dlopen=''
+dlpreopen=''
+
+# Directory that this library needs to be installed in:
+libdir='/usr/local/lib'
diff --git a/lib/libta_lib.so.0 b/lib/libta_lib.so.0
new file mode 120000
index 000000000..f1c7fea7f
--- /dev/null
+++ b/lib/libta_lib.so.0
@@ -0,0 +1 @@
+libta_lib.so.0.0.0
\ No newline at end of file
diff --git a/lib/libta_lib.so.0.0.0 b/lib/libta_lib.so.0.0.0
new file mode 100755
index 000000000..fffce0226
Binary files /dev/null and b/lib/libta_lib.so.0.0.0 differ
diff --git a/requirements-aws.txt b/requirements-aws.txt
new file mode 100644
index 000000000..3e5dbca8d
--- /dev/null
+++ b/requirements-aws.txt
@@ -0,0 +1,18 @@
+ccxt==1.14.24
+SQLAlchemy==1.2.7
+arrow==0.12.1
+cachetools==2.1.0
+requests==2.18.4
+urllib3==1.22
+wrapt==1.10.11
+pandas==0.23.0
+scikit-learn==0.19.1
+scipy==1.1.0
+jsonschema==2.6.0
+numpy==1.14.3
+TA-Lib==0.4.17
+git+git://github.com/berlinguyinca/networkx@v1.11
+tabulate==0.8.2
+coinmarketcap==5.0.3
+simplejson==3.15.0
+boto3
diff --git a/requirements.txt b/requirements.txt
index 2272d47b8..96e4855b7 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -17,9 +17,10 @@ pytest-mock==1.10.0
 pytest-cov==2.5.1
 hyperopt==0.1
 # do not upgrade networkx before this is fixed https://github.com/hyperopt/hyperopt/issues/325
-networkx==1.11 # pyup: ignore
+#networkx==1.11
+git+git://github.com/berlinguyinca/networkx@v1.11
 tabulate==0.8.2
 coinmarketcap==5.0.3
-
+simplejson==3.15.0
 # Required for plotting data
 #plotly==2.3.0
diff --git a/serverless.yml b/serverless.yml
new file mode 100644
index 000000000..798187488
--- /dev/null
+++ b/serverless.yml
@@ -0,0 +1,337 @@
+service: freq
+
+frameworkVersion: ">=1.1.0 <2.0.0"
+
+plugins:
+  - serverless-domain-manager
+  - serverless-python-requirements
+
+############################################################################################
+# configure out provider and the security guide lines
+############################################################################################
+provider:
+  name: aws
+  runtime: python3.6
+  region: us-east-2
+
+  #required permissions
+  iamRoleStatements:
+    - Effect: Allow
+      Action:
+        - dynamodb:*
+      Resource: "*"
+    - Effect: Allow
+      Action:
+        - SNS:*
+      Resource: { "Fn::Join" : [":", ["arn:aws:sns:${self:custom.region}",  "*:*" ] ]  }
+    - Effect: "Allow"
+      Action:
+        - ecs:RunTask
+      Resource: "*"
+    - Effect: Allow
+      Action:
+        - iam:PassRole
+      Resource: "*"
+
+  memorySize: 128
+  timeout: 90
+  versionFunctions: false
+
+  logRetentionInDays: 3
+
+  #where to store out data, needs to be manually created!
+  deploymentBucket:
+    name: lambdas-freq
+
+  # limit the invocations a bit to avoid overloading the server
+  usagePlan:
+    throttle:
+      burstLimit: 100
+      rateLimit: 50
+
+############################################################################################
+#custom configuration settings
+############################################################################################
+custom:
+  stage: ${opt:stage, self:provider.stage}
+  region: ${opt:region, self:provider.region}
+
+  snsTopic: "FreqQueue-${self:custom.stage}"
+  snsTradeTopic: "FreqTradeQueue-${self:custom.stage}"
+
+  tradeTable: "FreqTradesTable-${self:custom.stage}"
+  strategyTable: "FreqStrategyTable-${self:custom.stage}"
+
+  ###
+  # custom domain management
+  ###
+
+  customDomain:
+    basePath: "${self:custom.stage}"
+    domainName: "freq.isaac.international"
+    stage: "${self:custom.stage}"
+    createRoute53Record: true
+
+  pythonRequirements:
+    slim: true
+    invalidateCaches: true
+    dockerizePip: false
+    fileName: requirements-aws.txt
+    noDeploy:
+      - pytest
+      - moto
+      - plotly
+      - boto3
+      - pytest-mock
+      - pytest-cov
+      - pymongo
+package:
+    exclude:
+        - test/**
+        - node_modules/**
+        - doc/**
+        - scripts/**
+        - bin
+        - freqtrade/tests/**
+   
+############################################################################################
+# this section defines all lambda function and triggers
+############################################################################################
+functions:
+
+  #returns all known strategy names from the server
+  #and if they are private or not
+  strategies:
+    memorySize: 128
+    handler: freqtrade/aws/strategy.names
+    events:
+      - http:
+          path: strategies
+          method: get
+          cors: true
+
+    environment:
+      strategyTable: ${self:custom.strategyTable}
+    reservedConcurrency: 5
+
+  #returns the source code of this given strategy
+  #unless it's private
+  code:
+    memorySize: 128
+    handler: freqtrade/aws/strategy.code
+    events:
+      - http:
+          path: strategies/{user}/{name}/code
+          method: get
+          cors: true
+          integration: lambda
+          request:
+            parameter:
+              paths:
+                user: true
+                name: true
+          response:
+            headers:
+              Content-Type: "'text/plain'"
+            template: $input.path('$')
+                        
+    environment:
+      strategyTable: ${self:custom.strategyTable}
+    reservedConcurrency: 5
+
+  # loads the details of the specific strategy
+  get:
+    memorySize: 128
+    handler: freqtrade/aws/strategy.get
+    events:
+      - http:
+          path: strategies/{user}/{name}
+          method: get
+          cors: true
+          request:
+            parameter:
+              paths:
+                user: true
+                name: true
+
+    environment:
+      strategyTable: ${self:custom.strategyTable}
+    reservedConcurrency: 5
+
+  # loads the aggregation report for the given strategy based on different tickers
+  get_aggregate_interval:
+    memorySize: 128
+    handler: freqtrade/aws/aggregate/strategy.ticker
+    events:
+      - http:
+          path: strategies/{user}/{name}/aggregate/ticker
+          method: get
+          cors: true
+          request:
+            parameter:
+              paths:
+                user: true
+                name: true
+
+    environment:
+      strategyTable: ${self:custom.strategyTable}
+      tradeTable: ${self:custom.tradeTable}
+    reservedConcurrency: 5
+
+  # loads the aggregation report for the given strategy based on different tickers
+  get_aggregate_timeframe:
+    memorySize: 128
+    handler: freqtrade/aws/aggregate/strategy.timeframe
+    events:
+      - http:
+          path: strategies/{user}/{name}/aggregate/timeframe
+          method: get
+          cors: true
+          request:
+            parameter:
+              paths:
+                user: true
+                name: true
+
+    environment:
+      strategyTable: ${self:custom.strategyTable}
+      tradeTable: ${self:custom.tradeTable}
+    reservedConcurrency: 5
+
+  #submits a new strategy to the system
+  submit:
+    memorySize: 128
+    handler: freqtrade/aws/strategy.submit
+    events:
+      - http:
+          path: strategies/submit
+          method: post
+          cors: true
+
+    environment:
+      topic: ${self:custom.snsTopic}
+      strategyTable: ${self:custom.strategyTable}
+      BASE_URL: ${self:custom.customDomain.domainName}/${self:custom.customDomain.stage}
+    reservedConcurrency: 5
+
+  #submits a new strategy to the system
+  submit_github:
+    memorySize: 128
+    handler: freqtrade/aws/strategy.submit_github
+    events:
+      - http:
+          path: strategies/submit/github
+          method: post
+          cors: true
+
+    environment:
+      topic: ${self:custom.snsTopic}
+      strategyTable: ${self:custom.strategyTable}
+    reservedConcurrency: 1
+
+### TRADE REQUESTS
+
+  # loads all trades for a strategy and it's associated pairs
+  trades:
+    memorySize: 128
+    handler: freqtrade/aws/trade.get_trades
+    events:
+      - http:
+          path: strategies/{user}/{name}/{stake}/{asset}
+          method: get
+          cors: true
+          request:
+            parameter:
+              paths:
+                user: true
+                name: true
+                stake: true
+                asset: true
+
+    environment:
+      strategyTable: ${self:custom.strategyTable}
+      tradeTable: ${self:custom.tradeTable}
+    reservedConcurrency: 5
+
+  # submits a new trade to the system
+  trade:
+    memorySize: 128
+    handler: freqtrade/aws/trade.submit
+    events:
+      - http:
+          path: trade
+          method: post
+          cors: true
+
+    environment:
+      tradeTopic: ${self:custom.snsTradeTopic}
+    reservedConcurrency: 5
+
+  # query aggregates by day and ticker for all strategies
+  trade-aggregate:
+    memorySize: 128
+    handler: freqtrade/aws/trade.get_aggregated_trades
+
+    events:
+      - http:
+          path: trades/aggregate/{ticker}/{days}
+          method: get
+          cors: true
+          request:
+            parameter:
+              paths:
+                ticker: true
+                days: true
+    environment:
+      tradeTable: ${self:custom.tradeTable}
+
+    reservedConcurrency: 5
+### SNS TRIGGERED FUNCTIONS
+
+  # stores the received message in the trade table
+  trade-store:
+    memorySize: 128
+    handler: freqtrade/aws/trade.store
+
+    events:
+      - sns: ${self:custom.snsTradeTopic}
+
+    environment:
+      tradeTable: ${self:custom.tradeTable}
+
+    reservedConcurrency: 1
+  #backtests the strategy
+  #should be switched to utilze aws fargate instead
+  #and running a container
+  #so that we can evaluate long running tasks
+  backtest:
+    memorySize: 128
+    handler: freqtrade/aws/backtesting_lambda.backtest
+
+    events:
+      - sns: ${self:custom.snsTopic}
+
+    environment:
+      topic: ${self:custom.snsTopic}
+      tradeTable: ${self:custom.tradeTable}
+      strategyTable: ${self:custom.strategyTable}
+      BASE_URL: https://${self:custom.customDomain.domainName}/${self:custom.customDomain.stage}
+
+    reservedConcurrency: 1
+
+  # schedules all registered strategies on a daily base
+  schedule:
+    memorySize: 128
+    handler: freqtrade/aws/backtesting_lambda.cron
+
+    events:
+      - schedule:
+          rate: rate(1440 minutes)
+          enabled: true
+
+    environment:
+      topic: ${self:custom.snsTopic}
+      tradeTable: ${self:custom.tradeTable}
+      strategyTable: ${self:custom.strategyTable}
+
+    reservedConcurrency: 1
diff --git a/setup.py b/setup.py
index 34cf42535..c12d56949 100644
--- a/setup.py
+++ b/setup.py
@@ -19,7 +19,7 @@ setup(name='freqtrade',
       packages=['freqtrade'],
       scripts=['bin/freqtrade'],
       setup_requires=['pytest-runner'],
-      tests_require=['pytest', 'pytest-mock', 'pytest-cov'],
+      tests_require=['pytest', 'pytest-mock', 'pytest-cov', 'moto'],
       install_requires=[
           'ccxt',
           'SQLAlchemy',
@@ -35,7 +35,9 @@ setup(name='freqtrade',
           'TA-Lib',
           'tabulate',
           'cachetools',
-          'coinmarketcap'
+          'coinmarketcap',
+          'boto3'
+
       ],
       include_package_data=True,
       zip_safe=False,