diff --git a/config.json.example b/config.json.example
index f92849ec9..87c27090e 100644
--- a/config.json.example
+++ b/config.json.example
@@ -6,7 +6,10 @@
     "ticker_interval" : "5m",
     "dry_run": false,
     "trailing_stop": false,
-    "unfilledtimeout": 600,
+    "unfilledtimeout": {
+        "buy": 10,
+        "sell": 30
+    },
     "bid_strategy": {
         "ask_last_balance": 0.0
     },
diff --git a/config_full.json.example b/config_full.json.example
index 244daabac..4003b1c5c 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -14,7 +14,10 @@
         "0":  0.04
     },
     "stoploss": -0.10,
-    "unfilledtimeout": 600,
+    "unfilledtimeout": {
+        "buy": 10,
+        "sell": 30
+    },
     "bid_strategy": {
         "ask_last_balance": 0.0
     },
diff --git a/docs/backtesting.md b/docs/backtesting.md
index 1efb46b43..172969ae2 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -70,6 +70,34 @@ Where `-s TestStrategy` refers to the class name within the strategy file `test_
 python3 ./freqtrade/main.py backtesting --export trades
 ```
 
+The exported trades can be read using the following code for manual analysis, or can be used by the plotting script `plot_dataframe.py` in the scripts folder.
+
+``` python
+import json
+from pathlib import Path
+import pandas as pd
+
+filename=Path('user_data/backtest_data/backtest-result.json')
+
+with filename.open() as file:
+        data = json.load(file)
+
+columns = ["pair", "profit", "opents", "closets", "index", "duration",
+           "open_rate", "close_rate", "open_at_end"]
+df = pd.DataFrame(data, columns=columns)
+
+df['opents'] = pd.to_datetime(df['opents'],
+                              unit='s',
+                              utc=True,
+                              infer_datetime_format=True
+                             )
+df['closets'] = pd.to_datetime(df['closets'],
+                               unit='s',
+                               utc=True,
+                               infer_datetime_format=True
+                              )
+```
+
 #### Exporting trades to file specifying a custom filename
 
 ```bash
diff --git a/docs/configuration.md b/docs/configuration.md
index 984f2529b..dd16ef6b5 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -27,7 +27,8 @@ The table below will list all configuration parameters.
 | `stoploss` | -0.10 | No | Value of the stoploss in percent used by the bot. More information below. If set, this parameter will override `stoploss` from your strategy file. 
 | `trailing_stoploss` | false | No | Enables trailing stop-loss (based on `stoploss` in either configuration or strategy file).
 | `trailing_stoploss_positve` | 0 | No | Changes stop-loss once profit has been reached.
-| `unfilledtimeout` | 0 | No | How long (in minutes) the bot will wait for an unfilled order to complete, after which the order will be cancelled.
+| `unfilledtimeout.buy` | 10 | Yes | How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.
+| `unfilledtimeout.sell` | 10 | Yes | How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled.
 | `bid_strategy.ask_last_balance` | 0.0 | Yes | Set the bidding price. More information below.
 | `exchange.name` | bittrex | Yes | Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
 | `exchange.key` | key | No | API key to use for the exchange. Only required when you are in production mode.
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index d80eea6f4..ec7765455 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -63,7 +63,13 @@ CONF_SCHEMA = {
         'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True},
         'trailing_stop': {'type': 'boolean'},
         'trailing_stop_positive': {'type': 'number', 'minimum': 0, 'maximum': 1},
-        'unfilledtimeout': {'type': 'integer', 'minimum': 0},
+        'unfilledtimeout': {
+            'type': 'object',
+            'properties': {
+                'buy': {'type': 'number', 'minimum': 3},
+                'sell': {'type': 'number', 'minimum': 10}
+            }
+        },
         'bid_strategy': {
             'type': 'object',
             'properties': {
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index e25ed66cf..530535710 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -160,7 +160,7 @@ class FreqtradeBot(object):
 
             if 'unfilledtimeout' in self.config:
                 # Check and handle any timed out open orders
-                self.check_handle_timedout(self.config['unfilledtimeout'])
+                self.check_handle_timedout()
                 Trade.session.flush()
 
         except TemporaryError as error:
@@ -277,11 +277,14 @@ class FreqtradeBot(object):
             return None
 
         min_stake_amounts = []
-        if 'cost' in market['limits'] and 'min' in market['limits']['cost']:
-            min_stake_amounts.append(market['limits']['cost']['min'])
+        limits = market['limits']
+        if ('cost' in limits and 'min' in limits['cost']
+                and limits['cost']['min'] is not None):
+            min_stake_amounts.append(limits['cost']['min'])
 
-        if 'amount' in market['limits'] and 'min' in market['limits']['amount']:
-            min_stake_amounts.append(market['limits']['amount']['min'] * price)
+        if ('amount' in limits and 'min' in limits['amount']
+                and limits['amount']['min'] is not None):
+            min_stake_amounts.append(limits['amount']['min'] * price)
 
         if not min_stake_amounts:
             return None
@@ -492,13 +495,16 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
         logger.info('Found no sell signals for whitelisted currencies. Trying again..')
         return False
 
-    def check_handle_timedout(self, timeoutvalue: int) -> None:
+    def check_handle_timedout(self) -> None:
         """
         Check if any orders are timed out and cancel if neccessary
         :param timeoutvalue: Number of minutes until order is considered timed out
         :return: None
         """
-        timeoutthreashold = arrow.utcnow().shift(minutes=-timeoutvalue).datetime
+        buy_timeout = self.config['unfilledtimeout']['buy']
+        sell_timeout = self.config['unfilledtimeout']['sell']
+        buy_timeoutthreashold = arrow.utcnow().shift(minutes=-buy_timeout).datetime
+        sell_timeoutthreashold = arrow.utcnow().shift(minutes=-sell_timeout).datetime
 
         for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
             try:
@@ -521,10 +527,12 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
             if int(order['remaining']) == 0:
                 continue
 
-            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)
+            # Check if trade is still actually open
+            if order['status'] == 'open':
+                if order['side'] == 'buy' and ordertime < buy_timeoutthreashold:
+                    self.handle_timedout_limit_buy(trade, order)
+                elif order['side'] == 'sell' and ordertime < sell_timeoutthreashold:
+                    self.handle_timedout_limit_sell(trade, order)
 
     # FIX: 20180110, why is cancel.order unconditionally here, whereas
     #                it is conditionally called in the
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 6982b36cb..316fba508 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -38,6 +38,8 @@ class BacktestResult(NamedTuple):
     close_index: int
     trade_duration: float
     open_at_end: bool
+    open_rate: float
+    close_rate: float
 
 
 class Backtesting(object):
@@ -116,11 +118,10 @@ class Backtesting(object):
 
     def _store_backtest_result(self, recordfilename: Optional[str], results: DataFrame) -> None:
 
-        records = [(trade_entry.pair, trade_entry.profit_percent,
-                    trade_entry.open_time.timestamp(),
-                    trade_entry.close_time.timestamp(),
-                    trade_entry.open_index - 1, trade_entry.trade_duration)
-                   for index, trade_entry in results.iterrows()]
+        records = [(t.pair, t.profit_percent, t.open_time.timestamp(),
+                    t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
+                    t.open_rate, t.close_rate, t.open_at_end)
+                   for index, t in results.iterrows()]
 
         if records:
             logger.info('Dumping backtest results to %s', recordfilename)
@@ -159,7 +160,9 @@ class Backtesting(object):
                                       trade_duration=(sell_row.date - buy_row.date).seconds // 60,
                                       open_index=buy_row.Index,
                                       close_index=sell_row.Index,
-                                      open_at_end=False
+                                      open_at_end=False,
+                                      open_rate=buy_row.close,
+                                      close_rate=sell_row.close
                                       )
         if partial_ticker:
             # no sell condition found - trade stil open at end of backtest period
@@ -172,7 +175,9 @@ class Backtesting(object):
                                  trade_duration=(sell_row.date - buy_row.date).seconds // 60,
                                  open_index=buy_row.Index,
                                  close_index=sell_row.Index,
-                                 open_at_end=True
+                                 open_at_end=True,
+                                 open_rate=buy_row.close,
+                                 close_rate=sell_row.close
                                  )
             logger.debug('Force_selling still open trade %s with %s perc - %s', btr.pair,
                          btr.profit_percent, btr.profit_abs)
diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py
index d9ccaa325..4877fe556 100644
--- a/freqtrade/tests/conftest.py
+++ b/freqtrade/tests/conftest.py
@@ -100,7 +100,10 @@ def default_conf():
             "0": 0.04
         },
         "stoploss": -0.10,
-        "unfilledtimeout": 600,
+        "unfilledtimeout": {
+            "buy": 10,
+            "sell": 30
+        },
         "bid_strategy": {
             "ask_last_balance": 0.0
         },
diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py
index 53e59b34b..6cf7f11b0 100644
--- a/freqtrade/tests/exchange/test_exchange.py
+++ b/freqtrade/tests/exchange/test_exchange.py
@@ -14,13 +14,29 @@ from freqtrade.exchange import Exchange, API_RETRY_COUNT
 from freqtrade.tests.conftest import log_has, get_patched_exchange
 
 
+def ccxt_exceptionhandlers(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
+    """Function to test ccxt exception handling """
+
+    with pytest.raises(TemporaryError):
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        getattr(exchange, fun)(**kwargs)
+    assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
+
+    with pytest.raises(OperationalException):
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        getattr(exchange, fun)(**kwargs)
+    assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
+
+
 def test_init(default_conf, mocker, caplog):
     caplog.set_level(logging.INFO)
     get_patched_exchange(mocker, default_conf)
     assert log_has('Instance is running with dry_run enabled', caplog.record_tuples)
 
 
-def test_init_exception(default_conf):
+def test_init_exception(default_conf, mocker):
     default_conf['exchange']['name'] = 'wrong_exchange_name'
 
     with pytest.raises(
@@ -28,6 +44,13 @@ def test_init_exception(default_conf):
             match='Exchange {} is not supported'.format(default_conf['exchange']['name'])):
         Exchange(default_conf)
 
+    default_conf['exchange']['name'] = 'binance'
+    with pytest.raises(
+            OperationalException,
+            match='Exchange {} is not supported'.format(default_conf['exchange']['name'])):
+        mocker.patch("ccxt.binance", MagicMock(side_effect=AttributeError))
+        Exchange(default_conf)
+
 
 def test_validate_pairs(default_conf, mocker):
     api_mock = MagicMock()
@@ -97,6 +120,20 @@ def test_validate_pairs_stake_exception(default_conf, mocker, caplog):
         Exchange(conf)
 
 
+def test_exchangehas(default_conf, mocker):
+    exchange = get_patched_exchange(mocker, default_conf)
+    assert not exchange.exchange_has('ASDFASDF')
+    api_mock = MagicMock()
+
+    type(api_mock).has = PropertyMock(return_value={'deadbeef': True})
+    exchange = get_patched_exchange(mocker, default_conf, api_mock)
+    assert exchange.exchange_has("deadbeef")
+
+    type(api_mock).has = PropertyMock(return_value={'deadbeef': False})
+    exchange = get_patched_exchange(mocker, default_conf, api_mock)
+    assert not exchange.exchange_has("deadbeef")
+
+
 def test_buy_dry_run(default_conf, mocker):
     default_conf['dry_run'] = True
     exchange = get_patched_exchange(mocker, default_conf)
@@ -216,6 +253,11 @@ def test_get_balance_prod(default_conf, mocker):
 
         exchange.get_balance(currency='BTC')
 
+    with pytest.raises(TemporaryError, match=r'.*balance due to malformed exchange response:.*'):
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        mocker.patch('freqtrade.exchange.Exchange.get_balances', MagicMock(return_value={}))
+        exchange.get_balance(currency='BTC')
+
 
 def test_get_balances_dry_run(default_conf, mocker):
     default_conf['dry_run'] = True
@@ -243,17 +285,8 @@ def test_get_balances_prod(default_conf, mocker):
     assert exchange.get_balances()['1ST']['total'] == 10.0
     assert exchange.get_balances()['1ST']['used'] == 0.0
 
-    with pytest.raises(TemporaryError):
-        api_mock.fetch_balance = MagicMock(side_effect=ccxt.NetworkError)
-        exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        exchange.get_balances()
-    assert api_mock.fetch_balance.call_count == API_RETRY_COUNT + 1
-
-    with pytest.raises(OperationalException):
-        api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
-        exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        exchange.get_balances()
-    assert api_mock.fetch_balance.call_count == 1
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock,
+                           "get_balances", "fetch_balance")
 
 
 def test_get_tickers(default_conf, mocker):
@@ -282,15 +315,8 @@ def test_get_tickers(default_conf, mocker):
     assert tickers['BCH/BTC']['bid'] == 0.6
     assert tickers['BCH/BTC']['ask'] == 0.5
 
-    with pytest.raises(TemporaryError):  # test retrier
-        api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NetworkError)
-        exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        exchange.get_tickers()
-
-    with pytest.raises(OperationalException):
-        api_mock.fetch_tickers = MagicMock(side_effect=ccxt.BaseError)
-        exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        exchange.get_tickers()
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock,
+                           "get_tickers", "fetch_tickers")
 
     with pytest.raises(OperationalException):
         api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported)
@@ -345,15 +371,9 @@ def test_get_ticker(default_conf, mocker):
     exchange.get_ticker(pair='ETH/BTC', refresh=False)
     assert api_mock.fetch_ticker.call_count == 0
 
-    with pytest.raises(TemporaryError):  # test retrier
-        api_mock.fetch_ticker = MagicMock(side_effect=ccxt.NetworkError)
-        exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        exchange.get_ticker(pair='ETH/BTC', refresh=True)
-
-    with pytest.raises(OperationalException):
-        api_mock.fetch_ticker = MagicMock(side_effect=ccxt.BaseError)
-        exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        exchange.get_ticker(pair='ETH/BTC', refresh=True)
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock,
+                           "get_ticker", "fetch_ticker",
+                           pair='ETH/BTC', refresh=True)
 
     api_mock.fetch_ticker = MagicMock(return_value={})
     exchange = get_patched_exchange(mocker, default_conf, api_mock)
@@ -416,17 +436,14 @@ def test_get_ticker_history(default_conf, mocker):
     assert ticks[0][4] == 9
     assert ticks[0][5] == 10
 
-    with pytest.raises(TemporaryError):  # test retrier
-        api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NetworkError)
-        exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        # new symbol to get around cache
-        exchange.get_ticker_history('ABCD/BTC', default_conf['ticker_interval'])
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock,
+                           "get_ticker_history", "fetch_ohlcv",
+                           pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
 
-    with pytest.raises(OperationalException):
-        api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError)
+    with pytest.raises(OperationalException, match=r'Exchange .* does not support.*'):
+        api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported)
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        # new symbol to get around cache
-        exchange.get_ticker_history('EFGH/BTC', default_conf['ticker_interval'])
+        exchange.get_ticker_history(pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
 
 
 def test_get_ticker_history_sort(default_conf, mocker):
@@ -515,24 +532,15 @@ def test_cancel_order(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, api_mock)
     assert exchange.cancel_order(order_id='_', pair='TKN/BTC') == 123
 
-    with pytest.raises(TemporaryError):
-        api_mock.cancel_order = MagicMock(side_effect=ccxt.NetworkError)
-
-        exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        exchange.cancel_order(order_id='_', pair='TKN/BTC')
-    assert api_mock.cancel_order.call_count == API_RETRY_COUNT + 1
-
     with pytest.raises(DependencyException):
         api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         exchange.cancel_order(order_id='_', pair='TKN/BTC')
     assert api_mock.cancel_order.call_count == API_RETRY_COUNT + 1
 
-    with pytest.raises(OperationalException):
-        api_mock.cancel_order = MagicMock(side_effect=ccxt.BaseError)
-        exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        exchange.cancel_order(order_id='_', pair='TKN/BTC')
-    assert api_mock.cancel_order.call_count == 1
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock,
+                           "cancel_order", "cancel_order",
+                           order_id='_', pair='TKN/BTC')
 
 
 def test_get_order(default_conf, mocker):
@@ -550,23 +558,15 @@ def test_get_order(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, api_mock)
     assert exchange.get_order('X', 'TKN/BTC') == 456
 
-    with pytest.raises(TemporaryError):
-        api_mock.fetch_order = MagicMock(side_effect=ccxt.NetworkError)
-        exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        exchange.get_order(order_id='_', pair='TKN/BTC')
-    assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
-
     with pytest.raises(DependencyException):
         api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         exchange.get_order(order_id='_', pair='TKN/BTC')
     assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
 
-    with pytest.raises(OperationalException):
-        api_mock.fetch_order = MagicMock(side_effect=ccxt.BaseError)
-        exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        exchange.get_order(order_id='_', pair='TKN/BTC')
-    assert api_mock.fetch_order.call_count == 1
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock,
+                           'get_order', 'fetch_order',
+                           order_id='_', pair='TKN/BTC')
 
 
 def test_name(default_conf, mocker):
@@ -651,19 +651,12 @@ def test_get_trades_for_order(default_conf, mocker):
     assert len(orders) == 1
     assert orders[0]['price'] == 165
 
-    # test Exceptions
-    with pytest.raises(OperationalException):
-        api_mock = MagicMock()
-        api_mock.fetch_my_trades = MagicMock(side_effect=ccxt.BaseError)
-        exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock,
+                           'get_trades_for_order', 'fetch_my_trades',
+                           order_id=order_id, pair='LTC/BTC', since=since)
 
-    with pytest.raises(TemporaryError):
-        api_mock = MagicMock()
-        api_mock.fetch_my_trades = MagicMock(side_effect=ccxt.NetworkError)
-        exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
-    assert api_mock.fetch_my_trades.call_count == API_RETRY_COUNT + 1
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=False))
+    assert exchange.get_trades_for_order(order_id, 'LTC/BTC', since) == []
 
 
 def test_get_markets(default_conf, mocker, markets):
@@ -677,19 +670,8 @@ def test_get_markets(default_conf, mocker, markets):
     assert ret[0]["id"] == "ethbtc"
     assert ret[0]["symbol"] == "ETH/BTC"
 
-    # test Exceptions
-    with pytest.raises(OperationalException):
-        api_mock = MagicMock()
-        api_mock.fetch_markets = MagicMock(side_effect=ccxt.BaseError)
-        exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        exchange.get_markets()
-
-    with pytest.raises(TemporaryError):
-        api_mock = MagicMock()
-        api_mock.fetch_markets = MagicMock(side_effect=ccxt.NetworkError)
-        exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        exchange.get_markets()
-    assert api_mock.fetch_markets.call_count == API_RETRY_COUNT + 1
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock,
+                           'get_markets', 'fetch_markets')
 
 
 def test_get_fee(default_conf, mocker):
@@ -704,19 +686,8 @@ def test_get_fee(default_conf, mocker):
 
     assert exchange.get_fee() == 0.025
 
-    # test Exceptions
-    with pytest.raises(OperationalException):
-        api_mock = MagicMock()
-        api_mock.calculate_fee = MagicMock(side_effect=ccxt.BaseError)
-        exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        exchange.get_fee()
-
-    with pytest.raises(TemporaryError):
-        api_mock = MagicMock()
-        api_mock.calculate_fee = MagicMock(side_effect=ccxt.NetworkError)
-        exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        exchange.get_fee()
-    assert api_mock.calculate_fee.call_count == API_RETRY_COUNT + 1
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock,
+                           'get_fee', 'calculate_fee')
 
 
 def test_get_amount_lots(default_conf, mocker):
diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py
index c3d2ad572..49a6370bb 100644
--- a/freqtrade/tests/optimize/test_backtesting.py
+++ b/freqtrade/tests/optimize/test_backtesting.py
@@ -627,9 +627,13 @@ def test_backtest_record(default_conf, fee, mocker):
                                            Arrow(2017, 11, 14, 22, 10, 00).datetime,
                                            Arrow(2017, 11, 14, 22, 43, 00).datetime,
                                            Arrow(2017, 11, 14, 22, 58, 00).datetime],
+                            "open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
+                            "close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
                             "open_index": [1, 119, 153, 185],
                             "close_index": [118, 151, 184, 199],
-                            "trade_duration": [123, 34, 31, 14]})
+                            "trade_duration": [123, 34, 31, 14],
+                            "open_at_end": [False, False, False, True]
+                            })
     backtesting._store_backtest_result("backtest-result.json", results)
     assert len(results) == 4
     # Assert file_dump_json was only called once
@@ -640,12 +644,16 @@ def test_backtest_record(default_conf, fee, mocker):
     # ('UNITTEST/BTC', 0.00331158, '1510684320', '1510691700', 0, 117)
     # Below follows just a typecheck of the schema/type of trade-records
     oix = None
-    for (pair, profit, date_buy, date_sell, buy_index, dur) in records:
+    for (pair, profit, date_buy, date_sell, buy_index, dur,
+         openr, closer, open_at_end) in records:
         assert pair == 'UNITTEST/BTC'
-        isinstance(profit, float)
+        assert isinstance(profit, float)
         # FIX: buy/sell should be converted to ints
-        isinstance(date_buy, str)
-        isinstance(date_sell, str)
+        assert isinstance(date_buy, float)
+        assert isinstance(date_sell, float)
+        assert isinstance(openr, float)
+        assert isinstance(closer, float)
+        assert isinstance(open_at_end, bool)
         isinstance(buy_index, pd._libs.tslib.Timestamp)
         if oix:
             assert buy_index > oix
diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py
index 7b2786421..dde2dd6d9 100644
--- a/freqtrade/tests/test_freqtradebot.py
+++ b/freqtrade/tests/test_freqtradebot.py
@@ -348,6 +348,34 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
     result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
     assert result is None
 
+    # no cost Min
+    mocker.patch(
+        'freqtrade.exchange.Exchange.get_markets',
+        MagicMock(return_value=[{
+            'symbol': 'ETH/BTC',
+            'limits': {
+                'cost': {"min": None},
+                'amount': {}
+            }
+        }])
+    )
+    result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
+    assert result is None
+
+    # no amount Min
+    mocker.patch(
+        'freqtrade.exchange.Exchange.get_markets',
+        MagicMock(return_value=[{
+            'symbol': 'ETH/BTC',
+            'limits': {
+                'cost': {},
+                'amount': {"min": None}
+            }
+        }])
+    )
+    result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
+    assert result is None
+
     # empty 'cost'/'amount' section
     mocker.patch(
         'freqtrade.exchange.Exchange.get_markets',
@@ -1124,7 +1152,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fe
     Trade.session.add(trade_buy)
 
     # check it does cancel buy orders over the time limit
-    freqtrade.check_handle_timedout(600)
+    freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 1
     assert rpc_mock.call_count == 1
     trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
@@ -1165,7 +1193,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
     Trade.session.add(trade_sell)
 
     # check it does cancel sell orders over the time limit
-    freqtrade.check_handle_timedout(600)
+    freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 1
     assert rpc_mock.call_count == 1
     assert trade_sell.is_open is True
@@ -1205,7 +1233,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
 
     # check it does cancel buy orders over the time limit
     # note this is for a partially-complete buy order
-    freqtrade.check_handle_timedout(600)
+    freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 1
     assert rpc_mock.call_count == 1
     trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
@@ -1256,7 +1284,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -
         'recent call last):\n.*'
     )
 
-    freqtrade.check_handle_timedout(600)
+    freqtrade.check_handle_timedout()
     assert filter(regexp.match, caplog.record_tuples)
 
 
@@ -1599,6 +1627,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, marke
         }),
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
+        get_markets=markets
     )
 
     conf = deepcopy(default_conf)
@@ -1616,7 +1645,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, marke
     assert freqtrade.handle_trade(trade) is True
 
 
-def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mocker) -> None:
+def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, mocker) -> None:
     """
     Test sell_profit_only feature when enabled and we have a loss
     """
@@ -1634,6 +1663,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mocker) ->
         }),
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
+        get_markets=markets
     )
 
     conf = deepcopy(default_conf)
diff --git a/requirements.txt b/requirements.txt
index d4f8b2f06..50441879a 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
-ccxt==1.14.272
-SQLAlchemy==1.2.8
+ccxt==1.14.301
+SQLAlchemy==1.2.9
 python-telegram-bot==10.1.0
 arrow==0.12.1
 cachetools==2.1.0
diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py
index 7f9641222..1cc6b818a 100755
--- a/scripts/plot_dataframe.py
+++ b/scripts/plot_dataframe.py
@@ -25,11 +25,13 @@ Example of usage:
 --indicators2 fastk,fastd
 """
 import logging
-import os
 import sys
+import json
+from pathlib import Path
 from argparse import Namespace
 from typing import Dict, List, Any
 
+import pandas as pd
 import plotly.graph_objs as go
 from plotly import tools
 from plotly.offline import plot
@@ -37,7 +39,7 @@ from plotly.offline import plot
 import freqtrade.optimize as optimize
 from freqtrade import persistence
 from freqtrade.analyze import Analyze
-from freqtrade.arguments import Arguments
+from freqtrade.arguments import Arguments, TimeRange
 from freqtrade.exchange import Exchange
 from freqtrade.optimize.backtesting import setup_configuration
 from freqtrade.persistence import Trade
@@ -46,6 +48,45 @@ logger = logging.getLogger(__name__)
 _CONF: Dict[str, Any] = {}
 
 
+def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFrame:
+    trades: pd.DataFrame = pd.DataFrame()
+    if args.db_url:
+        persistence.init(_CONF)
+        columns = ["pair", "profit", "opents", "closets", "open_rate", "close_rate", "duration"]
+
+        trades = pd.DataFrame([(t.pair, t.calc_profit(),
+                                t.open_date, t.close_date,
+                                t.open_rate, t.close_rate,
+                                t.close_date.timestamp() - t.open_date.timestamp())
+                               for t in Trade.query.filter(Trade.pair.is_(pair)).all()],
+                              columns=columns)
+
+    if args.exportfilename:
+        file = Path(args.exportfilename)
+        # must align with columns in backtest.py
+        columns = ["pair", "profit", "opents", "closets", "index", "duration",
+                   "open_rate", "close_rate", "open_at_end"]
+        with file.open() as f:
+            data = json.load(f)
+            trades = pd.DataFrame(data, columns=columns)
+        trades = trades.loc[trades["pair"] == pair]
+        if timerange:
+            if timerange.starttype == 'date':
+                trades = trades.loc[trades["opents"] >= timerange.startts]
+            if timerange.stoptype == 'date':
+                trades = trades.loc[trades["opents"] <= timerange.stopts]
+
+        trades['opents'] = pd.to_datetime(trades['opents'],
+                                          unit='s',
+                                          utc=True,
+                                          infer_datetime_format=True)
+        trades['closets'] = pd.to_datetime(trades['closets'],
+                                           unit='s',
+                                           utc=True,
+                                           infer_datetime_format=True)
+    return trades
+
+
 def plot_analyzed_dataframe(args: Namespace) -> None:
     """
     Calls analyze() and plots the returned dataframe
@@ -102,31 +143,32 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
         if tickers == {}:
             exit()
 
+    if args.db_url and args.exportfilename:
+        logger.critical("Can only specify --db-url or --export-filename")
     # Get trades already made from the DB
-    trades: List[Trade] = []
-    if args.db_url:
-        persistence.init(_CONF)
-        trades = Trade.query.filter(Trade.pair.is_(pair)).all()
+    trades = load_trades(args, pair, timerange)
 
     dataframes = analyze.tickerdata_to_dataframe(tickers)
     dataframe = dataframes[pair]
     dataframe = analyze.populate_buy_trend(dataframe)
     dataframe = analyze.populate_sell_trend(dataframe)
 
-    if len(dataframe.index) > 750:
-        logger.warning('Ticker contained more than 750 candles, clipping.')
-
+    if len(dataframe.index) > args.plot_limit:
+        logger.warning('Ticker contained more than %s candles as defined '
+                       'with --plot-limit, clipping.', args.plot_limit)
+    dataframe = dataframe.tail(args.plot_limit)
+    trades = trades.loc[trades['opents'] >= dataframe.iloc[0]['date']]
     fig = generate_graph(
         pair=pair,
         trades=trades,
-        data=dataframe.tail(750),
+        data=dataframe,
         args=args
     )
 
-    plot(fig, filename=os.path.join('user_data', 'freqtrade-plot.html'))
+    plot(fig, filename=str(Path('user_data').joinpath('freqtrade-plot.html')))
 
 
-def generate_graph(pair, trades, data, args) -> tools.make_subplots:
+def generate_graph(pair, trades: pd.DataFrame, data: pd.DataFrame, args) -> tools.make_subplots:
     """
     Generate the graph from the data generated by Backtesting or from DB
     :param pair: Pair to Display on the graph
@@ -187,8 +229,8 @@ def generate_graph(pair, trades, data, args) -> tools.make_subplots:
     )
 
     trade_buys = go.Scattergl(
-        x=[t.open_date.isoformat() for t in trades],
-        y=[t.open_rate for t in trades],
+        x=trades["opents"],
+        y=trades["open_rate"],
         mode='markers',
         name='trade_buy',
         marker=dict(
@@ -199,8 +241,8 @@ def generate_graph(pair, trades, data, args) -> tools.make_subplots:
         )
     )
     trade_sells = go.Scattergl(
-        x=[t.close_date.isoformat() for t in trades],
-        y=[t.close_rate for t in trades],
+        x=trades["closets"],
+        y=trades["close_rate"],
         mode='markers',
         name='trade_sell',
         marker=dict(
@@ -299,11 +341,17 @@ def plot_parse_args(args: List[str]) -> Namespace:
         default='macd',
         dest='indicators2',
     )
-
+    arguments.parser.add_argument(
+        '--plot-limit',
+        help='Specify tick limit for plotting - too high values cause huge files - '
+             'Default: %(default)s',
+        dest='plot_limit',
+        default=750,
+        type=int,
+    )
     arguments.common_args_parser()
     arguments.optimizer_shared_options(arguments.parser)
     arguments.backtesting_options(arguments.parser)
-
     return arguments.parse_args()