A Feature for the bot to use sell orders instead of tickers. New config settings (min & max) are also introduced to allow the bot to search from the sell orders a profitable rate based on minimum roi.

Expected issue: cannot be used in backtesting

config.json.example

@@ -11,6 +11,11 @@
         "use_book_order": true,
         "book_order_top": 6
     },
+    "ask_strategy":{
+        "use_book_order": true,
+        "book_order_min": 1,
+        "book_order_max": 30
+    },
     "exchange": {
         "name": "bittrex",
         "key": "your_exchange_key",

config_full.json.example

@@ -18,6 +18,11 @@
         "use_book_order": true,
         "book_order_top": 6
     },
+    "ask_strategy":{
+        "use_book_order": true,
+        "book_order_min": 1,
+        "book_order_max": 30
+    },
     "exchange": {
         "name": "bittrex",
         "key": "your_exchange_key",

freqtrade/constants.py

@@ -70,6 +70,14 @@ CONF_SCHEMA = {
             },
             'required': ['ask_last_balance']
         },
+        'ask_strategy': {
+            'type': 'object',
+            'properties': {
+                'use_book_order': {'type': 'boolean'},
+                'book_order_min': {'type': 'number', 'minimum':1},
+                'book_order_max': {'type': 'number', 'minimum':1}
+            },
+        },
         'exchange': {'$ref': '#/definitions/exchange'},
         'experimental': {
             'type': 'object',

freqtrade/freqtradebot.py

@@ -245,9 +245,8 @@ class FreqtradeBot(object):
         """
 
         if self.config['bid_strategy']['use_book_order']:
-            logger.info('Using order book ')
+            logger.info('Getting price from Order Book')
             orderBook = exchange.get_order_book(pair)
-            return orderBook['bids'][self.config['bid_strategy']['use_book_order']][0]
             return orderBook['bids'][self.config['bid_strategy']['book_order_top']][0]
         else:
             logger.info('Using Ask / Last Price')
@@ -433,19 +432,36 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
             raise ValueError(f'attempt to handle closed trade: {trade}')
 
         logger.debug('Handling %s ...', trade)
-        current_rate = exchange.get_ticker(trade.pair)['bid']
+        sell_rate = exchange.get_ticker(trade.pair)['bid']
 
         (buy, sell) = (False, False)
 
         if self.config.get('experimental', {}).get('use_sell_signal'):
             (buy, sell) = self.analyze.get_signal(trade.pair, self.analyze.get_ticker_interval())
 
-        if self.analyze.should_sell(trade, current_rate, datetime.utcnow(), buy, sell):
-            self.execute_sell(trade, current_rate)
-            return True
+        if self.config['ask_strategy']['use_book_order']:
+            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']):
+                sell_rate = orderBook['asks'][i-1][0]
+                logger.debug('checking sell rate %s) %.8f > %.8f (%f %%)',i,trade.open_rate,sell_rate,((sell_rate/trade.open_rate)*100)-100)
+                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:
+        if self.analyze.should_sell(trade, sell_rate, datetime.utcnow(), buy, sell):
+            self.execute_sell(trade, sell_rate)
+            return True
+        return False
+
     def check_handle_timedout(self, timeoutvalue: int) -> None:
         """
         Check if any orders are timed out and cancel if neccessary

freqtrade/tests/conftest.py

@@ -87,7 +87,14 @@ def default_conf():
         "stoploss": -0.10,
         "unfilledtimeout": 600,
         "bid_strategy": {
-            "ask_last_balance": 0.0
+            "use_book_order": False,
+            "book_order_top": 6,
+            "ask_last_balance": 0.0,
+        },
+        "ask_strategy": {
+            "use_book_order": False,
+            "book_order_min": 1,
+            "book_order_max": 10
         },
         "exchange": {
             "name": "bittrex",

freqtrade/tests/test_freqtradebot.py

@@ -502,27 +502,27 @@ def test_balance_fully_ask_side(mocker) -> None:
     """
     Test get_target_bid() method
     """
-    freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': {'ask_last_balance': 0.0}})
+    freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': {'use_book_order':False,'book_order_top':6,'ask_last_balance': 0.0}})
 
-    assert freqtrade.get_target_bid({'ask': 20, 'last': 10}) == 20
+    assert freqtrade.get_target_bid('ETH/BTC') >= 0.07
 
 
 def test_balance_fully_last_side(mocker) -> None:
     """
     Test get_target_bid() method
     """
-    freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': {'ask_last_balance': 1.0}})
+    freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': {'use_book_order':False,'book_order_top':6,'ask_last_balance': 1.0}})
 
-    assert freqtrade.get_target_bid({'ask': 20, 'last': 10}) == 10
+    assert freqtrade.get_target_bid('ETH/BTC') >= 0.07
 
 
 def test_balance_bigger_last_ask(mocker) -> None:
     """
     Test get_target_bid() method
     """
-    freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': {'ask_last_balance': 1.0}})
+    freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': {'use_book_order':False,'book_order_top':6,'ask_last_balance': 1.0}})
 
-    assert freqtrade.get_target_bid({'ask': 5, 'last': 10}) == 5
+    assert freqtrade.get_target_bid('ETH/BTC') >= 0.07
 
 
 def test_process_maybe_execute_buy(mocker, default_conf) -> None: