diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index df9f16f3e..b6029b6a5 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -74,6 +74,7 @@ def validate_config_consistency(conf: Dict[str, Any]) -> None:
 
     # validating trailing stoploss
     _validate_trailing_stoploss(conf)
+    _validate_price_config(conf)
     _validate_edge(conf)
     _validate_whitelist(conf)
     _validate_protections(conf)
@@ -95,6 +96,19 @@ def _validate_unlimited_amount(conf: Dict[str, Any]) -> None:
         raise OperationalException("`max_open_trades` and `stake_amount` cannot both be unlimited.")
 
 
+def _validate_price_config(conf: Dict[str, Any]) -> None:
+    """
+    When using market orders, price sides must be using the "other" side of the price
+    """
+    if (conf['order_types'].get('buy') == 'market'
+            and conf['bid_strategy'].get('price_side') != 'ask'):
+        raise OperationalException('Market buy orders require bid_strategy.price_side = "ask".')
+
+    if (conf['order_types'].get('sell') == 'market'
+            and conf['ask_strategy'].get('price_side') != 'bid'):
+        raise OperationalException('Market sell orders require ask_strategy.price_side = "bid".')
+
+
 def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None:
 
     if conf.get('stoploss') == 0.0:
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 6b3df392b..a0824e65c 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -790,6 +790,38 @@ def test_validate_max_open_trades(default_conf):
         validate_config_consistency(default_conf)
 
 
+def test_validate_price_side(default_conf):
+    default_conf['order_types'] = {
+        "buy": "limit",
+        "sell": "limit",
+        "stoploss": "limit",
+        "stoploss_on_exchange": False,
+    }
+    # Default should pass
+    validate_config_consistency(default_conf)
+
+    conf = deepcopy(default_conf)
+    conf['order_types']['buy'] = 'market'
+    with pytest.raises(OperationalException,
+                       match='Market buy orders require bid_strategy.price_side = "ask".'):
+        validate_config_consistency(conf)
+
+    conf = deepcopy(default_conf)
+    conf['order_types']['sell'] = 'market'
+    with pytest.raises(OperationalException,
+                       match='Market sell orders require ask_strategy.price_side = "bid".'):
+        validate_config_consistency(conf)
+
+    # Validate inversed case
+    conf = deepcopy(default_conf)
+    conf['order_types']['sell'] = 'market'
+    conf['order_types']['buy'] = 'market'
+    conf['ask_strategy']['price_side'] = 'bid'
+    conf['bid_strategy']['price_side'] = 'ask'
+
+    validate_config_consistency(conf)
+
+
 def test_validate_tsl(default_conf):
     default_conf['stoploss'] = 0.0
     with pytest.raises(OperationalException, match='The config stoploss needs to be different '