From 72f6ee8e8b5ed1162627623fbcd986bb2ff4f893 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 21 Jul 2024 20:09:14 +0200
Subject: [PATCH] feat: Add Orderflow -> exchange support validation

---
 freqtrade/exchange/exchange.py  |  9 +++++++++
 tests/exchange/test_exchange.py | 16 ++++++++++++++++
 2 files changed, 25 insertions(+)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 9f7868d1c..2b6373ab8 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -328,6 +328,7 @@ class Exchange:
         self.validate_trading_mode_and_margin_mode(self.trading_mode, self.margin_mode)
         self.validate_pricing(config["exit_pricing"])
         self.validate_pricing(config["entry_pricing"])
+        self.validate_orderflow(config["exchange"])
 
     def _init_ccxt(
         self, exchange_config: Dict[str, Any], sync: bool, ccxt_kwargs: Dict[str, Any]
@@ -795,6 +796,14 @@ class Exchange:
                 f"Time in force policies are not supported for {self.name} yet."
             )
 
+    def validate_orderflow(self, exchange: Dict) -> None:
+        if exchange.get("use_public_trades", False) and (
+            not self.exchange_has("fetchTrades") or not self._ft_has["trades_has_history"]
+        ):
+            raise ConfigurationError(
+                f"Trade data not available for {self.name}. Can't use orderflow feature."
+            )
+
     def validate_required_startup_candles(self, startup_candles: int, timeframe: str) -> int:
         """
         Checks if required startup_candles is more than ohlcv_candle_limit().
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 2d0915753..09011565d 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -326,6 +326,22 @@ def test_validate_order_time_in_force(default_conf, mocker, caplog):
     ex.validate_order_time_in_force(tif2)
 
 
+def test_validate_orderflow(default_conf, mocker, caplog):
+    caplog.set_level(logging.INFO)
+    # Test bybit - as it doesn't support historic trades data.
+    ex = get_patched_exchange(mocker, default_conf, exchange="bybit")
+    mocker.patch(f"{EXMS}.exchange_has", return_value=True)
+    ex.validate_orderflow({"use_public_trades": False})
+
+    with pytest.raises(ConfigurationError, match=r"Trade data not available for.*"):
+        ex.validate_orderflow({"use_public_trades": True})
+
+    # Binance supports orderflow.
+    ex = get_patched_exchange(mocker, default_conf, exchange="binance")
+    ex.validate_orderflow({"use_public_trades": False})
+    ex.validate_orderflow({"use_public_trades": True})
+
+
 @pytest.mark.parametrize(
     "price,precision_mode,precision,expected",
     [