stable/freqtrade/exchange/binance.py

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""" Binance exchange subclass """
import logging
from typing import Dict
from freqtrade.exchange import Exchange
logger = logging.getLogger(__name__)
class Binance(Exchange):
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_ft_has: Dict = {
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"stoploss_on_exchange": True,
}
def get_order_book(self, pair: str, limit: int = 100) -> dict:
"""
get order book level 2 from exchange
20180619: binance support limits but only on specific range
"""
limit_range = [5, 10, 20, 50, 100, 500, 1000]
# get next-higher step in the limit_range list
limit = min(list(filter(lambda x: limit <= x, limit_range)))
return super().get_order_book(pair, limit)