Add binance exchange subclass

freqtrade/exchange/__init__.py

@@ -1,2 +1,3 @@
 from freqtrade.exchange.exchange import Exchange  # noqa: F401
 from freqtrade.exchange.kraken import Kraken  # noqa: F401
+from freqtrade.exchange.binance import Binance  # noqa: F401

freqtrade/exchange/binance.py

@@ -0,0 +1,26 @@
+""" Binance exchange subclass """
+import logging
+from typing import Dict
+
+from freqtrade.exchange import Exchange
+
+logger = logging.getLogger(__name__)
+
+
+class Binance(Exchange):
+
+    _ft_has = {
+        "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 self.super().get_order_book(pair, limit)