Implement generic solution for l2 limited limit
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@@ -20,20 +20,9 @@ class Binance(Exchange):
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"order_time_in_force": ['gtc', 'fok', 'ioc'],
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"trades_pagination": "id",
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"trades_pagination_arg": "fromId",
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"l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
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}
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def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
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"""
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get order book level 2 from exchange
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20180619: binance support limits but only on specific range
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"""
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limit_range = [5, 10, 20, 50, 100, 500, 1000]
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# get next-higher step in the limit_range list
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limit = min(list(filter(lambda x: limit <= x, limit_range)))
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return super().fetch_l2_order_book(pair, limit)
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def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
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"""
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Verify stop_loss against stoploss-order value (limit or price)
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