""" Binance exchange subclass """ import logging from typing import Dict from freqtrade.exchange import Exchange logger = logging.getLogger(__name__) class Binance(Exchange): _ft_has: Dict = { "stoploss_on_exchange": True, "order_time_in_force": ['gtc', 'fok', 'ioc'], } 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)