27 lines
681 B
Python
27 lines
681 B
Python
""" Binance exchange subclass """
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import logging
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from typing import Dict
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from freqtrade.exchange import Exchange
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logger = logging.getLogger(__name__)
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class Binance(Exchange):
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_ft_has = {
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"stoploss_on_exchange": True,
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}
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def get_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 self.super().get_order_book(pair, limit)
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