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https://github.com/freqtrade/freqtrade.git
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@@ -148,6 +148,7 @@ class Exchange:
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"trades_has_history": False,
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"l2_limit_range": None,
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"l2_limit_range_required": True, # Allow Empty L2 limit (kucoin)
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"l2_limit_upper": None, # Upper limit for L2 limit
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"mark_ohlcv_price": "mark",
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"mark_ohlcv_timeframe": "8h",
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"funding_fee_timeframe": "8h",
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@@ -1955,14 +1956,17 @@ class Exchange:
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@staticmethod
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def get_next_limit_in_list(
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limit: int, limit_range: list[int] | None, range_required: bool = True
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limit: int,
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limit_range: list[int] | None,
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range_required: bool = True,
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upper_limit: int | None = None,
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):
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"""
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Get next greater value in the list.
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Used by fetch_l2_order_book if the api only supports a limited range
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"""
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if not limit_range:
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return limit
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return min(limit, upper_limit) if upper_limit else limit
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result = min([x for x in limit_range if limit <= x] + [max(limit_range)])
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if not range_required and limit > result:
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@@ -1979,7 +1983,10 @@ class Exchange:
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{'asks': [price, volume], 'bids': [price, volume]}
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"""
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limit1 = self.get_next_limit_in_list(
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limit, self._ft_has["l2_limit_range"], self._ft_has["l2_limit_range_required"]
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limit,
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self._ft_has["l2_limit_range"],
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self._ft_has["l2_limit_range_required"],
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self._ft_has["l2_limit_upper"],
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)
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try:
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return self._api.fetch_l2_order_book(pair, limit1)
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