fix: add l2 upper-limit (for gate)

closes #11592
This commit is contained in:
Matthias
2025-04-02 19:41:07 +02:00
parent be2d97b559
commit 2e343b9fbd
3 changed files with 13 additions and 3 deletions

View File

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