GetOrderBook 100 orders limit

[l0rdak]

Issue Overview

GetOrderBook has limit to return only 100 orders, raising ArgumentException on exceed. While Binance API /api/v1/depth is capable of returning 1000 orders. Web Socket connection returns updates for 1000 orders depth, but we need to initialize cache with GetOrderBook.

Package Version: 4.4.0

[glitch100]

Would you like limit removed? Previously the API only supported 100 orders

[l0rdak]

I propose to increase limit to 1000. Link to API docs. Many thanks!

[Bladerender]

Keep in ming that weight of such a request will be not 1, so if you use some weight limit calculation not to be banned on Binance, you should change that as well.

[menkaur]

@Bladerender what is the weight of request to fetch orderbook with limit 1000?

[Bladerender]

10. So it's like asking 10 times 100. Taking into account that Binance allows only 10 requests per second, it means that by asking 1000 order book you used everything for current second. Way to costly.

[menkaur]

Ahh. I see. I wonder if Binance will ever offer premium subscription services, where I could simply pay for the processing cost and download the whole orderbook without having to incur any frequency limits

…

On Thu, Aug 2, 2018 at 11:57 AM Bladerender ***@***.***> wrote: 1. So it's like asking 10 times 100. Taking into account that Binance allows only 10 requests per second, it means that by asking 1000 order book you used everything for current second. Way to costly. — You are receiving this because you commented. Reply to this email directly, view it on GitHub <#89 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/AAKf2iuN7jUtM_2J4O_fqj4W2oEyxxO0ks5uMyFsgaJpZM4T0NPL> .

[l0rdak]

1000 orderbook is needed while socket connection initialization and using Diff. Depth Stream. You can call it only one time at the beginning. Three month passed still no progress in this question :-) So I need every time recompile custom library version, where one 0 is added.

[fl4p-old]

@l0rdak why don't you create a pull request?

You can easily work around this bug:

...
   Api = new APIProcessor(apiKey, apiScret, new APICacheManager());
...
        public static async Task<OrderBookResponse> FetchOrderBook(string symbol)
        {
            return await Api.ProcessGetRequest<OrderBookResponse>(Endpoints.MarketData.OrderBook(symbol, 1000, false));
        }

[l0rdak]

@fl4p thanks for the solution

[glitch100]

Is this still needed? 👎 👍

[l0rdak]

Yes :)