Logger Details - LabMazurokCom/Blockchain GitHub Wiki

  1. Bitstamp doesn't allow to get top orders. It always returns the whole order book with approximately 21000 orders in total.
  2. GDAX allow to get either one best order (aggregated), or top 50 best orders (aggregated) or all orders
  3. All current exchanges except EXMO and KuCoin have the same JSON path to obtain bids and asks: response.json() --> "bids"/"asks"
  4. Binance allows only the following limits: 0, 5, 10, 20, 50, 100, 500, 1000. If limit is set to 0 then all orders will be returned.
  5. Some exchanges will return all orders if limits is set to 0. But some will return exactly 0 orders.

Due to the above mentioned limitations current implementation bounds the limit to be a number from the list [5, 10, 20, 50]. Serious refactoring might be required if other limit values should be received.