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@ -224,8 +224,13 @@ class TestCCXTExchange():
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for val in [1, 2, 5, 25, 100]:
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l2 = exchange.fetch_l2_order_book(pair, val)
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if not l2_limit_range or val in l2_limit_range:
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assert len(l2['asks']) == val
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assert len(l2['bids']) == val
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if val > 50:
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# Orderbooks are not always this deep.
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assert val - 5 < len(l2['asks']) <= val
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assert val - 5 < len(l2['bids']) <= val
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else:
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assert len(l2['asks']) == val
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assert len(l2['bids']) == val
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else:
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next_limit = exchange.get_next_limit_in_list(
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val, l2_limit_range, l2_limit_range_required)
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