[FR] Orderbook filtering

[smk762]

As the size of orderbooks grow, the time taken to get a response and go through the book increases. Currently the legacy orderbook param only accepts base / rel as inputs. The v2 bestorders method has some additional params to request_by volume or number. It would be a great boost to UX if the orderbook request would allow some filtering. E.g.

• min_volume (dont return orders less than this amount)
• limit (only return the best 'x' orders)
• age (only return orders newer / older than a timestamp)

cc: @cipig

[himu007]

i like this idea. a way to filter the display with a minimum volume would be nice when the orderbook gets saturated with a lot of small orders. with min_volume, max_volume you can make whale version or minnow versions just with different min and max values. but min_volume is all that is needed as you can always match a smaller amount than an order has. when there are hundreds of small orders it becomes painful to have to scroll through them.