sdk(local_relay): limit the max connection limit

[TheAwiteb]

Refs: #1460

Checklist

• I followed the contribution guidelines
• I updated the relevant CHANGELOG.md (if applicable)
• I understand and can explain all code in this PR

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✅ All modified and coverable lines are covered by tests.

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[yukibtc]

I did a similar change at 29669c1, but then has been reverted at ca343ab

I think relays should set explicitly a max connections value, and we shouldn't default to an arbitrary value (which is quite low for who use this in production).