algorithmic trading - Split values separated by commas into variables in Python

Question

I'm trying to get variables of a live trading order book using the 'python-binance' library.

depth = client.get_order_book(symbol='BTCUSDT')
print(depth)

This is the result.

'bids': [['34657.70000000', '0.57150000'], ['34655.76000000', '0.00035500'], ['34654.28000000', '0.01431800'][...]
'asks': [['34657.70000000', '0.57150000'], ['34655.76000000', '0.00035500'], ['34654.28000000', '0.01431800'][...]

The first value of each row is the price and the second one is the volume.

I would like to unify all 'price' values and 'volume' values into separate variables, so I would be able to sum all prices and all volumes separately.

Tried to find a related example using numpy or pandas but as you see, I'm such a newbie.

Thank you all

Answer 1

I predict you have those results in a dict.

price_vol = {}

for key in ['bids','asks']:
    for elem in depth[key]:
        price_vol[elem[0]] = elem[1]

That's it.

By the way, your exemple is wrong. You can't have same price for bids and ask positions at the same time ;)