analysis.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pickle\n",
    "with open('log.pickle', 'rb') as file:\n",
    "    log = pickle.load(file)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "[{'JMS': OrderBook(bids={}, asks={}),\n",
       "  'JAK': OrderBook(bids={9619: 0, 9617: 0, 9618: 0, 9615: 0, 9614: 0, 9616: 0, 9643: 0, 9642: 0, 9641: 0, 9640: 0, 9639: 0, 9638: 0, 9686: 0, 9685: 0, 9684: 0, 9683: 0, 9682: 0, 9681: 0, 9718: 0, 9717: 0, 9716: 0, 9715: 0, 9714: 0, 9713: 0, 9790: 0, 9789: 0, 9788: 0, 9787: 0, 9786: 0, 9785: 0, 9838: 0, 9837: 0, 9836: 0, 9835: 0, 9834: 0, 9833: 0, 9881: 0, 9880: 0, 9879: 0, 9878: 0, 9877: 0, 9876: 0, 9951: 0, 9950: 0, 9949: 0, 9948: 0, 9947: 0, 9946: 0, 9972: 0, 9971: 0, 9970: 0, 9969: 0, 9968: 0, 9967: 0, 9921: 30, 9920: 40, 9919: 50, 9918: 60, 9917: 70, 9916: 80}, asks={9649: 0, 9650: 0, 9651: 0, 9652: 0, 9653: 0, 9654: 0, 9692: 0, 9693: 0, 9694: 0, 9695: 0, 9696: 0, 9697: 0, 9724: 0, 9725: 0, 9726: 0, 9727: 0, 9728: 0, 9729: 0, 9796: 0, 9797: 0, 9798: 0, 9799: 0, 9800: 0, 9801: 0, 9844: 0, 9845: 0, 9846: 0, 9847: 0, 9848: 0, 9849: 0, 9887: 0, 9888: 0, 9889: 0, 9890: 0, 9891: 0, 9892: 0, 9957: 0, 9958: 0, 9959: 0, 9960: 0, 9961: 0, 9962: 0, 9978: 0, 9979: 0, 9980: 0, 9981: 0, 9982: 0, 9983: 80, 9927: 30, 9928: 40, 9929: 50, 9930: 60, 9931: 70, 9932: 80}),\n",
       "  'EPT': OrderBook(bids={10285: 0, 10284: 0, 10283: 0, 10282: 0, 10281: 0, 10280: 0, 10312: 0, 10311: 0, 10310: 0, 10309: 0, 10308: 0, 10307: 0, 10318: 0, 10317: 0, 10316: 0, 10315: 0, 10314: 0, 10313: 0, 10306: 0, 10305: 0, 10304: 0, 10322: 0, 10321: 0, 10320: 0, 10319: 0, 10266: 0, 10265: 0, 10264: 0, 10263: 0, 10262: 0, 10261: 0, 10166: 0, 10165: 0, 10164: 0, 10163: 0, 10162: 0, 10161: 0, 10040: 0, 10039: 0, 10038: 0, 10037: 0, 10036: 0, 10035: 0, 10007: 30, 10006: 40, 10005: 50, 10004: 60, 10003: 70, 10002: 80}, asks={10300: 0, 10291: 0, 10292: 0, 10293: 0, 10294: 0, 10295: 0, 10296: 0, 10318: 0, 10319: 0, 10320: 0, 10321: 0, 10322: 0, 10323: 0, 10324: 0, 10325: 0, 10326: 0, 10327: 0, 10328: 0, 10329: 0, 10315: 0, 10316: 0, 10317: 0, 10330: 0, 10331: 0, 10332: 0, 10333: 0, 10272: 0, 10273: 0, 10274: 0, 10275: 0, 10276: 0, 10277: 0, 10172: 0, 10173: 0, 10174: 0, 10175: 0, 10176: 0, 10177: 0, 10046: 0, 10047: 0, 10048: 0, 10049: 0, 10050: 0, 10051: 0, 10013: 0, 10014: 0, 10015: 0, 10016: 0, 10017: 0, 10018: 0}),\n",
       "  'DLO': OrderBook(bids={9385: 0, 9384: 0, 9382: 0, 9383: 0, 9380: 0, 9381: 0, 9378: 0, 9360: 0, 9359: 0, 9358: 0, 9357: 0, 9356: 0, 9355: 0, 9447: 0, 9446: 0, 9445: 0, 9444: 0, 9443: 0, 9442: 0, 9441: 0, 9440: 0, 9518: 0, 9517: 0, 9516: 0, 9515: 0, 9514: 0, 9513: 0, 9595: 0, 9594: 0, 9593: 0, 9592: 0, 9591: 0, 9590: 0, 9626: 0, 9625: 0, 9624: 0, 9623: 0, 9622: 0, 9621: 0, 9707: 0, 9706: 0, 9705: 0, 9704: 0, 9703: 0, 9702: 0, 9775: 0, 9774: 0, 9773: 0, 9772: 0, 9771: 0, 9770: 0, 9751: 30, 9750: 40, 9749: 50, 9748: 60, 9747: 70, 9746: 80}, asks={9391: 0, 9392: 0, 9394: -80, 9393: 0, 9395: 0, 9396: 0, 9366: 0, 9367: 0, 9368: 0, 9369: 0, 9370: 0, 9371: 0, 9453: 0, 9454: 0, 9455: 0, 9456: 0, 9457: 0, 9458: 0, 9451: 0, 9452: 0, 9524: 0, 9525: 0, 9526: 0, 9527: 0, 9528: 0, 9529: 0, 9601: 0, 9602: 0, 9603: 0, 9604: 0, 9605: 0, 9606: 0, 9632: 0, 9633: 0, 9634: 0, 9635: 0, 9636: 0, 9637: 0, 9713: 0, 9714: 0, 9715: 0, 9716: 0, 9717: 0, 9718: 0, 9618: 0, 9781: 0, 9782: 0, 9783: 0, 9784: 0, 9785: 0, 9786: 80, 9622: 0, 9757: 30, 9758: 40, 9759: 50, 9760: 60, 9761: 70, 9762: 80}),\n",
       "  'MKU': OrderBook(bids={9512: 0, 9510: 0, 9511: 0, 9508: 0, 9507: 0, 9509: 0, 9615: 0, 9614: 0, 9613: 0, 9612: 0, 9611: 0, 9610: 0, 9593: 0, 9592: 0, 9591: 0, 9590: 0, 9589: 0, 9588: 0, 9637: 0, 9636: 0, 9635: 0, 9634: 0, 9633: 0, 9632: 0, 9761: 0, 9760: 0, 9759: 0, 9758: 0, 9757: 0, 9756: 0, 9811: 0, 9810: 0, 9809: 0, 9808: 0, 9807: 0, 9806: 0, 9893: 0, 9892: 0, 9891: 0, 9890: 0, 9889: 0, 9888: 0, 10030: 0, 10029: 0, 10028: 0, 10027: 0, 10026: 0, 10025: 0, 10052: 0, 10051: 0, 10050: 0, 10049: 0, 10048: 0, 10047: 0, 9992: 30, 9991: 40, 9990: 50, 9989: 60, 9988: 70, 9987: 80, 10107: 0}, asks={9521: 0, 9522: 0, 9601: 0, 9523: 0, 9621: 0, 9622: 0, 9623: 0, 9624: 0, 9625: 0, 9626: 0, 9599: 0, 9600: 0, 9602: 0, 9603: 0, 9604: 0, 9643: 0, 9644: 0, 9645: 0, 9646: 0, 9647: 0, 9648: 0, 9767: 0, 9768: 0, 9769: 0, 9770: 0, 9771: 0, 9772: 0, 9817: 0, 9818: 0, 9819: 0, 9820: 0, 9821: 0, 9822: 0, 9899: 0, 9900: 0, 9901: 0, 9902: 0, 9903: 0, 9904: 0, 10036: 0, 10037: 0, 10038: 0, 10039: 0, 10040: 0, 10041: 0, 10058: 0, 10059: 0, 10060: 0, 10061: 0, 10062: 0, 10063: 0, 9998: 0, 9999: 0, 10000: 0, 10001: 0, 10002: 0, 10003: 0}),\n",
       "  'IGM': OrderBook(bids={10008: 0, 10007: 0, 10004: 0, 10006: 0, 10005: 0, 10003: 0, 10012: 0, 10011: 0, 10010: 0, 10009: 0, 10045: 0, 10044: 0, 10043: 0, 10042: 0, 10041: 0, 10040: 0, 10091: 0, 10090: 0, 10089: 0, 10088: 0, 10087: 0, 10086: 0, 10064: 0, 10063: 0, 10062: 0, 10061: 0, 10060: 0, 10059: 0, 10049: 0, 10048: 0, 10047: 0, 10046: 0, 9982: 0, 9981: 0, 9980: 0, 9979: 0, 9978: 0, 9977: 0, 10021: 0, 10020: 0, 10019: 0, 10018: 0, 10017: 0, 10016: 80, 10058: 0, 10057: 0, 10056: 0}, asks={10018: 0, 10019: 0, 10020: 0, 10021: 0, 10022: 0, 10023: 0, 10051: 0, 10052: 0, 10053: 0, 10054: 0, 10055: 0, 10056: 0, 10097: 0, 10098: 0, 10099: 0, 10100: 0, 10101: 0, 10102: 0, 10070: 60, 10071: 70, 10072: 80, 10073: 0, 10074: 0, 10075: 0, 10057: 0, 10058: 0, 10059: 0, 10060: 0, 9988: 0, 9989: 0, 9990: 0, 9991: 0, 9992: 0, 9993: 0, 10027: 0, 10028: 0, 10029: 0, 10030: 0, 10031: 0, 10032: 0, 10067: 30, 10068: 40, 10069: 50}),\n",
       "  'BRV': OrderBook(bids={9977: 0, 9911: 0, 9912: 0, 9907: 0, 9908: 0, 9910: 0, 9909: 0, 10008: 0, 10007: 0, 10006: 0, 10005: 0, 10004: 0, 10003: 0, 9886: 0, 9885: 0, 9884: 0, 9883: 0, 9882: 0, 9881: 0, 9763: 0, 9762: 0, 9761: 0, 9760: 0, 9759: 0, 9758: 0, 9746: 0, 9745: 0, 9744: 0, 9743: 0, 9742: 0, 9741: 0, 9740: 0, 9739: 0, 9738: 0, 9737: 0, 9768: 0, 9767: 0, 9766: 0, 9765: 0, 9764: 0, 9634: 0, 9633: 0, 9632: 0, 9631: 0, 9630: 0, 9629: 0, 9696: 0, 9695: 0, 9694: 0, 9693: 0, 9692: 0, 9691: 0, 9551: 30, 9550: 40, 9549: 50, 9548: 60, 9547: 70, 9546: 80}, asks={10014: 0, 10015: 0, 10016: 0, 10017: 0, 10018: 0, 10019: 0, 9892: 0, 9893: 0, 9894: 0, 9895: 0, 9896: 0, 9897: 0, 9769: 0, 9770: 0, 9771: 0, 9772: 0, 9773: 0, 9774: 0, 9752: 0, 9753: 0, 9754: 0, 9755: 0, 9756: 0, 9757: 0, 9695: 0, 9748: 0, 9749: 0, 9750: 0, 9751: 0, 9775: 0, 9776: 0, 9777: 0, 9778: 0, 9779: 0, 9640: 0, 9641: 0, 9642: 0, 9643: 0, 9644: 0, 9645: 0, 9702: 0, 9703: 0, 9704: 0, 9705: 0, 9706: 0, 9707: 80, 9557: 0, 9558: 0, 9559: 0, 9560: 20, 9561: 70, 9562: 80}),\n",
       "  'SCP': OrderBook(bids={9926: 0, 9925: 0, 9922: 0, 9924: 0, 9923: 0, 9921: 0, 9958: 0, 9957: 0, 9956: 0, 9955: 0, 9954: 0, 9953: 0, 9948: 0, 9947: 0, 9946: 0, 9945: 0, 9944: 0, 9943: 0, 9920: 0, 9919: 0, 9903: 0, 9902: 0, 9901: 0, 9900: 0, 9899: 0, 9898: 0, 9918: 0, 9917: 0, 9934: 0, 9933: 0, 9932: 0, 9931: 0, 9930: 0, 9929: 0, 9833: 0, 9832: 0, 9831: 0, 9830: 0, 9829: 0, 9828: 0, 9834: 0, 9791: 30, 9790: 40, 9789: 50, 9788: 60, 9787: 70, 9786: 80}, asks={9964: 0, 9965: 0, 9966: 0, 9967: 0, 9968: 0, 9969: 0, 9954: 0, 9955: 0, 9956: 0, 9957: 0, 9958: 0, 9959: 0, 9930: 0, 9931: 0, 9932: 0, 9933: 0, 9934: 0, 9935: 0, 9909: 0, 9910: 0, 9911: 0, 9912: 0, 9913: 0, 9914: 0, 9928: 0, 9929: 0, 9940: 0, 9941: 0, 9942: 0, 9943: 0, 9944: 0, 9945: 0, 9839: 0, 9840: 0, 9841: 0, 9842: 0, 9843: 0, 9844: 0, 9845: 80, 9797: 0, 9798: 0, 9799: 0, 9800: 0, 9801: 0, 9802: 0})},\n",
       " {'JMS': OrderBook(bids={}, asks={}),\n",
       "  'JAK': OrderBook(bids={9619: 0, 9617: 0, 9618: 0, 9615: 0, 9614: 0, 9616: 0, 9643: 0, 9642: 0, 9641: 0, 9640: 0, 9639: 0, 9638: 0, 9686: 0, 9685: 0, 9684: 0, 9683: 0, 9682: 0, 9681: 0, 9718: 0, 9717: 0, 9716: 0, 9715: 0, 9714: 0, 9713: 0, 9790: 0, 9789: 0, 9788: 0, 9787: 0, 9786: 0, 9785: 0, 9838: 0, 9837: 0, 9836: 0, 9835: 0, 9834: 0, 9833: 0, 9881: 0, 9880: 0, 9879: 0, 9878: 0, 9877: 0, 9876: 0, 9951: 0, 9950: 0, 9949: 0, 9948: 0, 9947: 0, 9946: 0, 9972: 0, 9971: 0, 9970: 0, 9969: 0, 9968: 0, 9967: 0, 9921: 30, 9920: 40, 9919: 50, 9918: 60, 9917: 70, 9916: 80}, asks={9649: 0, 9650: 0, 9651: 0, 9652: 0, 9653: 0, 9654: 0, 9692: 0, 9693: 0, 9694: 0, 9695: 0, 9696: 0, 9697: 0, 9724: 0, 9725: 0, 9726: 0, 9727: 0, 9728: 0, 9729: 0, 9796: 0, 9797: 0, 9798: 0, 9799: 0, 9800: 0, 9801: 0, 9844: 0, 9845: 0, 9846: 0, 9847: 0, 9848: 0, 9849: 0, 9887: 0, 9888: 0, 9889: 0, 9890: 0, 9891: 0, 9892: 0, 9957: 0, 9958: 0, 9959: 0, 9960: 0, 9961: 0, 9962: 0, 9978: 0, 9979: 0, 9980: 0, 9981: 0, 9982: 0, 9983: 80, 9927: 30, 9928: 40, 9929: 50, 9930: 60, 9931: 70, 9932: 80}),\n",
       "  'EPT': OrderBook(bids={10285: 0, 10284: 0, 10283: 0, 10282: 0, 10281: 0, 10280: 0, 10312: 0, 10311: 0, 10310: 0, 10309: 0, 10308: 0, 10307: 0, 10318: 0, 10317: 0, 10316: 0, 10315: 0, 10314: 0, 10313: 0, 10306: 0, 10305: 0, 10304: 0, 10322: 0, 10321: 0, 10320: 0, 10319: 0, 10266: 0, 10265: 0, 10264: 0, 10263: 0, 10262: 0, 10261: 0, 10166: 0, 10165: 0, 10164: 0, 10163: 0, 10162: 0, 10161: 0, 10040: 0, 10039: 0, 10038: 0, 10037: 0, 10036: 0, 10035: 0, 10007: 30, 10006: 40, 10005: 50, 10004: 60, 10003: 70, 10002: 80}, asks={10300: 0, 10291: 0, 10292: 0, 10293: 0, 10294: 0, 10295: 0, 10296: 0, 10318: 0, 10319: 0, 10320: 0, 10321: 0, 10322: 0, 10323: 0, 10324: 0, 10325: 0, 10326: 0, 10327: 0, 10328: 0, 10329: 0, 10315: 0, 10316: 0, 10317: 0, 10330: 0, 10331: 0, 10332: 0, 10333: 0, 10272: 0, 10273: 0, 10274: 0, 10275: 0, 10276: 0, 10277: 0, 10172: 0, 10173: 0, 10174: 0, 10175: 0, 10176: 0, 10177: 0, 10046: 0, 10047: 0, 10048: 0, 10049: 0, 10050: 0, 10051: 0, 10013: 0, 10014: 0, 10015: 0, 10016: 0, 10017: 0, 10018: 0}),\n",
       "  'DLO': OrderBook(bids={9385: 0, 9384: 0, 9382: 0, 9383: 0, 9380: 0, 9381: 0, 9378: 0, 9360: 0, 9359: 0, 9358: 0, 9357: 0, 9356: 0, 9355: 0, 9447: 0, 9446: 0, 9445: 0, 9444: 0, 9443: 0, 9442: 0, 9441: 0, 9440: 0, 9518: 0, 9517: 0, 9516: 0, 9515: 0, 9514: 0, 9513: 0, 9595: 0, 9594: 0, 9593: 0, 9592: 0, 9591: 0, 9590: 0, 9626: 0, 9625: 0, 9624: 0, 9623: 0, 9622: 0, 9621: 0, 9707: 0, 9706: 0, 9705: 0, 9704: 0, 9703: 0, 9702: 0, 9775: 0, 9774: 0, 9773: 0, 9772: 0, 9771: 0, 9770: 0, 9751: 30, 9750: 40, 9749: 50, 9748: 60, 9747: 70, 9746: 80}, asks={9391: 0, 9392: 0, 9394: -80, 9393: 0, 9395: 0, 9396: 0, 9366: 0, 9367: 0, 9368: 0, 9369: 0, 9370: 0, 9371: 0, 9453: 0, 9454: 0, 9455: 0, 9456: 0, 9457: 0, 9458: 0, 9451: 0, 9452: 0, 9524: 0, 9525: 0, 9526: 0, 9527: 0, 9528: 0, 9529: 0, 9601: 0, 9602: 0, 9603: 0, 9604: 0, 9605: 0, 9606: 0, 9632: 0, 9633: 0, 9634: 0, 9635: 0, 9636: 0, 9637: 0, 9713: 0, 9714: 0, 9715: 0, 9716: 0, 9717: 0, 9718: 0, 9618: 0, 9781: 0, 9782: 0, 9783: 0, 9784: 0, 9785: 0, 9786: 80, 9622: 0, 9757: 30, 9758: 40, 9759: 50, 9760: 60, 9761: 70, 9762: 80}),\n",
       "  'MKU': OrderBook(bids={9512: 0, 9510: 0, 9511: 0, 9508: 0, 9507: 0, 9509: 0, 9615: 0, 9614: 0, 9613: 0, 9612: 0, 9611: 0, 9610: 0, 9593: 0, 9592: 0, 9591: 0, 9590: 0, 9589: 0, 9588: 0, 9637: 0, 9636: 0, 9635: 0, 9634: 0, 9633: 0, 9632: 0, 9761: 0, 9760: 0, 9759: 0, 9758: 0, 9757: 0, 9756: 0, 9811: 0, 9810: 0, 9809: 0, 9808: 0, 9807: 0, 9806: 0, 9893: 0, 9892: 0, 9891: 0, 9890: 0, 9889: 0, 9888: 0, 10030: 0, 10029: 0, 10028: 0, 10027: 0, 10026: 0, 10025: 0, 10052: 0, 10051: 0, 10050: 0, 10049: 0, 10048: 0, 10047: 0, 9992: 30, 9991: 40, 9990: 50, 9989: 60, 9988: 70, 9987: 80, 10107: 0}, asks={9521: 0, 9522: 0, 9601: 0, 9523: 0, 9621: 0, 9622: 0, 9623: 0, 9624: 0, 9625: 0, 9626: 0, 9599: 0, 9600: 0, 9602: 0, 9603: 0, 9604: 0, 9643: 0, 9644: 0, 9645: 0, 9646: 0, 9647: 0, 9648: 0, 9767: 0, 9768: 0, 9769: 0, 9770: 0, 9771: 0, 9772: 0, 9817: 0, 9818: 0, 9819: 0, 9820: 0, 9821: 0, 9822: 0, 9899: 0, 9900: 0, 9901: 0, 9902: 0, 9903: 0, 9904: 0, 10036: 0, 10037: 0, 10038: 0, 10039: 0, 10040: 0, 10041: 0, 10058: 0, 10059: 0, 10060: 0, 10061: 0, 10062: 0, 10063: 0, 9998: 0, 9999: 0, 10000: 0, 10001: 0, 10002: 0, 10003: 0}),\n",
       "  'IGM': OrderBook(bids={10008: 0, 10007: 0, 10004: 0, 10006: 0, 10005: 0, 10003: 0, 10012: 0, 10011: 0, 10010: 0, 10009: 0, 10045: 0, 10044: 0, 10043: 0, 10042: 0, 10041: 0, 10040: 0, 10091: 0, 10090: 0, 10089: 0, 10088: 0, 10087: 0, 10086: 0, 10064: 0, 10063: 0, 10062: 0, 10061: 0, 10060: 0, 10059: 0, 10049: 0, 10048: 0, 10047: 0, 10046: 0, 9982: 0, 9981: 0, 9980: 0, 9979: 0, 9978: 0, 9977: 0, 10021: 0, 10020: 0, 10019: 0, 10018: 0, 10017: 0, 10016: 80, 10058: 0, 10057: 0, 10056: 0}, asks={10018: 0, 10019: 0, 10020: 0, 10021: 0, 10022: 0, 10023: 0, 10051: 0, 10052: 0, 10053: 0, 10054: 0, 10055: 0, 10056: 0, 10097: 0, 10098: 0, 10099: 0, 10100: 0, 10101: 0, 10102: 0, 10070: 60, 10071: 70, 10072: 80, 10073: 0, 10074: 0, 10075: 0, 10057: 0, 10058: 0, 10059: 0, 10060: 0, 9988: 0, 9989: 0, 9990: 0, 9991: 0, 9992: 0, 9993: 0, 10027: 0, 10028: 0, 10029: 0, 10030: 0, 10031: 0, 10032: 0, 10067: 30, 10068: 40, 10069: 50}),\n",
       "  'BRV': OrderBook(bids={9977: 0, 9911: 0, 9912: 0, 9907: 0, 9908: 0, 9910: 0, 9909: 0, 10008: 0, 10007: 0, 10006: 0, 10005: 0, 10004: 0, 10003: 0, 9886: 0, 9885: 0, 9884: 0, 9883: 0, 9882: 0, 9881: 0, 9763: 0, 9762: 0, 9761: 0, 9760: 0, 9759: 0, 9758: 0, 9746: 0, 9745: 0, 9744: 0, 9743: 0, 9742: 0, 9741: 0, 9740: 0, 9739: 0, 9738: 0, 9737: 0, 9768: 0, 9767: 0, 9766: 0, 9765: 0, 9764: 0, 9634: 0, 9633: 0, 9632: 0, 9631: 0, 9630: 0, 9629: 0, 9696: 0, 9695: 0, 9694: 0, 9693: 0, 9692: 0, 9691: 0, 9551: 30, 9550: 40, 9549: 50, 9548: 60, 9547: 70, 9546: 80}, asks={10014: 0, 10015: 0, 10016: 0, 10017: 0, 10018: 0, 10019: 0, 9892: 0, 9893: 0, 9894: 0, 9895: 0, 9896: 0, 9897: 0, 9769: 0, 9770: 0, 9771: 0, 9772: 0, 9773: 0, 9774: 0, 9752: 0, 9753: 0, 9754: 0, 9755: 0, 9756: 0, 9757: 0, 9695: 0, 9748: 0, 9749: 0, 9750: 0, 9751: 0, 9775: 0, 9776: 0, 9777: 0, 9778: 0, 9779: 0, 9640: 0, 9641: 0, 9642: 0, 9643: 0, 9644: 0, 9645: 0, 9702: 0, 9703: 0, 9704: 0, 9705: 0, 9706: 0, 9707: 80, 9557: 0, 9558: 0, 9559: 0, 9560: 20, 9561: 70, 9562: 80}),\n",
       "  'SCP': OrderBook(bids={9926: 0, 9925: 0, 9922: 0, 9924: 0, 9923: 0, 9921: 0, 9958: 0, 9957: 0, 9956: 0, 9955: 0, 9954: 0, 9953: 0, 9948: 0, 9947: 0, 9946: 0, 9945: 0, 9944: 0, 9943: 0, 9920: 0, 9919: 0, 9903: 0, 9902: 0, 9901: 0, 9900: 0, 9899: 0, 9898: 0, 9918: 0, 9917: 0, 9934: 0, 9933: 0, 9932: 0, 9931: 0, 9930: 0, 9929: 0, 9833: 0, 9832: 0, 9831: 0, 9830: 0, 9829: 0, 9828: 0, 9834: 0, 9791: 30, 9790: 40, 9789: 50, 9788: 60, 9787: 70, 9786: 80}, asks={9964: 0, 9965: 0, 9966: 0, 9967: 0, 9968: 0, 9969: 0, 9954: 0, 9955: 0, 9956: 0, 9957: 0, 9958: 0, 9959: 0, 9930: 0, 9931: 0, 9932: 0, 9933: 0, 9934: 0, 9935: 0, 9909: 0, 9910: 0, 9911: 0, 9912: 0, 9913: 0, 9914: 0, 9928: 0, 9929: 0, 9940: 0, 9941: 0, 9942: 0, 9943: 0, 9944: 0, 9945: 0, 9839: 0, 9840: 0, 9841: 0, 9842: 0, 9843: 0, 9844: 0, 9845: 80, 9797: 0, 9798: 0, 9799: 0, 9800: 0, 9801: 0, 9802: 0})},\n",
       " {'JMS': OrderBook(bids={}, asks={}),\n",
       "  'JAK': OrderBook(bids={9619: 0, 9617: 0, 9618: 0, 9615: 0, 9614: 0, 9616: 0, 9643: 0, 9642: 0, 9641: 0, 9640: 0, 9639: 0, 9638: 0, 9686: 0, 9685: 0, 9684: 0, 9683: 0, 9682: 0, 9681: 0, 9718: 0, 9717: 0, 9716: 0, 9715: 0, 9714: 0, 9713: 0, 9790: 0, 9789: 0, 9788: 0, 9787: 0, 9786: 0, 9785: 0, 9838: 0, 9837: 0, 9836: 0, 9835: 0, 9834: 0, 9833: 0, 9881: 0, 9880: 0, 9879: 0, 9878: 0, 9877: 0, 9876: 0, 9951: 0, 9950: 0, 9949: 0, 9948: 0, 9947: 0, 9946: 0, 9972: 0, 9971: 0, 9970: 0, 9969: 0, 9968: 0, 9967: 0, 9921: 30, 9920: 40, 9919: 50, 9918: 60, 9917: 70, 9916: 80}, asks={9649: 0, 9650: 0, 9651: 0, 9652: 0, 9653: 0, 9654: 0, 9692: 0, 9693: 0, 9694: 0, 9695: 0, 9696: 0, 9697: 0, 9724: 0, 9725: 0, 9726: 0, 9727: 0, 9728: 0, 9729: 0, 9796: 0, 9797: 0, 9798: 0, 9799: 0, 9800: 0, 9801: 0, 9844: 0, 9845: 0, 9846: 0, 9847: 0, 9848: 0, 9849: 0, 9887: 0, 9888: 0, 9889: 0, 9890: 0, 9891: 0, 9892: 0, 9957: 0, 9958: 0, 9959: 0, 9960: 0, 9961: 0, 9962: 0, 9978: 0, 9979: 0, 9980: 0, 9981: 0, 9982: 0, 9983: 80, 9927: 30, 9928: 40, 9929: 50, 9930: 60, 9931: 70, 9932: 80}),\n",
       "  'EPT': OrderBook(bids={10285: 0, 10284: 0, 10283: 0, 10282: 0, 10281: 0, 10280: 0, 10312: 0, 10311: 0, 10310: 0, 10309: 0, 10308: 0, 10307: 0, 10318: 0, 10317: 0, 10316: 0, 10315: 0, 10314: 0, 10313: 0, 10306: 0, 10305: 0, 10304: 0, 10322: 0, 10321: 0, 10320: 0, 10319: 0, 10266: 0, 10265: 0, 10264: 0, 10263: 0, 10262: 0, 10261: 0, 10166: 0, 10165: 0, 10164: 0, 10163: 0, 10162: 0, 10161: 0, 10040: 0, 10039: 0, 10038: 0, 10037: 0, 10036: 0, 10035: 0, 10007: 30, 10006: 40, 10005: 50, 10004: 60, 10003: 70, 10002: 80}, asks={10300: 0, 10291: 0, 10292: 0, 10293: 0, 10294: 0, 10295: 0, 10296: 0, 10318: 0, 10319: 0, 10320: 0, 10321: 0, 10322: 0, 10323: 0, 10324: 0, 10325: 0, 10326: 0, 10327: 0, 10328: 0, 10329: 0, 10315: 0, 10316: 0, 10317: 0, 10330: 0, 10331: 0, 10332: 0, 10333: 0, 10272: 0, 10273: 0, 10274: 0, 10275: 0, 10276: 0, 10277: 0, 10172: 0, 10173: 0, 10174: 0, 10175: 0, 10176: 0, 10177: 0, 10046: 0, 10047: 0, 10048: 0, 10049: 0, 10050: 0, 10051: 0, 10013: 0, 10014: 0, 10015: 0, 10016: 0, 10017: 0, 10018: 0}),\n",
       "  'DLO': OrderBook(bids={9385: 0, 9384: 0, 9382: 0, 9383: 0, 9380: 0, 9381: 0, 9378: 0, 9360: 0, 9359: 0, 9358: 0, 9357: 0, 9356: 0, 9355: 0, 9447: 0, 9446: 0, 9445: 0, 9444: 0, 9443: 0, 9442: 0, 9441: 0, 9440: 0, 9518: 0, 9517: 0, 9516: 0, 9515: 0, 9514: 0, 9513: 0, 9595: 0, 9594: 0, 9593: 0, 9592: 0, 9591: 0, 9590: 0, 9626: 0, 9625: 0, 9624: 0, 9623: 0, 9622: 0, 9621: 0, 9707: 0, 9706: 0, 9705: 0, 9704: 0, 9703: 0, 9702: 0, 9775: 0, 9774: 0, 9773: 0, 9772: 0, 9771: 0, 9770: 0, 9751: 30, 9750: 40, 9749: 50, 9748: 60, 9747: 70, 9746: 80}, asks={9391: 0, 9392: 0, 9394: -80, 9393: 0, 9395: 0, 9396: 0, 9366: 0, 9367: 0, 9368: 0, 9369: 0, 9370: 0, 9371: 0, 9453: 0, 9454: 0, 9455: 0, 9456: 0, 9457: 0, 9458: 0, 9451: 0, 9452: 0, 9524: 0, 9525: 0, 9526: 0, 9527: 0, 9528: 0, 9529: 0, 9601: 0, 9602: 0, 9603: 0, 9604: 0, 9605: 0, 9606: 0, 9632: 0, 9633: 0, 9634: 0, 9635: 0, 9636: 0, 9637: 0, 9713: 0, 9714: 0, 9715: 0, 9716: 0, 9717: 0, 9718: 0, 9618: 0, 9781: 0, 9782: 0, 9783: 0, 9784: 0, 9785: 0, 9786: 80, 9622: 0, 9757: 30, 9758: 40, 9759: 50, 9760: 60, 9761: 70, 9762: 80}),\n",
       "  'MKU': OrderBook(bids={9512: 0, 9510: 0, 9511: 0, 9508: 0, 9507: 0, 9509: 0, 9615: 0, 9614: 0, 9613: 0, 9612: 0, 9611: 0, 9610: 0, 9593: 0, 9592: 0, 9591: 0, 9590: 0, 9589: 0, 9588: 0, 9637: 0, 9636: 0, 9635: 0, 9634: 0, 9633: 0, 9632: 0, 9761: 0, 9760: 0, 9759: 0, 9758: 0, 9757: 0, 9756: 0, 9811: 0, 9810: 0, 9809: 0, 9808: 0, 9807: 0, 9806: 0, 9893: 0, 9892: 0, 9891: 0, 9890: 0, 9889: 0, 9888: 0, 10030: 0, 10029: 0, 10028: 0, 10027: 0, 10026: 0, 10025: 0, 10052: 0, 10051: 0, 10050: 0, 10049: 0, 10048: 0, 10047: 0, 9992: 30, 9991: 40, 9990: 50, 9989: 60, 9988: 70, 9987: 80, 10107: 0}, asks={9521: 0, 9522: 0, 9601: 0, 9523: 0, 9621: 0, 9622: 0, 9623: 0, 9624: 0, 9625: 0, 9626: 0, 9599: 0, 9600: 0, 9602: 0, 9603: 0, 9604: 0, 9643: 0, 9644: 0, 9645: 0, 9646: 0, 9647: 0, 9648: 0, 9767: 0, 9768: 0, 9769: 0, 9770: 0, 9771: 0, 9772: 0, 9817: 0, 9818: 0, 9819: 0, 9820: 0, 9821: 0, 9822: 0, 9899: 0, 9900: 0, 9901: 0, 9902: 0, 9903: 0, 9904: 0, 10036: 0, 10037: 0, 10038: 0, 10039: 0, 10040: 0, 10041: 0, 10058: 0, 10059: 0, 10060: 0, 10061: 0, 10062: 0, 10063: 0, 9998: 0, 9999: 0, 10000: 0, 10001: 0, 10002: 0, 10003: 0}),\n",
       "  'IGM': OrderBook(bids={10008: 0, 10007: 0, 10004: 0, 10006: 0, 10005: 0, 10003: 0, 10012: 0, 10011: 0, 10010: 0, 10009: 0, 10045: 0, 10044: 0, 10043: 0, 10042: 0, 10041: 0, 10040: 0, 10091: 0, 10090: 0, 10089: 0, 10088: 0, 10087: 0, 10086: 0, 10064: 0, 10063: 0, 10062: 0, 10061: 0, 10060: 0, 10059: 0, 10049: 0, 10048: 0, 10047: 0, 10046: 0, 9982: 0, 9981: 0, 9980: 0, 9979: 0, 9978: 0, 9977: 0, 10021: 0, 10020: 0, 10019: 0, 10018: 0, 10017: 0, 10016: 80, 10058: 0, 10057: 0, 10056: 0}, asks={10018: 0, 10019: 0, 10020: 0, 10021: 0, 10022: 0, 10023: 0, 10051: 0, 10052: 0, 10053: 0, 10054: 0, 10055: 0, 10056: 0, 10097: 0, 10098: 0, 10099: 0, 10100: 0, 10101: 0, 10102: 0, 10070: 60, 10071: 70, 10072: 80, 10073: 0, 10074: 0, 10075: 0, 10057: 0, 10058: 0, 10059: 0, 10060: 0, 9988: 0, 9989: 0, 9990: 0, 9991: 0, 9992: 0, 9993: 0, 10027: 0, 10028: 0, 10029: 0, 10030: 0, 10031: 0, 10032: 0, 10067: 30, 10068: 40, 10069: 50}),\n",
       "  'BRV': OrderBook(bids={9977: 0, 9911: 0, 9912: 0, 9907: 0, 9908: 0, 9910: 0, 9909: 0, 10008: 0, 10007: 0, 10006: 0, 10005: 0, 10004: 0, 10003: 0, 9886: 0, 9885: 0, 9884: 0, 9883: 0, 9882: 0, 9881: 0, 9763: 0, 9762: 0, 9761: 0, 9760: 0, 9759: 0, 9758: 0, 9746: 0, 9745: 0, 9744: 0, 9743: 0, 9742: 0, 9741: 0, 9740: 0, 9739: 0, 9738: 0, 9737: 0, 9768: 0, 9767: 0, 9766: 0, 9765: 0, 9764: 0, 9634: 0, 9633: 0, 9632: 0, 9631: 0, 9630: 0, 9629: 0, 9696: 0, 9695: 0, 9694: 0, 9693: 0, 9692: 0, 9691: 0, 9551: 30, 9550: 40, 9549: 50, 9548: 60, 9547: 70, 9546: 80}, asks={10014: 0, 10015: 0, 10016: 0, 10017: 0, 10018: 0, 10019: 0, 9892: 0, 9893: 0, 9894: 0, 9895: 0, 9896: 0, 9897: 0, 9769: 0, 9770: 0, 9771: 0, 9772: 0, 9773: 0, 9774: 0, 9752: 0, 9753: 0, 9754: 0, 9755: 0, 9756: 0, 9757: 0, 9695: 0, 9748: 0, 9749: 0, 9750: 0, 9751: 0, 9775: 0, 9776: 0, 9777: 0, 9778: 0, 9779: 0, 9640: 0, 9641: 0, 9642: 0, 9643: 0, 9644: 0, 9645: 0, 9702: 0, 9703: 0, 9704: 0, 9705: 0, 9706: 0, 9707: 80, 9557: 0, 9558: 0, 9559: 0, 9560: 20, 9561: 70, 9562: 80}),\n",
       "  'SCP': OrderBook(bids={9926: 0, 9925: 0, 9922: 0, 9924: 0, 9923: 0, 9921: 0, 9958: 0, 9957: 0, 9956: 0, 9955: 0, 9954: 0, 9953: 0, 9948: 0, 9947: 0, 9946: 0, 9945: 0, 9944: 0, 9943: 0, 9920: 0, 9919: 0, 9903: 0, 9902: 0, 9901: 0, 9900: 0, 9899: 0, 9898: 0, 9918: 0, 9917: 0, 9934: 0, 9933: 0, 9932: 0, 9931: 0, 9930: 0, 9929: 0, 9833: 0, 9832: 0, 9831: 0, 9830: 0, 9829: 0, 9828: 0, 9834: 0, 9791: 30, 9790: 40, 9789: 50, 9788: 60, 9787: 70, 9786: 80}, asks={9964: 0, 9965: 0, 9966: 0, 9967: 0, 9968: 0, 9969: 0, 9954: 0, 9955: 0, 9956: 0, 9957: 0, 9958: 0, 9959: 0, 9930: 0, 9931: 0, 9932: 0, 9933: 0, 9934: 0, 9935: 0, 9909: 0, 9910: 0, 9911: 0, 9912: 0, 9913: 0, 9914: 0, 9928: 0, 9929: 0, 9940: 0, 9941: 0, 9942: 0, 9943: 0, 9944: 0, 9945: 0, 9839: 0, 9840: 0, 9841: 0, 9842: 0, 9843: 0, 9844: 0, 9845: 80, 9797: 0, 9798: 0, 9799: 0, 9800: 0, 9801: 0, 9802: 0})},\n",
       " {'JMS': OrderBook(bids={}, asks={}),\n",
       "  'JAK': OrderBook(bids={9619: 0, 9617: 0, 9618: 0, 9615: 0, 9614: 0, 9616: 0, 9643: 0, 9642: 0, 9641: 0, 9640: 0, 9639: 0, 9638: 0, 9686: 0, 9685: 0, 9684: 0, 9683: 0, 9682: 0, 9681: 0, 9718: 0, 9717: 0, 9716: 0, 9715: 0, 9714: 0, 9713: 0, 9790: 0, 9789: 0, 9788: 0, 9787: 0, 9786: 0, 9785: 0, 9838: 0, 9837: 0, 9836: 0, 9835: 0, 9834: 0, 9833: 0, 9881: 0, 9880: 0, 9879: 0, 9878: 0, 9877: 0, 9876: 0, 9951: 0, 9950: 0, 9949: 0, 9948: 0, 9947: 0, 9946: 0, 9972: 0, 9971: 0, 9970: 0, 9969: 0, 9968: 0, 9967: 0, 9921: 30, 9920: 40, 9919: 50, 9918: 60, 9917: 70, 9916: 80}, asks={9649: 0, 9650: 0, 9651: 0, 9652: 0, 9653: 0, 9654: 0, 9692: 0, 9693: 0, 9694: 0, 9695: 0, 9696: 0, 9697: 0, 9724: 0, 9725: 0, 9726: 0, 9727: 0, 9728: 0, 9729: 0, 9796: 0, 9797: 0, 9798: 0, 9799: 0, 9800: 0, 9801: 0, 9844: 0, 9845: 0, 9846: 0, 9847: 0, 9848: 0, 9849: 0, 9887: 0, 9888: 0, 9889: 0, 9890: 0, 9891: 0, 9892: 0, 9957: 0, 9958: 0, 9959: 0, 9960: 0, 9961: 0, 9962: 0, 9978: 0, 9979: 0, 9980: 0, 9981: 0, 9982: 0, 9983: 80, 9927: 30, 9928: 40, 9929: 50, 9930: 60, 9931: 70, 9932: 80}),\n",
       "  'EPT': OrderBook(bids={10285: 0, 10284: 0, 10283: 0, 10282: 0, 10281: 0, 10280: 0, 10312: 0, 10311: 0, 10310: 0, 10309: 0, 10308: 0, 10307: 0, 10318: 0, 10317: 0, 10316: 0, 10315: 0, 10314: 0, 10313: 0, 10306: 0, 10305: 0, 10304: 0, 10322: 0, 10321: 0, 10320: 0, 10319: 0, 10266: 0, 10265: 0, 10264: 0, 10263: 0, 10262: 0, 10261: 0, 10166: 0, 10165: 0, 10164: 0, 10163: 0, 10162: 0, 10161: 0, 10040: 0, 10039: 0, 10038: 0, 10037: 0, 10036: 0, 10035: 0, 10007: 30, 10006: 40, 10005: 50, 10004: 60, 10003: 70, 10002: 80}, asks={10300: 0, 10291: 0, 10292: 0, 10293: 0, 10294: 0, 10295: 0, 10296: 0, 10318: 0, 10319: 0, 10320: 0, 10321: 0, 10322: 0, 10323: 0, 10324: 0, 10325: 0, 10326: 0, 10327: 0, 10328: 0, 10329: 0, 10315: 0, 10316: 0, 10317: 0, 10330: 0, 10331: 0, 10332: 0, 10333: 0, 10272: 0, 10273: 0, 10274: 0, 10275: 0, 10276: 0, 10277: 0, 10172: 0, 10173: 0, 10174: 0, 10175: 0, 10176: 0, 10177: 0, 10046: 0, 10047: 0, 10048: 0, 10049: 0, 10050: 0, 10051: 0, 10013: 0, 10014: 0, 10015: 0, 10016: 0, 10017: 0, 10018: 0}),\n",
       "  'DLO': OrderBook(bids={9385: 0, 9384: 0, 9382: 0, 9383: 0, 9380: 0, 9381: 0, 9378: 0, 9360: 0, 9359: 0, 9358: 0, 9357: 0, 9356: 0, 9355: 0, 9447: 0, 9446: 0, 9445: 0, 9444: 0, 9443: 0, 9442: 0, 9441: 0, 9440: 0, 9518: 0, 9517: 0, 9516: 0, 9515: 0, 9514: 0, 9513: 0, 9595: 0, 9594: 0, 9593: 0, 9592: 0, 9591: 0, 9590: 0, 9626: 0, 9625: 0, 9624: 0, 9623: 0, 9622: 0, 9621: 0, 9707: 0, 9706: 0, 9705: 0, 9704: 0, 9703: 0, 9702: 0, 9775: 0, 9774: 0, 9773: 0, 9772: 0, 9771: 0, 9770: 0, 9751: 30, 9750: 40, 9749: 50, 9748: 60, 9747: 70, 9746: 80}, asks={9391: 0, 9392: 0, 9394: -80, 9393: 0, 9395: 0, 9396: 0, 9366: 0, 9367: 0, 9368: 0, 9369: 0, 9370: 0, 9371: 0, 9453: 0, 9454: 0, 9455: 0, 9456: 0, 9457: 0, 9458: 0, 9451: 0, 9452: 0, 9524: 0, 9525: 0, 9526: 0, 9527: 0, 9528: 0, 9529: 0, 9601: 0, 9602: 0, 9603: 0, 9604: 0, 9605: 0, 9606: 0, 9632: 0, 9633: 0, 9634: 0, 9635: 0, 9636: 0, 9637: 0, 9713: 0, 9714: 0, 9715: 0, 9716: 0, 9717: 0, 9718: 0, 9618: 0, 9781: 0, 9782: 0, 9783: 0, 9784: 0, 9785: 0, 9786: 80, 9622: 0, 9757: 30, 9758: 40, 9759: 50, 9760: 60, 9761: 70, 9762: 80}),\n",
       "  'MKU': OrderBook(bids={9512: 0, 9510: 0, 9511: 0, 9508: 0, 9507: 0, 9509: 0, 9615: 0, 9614: 0, 9613: 0, 9612: 0, 9611: 0, 9610: 0, 9593: 0, 9592: 0, 9591: 0, 9590: 0, 9589: 0, 9588: 0, 9637: 0, 9636: 0, 9635: 0, 9634: 0, 9633: 0, 9632: 0, 9761: 0, 9760: 0, 9759: 0, 9758: 0, 9757: 0, 9756: 0, 9811: 0, 9810: 0, 9809: 0, 9808: 0, 9807: 0, 9806: 0, 9893: 0, 9892: 0, 9891: 0, 9890: 0, 9889: 0, 9888: 0, 10030: 0, 10029: 0, 10028: 0, 10027: 0, 10026: 0, 10025: 0, 10052: 0, 10051: 0, 10050: 0, 10049: 0, 10048: 0, 10047: 0, 9992: 30, 9991: 40, 9990: 50, 9989: 60, 9988: 70, 9987: 80, 10107: 0}, asks={9521: 0, 9522: 0, 9601: 0, 9523: 0, 9621: 0, 9622: 0, 9623: 0, 9624: 0, 9625: 0, 9626: 0, 9599: 0, 9600: 0, 9602: 0, 9603: 0, 9604: 0, 9643: 0, 9644: 0, 9645: 0, 9646: 0, 9647: 0, 9648: 0, 9767: 0, 9768: 0, 9769: 0, 9770: 0, 9771: 0, 9772: 0, 9817: 0, 9818: 0, 9819: 0, 9820: 0, 9821: 0, 9822: 0, 9899: 0, 9900: 0, 9901: 0, 9902: 0, 9903: 0, 9904: 0, 10036: 0, 10037: 0, 10038: 0, 10039: 0, 10040: 0, 10041: 0, 10058: 0, 10059: 0, 10060: 0, 10061: 0, 10062: 0, 10063: 0, 9998: 0, 9999: 0, 10000: 0, 10001: 0, 10002: 0, 10003: 0}),\n",
       "  'IGM': OrderBook(bids={10008: 0, 10007: 0, 10004: 0, 10006: 0, 10005: 0, 10003: 0, 10012: 0, 10011: 0, 10010: 0, 10009: 0, 10045: 0, 10044: 0, 10043: 0, 10042: 0, 10041: 0, 10040: 0, 10091: 0, 10090: 0, 10089: 0, 10088: 0, 10087: 0, 10086: 0, 10064: 0, 10063: 0, 10062: 0, 10061: 0, 10060: 0, 10059: 0, 10049: 0, 10048: 0, 10047: 0, 10046: 0, 9982: 0, 9981: 0, 9980: 0, 9979: 0, 9978: 0, 9977: 0, 10021: 0, 10020: 0, 10019: 0, 10018: 0, 10017: 0, 10016: 80, 10058: 0, 10057: 0, 10056: 0}, asks={10018: 0, 10019: 0, 10020: 0, 10021: 0, 10022: 0, 10023: 0, 10051: 0, 10052: 0, 10053: 0, 10054: 0, 10055: 0, 10056: 0, 10097: 0, 10098: 0, 10099: 0, 10100: 0, 10101: 0, 10102: 0, 10070: 60, 10071: 70, 10072: 80, 10073: 0, 10074: 0, 10075: 0, 10057: 0, 10058: 0, 10059: 0, 10060: 0, 9988: 0, 9989: 0, 9990: 0, 9991: 0, 9992: 0, 9993: 0, 10027: 0, 10028: 0, 10029: 0, 10030: 0, 10031: 0, 10032: 0, 10067: 30, 10068: 40, 10069: 50}),\n",
       "  'BRV': OrderBook(bids={9977: 0, 9911: 0, 9912: 0, 9907: 0, 9908: 0, 9910: 0, 9909: 0, 10008: 0, 10007: 0, 10006: 0, 10005: 0, 10004: 0, 10003: 0, 9886: 0, 9885: 0, 9884: 0, 9883: 0, 9882: 0, 9881: 0, 9763: 0, 9762: 0, 9761: 0, 9760: 0, 9759: 0, 9758: 0, 9746: 0, 9745: 0, 9744: 0, 9743: 0, 9742: 0, 9741: 0, 9740: 0, 9739: 0, 9738: 0, 9737: 0, 9768: 0, 9767: 0, 9766: 0, 9765: 0, 9764: 0, 9634: 0, 9633: 0, 9632: 0, 9631: 0, 9630: 0, 9629: 0, 9696: 0, 9695: 0, 9694: 0, 9693: 0, 9692: 0, 9691: 0, 9551: 30, 9550: 40, 9549: 50, 9548: 60, 9547: 70, 9546: 80}, asks={10014: 0, 10015: 0, 10016: 0, 10017: 0, 10018: 0, 10019: 0, 9892: 0, 9893: 0, 9894: 0, 9895: 0, 9896: 0, 9897: 0, 9769: 0, 9770: 0, 9771: 0, 9772: 0, 9773: 0, 9774: 0, 9752: 0, 9753: 0, 9754: 0, 9755: 0, 9756: 0, 9757: 0, 9695: 0, 9748: 0, 9749: 0, 9750: 0, 9751: 0, 9775: 0, 9776: 0, 9777: 0, 9778: 0, 9779: 0, 9640: 0, 9641: 0, 9642: 0, 9643: 0, 9644: 0, 9645: 0, 9702: 0, 9703: 0, 9704: 0, 9705: 0, 9706: 0, 9707: 80, 9557: 0, 9558: 0, 9559: 0, 9560: 20, 9561: 70, 9562: 80}),\n",
       "  'SCP': OrderBook(bids={9926: 0, 9925: 0, 9922: 0, 9924: 0, 9923: 0, 9921: 0, 9958: 0, 9957: 0, 9956: 0, 9955: 0, 9954: 0, 9953: 0, 9948: 0, 9947: 0, 9946: 0, 9945: 0, 9944: 0, 9943: 0, 9920: 0, 9919: 0, 9903: 0, 9902: 0, 9901: 0, 9900: 0, 9899: 0, 9898: 0, 9918: 0, 9917: 0, 9934: 0, 9933: 0, 9932: 0, 9931: 0, 9930: 0, 9929: 0, 9833: 0, 9832: 0, 9831: 0, 9830: 0, 9829: 0, 9828: 0, 9834: 0, 9791: 30, 9790: 40, 9789: 50, 9788: 60, 9787: 70, 9786: 80}, asks={9964: 0, 9965: 0, 9966: 0, 9967: 0, 9968: 0, 9969: 0, 9954: 0, 9955: 0, 9956: 0, 9957: 0, 9958: 0, 9959: 0, 9930: 0, 9931: 0, 9932: 0, 9933: 0, 9934: 0, 9935: 0, 9909: 0, 9910: 0, 9911: 0, 9912: 0, 9913: 0, 9914: 0, 9928: 0, 9929: 0, 9940: 0, 9941: 0, 9942: 0, 9943: 0, 9944: 0, 9945: 0, 9839: 0, 9840: 0, 9841: 0, 9842: 0, 9843: 0, 9844: 0, 9845: 80, 9797: 0, 9798: 0, 9799: 0, 9800: 0, 9801: 0, 9802: 0})},\n",
       " {'JMS': OrderBook(bids={}, asks={}),\n",
       "  'JAK': OrderBook(bids={9619: 0, 9617: 0, 9618: 0, 9615: 0, 9614: 0, 9616: 0, 9643: 0, 9642: 0, 9641: 0, 9640: 0, 9639: 0, 9638: 0, 9686: 0, 9685: 0, 9684: 0, 9683: 0, 9682: 0, 9681: 0, 9718: 0, 9717: 0, 9716: 0, 9715: 0, 9714: 0, 9713: 0, 9790: 0, 9789: 0, 9788: 0, 9787: 0, 9786: 0, 9785: 0, 9838: 0, 9837: 0, 9836: 0, 9835: 0, 9834: 0, 9833: 0, 9881: 0, 9880: 0, 9879: 0, 9878: 0, 9877: 0, 9876: 0, 9951: 0, 9950: 0, 9949: 0, 9948: 0, 9947: 0, 9946: 0, 9972: 0, 9971: 0, 9970: 0, 9969: 0, 9968: 0, 9967: 0, 9921: 30, 9920: 40, 9919: 50, 9918: 60, 9917: 70, 9916: 80}, asks={9649: 0, 9650: 0, 9651: 0, 9652: 0, 9653: 0, 9654: 0, 9692: 0, 9693: 0, 9694: 0, 9695: 0, 9696: 0, 9697: 0, 9724: 0, 9725: 0, 9726: 0, 9727: 0, 9728: 0, 9729: 0, 9796: 0, 9797: 0, 9798: 0, 9799: 0, 9800: 0, 9801: 0, 9844: 0, 9845: 0, 9846: 0, 9847: 0, 9848: 0, 9849: 0, 9887: 0, 9888: 0, 9889: 0, 9890: 0, 9891: 0, 9892: 0, 9957: 0, 9958: 0, 9959: 0, 9960: 0, 9961: 0, 9962: 0, 9978: 0, 9979: 0, 9980: 0, 9981: 0, 9982: 0, 9983: 80, 9927: 30, 9928: 40, 9929: 50, 9930: 60, 9931: 70, 9932: 80}),\n",
       "  'EPT': OrderBook(bids={10285: 0, 10284: 0, 10283: 0, 10282: 0, 10281: 0, 10280: 0, 10312: 0, 10311: 0, 10310: 0, 10309: 0, 10308: 0, 10307: 0, 10318: 0, 10317: 0, 10316: 0, 10315: 0, 10314: 0, 10313: 0, 10306: 0, 10305: 0, 10304: 0, 10322: 0, 10321: 0, 10320: 0, 10319: 0, 10266: 0, 10265: 0, 10264: 0, 10263: 0, 10262: 0, 10261: 0, 10166: 0, 10165: 0, 10164: 0, 10163: 0, 10162: 0, 10161: 0, 10040: 0, 10039: 0, 10038: 0, 10037: 0, 10036: 0, 10035: 0, 10007: 30, 10006: 40, 10005: 50, 10004: 60, 10003: 70, 10002: 80}, asks={10300: 0, 10291: 0, 10292: 0, 10293: 0, 10294: 0, 10295: 0, 10296: 0, 10318: 0, 10319: 0, 10320: 0, 10321: 0, 10322: 0, 10323: 0, 10324: 0, 10325: 0, 10326: 0, 10327: 0, 10328: 0, 10329: 0, 10315: 0, 10316: 0, 10317: 0, 10330: 0, 10331: 0, 10332: 0, 10333: 0, 10272: 0, 10273: 0, 10274: 0, 10275: 0, 10276: 0, 10277: 0, 10172: 0, 10173: 0, 10174: 0, 10175: 0, 10176: 0, 10177: 0, 10046: 0, 10047: 0, 10048: 0, 10049: 0, 10050: 0, 10051: 0, 10013: 0, 10014: 0, 10015: 0, 10016: 0, 10017: 0, 10018: 0}),\n",
       "  'DLO': OrderBook(bids={9385: 0, 9384: 0, 9382: 0, 9383: 0, 9380: 0, 9381: 0, 9378: 0, 9360: 0, 9359: 0, 9358: 0, 9357: 0, 9356: 0, 9355: 0, 9447: 0, 9446: 0, 9445: 0, 9444: 0, 9443: 0, 9442: 0, 9441: 0, 9440: 0, 9518: 0, 9517: 0, 9516: 0, 9515: 0, 9514: 0, 9513: 0, 9595: 0, 9594: 0, 9593: 0, 9592: 0, 9591: 0, 9590: 0, 9626: 0, 9625: 0, 9624: 0, 9623: 0, 9622: 0, 9621: 0, 9707: 0, 9706: 0, 9705: 0, 9704: 0, 9703: 0, 9702: 0, 9775: 0, 9774: 0, 9773: 0, 9772: 0, 9771: 0, 9770: 0, 9751: 30, 9750: 40, 9749: 50, 9748: 60, 9747: 70, 9746: 80}, asks={9391: 0, 9392: 0, 9394: -80, 9393: 0, 9395: 0, 9396: 0, 9366: 0, 9367: 0, 9368: 0, 9369: 0, 9370: 0, 9371: 0, 9453: 0, 9454: 0, 9455: 0, 9456: 0, 9457: 0, 9458: 0, 9451: 0, 9452: 0, 9524: 0, 9525: 0, 9526: 0, 9527: 0, 9528: 0, 9529: 0, 9601: 0, 9602: 0, 9603: 0, 9604: 0, 9605: 0, 9606: 0, 9632: 0, 9633: 0, 9634: 0, 9635: 0, 9636: 0, 9637: 0, 9713: 0, 9714: 0, 9715: 0, 9716: 0, 9717: 0, 9718: 0, 9618: 0, 9781: 0, 9782: 0, 9783: 0, 9784: 0, 9785: 0, 9786: 80, 9622: 0, 9757: 30, 9758: 40, 9759: 50, 9760: 60, 9761: 70, 9762: 80}),\n",
       "  'MKU': OrderBook(bids={9512: 0, 9510: 0, 9511: 0, 9508: 0, 9507: 0, 9509: 0, 9615: 0, 9614: 0, 9613: 0, 9612: 0, 9611: 0, 9610: 0, 9593: 0, 9592: 0, 9591: 0, 9590: 0, 9589: 0, 9588: 0, 9637: 0, 9636: 0, 9635: 0, 9634: 0, 9633: 0, 9632: 0, 9761: 0, 9760: 0, 9759: 0, 9758: 0, 9757: 0, 9756: 0, 9811: 0, 9810: 0, 9809: 0, 9808: 0, 9807: 0, 9806: 0, 9893: 0, 9892: 0, 9891: 0, 9890: 0, 9889: 0, 9888: 0, 10030: 0, 10029: 0, 10028: 0, 10027: 0, 10026: 0, 10025: 0, 10052: 0, 10051: 0, 10050: 0, 10049: 0, 10048: 0, 10047: 0, 9992: 30, 9991: 40, 9990: 50, 9989: 60, 9988: 70, 9987: 80, 10107: 0}, asks={9521: 0, 9522: 0, 9601: 0, 9523: 0, 9621: 0, 9622: 0, 9623: 0, 9624: 0, 9625: 0, 9626: 0, 9599: 0, 9600: 0, 9602: 0, 9603: 0, 9604: 0, 9643: 0, 9644: 0, 9645: 0, 9646: 0, 9647: 0, 9648: 0, 9767: 0, 9768: 0, 9769: 0, 9770: 0, 9771: 0, 9772: 0, 9817: 0, 9818: 0, 9819: 0, 9820: 0, 9821: 0, 9822: 0, 9899: 0, 9900: 0, 9901: 0, 9902: 0, 9903: 0, 9904: 0, 10036: 0, 10037: 0, 10038: 0, 10039: 0, 10040: 0, 10041: 0, 10058: 0, 10059: 0, 10060: 0, 10061: 0, 10062: 0, 10063: 0, 9998: 0, 9999: 0, 10000: 0, 10001: 0, 10002: 0, 10003: 0}),\n",
       "  'IGM': OrderBook(bids={10008: 0, 10007: 0, 10004: 0, 10006: 0, 10005: 0, 10003: 0, 10012: 0, 10011: 0, 10010: 0, 10009: 0, 10045: 0, 10044: 0, 10043: 0, 10042: 0, 10041: 0, 10040: 0, 10091: 0, 10090: 0, 10089: 0, 10088: 0, 10087: 0, 10086: 0, 10064: 0, 10063: 0, 10062: 0, 10061: 0, 10060: 0, 10059: 0, 10049: 0, 10048: 0, 10047: 0, 10046: 0, 9982: 0, 9981: 0, 9980: 0, 9979: 0, 9978: 0, 9977: 0, 10021: 0, 10020: 0, 10019: 0, 10018: 0, 10017: 0, 10016: 80, 10058: 0, 10057: 0, 10056: 0}, asks={10018: 0, 10019: 0, 10020: 0, 10021: 0, 10022: 0, 10023: 0, 10051: 0, 10052: 0, 10053: 0, 10054: 0, 10055: 0, 10056: 0, 10097: 0, 10098: 0, 10099: 0, 10100: 0, 10101: 0, 10102: 0, 10070: 60, 10071: 70, 10072: 80, 10073: 0, 10074: 0, 10075: 0, 10057: 0, 10058: 0, 10059: 0, 10060: 0, 9988: 0, 9989: 0, 9990: 0, 9991: 0, 9992: 0, 9993: 0, 10027: 0, 10028: 0, 10029: 0, 10030: 0, 10031: 0, 10032: 0, 10067: 30, 10068: 40, 10069: 50}),\n",
       "  'BRV': OrderBook(bids={9977: 0, 9911: 0, 9912: 0, 9907: 0, 9908: 0, 9910: 0, 9909: 0, 10008: 0, 10007: 0, 10006: 0, 10005: 0, 10004: 0, 10003: 0, 9886: 0, 9885: 0, 9884: 0, 9883: 0, 9882: 0, 9881: 0, 9763: 0, 9762: 0, 9761: 0, 9760: 0, 9759: 0, 9758: 0, 9746: 0, 9745: 0, 9744: 0, 9743: 0, 9742: 0, 9741: 0, 9740: 0, 9739: 0, 9738: 0, 9737: 0, 9768: 0, 9767: 0, 9766: 0, 9765: 0, 9764: 0, 9634: 0, 9633: 0, 9632: 0, 9631: 0, 9630: 0, 9629: 0, 9696: 0, 9695: 0, 9694: 0, 9693: 0, 9692: 0, 9691: 0, 9551: 30, 9550: 40, 9549: 50, 9548: 60, 9547: 70, 9546: 80}, asks={10014: 0, 10015: 0, 10016: 0, 10017: 0, 10018: 0, 10019: 0, 9892: 0, 9893: 0, 9894: 0, 9895: 0, 9896: 0, 9897: 0, 9769: 0, 9770: 0, 9771: 0, 9772: 0, 9773: 0, 9774: 0, 9752: 0, 9753: 0, 9754: 0, 9755: 0, 9756: 0, 9757: 0, 9695: 0, 9748: 0, 9749: 0, 9750: 0, 9751: 0, 9775: 0, 9776: 0, 9777: 0, 9778: 0, 9779: 0, 9640: 0, 9641: 0, 9642: 0, 9643: 0, 9644: 0, 9645: 0, 9702: 0, 9703: 0, 9704: 0, 9705: 0, 9706: 0, 9707: 80, 9557: 0, 9558: 0, 9559: 0, 9560: 20, 9561: 70, 9562: 80}),\n",
       "  'SCP': OrderBook(bids={9926: 0, 9925: 0, 9922: 0, 9924: 0, 9923: 0, 9921: 0, 9958: 0, 9957: 0, 9956: 0, 9955: 0, 9954: 0, 9953: 0, 9948: 0, 9947: 0, 9946: 0, 9945: 0, 9944: 0, 9943: 0, 9920: 0, 9919: 0, 9903: 0, 9902: 0, 9901: 0, 9900: 0, 9899: 0, 9898: 0, 9918: 0, 9917: 0, 9934: 0, 9933: 0, 9932: 0, 9931: 0, 9930: 0, 9929: 0, 9833: 0, 9832: 0, 9831: 0, 9830: 0, 9829: 0, 9828: 0, 9834: 0, 9791: 30, 9790: 40, 9789: 50, 9788: 60, 9787: 70, 9786: 80}, asks={9964: 0, 9965: 0, 9966: 0, 9967: 0, 9968: 0, 9969: 0, 9954: 0, 9955: 0, 9956: 0, 9957: 0, 9958: 0, 9959: 0, 9930: 0, 9931: 0, 9932: 0, 9933: 0, 9934: 0, 9935: 0, 9909: 0, 9910: 0, 9911: 0, 9912: 0, 9913: 0, 9914: 0, 9928: 0, 9929: 0, 9940: 0, 9941: 0, 9942: 0, 9943: 0, 9944: 0, 9945: 0, 9839: 0, 9840: 0, 9841: 0, 9842: 0, 9843: 0, 9844: 0, 9845: 80, 9797: 0, 9798: 0, 9799: 0, 9800: 0, 9801: 0, 9802: 0})},\n",
       " {'JMS': OrderBook(bids={}, asks={}),\n",
       "  'JAK': OrderBook(bids={9619: 0, 9617: 0, 9618: 0, 9615: 0, 9614: 0, 9616: 0, 9643: 0, 9642: 0, 9641: 0, 9640: 0, 9639: 0, 9638: 0, 9686: 0, 9685: 0, 9684: 0, 9683: 0, 9682: 0, 9681: 0, 9718: 0, 9717: 0, 9716: 0, 9715: 0, 9714: 0, 9713: 0, 9790: 0, 9789: 0, 9788: 0, 9787: 0, 9786: 0, 9785: 0, 9838: 0, 9837: 0, 9836: 0, 9835: 0, 9834: 0, 9833: 0, 9881: 0, 9880: 0, 9879: 0, 9878: 0, 9877: 0, 9876: 0, 9951: 0, 9950: 0, 9949: 0, 9948: 0, 9947: 0, 9946: 0, 9972: 0, 9971: 0, 9970: 0, 9969: 0, 9968: 0, 9967: 0, 9921: 30, 9920: 40, 9919: 50, 9918: 60, 9917: 70, 9916: 80}, asks={9649: 0, 9650: 0, 9651: 0, 9652: 0, 9653: 0, 9654: 0, 9692: 0, 9693: 0, 9694: 0, 9695: 0, 9696: 0, 9697: 0, 9724: 0, 9725: 0, 9726: 0, 9727: 0, 9728: 0, 9729: 0, 9796: 0, 9797: 0, 9798: 0, 9799: 0, 9800: 0, 9801: 0, 9844: 0, 9845: 0, 9846: 0, 9847: 0, 9848: 0, 9849: 0, 9887: 0, 9888: 0, 9889: 0, 9890: 0, 9891: 0, 9892: 0, 9957: 0, 9958: 0, 9959: 0, 9960: 0, 9961: 0, 9962: 0, 9978: 0, 9979: 0, 9980: 0, 9981: 0, 9982: 0, 9983: 80, 9927: 30, 9928: 40, 9929: 50, 9930: 60, 9931: 70, 9932: 80}),\n",
       "  'EPT': OrderBook(bids={10285: 0, 10284: 0, 10283: 0, 10282: 0, 10281: 0, 10280: 0, 10312: 0, 10311: 0, 10310: 0, 10309: 0, 10308: 0, 10307: 0, 10318: 0, 10317: 0, 10316: 0, 10315: 0, 10314: 0, 10313: 0, 10306: 0, 10305: 0, 10304: 0, 10322: 0, 10321: 0, 10320: 0, 10319: 0, 10266: 0, 10265: 0, 10264: 0, 10263: 0, 10262: 0, 10261: 0, 10166: 0, 10165: 0, 10164: 0, 10163: 0, 10162: 0, 10161: 0, 10040: 0, 10039: 0, 10038: 0, 10037: 0, 10036: 0, 10035: 0, 10007: 30, 10006: 40, 10005: 50, 10004: 60, 10003: 70, 10002: 80}, asks={10300: 0, 10291: 0, 10292: 0, 10293: 0, 10294: 0, 10295: 0, 10296: 0, 10318: 0, 10319: 0, 10320: 0, 10321: 0, 10322: 0, 10323: 0, 10324: 0, 10325: 0, 10326: 0, 10327: 0, 10328: 0, 10329: 0, 10315: 0, 10316: 0, 10317: 0, 10330: 0, 10331: 0, 10332: 0, 10333: 0, 10272: 0, 10273: 0, 10274: 0, 10275: 0, 10276: 0, 10277: 0, 10172: 0, 10173: 0, 10174: 0, 10175: 0, 10176: 0, 10177: 0, 10046: 0, 10047: 0, 10048: 0, 10049: 0, 10050: 0, 10051: 0, 10013: 0, 10014: 0, 10015: 0, 10016: 0, 10017: 0, 10018: 0}),\n",
       "  'DLO': OrderBook(bids={9385: 0, 9384: 0, 9382: 0, 9383: 0, 9380: 0, 9381: 0, 9378: 0, 9360: 0, 9359: 0, 9358: 0, 9357: 0, 9356: 0, 9355: 0, 9447: 0, 9446: 0, 9445: 0, 9444: 0, 9443: 0, 9442: 0, 9441: 0, 9440: 0, 9518: 0, 9517: 0, 9516: 0, 9515: 0, 9514: 0, 9513: 0, 9595: 0, 9594: 0, 9593: 0, 9592: 0, 9591: 0, 9590: 0, 9626: 0, 9625: 0, 9624: 0, 9623: 0, 9622: 0, 9621: 0, 9707: 0, 9706: 0, 9705: 0, 9704: 0, 9703: 0, 9702: 0, 9775: 0, 9774: 0, 9773: 0, 9772: 0, 9771: 0, 9770: 0, 9751: 30, 9750: 40, 9749: 50, 9748: 60, 9747: 70, 9746: 80}, asks={9391: 0, 9392: 0, 9394: -80, 9393: 0, 9395: 0, 9396: 0, 9366: 0, 9367: 0, 9368: 0, 9369: 0, 9370: 0, 9371: 0, 9453: 0, 9454: 0, 9455: 0, 9456: 0, 9457: 0, 9458: 0, 9451: 0, 9452: 0, 9524: 0, 9525: 0, 9526: 0, 9527: 0, 9528: 0, 9529: 0, 9601: 0, 9602: 0, 9603: 0, 9604: 0, 9605: 0, 9606: 0, 9632: 0, 9633: 0, 9634: 0, 9635: 0, 9636: 0, 9637: 0, 9713: 0, 9714: 0, 9715: 0, 9716: 0, 9717: 0, 9718: 0, 9618: 0, 9781: 0, 9782: 0, 9783: 0, 9784: 0, 9785: 0, 9786: 80, 9622: 0, 9757: 30, 9758: 40, 9759: 50, 9760: 60, 9761: 70, 9762: 80}),\n",
       "  'MKU': OrderBook(bids={9512: 0, 9510: 0, 9511: 0, 9508: 0, 9507: 0, 9509: 0, 9615: 0, 9614: 0, 9613: 0, 9612: 0, 9611: 0, 9610: 0, 9593: 0, 9592: 0, 9591: 0, 9590: 0, 9589: 0, 9588: 0, 9637: 0, 9636: 0, 9635: 0, 9634: 0, 9633: 0, 9632: 0, 9761: 0, 9760: 0, 9759: 0, 9758: 0, 9757: 0, 9756: 0, 9811: 0, 9810: 0, 9809: 0, 9808: 0, 9807: 0, 9806: 0, 9893: 0, 9892: 0, 9891: 0, 9890: 0, 9889: 0, 9888: 0, 10030: 0, 10029: 0, 10028: 0, 10027: 0, 10026: 0, 10025: 0, 10052: 0, 10051: 0, 10050: 0, 10049: 0, 10048: 0, 10047: 0, 9992: 30, 9991: 40, 9990: 50, 9989: 60, 9988: 70, 9987: 80, 10107: 0}, asks={9521: 0, 9522: 0, 9601: 0, 9523: 0, 9621: 0, 9622: 0, 9623: 0, 9624: 0, 9625: 0, 9626: 0, 9599: 0, 9600: 0, 9602: 0, 9603: 0, 9604: 0, 9643: 0, 9644: 0, 9645: 0, 9646: 0, 9647: 0, 9648: 0, 9767: 0, 9768: 0, 9769: 0, 9770: 0, 9771: 0, 9772: 0, 9817: 0, 9818: 0, 9819: 0, 9820: 0, 9821: 0, 9822: 0, 9899: 0, 9900: 0, 9901: 0, 9902: 0, 9903: 0, 9904: 0, 10036: 0, 10037: 0, 10038: 0, 10039: 0, 10040: 0, 10041: 0, 10058: 0, 10059: 0, 10060: 0, 10061: 0, 10062: 0, 10063: 0, 9998: 0, 9999: 0, 10000: 0, 10001: 0, 10002: 0, 10003: 0}),\n",
       "  'IGM': OrderBook(bids={10008: 0, 10007: 0, 10004: 0, 10006: 0, 10005: 0, 10003: 0, 10012: 0, 10011: 0, 10010: 0, 10009: 0, 10045: 0, 10044: 0, 10043: 0, 10042: 0, 10041: 0, 10040: 0, 10091: 0, 10090: 0, 10089: 0, 10088: 0, 10087: 0, 10086: 0, 10064: 0, 10063: 0, 10062: 0, 10061: 0, 10060: 0, 10059: 0, 10049: 0, 10048: 0, 10047: 0, 10046: 0, 9982: 0, 9981: 0, 9980: 0, 9979: 0, 9978: 0, 9977: 0, 10021: 0, 10020: 0, 10019: 0, 10018: 0, 10017: 0, 10016: 80, 10058: 0, 10057: 0, 10056: 0}, asks={10018: 0, 10019: 0, 10020: 0, 10021: 0, 10022: 0, 10023: 0, 10051: 0, 10052: 0, 10053: 0, 10054: 0, 10055: 0, 10056: 0, 10097: 0, 10098: 0, 10099: 0, 10100: 0, 10101: 0, 10102: 0, 10070: 60, 10071: 70, 10072: 80, 10073: 0, 10074: 0, 10075: 0, 10057: 0, 10058: 0, 10059: 0, 10060: 0, 9988: 0, 9989: 0, 9990: 0, 9991: 0, 9992: 0, 9993: 0, 10027: 0, 10028: 0, 10029: 0, 10030: 0, 10031: 0, 10032: 0, 10067: 30, 10068: 40, 10069: 50}),\n",
       "  'BRV': OrderBook(bids={9977: 0, 9911: 0, 9912: 0, 9907: 0, 9908: 0, 9910: 0, 9909: 0, 10008: 0, 10007: 0, 10006: 0, 10005: 0, 10004: 0, 10003: 0, 9886: 0, 9885: 0, 9884: 0, 9883: 0, 9882: 0, 9881: 0, 9763: 0, 9762: 0, 9761: 0, 9760: 0, 9759: 0, 9758: 0, 9746: 0, 9745: 0, 9744: 0, 9743: 0, 9742: 0, 9741: 0, 9740: 0, 9739: 0, 9738: 0, 9737: 0, 9768: 0, 9767: 0, 9766: 0, 9765: 0, 9764: 0, 9634: 0, 9633: 0, 9632: 0, 9631: 0, 9630: 0, 9629: 0, 9696: 0, 9695: 0, 9694: 0, 9693: 0, 9692: 0, 9691: 0, 9551: 30, 9550: 40, 9549: 50, 9548: 60, 9547: 70, 9546: 80}, asks={10014: 0, 10015: 0, 10016: 0, 10017: 0, 10018: 0, 10019: 0, 9892: 0, 9893: 0, 9894: 0, 9895: 0, 9896: 0, 9897: 0, 9769: 0, 9770: 0, 9771: 0, 9772: 0, 9773: 0, 9774: 0, 9752: 0, 9753: 0, 9754: 0, 9755: 0, 9756: 0, 9757: 0, 9695: 0, 9748: 0, 9749: 0, 9750: 0, 9751: 0, 9775: 0, 9776: 0, 9777: 0, 9778: 0, 9779: 0, 9640: 0, 9641: 0, 9642: 0, 9643: 0, 9644: 0, 9645: 0, 9702: 0, 9703: 0, 9704: 0, 9705: 0, 9706: 0, 9707: 80, 9557: 0, 9558: 0, 9559: 0, 9560: 20, 9561: 70, 9562: 80}),\n",
       "  'SCP': OrderBook(bids={9926: 0, 9925: 0, 9922: 0, 9924: 0, 9923: 0, 9921: 0, 9958: 0, 9957: 0, 9956: 0, 9955: 0, 9954: 0, 9953: 0, 9948: 0, 9947: 0, 9946: 0, 9945: 0, 9944: 0, 9943: 0, 9920: 0, 9919: 0, 9903: 0, 9902: 0, 9901: 0, 9900: 0, 9899: 0, 9898: 0, 9918: 0, 9917: 0, 9934: 0, 9933: 0, 9932: 0, 9931: 0, 9930: 0, 9929: 0, 9833: 0, 9832: 0, 9831: 0, 9830: 0, 9829: 0, 9828: 0, 9834: 0, 9791: 30, 9790: 40, 9789: 50, 9788: 60, 9787: 70, 9786: 80}, asks={9964: 0, 9965: 0, 9966: 0, 9967: 0, 9968: 0, 9969: 0, 9954: 0, 9955: 0, 9956: 0, 9957: 0, 9958: 0, 9959: 0, 9930: 0, 9931: 0, 9932: 0, 9933: 0, 9934: 0, 9935: 0, 9909: 0, 9910: 0, 9911: 0, 9912: 0, 9913: 0, 9914: 0, 9928: 0, 9929: 0, 9940: 0, 9941: 0, 9942: 0, 9943: 0, 9944: 0, 9945: 0, 9839: 0, 9840: 0, 9841: 0, 9842: 0, 9843: 0, 9844: 0, 9845: 80, 9797: 0, 9798: 0, 9799: 0, 9800: 0, 9801: 0, 9802: 0})},\n",
       " {'JMS': OrderBook(bids={}, asks={}),\n",
       "  'JAK': OrderBook(bids={9619: 0, 9617: 0, 9618: 0, 9615: 0, 9614: 0, 9616: 0, 9643: 0, 9642: 0, 9641: 0, 9640: 0, 9639: 0, 9638: 0, 9686: 0, 9685: 0, 9684: 0, 9683: 0, 9682: 0, 9681: 0, 9718: 0, 9717: 0, 9716: 0, 9715: 0, 9714: 0, 9713: 0, 9790: 0, 9789: 0, 9788: 0, 9787: 0, 9786: 0, 9785: 0, 9838: 0, 9837: 0, 9836: 0, 9835: 0, 9834: 0, 9833: 0, 9881: 0, 9880: 0, 9879: 0, 9878: 0, 9877: 0, 9876: 0, 9951: 0, 9950: 0, 9949: 0, 9948: 0, 9947: 0, 9946: 0, 9972: 0, 9971: 0, 9970: 0, 9969: 0, 9968: 0, 9967: 0, 9921: 30, 9920: 40, 9919: 50, 9918: 60, 9917: 70, 9916: 80}, asks={9649: 0, 9650: 0, 9651: 0, 9652: 0, 9653: 0, 9654: 0, 9692: 0, 9693: 0, 9694: 0, 9695: 0, 9696: 0, 9697: 0, 9724: 0, 9725: 0, 9726: 0, 9727: 0, 9728: 0, 9729: 0, 9796: 0, 9797: 0, 9798: 0, 9799: 0, 9800: 0, 9801: 0, 9844: 0, 9845: 0, 9846: 0, 9847: 0, 9848: 0, 9849: 0, 9887: 0, 9888: 0, 9889: 0, 9890: 0, 9891: 0, 9892: 0, 9957: 0, 9958: 0, 9959: 0, 9960: 0, 9961: 0, 9962: 0, 9978: 0, 9979: 0, 9980: 0, 9981: 0, 9982: 0, 9983: 80, 9927: 30, 9928: 40, 9929: 50, 9930: 60, 9931: 70, 9932: 80}),\n",
       "  'EPT': OrderBook(bids={10285: 0, 10284: 0, 10283: 0, 10282: 0, 10281: 0, 10280: 0, 10312: 0, 10311: 0, 10310: 0, 10309: 0, 10308: 0, 10307: 0, 10318: 0, 10317: 0, 10316: 0, 10315: 0, 10314: 0, 10313: 0, 10306: 0, 10305: 0, 10304: 0, 10322: 0, 10321: 0, 10320: 0, 10319: 0, 10266: 0, 10265: 0, 10264: 0, 10263: 0, 10262: 0, 10261: 0, 10166: 0, 10165: 0, 10164: 0, 10163: 0, 10162: 0, 10161: 0, 10040: 0, 10039: 0, 10038: 0, 10037: 0, 10036: 0, 10035: 0, 10007: 30, 10006: 40, 10005: 50, 10004: 60, 10003: 70, 10002: 80}, asks={10300: 0, 10291: 0, 10292: 0, 10293: 0, 10294: 0, 10295: 0, 10296: 0, 10318: 0, 10319: 0, 10320: 0, 10321: 0, 10322: 0, 10323: 0, 10324: 0, 10325: 0, 10326: 0, 10327: 0, 10328: 0, 10329: 0, 10315: 0, 10316: 0, 10317: 0, 10330: 0, 10331: 0, 10332: 0, 10333: 0, 10272: 0, 10273: 0, 10274: 0, 10275: 0, 10276: 0, 10277: 0, 10172: 0, 10173: 0, 10174: 0, 10175: 0, 10176: 0, 10177: 0, 10046: 0, 10047: 0, 10048: 0, 10049: 0, 10050: 0, 10051: 0, 10013: 0, 10014: 0, 10015: 0, 10016: 0, 10017: 0, 10018: 0}),\n",
       "  'DLO': OrderBook(bids={9385: 0, 9384: 0, 9382: 0, 9383: 0, 9380: 0, 9381: 0, 9378: 0, 9360: 0, 9359: 0, 9358: 0, 9357: 0, 9356: 0, 9355: 0, 9447: 0, 9446: 0, 9445: 0, 9444: 0, 9443: 0, 9442: 0, 9441: 0, 9440: 0, 9518: 0, 9517: 0, 9516: 0, 9515: 0, 9514: 0, 9513: 0, 9595: 0, 9594: 0, 9593: 0, 9592: 0, 9591: 0, 9590: 0, 9626: 0, 9625: 0, 9624: 0, 9623: 0, 9622: 0, 9621: 0, 9707: 0, 9706: 0, 9705: 0, 9704: 0, 9703: 0, 9702: 0, 9775: 0, 9774: 0, 9773: 0, 9772: 0, 9771: 0, 9770: 0, 9751: 30, 9750: 40, 9749: 50, 9748: 60, 9747: 70, 9746: 80}, asks={9391: 0, 9392: 0, 9394: -80, 9393: 0, 9395: 0, 9396: 0, 9366: 0, 9367: 0, 9368: 0, 9369: 0, 9370: 0, 9371: 0, 9453: 0, 9454: 0, 9455: 0, 9456: 0, 9457: 0, 9458: 0, 9451: 0, 9452: 0, 9524: 0, 9525: 0, 9526: 0, 9527: 0, 9528: 0, 9529: 0, 9601: 0, 9602: 0, 9603: 0, 9604: 0, 9605: 0, 9606: 0, 9632: 0, 9633: 0, 9634: 0, 9635: 0, 9636: 0, 9637: 0, 9713: 0, 9714: 0, 9715: 0, 9716: 0, 9717: 0, 9718: 0, 9618: 0, 9781: 0, 9782: 0, 9783: 0, 9784: 0, 9785: 0, 9786: 80, 9622: 0, 9757: 30, 9758: 40, 9759: 50, 9760: 60, 9761: 70, 9762: 80}),\n",
       "  'MKU': OrderBook(bids={9512: 0, 9510: 0, 9511: 0, 9508: 0, 9507: 0, 9509: 0, 9615: 0, 9614: 0, 9613: 0, 9612: 0, 9611: 0, 9610: 0, 9593: 0, 9592: 0, 9591: 0, 9590: 0, 9589: 0, 9588: 0, 9637: 0, 9636: 0, 9635: 0, 9634: 0, 9633: 0, 9632: 0, 9761: 0, 9760: 0, 9759: 0, 9758: 0, 9757: 0, 9756: 0, 9811: 0, 9810: 0, 9809: 0, 9808: 0, 9807: 0, 9806: 0, 9893: 0, 9892: 0, 9891: 0, 9890: 0, 9889: 0, 9888: 0, 10030: 0, 10029: 0, 10028: 0, 10027: 0, 10026: 0, 10025: 0, 10052: 0, 10051: 0, 10050: 0, 10049: 0, 10048: 0, 10047: 0, 9992: 30, 9991: 40, 9990: 50, 9989: 60, 9988: 70, 9987: 80, 10107: 0}, asks={9521: 0, 9522: 0, 9601: 0, 9523: 0, 9621: 0, 9622: 0, 9623: 0, 9624: 0, 9625: 0, 9626: 0, 9599: 0, 9600: 0, 9602: 0, 9603: 0, 9604: 0, 9643: 0, 9644: 0, 9645: 0, 9646: 0, 9647: 0, 9648: 0, 9767: 0, 9768: 0, 9769: 0, 9770: 0, 9771: 0, 9772: 0, 9817: 0, 9818: 0, 9819: 0, 9820: 0, 9821: 0, 9822: 0, 9899: 0, 9900: 0, 9901: 0, 9902: 0, 9903: 0, 9904: 0, 10036: 0, 10037: 0, 10038: 0, 10039: 0, 10040: 0, 10041: 0, 10058: 0, 10059: 0, 10060: 0, 10061: 0, 10062: 0, 10063: 0, 9998: 0, 9999: 0, 10000: 0, 10001: 0, 10002: 0, 10003: 0}),\n",
       "  'IGM': OrderBook(bids={10008: 0, 10007: 0, 10004: 0, 10006: 0, 10005: 0, 10003: 0, 10012: 0, 10011: 0, 10010: 0, 10009: 0, 10045: 0, 10044: 0, 10043: 0, 10042: 0, 10041: 0, 10040: 0, 10091: 0, 10090: 0, 10089: 0, 10088: 0, 10087: 0, 10086: 0, 10064: 0, 10063: 0, 10062: 0, 10061: 0, 10060: 0, 10059: 0, 10049: 0, 10048: 0, 10047: 0, 10046: 0, 9982: 0, 9981: 0, 9980: 0, 9979: 0, 9978: 0, 9977: 0, 10021: 0, 10020: 0, 10019: 0, 10018: 0, 10017: 0, 10016: 80, 10058: 0, 10057: 0, 10056: 0}, asks={10018: 0, 10019: 0, 10020: 0, 10021: 0, 10022: 0, 10023: 0, 10051: 0, 10052: 0, 10053: 0, 10054: 0, 10055: 0, 10056: 0, 10097: 0, 10098: 0, 10099: 0, 10100: 0, 10101: 0, 10102: 0, 10070: 60, 10071: 70, 10072: 80, 10073: 0, 10074: 0, 10075: 0, 10057: 0, 10058: 0, 10059: 0, 10060: 0, 9988: 0, 9989: 0, 9990: 0, 9991: 0, 9992: 0, 9993: 0, 10027: 0, 10028: 0, 10029: 0, 10030: 0, 10031: 0, 10032: 0, 10067: 30, 10068: 40, 10069: 50}),\n",
       "  'BRV': OrderBook(bids={9977: 0, 9911: 0, 9912: 0, 9907: 0, 9908: 0, 9910: 0, 9909: 0, 10008: 0, 10007: 0, 10006: 0, 10005: 0, 10004: 0, 10003: 0, 9886: 0, 9885: 0, 9884: 0, 9883: 0, 9882: 0, 9881: 0, 9763: 0, 9762: 0, 9761: 0, 9760: 0, 9759: 0, 9758: 0, 9746: 0, 9745: 0, 9744: 0, 9743: 0, 9742: 0, 9741: 0, 9740: 0, 9739: 0, 9738: 0, 9737: 0, 9768: 0, 9767: 0, 9766: 0, 9765: 0, 9764: 0, 9634: 0, 9633: 0, 9632: 0, 9631: 0, 9630: 0, 9629: 0, 9696: 0, 9695: 0, 9694: 0, 9693: 0, 9692: 0, 9691: 0, 9551: 30, 9550: 40, 9549: 50, 9548: 60, 9547: 70, 9546: 80}, asks={10014: 0, 10015: 0, 10016: 0, 10017: 0, 10018: 0, 10019: 0, 9892: 0, 9893: 0, 9894: 0, 9895: 0, 9896: 0, 9897: 0, 9769: 0, 9770: 0, 9771: 0, 9772: 0, 9773: 0, 9774: 0, 9752: 0, 9753: 0, 9754: 0, 9755: 0, 9756: 0, 9757: 0, 9695: 0, 9748: 0, 9749: 0, 9750: 0, 9751: 0, 9775: 0, 9776: 0, 9777: 0, 9778: 0, 9779: 0, 9640: 0, 9641: 0, 9642: 0, 9643: 0, 9644: 0, 9645: 0, 9702: 0, 9703: 0, 9704: 0, 9705: 0, 9706: 0, 9707: 80, 9557: 0, 9558: 0, 9559: 0, 9560: 20, 9561: 70, 9562: 80}),\n",
       "  'SCP': OrderBook(bids={9926: 0, 9925: 0, 9922: 0, 9924: 0, 9923: 0, 9921: 0, 9958: 0, 9957: 0, 9956: 0, 9955: 0, 9954: 0, 9953: 0, 9948: 0, 9947: 0, 9946: 0, 9945: 0, 9944: 0, 9943: 0, 9920: 0, 9919: 0, 9903: 0, 9902: 0, 9901: 0, 9900: 0, 9899: 0, 9898: 0, 9918: 0, 9917: 0, 9934: 0, 9933: 0, 9932: 0, 9931: 0, 9930: 0, 9929: 0, 9833: 0, 9832: 0, 9831: 0, 9830: 0, 9829: 0, 9828: 0, 9834: 0, 9791: 30, 9790: 40, 9789: 50, 9788: 60, 9787: 70, 9786: 80}, asks={9964: 0, 9965: 0, 9966: 0, 9967: 0, 9968: 0, 9969: 0, 9954: 0, 9955: 0, 9956: 0, 9957: 0, 9958: 0, 9959: 0, 9930: 0, 9931: 0, 9932: 0, 9933: 0, 9934: 0, 9935: 0, 9909: 0, 9910: 0, 9911: 0, 9912: 0, 9913: 0, 9914: 0, 9928: 0, 9929: 0, 9940: 0, 9941: 0, 9942: 0, 9943: 0, 9944: 0, 9945: 0, 9839: 0, 9840: 0, 9841: 0, 9842: 0, 9843: 0, 9844: 0, 9845: 80, 9797: 0, 9798: 0, 9799: 0, 9800: 0, 9801: 0, 9802: 0})},\n",
       " {'JMS': OrderBook(bids={}, asks={}),\n",
       "  'JAK': OrderBook(bids={9619: 0, 9617: 0, 9618: 0, 9615: 0, 9614: 0, 9616: 0, 9643: 0, 9642: 0, 9641: 0, 9640: 0, 9639: 0, 9638: 0, 9686: 0, 9685: 0, 9684: 0, 9683: 0, 9682: 0, 9681: 0, 9718: 0, 9717: 0, 9716: 0, 9715: 0, 9714: 0, 9713: 0, 9790: 0, 9789: 0, 9788: 0, 9787: 0, 9786: 0, 9785: 0, 9838: 0, 9837: 0, 9836: 0, 9835: 0, 9834: 0, 9833: 0, 9881: 0, 9880: 0, 9879: 0, 9878: 0, 9877: 0, 9876: 0, 9951: 0, 9950: 0, 9949: 0, 9948: 0, 9947: 0, 9946: 0, 9972: 0, 9971: 0, 9970: 0, 9969: 0, 9968: 0, 9967: 0, 9921: 30, 9920: 40, 9919: 50, 9918: 60, 9917: 70, 9916: 80}, asks={9649: 0, 9650: 0, 9651: 0, 9652: 0, 9653: 0, 9654: 0, 9692: 0, 9693: 0, 9694: 0, 9695: 0, 9696: 0, 9697: 0, 9724: 0, 9725: 0, 9726: 0, 9727: 0, 9728: 0, 9729: 0, 9796: 0, 9797: 0, 9798: 0, 9799: 0, 9800: 0, 9801: 0, 9844: 0, 9845: 0, 9846: 0, 9847: 0, 9848: 0, 9849: 0, 9887: 0, 9888: 0, 9889: 0, 9890: 0, 9891: 0, 9892: 0, 9957: 0, 9958: 0, 9959: 0, 9960: 0, 9961: 0, 9962: 0, 9978: 0, 9979: 0, 9980: 0, 9981: 0, 9982: 0, 9983: 80, 9927: 30, 9928: 40, 9929: 50, 9930: 60, 9931: 70, 9932: 80}),\n",
       "  'EPT': OrderBook(bids={10285: 0, 10284: 0, 10283: 0, 10282: 0, 10281: 0, 10280: 0, 10312: 0, 10311: 0, 10310: 0, 10309: 0, 10308: 0, 10307: 0, 10318: 0, 10317: 0, 10316: 0, 10315: 0, 10314: 0, 10313: 0, 10306: 0, 10305: 0, 10304: 0, 10322: 0, 10321: 0, 10320: 0, 10319: 0, 10266: 0, 10265: 0, 10264: 0, 10263: 0, 10262: 0, 10261: 0, 10166: 0, 10165: 0, 10164: 0, 10163: 0, 10162: 0, 10161: 0, 10040: 0, 10039: 0, 10038: 0, 10037: 0, 10036: 0, 10035: 0, 10007: 30, 10006: 40, 10005: 50, 10004: 60, 10003: 70, 10002: 80}, asks={10300: 0, 10291: 0, 10292: 0, 10293: 0, 10294: 0, 10295: 0, 10296: 0, 10318: 0, 10319: 0, 10320: 0, 10321: 0, 10322: 0, 10323: 0, 10324: 0, 10325: 0, 10326: 0, 10327: 0, 10328: 0, 10329: 0, 10315: 0, 10316: 0, 10317: 0, 10330: 0, 10331: 0, 10332: 0, 10333: 0, 10272: 0, 10273: 0, 10274: 0, 10275: 0, 10276: 0, 10277: 0, 10172: 0, 10173: 0, 10174: 0, 10175: 0, 10176: 0, 10177: 0, 10046: 0, 10047: 0, 10048: 0, 10049: 0, 10050: 0, 10051: 0, 10013: 0, 10014: 0, 10015: 0, 10016: 0, 10017: 0, 10018: 0}),\n",
       "  'DLO': OrderBook(bids={9385: 0, 9384: 0, 9382: 0, 9383: 0, 9380: 0, 9381: 0, 9378: 0, 9360: 0, 9359: 0, 9358: 0, 9357: 0, 9356: 0, 9355: 0, 9447: 0, 9446: 0, 9445: 0, 9444: 0, 9443: 0, 9442: 0, 9441: 0, 9440: 0, 9518: 0, 9517: 0, 9516: 0, 9515: 0, 9514: 0, 9513: 0, 9595: 0, 9594: 0, 9593: 0, 9592: 0, 9591: 0, 9590: 0, 9626: 0, 9625: 0, 9624: 0, 9623: 0, 9622: 0, 9621: 0, 9707: 0, 9706: 0, 9705: 0, 9704: 0, 9703: 0, 9702: 0, 9775: 0, 9774: 0, 9773: 0, 9772: 0, 9771: 0, 9770: 0, 9751: 30, 9750: 40, 9749: 50, 9748: 60, 9747: 70, 9746: 80}, asks={9391: 0, 9392: 0, 9394: -80, 9393: 0, 9395: 0, 9396: 0, 9366: 0, 9367: 0, 9368: 0, 9369: 0, 9370: 0, 9371: 0, 9453: 0, 9454: 0, 9455: 0, 9456: 0, 9457: 0, 9458: 0, 9451: 0, 9452: 0, 9524: 0, 9525: 0, 9526: 0, 9527: 0, 9528: 0, 9529: 0, 9601: 0, 9602: 0, 9603: 0, 9604: 0, 9605: 0, 9606: 0, 9632: 0, 9633: 0, 9634: 0, 9635: 0, 9636: 0, 9637: 0, 9713: 0, 9714: 0, 9715: 0, 9716: 0, 9717: 0, 9718: 0, 9618: 0, 9781: 0, 9782: 0, 9783: 0, 9784: 0, 9785: 0, 9786: 80, 9622: 0, 9757: 30, 9758: 40, 9759: 50, 9760: 60, 9761: 70, 9762: 80}),\n",
       "  'MKU': OrderBook(bids={9512: 0, 9510: 0, 9511: 0, 9508: 0, 9507: 0, 9509: 0, 9615: 0, 9614: 0, 9613: 0, 9612: 0, 9611: 0, 9610: 0, 9593: 0, 9592: 0, 9591: 0, 9590: 0, 9589: 0, 9588: 0, 9637: 0, 9636: 0, 9635: 0, 9634: 0, 9633: 0, 9632: 0, 9761: 0, 9760: 0, 9759: 0, 9758: 0, 9757: 0, 9756: 0, 9811: 0, 9810: 0, 9809: 0, 9808: 0, 9807: 0, 9806: 0, 9893: 0, 9892: 0, 9891: 0, 9890: 0, 9889: 0, 9888: 0, 10030: 0, 10029: 0, 10028: 0, 10027: 0, 10026: 0, 10025: 0, 10052: 0, 10051: 0, 10050: 0, 10049: 0, 10048: 0, 10047: 0, 9992: 30, 9991: 40, 9990: 50, 9989: 60, 9988: 70, 9987: 80, 10107: 0}, asks={9521: 0, 9522: 0, 9601: 0, 9523: 0, 9621: 0, 9622: 0, 9623: 0, 9624: 0, 9625: 0, 9626: 0, 9599: 0, 9600: 0, 9602: 0, 9603: 0, 9604: 0, 9643: 0, 9644: 0, 9645: 0, 9646: 0, 9647: 0, 9648: 0, 9767: 0, 9768: 0, 9769: 0, 9770: 0, 9771: 0, 9772: 0, 9817: 0, 9818: 0, 9819: 0, 9820: 0, 9821: 0, 9822: 0, 9899: 0, 9900: 0, 9901: 0, 9902: 0, 9903: 0, 9904: 0, 10036: 0, 10037: 0, 10038: 0, 10039: 0, 10040: 0, 10041: 0, 10058: 0, 10059: 0, 10060: 0, 10061: 0, 10062: 0, 10063: 0, 9998: 0, 9999: 0, 10000: 0, 10001: 0, 10002: 0, 10003: 0}),\n",
       "  'IGM': OrderBook(bids={10008: 0, 10007: 0, 10004: 0, 10006: 0, 10005: 0, 10003: 0, 10012: 0, 10011: 0, 10010: 0, 10009: 0, 10045: 0, 10044: 0, 10043: 0, 10042: 0, 10041: 0, 10040: 0, 10091: 0, 10090: 0, 10089: 0, 10088: 0, 10087: 0, 10086: 0, 10064: 0, 10063: 0, 10062: 0, 10061: 0, 10060: 0, 10059: 0, 10049: 0, 10048: 0, 10047: 0, 10046: 0, 9982: 0, 9981: 0, 9980: 0, 9979: 0, 9978: 0, 9977: 0, 10021: 0, 10020: 0, 10019: 0, 10018: 0, 10017: 0, 10016: 80, 10058: 0, 10057: 0, 10056: 0}, asks={10018: 0, 10019: 0, 10020: 0, 10021: 0, 10022: 0, 10023: 0, 10051: 0, 10052: 0, 10053: 0, 10054: 0, 10055: 0, 10056: 0, 10097: 0, 10098: 0, 10099: 0, 10100: 0, 10101: 0, 10102: 0, 10070: 60, 10071: 70, 10072: 80, 10073: 0, 10074: 0, 10075: 0, 10057: 0, 10058: 0, 10059: 0, 10060: 0, 9988: 0, 9989: 0, 9990: 0, 9991: 0, 9992: 0, 9993: 0, 10027: 0, 10028: 0, 10029: 0, 10030: 0, 10031: 0, 10032: 0, 10067: 30, 10068: 40, 10069: 50}),\n",
       "  'BRV': OrderBook(bids={9977: 0, 9911: 0, 9912: 0, 9907: 0, 9908: 0, 9910: 0, 9909: 0, 10008: 0, 10007: 0, 10006: 0, 10005: 0, 10004: 0, 10003: 0, 9886: 0, 9885: 0, 9884: 0, 9883: 0, 9882: 0, 9881: 0, 9763: 0, 9762: 0, 9761: 0, 9760: 0, 9759: 0, 9758: 0, 9746: 0, 9745: 0, 9744: 0, 9743: 0, 9742: 0, 9741: 0, 9740: 0, 9739: 0, 9738: 0, 9737: 0, 9768: 0, 9767: 0, 9766: 0, 9765: 0, 9764: 0, 9634: 0, 9633: 0, 9632: 0, 9631: 0, 9630: 0, 9629: 0, 9696: 0, 9695: 0, 9694: 0, 9693: 0, 9692: 0, 9691: 0, 9551: 30, 9550: 40, 9549: 50, 9548: 60, 9547: 70, 9546: 80}, asks={10014: 0, 10015: 0, 10016: 0, 10017: 0, 10018: 0, 10019: 0, 9892: 0, 9893: 0, 9894: 0, 9895: 0, 9896: 0, 9897: 0, 9769: 0, 9770: 0, 9771: 0, 9772: 0, 9773: 0, 9774: 0, 9752: 0, 9753: 0, 9754: 0, 9755: 0, 9756: 0, 9757: 0, 9695: 0, 9748: 0, 9749: 0, 9750: 0, 9751: 0, 9775: 0, 9776: 0, 9777: 0, 9778: 0, 9779: 0, 9640: 0, 9641: 0, 9642: 0, 9643: 0, 9644: 0, 9645: 0, 9702: 0, 9703: 0, 9704: 0, 9705: 0, 9706: 0, 9707: 80, 9557: 0, 9558: 0, 9559: 0, 9560: 20, 9561: 70, 9562: 80}),\n",
       "  'SCP': OrderBook(bids={9926: 0, 9925: 0, 9922: 0, 9924: 0, 9923: 0, 9921: 0, 9958: 0, 9957: 0, 9956: 0, 9955: 0, 9954: 0, 9953: 0, 9948: 0, 9947: 0, 9946: 0, 9945: 0, 9944: 0, 9943: 0, 9920: 0, 9919: 0, 9903: 0, 9902: 0, 9901: 0, 9900: 0, 9899: 0, 9898: 0, 9918: 0, 9917: 0, 9934: 0, 9933: 0, 9932: 0, 9931: 0, 9930: 0, 9929: 0, 9833: 0, 9832: 0, 9831: 0, 9830: 0, 9829: 0, 9828: 0, 9834: 0, 9791: 30, 9790: 40, 9789: 50, 9788: 60, 9787: 70, 9786: 80}, asks={9964: 0, 9965: 0, 9966: 0, 9967: 0, 9968: 0, 9969: 0, 9954: 0, 9955: 0, 9956: 0, 9957: 0, 9958: 0, 9959: 0, 9930: 0, 9931: 0, 9932: 0, 9933: 0, 9934: 0, 9935: 0, 9909: 0, 9910: 0, 9911: 0, 9912: 0, 9913: 0, 9914: 0, 9928: 0, 9929: 0, 9940: 0, 9941: 0, 9942: 0, 9943: 0, 9944: 0, 9945: 0, 9839: 0, 9840: 0, 9841: 0, 9842: 0, 9843: 0, 9844: 0, 9845: 80, 9797: 0, 9798: 0, 9799: 0, 9800: 0, 9801: 0, 9802: 0})},\n",
       " {'JMS': OrderBook(bids={}, asks={}),\n",
       "  'JAK': OrderBook(bids={9619: 0, 9617: 0, 9618: 0, 9615: 0, 9614: 0, 9616: 0, 9643: 0, 9642: 0, 9641: 0, 9640: 0, 9639: 0, 9638: 0, 9686: 0, 9685: 0, 9684: 0, 9683: 0, 9682: 0, 9681: 0, 9718: 0, 9717: 0, 9716: 0, 9715: 0, 9714: 0, 9713: 0, 9790: 0, 9789: 0, 9788: 0, 9787: 0, 9786: 0, 9785: 0, 9838: 0, 9837: 0, 9836: 0, 9835: 0, 9834: 0, 9833: 0, 9881: 0, 9880: 0, 9879: 0, 9878: 0, 9877: 0, 9876: 0, 9951: 0, 9950: 0, 9949: 0, 9948: 0, 9947: 0, 9946: 0, 9972: 0, 9971: 0, 9970: 0, 9969: 0, 9968: 0, 9967: 0, 9921: 30, 9920: 40, 9919: 50, 9918: 60, 9917: 70, 9916: 80}, asks={9649: 0, 9650: 0, 9651: 0, 9652: 0, 9653: 0, 9654: 0, 9692: 0, 9693: 0, 9694: 0, 9695: 0, 9696: 0, 9697: 0, 9724: 0, 9725: 0, 9726: 0, 9727: 0, 9728: 0, 9729: 0, 9796: 0, 9797: 0, 9798: 0, 9799: 0, 9800: 0, 9801: 0, 9844: 0, 9845: 0, 9846: 0, 9847: 0, 9848: 0, 9849: 0, 9887: 0, 9888: 0, 9889: 0, 9890: 0, 9891: 0, 9892: 0, 9957: 0, 9958: 0, 9959: 0, 9960: 0, 9961: 0, 9962: 0, 9978: 0, 9979: 0, 9980: 0, 9981: 0, 9982: 0, 9983: 80, 9927: 30, 9928: 40, 9929: 50, 9930: 60, 9931: 70, 9932: 80}),\n",
       "  'EPT': OrderBook(bids={10285: 0, 10284: 0, 10283: 0, 10282: 0, 10281: 0, 10280: 0, 10312: 0, 10311: 0, 10310: 0, 10309: 0, 10308: 0, 10307: 0, 10318: 0, 10317: 0, 10316: 0, 10315: 0, 10314: 0, 10313: 0, 10306: 0, 10305: 0, 10304: 0, 10322: 0, 10321: 0, 10320: 0, 10319: 0, 10266: 0, 10265: 0, 10264: 0, 10263: 0, 10262: 0, 10261: 0, 10166: 0, 10165: 0, 10164: 0, 10163: 0, 10162: 0, 10161: 0, 10040: 0, 10039: 0, 10038: 0, 10037: 0, 10036: 0, 10035: 0, 10007: 30, 10006: 40, 10005: 50, 10004: 60, 10003: 70, 10002: 80}, asks={10300: 0, 10291: 0, 10292: 0, 10293: 0, 10294: 0, 10295: 0, 10296: 0, 10318: 0, 10319: 0, 10320: 0, 10321: 0, 10322: 0, 10323: 0, 10324: 0, 10325: 0, 10326: 0, 10327: 0, 10328: 0, 10329: 0, 10315: 0, 10316: 0, 10317: 0, 10330: 0, 10331: 0, 10332: 0, 10333: 0, 10272: 0, 10273: 0, 10274: 0, 10275: 0, 10276: 0, 10277: 0, 10172: 0, 10173: 0, 10174: 0, 10175: 0, 10176: 0, 10177: 0, 10046: 0, 10047: 0, 10048: 0, 10049: 0, 10050: 0, 10051: 0, 10013: 0, 10014: 0, 10015: 0, 10016: 0, 10017: 0, 10018: 0}),\n",
       "  'DLO': OrderBook(bids={9385: 0, 9384: 0, 9382: 0, 9383: 0, 9380: 0, 9381: 0, 9378: 0, 9360: 0, 9359: 0, 9358: 0, 9357: 0, 9356: 0, 9355: 0, 9447: 0, 9446: 0, 9445: 0, 9444: 0, 9443: 0, 9442: 0, 9441: 0, 9440: 0, 9518: 0, 9517: 0, 9516: 0, 9515: 0, 9514: 0, 9513: 0, 9595: 0, 9594: 0, 9593: 0, 9592: 0, 9591: 0, 9590: 0, 9626: 0, 9625: 0, 9624: 0, 9623: 0, 9622: 0, 9621: 0, 9707: 0, 9706: 0, 9705: 0, 9704: 0, 9703: 0, 9702: 0, 9775: 0, 9774: 0, 9773: 0, 9772: 0, 9771: 0, 9770: 0, 9751: 30, 9750: 40, 9749: 50, 9748: 60, 9747: 70, 9746: 80}, asks={9391: 0, 9392: 0, 9394: -80, 9393: 0, 9395: 0, 9396: 0, 9366: 0, 9367: 0, 9368: 0, 9369: 0, 9370: 0, 9371: 0, 9453: 0, 9454: 0, 9455: 0, 9456: 0, 9457: 0, 9458: 0, 9451: 0, 9452: 0, 9524: 0, 9525: 0, 9526: 0, 9527: 0, 9528: 0, 9529: 0, 9601: 0, 9602: 0, 9603: 0, 9604: 0, 9605: 0, 9606: 0, 9632: 0, 9633: 0, 9634: 0, 9635: 0, 9636: 0, 9637: 0, 9713: 0, 9714: 0, 9715: 0, 9716: 0, 9717: 0, 9718: 0, 9618: 0, 9781: 0, 9782: 0, 9783: 0, 9784: 0, 9785: 0, 9786: 80, 9622: 0, 9757: 30, 9758: 40, 9759: 50, 9760: 60, 9761: 70, 9762: 80}),\n",
       "  'MKU': OrderBook(bids={9512: 0, 9510: 0, 9511: 0, 9508: 0, 9507: 0, 9509: 0, 9615: 0, 9614: 0, 9613: 0, 9612: 0, 9611: 0, 9610: 0, 9593: 0, 9592: 0, 9591: 0, 9590: 0, 9589: 0, 9588: 0, 9637: 0, 9636: 0, 9635: 0, 9634: 0, 9633: 0, 9632: 0, 9761: 0, 9760: 0, 9759: 0, 9758: 0, 9757: 0, 9756: 0, 9811: 0, 9810: 0, 9809: 0, 9808: 0, 9807: 0, 9806: 0, 9893: 0, 9892: 0, 9891: 0, 9890: 0, 9889: 0, 9888: 0, 10030: 0, 10029: 0, 10028: 0, 10027: 0, 10026: 0, 10025: 0, 10052: 0, 10051: 0, 10050: 0, 10049: 0, 10048: 0, 10047: 0, 9992: 30, 9991: 40, 9990: 50, 9989: 60, 9988: 70, 9987: 80, 10107: 0}, asks={9521: 0, 9522: 0, 9601: 0, 9523: 0, 9621: 0, 9622: 0, 9623: 0, 9624: 0, 9625: 0, 9626: 0, 9599: 0, 9600: 0, 9602: 0, 9603: 0, 9604: 0, 9643: 0, 9644: 0, 9645: 0, 9646: 0, 9647: 0, 9648: 0, 9767: 0, 9768: 0, 9769: 0, 9770: 0, 9771: 0, 9772: 0, 9817: 0, 9818: 0, 9819: 0, 9820: 0, 9821: 0, 9822: 0, 9899: 0, 9900: 0, 9901: 0, 9902: 0, 9903: 0, 9904: 0, 10036: 0, 10037: 0, 10038: 0, 10039: 0, 10040: 0, 10041: 0, 10058: 0, 10059: 0, 10060: 0, 10061: 0, 10062: 0, 10063: 0, 9998: 0, 9999: 0, 10000: 0, 10001: 0, 10002: 0, 10003: 0}),\n",
       "  'IGM': OrderBook(bids={10008: 0, 10007: 0, 10004: 0, 10006: 0, 10005: 0, 10003: 0, 10012: 0, 10011: 0, 10010: 0, 10009: 0, 10045: 0, 10044: 0, 10043: 0, 10042: 0, 10041: 0, 10040: 0, 10091: 0, 10090: 0, 10089: 0, 10088: 0, 10087: 0, 10086: 0, 10064: 0, 10063: 0, 10062: 0, 10061: 0, 10060: 0, 10059: 0, 10049: 0, 10048: 0, 10047: 0, 10046: 0, 9982: 0, 9981: 0, 9980: 0, 9979: 0, 9978: 0, 9977: 0, 10021: 0, 10020: 0, 10019: 0, 10018: 0, 10017: 0, 10016: 80, 10058: 0, 10057: 0, 10056: 0}, asks={10018: 0, 10019: 0, 10020: 0, 10021: 0, 10022: 0, 10023: 0, 10051: 0, 10052: 0, 10053: 0, 10054: 0, 10055: 0, 10056: 0, 10097: 0, 10098: 0, 10099: 0, 10100: 0, 10101: 0, 10102: 0, 10070: 60, 10071: 70, 10072: 80, 10073: 0, 10074: 0, 10075: 0, 10057: 0, 10058: 0, 10059: 0, 10060: 0, 9988: 0, 9989: 0, 9990: 0, 9991: 0, 9992: 0, 9993: 0, 10027: 0, 10028: 0, 10029: 0, 10030: 0, 10031: 0, 10032: 0, 10067: 30, 10068: 40, 10069: 50}),\n",
       "  'BRV': OrderBook(bids={9977: 0, 9911: 0, 9912: 0, 9907: 0, 9908: 0, 9910: 0, 9909: 0, 10008: 0, 10007: 0, 10006: 0, 10005: 0, 10004: 0, 10003: 0, 9886: 0, 9885: 0, 9884: 0, 9883: 0, 9882: 0, 9881: 0, 9763: 0, 9762: 0, 9761: 0, 9760: 0, 9759: 0, 9758: 0, 9746: 0, 9745: 0, 9744: 0, 9743: 0, 9742: 0, 9741: 0, 9740: 0, 9739: 0, 9738: 0, 9737: 0, 9768: 0, 9767: 0, 9766: 0, 9765: 0, 9764: 0, 9634: 0, 9633: 0, 9632: 0, 9631: 0, 9630: 0, 9629: 0, 9696: 0, 9695: 0, 9694: 0, 9693: 0, 9692: 0, 9691: 0, 9551: 30, 9550: 40, 9549: 50, 9548: 60, 9547: 70, 9546: 80}, asks={10014: 0, 10015: 0, 10016: 0, 10017: 0, 10018: 0, 10019: 0, 9892: 0, 9893: 0, 9894: 0, 9895: 0, 9896: 0, 9897: 0, 9769: 0, 9770: 0, 9771: 0, 9772: 0, 9773: 0, 9774: 0, 9752: 0, 9753: 0, 9754: 0, 9755: 0, 9756: 0, 9757: 0, 9695: 0, 9748: 0, 9749: 0, 9750: 0, 9751: 0, 9775: 0, 9776: 0, 9777: 0, 9778: 0, 9779: 0, 9640: 0, 9641: 0, 9642: 0, 9643: 0, 9644: 0, 9645: 0, 9702: 0, 9703: 0, 9704: 0, 9705: 0, 9706: 0, 9707: 80, 9557: 0, 9558: 0, 9559: 0, 9560: 20, 9561: 70, 9562: 80}),\n",
       "  'SCP': OrderBook(bids={9926: 0, 9925: 0, 9922: 0, 9924: 0, 9923: 0, 9921: 0, 9958: 0, 9957: 0, 9956: 0, 9955: 0, 9954: 0, 9953: 0, 9948: 0, 9947: 0, 9946: 0, 9945: 0, 9944: 0, 9943: 0, 9920: 0, 9919: 0, 9903: 0, 9902: 0, 9901: 0, 9900: 0, 9899: 0, 9898: 0, 9918: 0, 9917: 0, 9934: 0, 9933: 0, 9932: 0, 9931: 0, 9930: 0, 9929: 0, 9833: 0, 9832: 0, 9831: 0, 9830: 0, 9829: 0, 9828: 0, 9834: 0, 9791: 30, 9790: 40, 9789: 50, 9788: 60, 9787: 70, 9786: 80}, asks={9964: 0, 9965: 0, 9966: 0, 9967: 0, 9968: 0, 9969: 0, 9954: 0, 9955: 0, 9956: 0, 9957: 0, 9958: 0, 9959: 0, 9930: 0, 9931: 0, 9932: 0, 9933: 0, 9934: 0, 9935: 0, 9909: 0, 9910: 0, 9911: 0, 9912: 0, 9913: 0, 9914: 0, 9928: 0, 9929: 0, 9940: 0, 9941: 0, 9942: 0, 9943: 0, 9944: 0, 9945: 0, 9839: 0, 9840: 0, 9841: 0, 9842: 0, 9843: 0, 9844: 0, 9845: 80, 9797: 0, 9798: 0, 9799: 0, 9800: 0, 9801: 0, 9802: 0})}]"
      ]
     },
     "execution_count": 2,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "log"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Case 1\n",
    "\n",
    "Way to keep track of the order book, our open orders\n",
    "1. Analyse the statistics? Mean reverting, trend following, this feeds into the fair value. \n",
    "\n",
    "Way to compute the fair value based on the order book\n",
    "1. Straightforward: average of best bid, best ask \n",
    "2. 2nd level: more bid vol than ask, likely to go up, vice versa\n",
    "3. ML techniques (order book at t) -> (order book at t+1)\n",
    "\n",
    "Trading strategy (Jerry, Menon)\n",
    "1. Penny bid $1 above the best bid, $1 below the best ask (or even $2) \n",
    "2. Different levels of penny bidding (1,2,3,4)\n",
    "3. To compensate for informed trading, use fade \n",
    "4. Parameters: fair value, edge, fade, size and slack"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "import scipy.stats as stats\n",
    "import numpy as np\n",
    "import matplotlib.pyplot as plt"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "    }\n",
       "\n",
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       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>EPT</th>\n",
       "      <th>DLO</th>\n",
       "      <th>MKU</th>\n",
       "      <th>IGM</th>\n",
       "      <th>BRV</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>3882</td>\n",
       "      <td>4744</td>\n",
       "      <td>4189</td>\n",
       "      <td>6808</td>\n",
       "      <td>4592</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>4958</td>\n",
       "      <td>5282</td>\n",
       "      <td>5408</td>\n",
       "      <td>5570</td>\n",
       "      <td>5612</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>4298</td>\n",
       "      <td>4778</td>\n",
       "      <td>4802</td>\n",
       "      <td>5300</td>\n",
       "      <td>5221</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>5056</td>\n",
       "      <td>5097</td>\n",
       "      <td>5216</td>\n",
       "      <td>5112</td>\n",
       "      <td>5264</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>4928</td>\n",
       "      <td>5157</td>\n",
       "      <td>5441</td>\n",
       "      <td>5690</td>\n",
       "      <td>5642</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>247</th>\n",
       "      <td>4878</td>\n",
       "      <td>5566</td>\n",
       "      <td>6090</td>\n",
       "      <td>6173</td>\n",
       "      <td>6626</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>248</th>\n",
       "      <td>3956</td>\n",
       "      <td>4720</td>\n",
       "      <td>4454</td>\n",
       "      <td>6186</td>\n",
       "      <td>4938</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>249</th>\n",
       "      <td>4706</td>\n",
       "      <td>4854</td>\n",
       "      <td>5030</td>\n",
       "      <td>4676</td>\n",
       "      <td>5270</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>250</th>\n",
       "      <td>5218</td>\n",
       "      <td>5191</td>\n",
       "      <td>5254</td>\n",
       "      <td>5269</td>\n",
       "      <td>5194</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>251</th>\n",
       "      <td>4118</td>\n",
       "      <td>5226</td>\n",
       "      <td>5514</td>\n",
       "      <td>6867</td>\n",
       "      <td>6318</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>252 rows × 5 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "      EPT   DLO   MKU   IGM   BRV\n",
       "0    3882  4744  4189  6808  4592\n",
       "1    4958  5282  5408  5570  5612\n",
       "2    4298  4778  4802  5300  5221\n",
       "3    5056  5097  5216  5112  5264\n",
       "4    4928  5157  5441  5690  5642\n",
       "..    ...   ...   ...   ...   ...\n",
       "247  4878  5566  6090  6173  6626\n",
       "248  3956  4720  4454  6186  4938\n",
       "249  4706  4854  5030  4676  5270\n",
       "250  5218  5191  5254  5269  5194\n",
       "251  4118  5226  5514  6867  6318\n",
       "\n",
       "[252 rows x 5 columns]"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df = pd.read_csv(\"Case1_Historical.csv\")[['EPT', 'DLO', 'MKU', 'IGM', 'BRV']]\n",
    "df  "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "EPT    4705.341270\n",
       "DLO    4951.623016\n",
       "MKU    4987.138889\n",
       "IGM    5691.936508\n",
       "BRV    5153.198413\n",
       "dtype: float64"
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "fair_values = df.mean()\n",
    "fair_values"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>EPT</th>\n",
       "      <th>DLO</th>\n",
       "      <th>MKU</th>\n",
       "      <th>IGM</th>\n",
       "      <th>BRV</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>EPT</th>\n",
       "      <td>1.000000</td>\n",
       "      <td>-0.110070</td>\n",
       "      <td>0.032335</td>\n",
       "      <td>-0.812085</td>\n",
       "      <td>-0.353297</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>DLO</th>\n",
       "      <td>-0.110070</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.885489</td>\n",
       "      <td>0.433780</td>\n",
       "      <td>0.883668</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>MKU</th>\n",
       "      <td>0.032335</td>\n",
       "      <td>0.885489</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.300479</td>\n",
       "      <td>0.922402</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>IGM</th>\n",
       "      <td>-0.812085</td>\n",
       "      <td>0.433780</td>\n",
       "      <td>0.300479</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.579312</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>BRV</th>\n",
       "      <td>-0.353297</td>\n",
       "      <td>0.883668</td>\n",
       "      <td>0.922402</td>\n",
       "      <td>0.579312</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "          EPT       DLO       MKU       IGM       BRV\n",
       "EPT  1.000000 -0.110070  0.032335 -0.812085 -0.353297\n",
       "DLO -0.110070  1.000000  0.885489  0.433780  0.883668\n",
       "MKU  0.032335  0.885489  1.000000  0.300479  0.922402\n",
       "IGM -0.812085  0.433780  0.300479  1.000000  0.579312\n",
       "BRV -0.353297  0.883668  0.922402  0.579312  1.000000"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "returns = (df - 5000) / 5000 \n",
    "returns\n",
    "correlation_matrix = df.corr()\n",
    "correlation_matrix\n",
    "\n",
    "# estimation of the correlations \n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "The best fitting distribution is norm\n"
     ]
    }
   ],
   "source": [
    "\n",
    "# Assuming 'data' is your histogram data\n",
    "data = np.log(df['BRV'])\n",
    "\n",
    "# List of distributions to try\n",
    "distributions = [stats.norm, stats.expon, stats.lognorm]\n",
    "\n",
    "# Fit each distribution and store the sum of squared errors\n",
    "sse = {}\n",
    "for dist in distributions:\n",
    "    params = dist.fit(data)\n",
    "    sse[dist.name] = np.sum((data - dist(*params).rvs(len(data)))**2)\n",
    "\n",
    "# Find the distribution with the lowest sum of squared errors\n",
    "best_fit = min(sse, key=sse.get)\n",
    "\n",
    "print(f\"The best fitting distribution is {best_fit}\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "<Axes: >"
      ]
     },
     "execution_count": 29,
     "metadata": {},
     "output_type": "execute_result"
    },
    {
     "data": {
      "image/png": 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",
      "text/plain": [
       "<Figure size 640x480 with 1 Axes>"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "x = np.log(df['BRV'])\n",
    "x.hist(bins = 20)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Prices follow a log normal distribution."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 31,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "['JMS', 'JAK', 'EPT', 'DLO', 'MKU', 'IGM', 'BRV', 'SCP']"
      ]
     },
     "execution_count": 31,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from typing import Optional\n",
    "\n",
    "from xchangelib import xchange_client\n",
    "import asyncio\n",
    "\n",
    "xchange_client.SYMBOLS"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
 "metadata": {
  "kernelspec": {
   "display_name": "trading",
   "language": "python",
   "name": "python3"
  },
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 3
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
   "version": "3.12.2"
  }
 },
 "nbformat": 4,
 "nbformat_minor": 2
}