Python How To Iterate Over Nested Dictionary And Change Values?

I have data that looks as follows {'exchange1': [{'price': 9656.04, 'side': 'bid', 'size': 0.16, 'timestamp': 1589504786}, {'price': 9653.97, 'side': 'ask', 'size':

Solution 1:

You could use a dict here to hold the price multipliers, and iterate through all orders with nested for loops.

exchanges = {
    'exchange1': [{'price': 9656.04, 'side': 'bid', 'size': 0.16, 'timestamp': 1589504786},
                  {'price': 9653.97, 'side': 'ask', 'size': 0.021, 'timestamp': 1589504786}],
    'exchange2': [{'price': 9755.3, 'side': 'bid', 'size': 27.0, 'timestamp': 1589504799},
                  {'price': 9728.0, 'side': 'bid', 'size': 1.0, 'timestamp': 1589504799}]
}

price_multipliers = {
    'bid': 0.99,
    'ask': 1.01
}

forordersin exchanges.values():
    fororderin orders:
        order["price"] *= price_multipliers[order["side"]]

Solution 2:

The way to do this as a comprehension would be:

{k: [
    {**order, 'price': (
        order['price'] * 0.99if order['side'] == 'ask' 
        else order['price'] * 1.01
    )}
    fororderin exchange
] fork, exchange in exchanges.items()}

Solution 3:

I am quite new to python so forgive me if I am doing this wrong:

def iterFunc(dic,bidf=0.99,askf=1.01):
    for exchange in dic:
        for part in dic[exchange]:
            ty = part['side']
            ifty== "bid":
                part['price'] *= bidf
            elifty== "ask":
                part['price'] *= askf

I made a function instead in which "dic" is the dictionary with the nested dictionaries.