Apply Python library to reconstruct Limit Order Book from full depth data (Finance/Trading)

I am looking for someone to take some purchased data, each CSV file is a different day of full-depth market data (ill provide a few days of data to work with). I need to reconstruct the limit order book so I can easily visualize the data and see the top of book data. It seems the best way to do this is with linked lists and dictionaries. There is an existing python library that can do this, but I need to adapt it to my data format and have the ability to process multiple days worth of data.
I will share our existing python libraries with selected person only.
(1) day of full market depth data for ticker symbol AGG

Also give you a visual description of the data and desired outcome. I also have flowcharts of how I envision the data will be processed, which I can send after finding the right candidate to help with this project.
About the recuiter
Member since Nov 11, 2022
Ashok Ghatule
from Kedah, Malaysia

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