In [16]:

    

import pickle
from matplotlib import pyplot as plt
import ast


    

In [11]:

    

items = pickle.load(open("/work/eng/eliavb/polyakov/samples.pkl"))


    

In [33]:

    

# bid -  represents the maximum price that a buyer or buyers are willing to pay
# ask -  represents the minimum price that a seller or sellers are willing to receive
for item in items:
    before = item[0]
    after = item[1]
    #print before, after, after - before
    order_book = item[2]
    order_book = ast.literal_eval(order_book)
    bids = order_book["bids"]
    asks = order_book["asks"]
    b_v = [float(b[1]) for b in bids]
    b_p = [float(b[0]) for b in bids]
    plt.plot(b_p, b_v)
    min_bid = min([float(b[0]) for b in bids])
    max_ask = min([float(a[0]) for a in asks])
    a_v = [float(b[1]) for b in asks]
    a_p = [float(b[0]) for b in asks]
    #print min_bid, max_ask
    break


    

In [34]:

    

plt.plot(a_p, a_v)


    

    
Out[34]:





[<matplotlib.lines.Line2D at 0x7fa47a241750>]






    

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