Python how to iterate over nested dictionary and change values?

Question

I have data that looks as follows

{'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}]}

I want to iterate over each exchange and then for all prices and change them depending on the side key. If side : bid I want to multiply that price by a number (ex: 0.99) and if side : ask I want to multiply the price by a different number (ex: 1.01).

I am not sure how to iterate on the list of dictionaries that contain the side and price data.

Thank you for your help.

Answer 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
}

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