extract_orders.ipynb

Investments / Trading using robots / OrderBook
Python script for data analysis, which helps identify successful entry points
Snapshot from the order book for some investment instrument is taken as the data source
The idea is to get the most popular positions and place an order there as well :)

# I interested in four most right points on bids quantity axis
# it will be my possible positions in orders book

from matplotlib import pyplot as plt
orders.plot(kind='scatter', x='bids.quantity', y='bids.price', s=32, alpha=.8)
plt.gca().spines[['top', 'right']].set_visible(False)
plt.grid(True)

result .csv

index	bids.quantity	bids.price	asks.quantity	asks.price	bids.position	asks.position
0	5339	10.3	331947	10.31	0	0
1	1043838	10.29	491951	10.32	30	20
2	466075	10.28	1763654	10.33	0	40
3	652009	10.27	472709	10.34	20	10
4	528438	10.26	381369	10.35	10	0
5	1854415	10.25	392166	10.36	40	0
6	442816	10.24	494148	10.37	0	30
7	291109	10.23	444405	10.38	0	0
8	292067	10.22	275118	10.39	0	0
9	351967	10.21	324126	10.4	0	0
10	415850	10.2	336188	10.41	0	0
11	255223	10.19	470752	10.42	0	0
12	275724	10.18	313150	10.43	0	0
13	254758	10.17	224653	10.44	0	0
14	64989	10.16	155844	10.45	0	0
15	195532	10.15	185042	10.46	0	0
16	72723	10.14	89512	10.47	0	0
17	92104	10.13	234819	10.48	0	0
18	107861	10.12	227954	10.49	0	0
19	88994	10.11	150123	10.5	0	0