bot-medium-1.py

def create_dictionary(pairs):
    order_book = polo.returnOrderBook(depth=1)
    dictionary = collections.defaultdict(dict)

    for pair in pairs:
        p = pair.upper()
        src, dst = split(p)

        ask_order = order_book[p]['asks'][0]
        src_ask = {
            'pair': src + '_' + dst,
            'price': float(ask_order[0]),
            'amount': float(ask_order[1])
        }

        bid_order = order_book[p]['bids'][0]
        src_bid = {
            'pair': dst + '_' + src,
            'price': 1 / float(bid_order[0]),
            'amount': float(bid_order[1]) * float(bid_order[0])
        }

        dictionary[src][dst] = src_ask
        dictionary[dst][src] = src_bid

    return dictionary