Analyze Order Book for Trading (Python or C++)

Hi, I have an order book in the form of CSV file. Time Symbol Price Quantity Side Contra 09:30:57 NVUS 1.12 500/500 BOT ARCA-LS 09:30:58 NVUS 1.05 0/500 SLD ROUT 09:31:37 NVUS 1.22 500/500 SLD EDGX-LS 09:33:06 IPOB 15.69 100/100 BOT ARCA-LS 09:33:23 IPOB 15.93 0/100 SLD SMAR 09:33:24 IPOB 15.84 100/100 SLD EDGA 09:33:46 IPOB 15.93 250/250 BOT ARCA-LS 09:33:47 IPOB 15.90 250/250 SLD EDGA The goal is to to use a Python or C++ to: 1. Create a multidimensioanl list of all the trades 2. Sort trades by ticker 3. Group trades: ex. if i buy 5 shares of TSLA and buy 5 shares more, and then sell 3 shares and then 7, that is one trade (GroupedTrade). We create a new list and add the grouped trades into this list 4. Grouped trade will look as follows: Time Symbol entryPrice entrySize addPrice2 addPrice2 addPrice3 addPrice3 exitPrice1 exitSize1 exitPrice2 exitSize2 exitPrice3 exitSize3 If you can come up with a more elegant solution, feel free to implement.