Method aggregate

python/ccxt/base/exchange.py:1266–1271

(bidasks)

    @staticmethod
    def aggregate(bidasks):
        ordered = {}
        for price, volume, *_ in bidasks:
            if volume > 0:
                ordered[price] = ordered.get(price, 0) + volume
        return [[price, volume] for price, volume in ordered.items()]


    @staticmethod