Simple code to plot deep order book (thousands of levels) from Crypto Lake data using Plotly and Pandas. 
Code is available in the link below including a full collab notebook. Very useful for strategy, features or lossy trade debugging.

Simple code to plot deep order book (thousands of levels) from Crypto Lake data using Plotly and Pandas. 
Code is available in the link below including a full collab notebook. Very useful for strategy, features or lossy trade debugging.

https://quant.xme.cz/plot-orderbook-python/?utm_source=warpcast&utm_campaign=orderbook