01 · What an exchange is

from collections import defaultdict

# (side, shares, price): GULL's orders, in the order they arrived
orders = [("buy", 200, 99), ("sell", 300, 101), ("buy", 300, 98),
          ("sell", 400, 102), ("buy", 100, 99), ("sell", 500, 103),
          ("buy", 600, 97), ("sell", 600, 104)]

bids = defaultdict(int)  # price -> shares waiting
asks = defaultdict(int)
for side, shares, price in orders:
    book = bids if side == "buy" else asks
    book[price] += shares

for price in sorted(asks, reverse=True):
    print(f"       {price}  {asks[price]}")
for price in sorted(bids, reverse=True):
    print(f"  {bids[price]:>3}  {price}")

best_bid, best_ask = max(bids), min(asks)
print("spread", best_ask - best_bid, "mid", (best_bid + best_ask) / 2)

def cost_to_buy(asks, shares):
    total = 0
    for price in sorted(asks):           # cheapest first: walk the book
        take = min(shares, asks[price])
        total += take * price
        shares -= take
        if shares == 0:
            return total

cost = cost_to_buy(asks, 1000)
print("1,000 shares cost", cost, "average", cost / 1000)

# Output:
#        104  600
#        103  500
#        102  400
#        101  300
#   300  99
#   300  98
#   600  97
# spread 2 mid 100.0
# 1,000 shares cost 102000 average 102.0

Two dictionaries from price to shares are enough to read a book. "Matching a trade" adds the line of orders at each price, and orders that trade the moment they arrive.