Can anyone solve this formatting issue?

Hey, I’m working on a Crypto trading bot with DeepLOB((Limit Order Book strategy) .
I’m stuck on how to format the Order Book data using real-time data from an exchange like Binance/CoinBase to the same format of The benchmark dataset - the FI-2010 dataset.
I kindly ask for your help.

I’ll link the GitHub link below:
https://github.com/zcakhaa/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books