Cross-Exchange Best Quote

Implement OrderBook, which tracks live limit orders on several exchanges. Orders never match each other.

• add(order_id, exchange, side, price, qty) places an order; side is "bid" or "ask".
• cancel(order_id) removes a live order and returns True, or returns False if no live order has that id.
• replace(order_id, price, qty) gives a live order a new price and quantity, keeping its exchange and side, and returns True. For any other id it returns False and changes nothing.
• bbo(exchange) and nbbo() return [bid_price, bid_qty, ask_price, ask_qty] for that exchange, or for all exchanges together: the highest bid and lowest ask, each with the total quantity of live orders at exactly that price. An empty side gives -1, 0.