Add dict differ helpers from SO answer

piker/calc.py

@@ -101,3 +101,30 @@ def percent_change(
     new: float,
 ) -> float:
     return pnl(init, new) * 100.
+
+
+def diff_dict(
+    d1: dict,
+    d2: dict,
+
+) -> dict:
+    d1_keys = set(d1.keys())
+    d2_keys = set(d2.keys())
+    shared_keys = d1_keys.intersection(d2_keys)
+    shared_deltas = {o: (d1[o], d2[o]) for o in shared_keys if d1[o] != d2[o]}
+    added_keys = d2_keys - d1_keys
+    added_deltas = {o: (None, d2[o]) for o in added_keys}
+    deltas = {**shared_deltas, **added_deltas}
+    return parse_deltas(deltas)
+
+
+def parse_deltas(deltas: dict) -> dict:
+    res = {}
+    for k, v in deltas.items():
+        if isinstance(v[0], dict):
+            tmp = diff_dict(v[0], v[1])
+            if tmp:
+                res[k] = tmp
+        else:
+            res[k] = v[1]
+    return res