I would like to get the orders as displayed in below forms, but the historical data within a time range, like from 2024-01-01 to 2024-04-01. (Below figure is quoted from a similar question, but I am asking for a different answer)

Right now I could get the orderbook data from latest time stamp by following code:

#include <iostream>
#include <string>
#include <vector>
#include <algorithm>
#include "../lib/json.hpp"
#include <curl/curl.h>

vector<vector<string>> Binance::fetch_orderbook() {
    string response = http_get(api_url + "api/v3/depth?symbol=BTCUSDT&limit=500");
    json data = json::parse(response);

    return data
}

However, this returns the latest order (with a specific "lastUpdateId") like below:

Price: 62351.89000000, Size: 0.20000000, Side: sell
Price: 62351.23000000, Size: 0.10530000, Side: sell
Price: 62351.22000000, Size: 0.02000000, Side: sell
Price: 62350.73000000, Size: 0.10530000, Side: sell
Price: 62350.53000000, Size: 11.25971000, Side: sell
Price: 62350.52000000, Size: 0.10205000, Side: buy
Price: 62350.41000000, Size: 0.00009000, Side: buy
Price: 62350.00000000, Size: 0.07210000, Side: buy
Price: 62349.60000000, Size: 0.00009000, Side: buy
Price: 62348.79000000, Size: 0.00009000, Side: buy

But I want a time series spanning from 2024-01-01 to 2024-04-01 which is more of like:

time.            buy price.  size.    side
1499865549590  6xxxx.xxx.  0.000xx  buy
1499865553000  6yyyy.yyy.  0.000yy  buy
...

How can I do it by using C++ (or python, prefer C++ because now I am running the whole project on C++, but would also appreciate python solution so that I could translate it into C++ language by myself)? Thanks!