code: def ex_best_offers_overrides(best_prices_depth=None, rollup_model=None, rollup_limit=None,
                               rollup_liability_threshold=None, rollup_liability_factor=None):
      
  
      args = locals()
      return {
          to_camel_case(k): v for k, v in args.items() if v is not None
      }
docs: Create filter to specify whether to accumulate market volume info, how deep a book to return and rollup methods if
      accumulation is selected.
      :param int best_prices_depth: The maximum number of prices to return on each side for each runner.
      :param str rollup_model: method to use to accumulate market orders.
      :param int rollup_limit: The volume limit to use when rolling up returned sizes. The exact definition of the limit
      depends on the rollupModel.
                          If no limit is provided it will use minimum stake
      :param float rollup_liability_threshold: Only applicable when rollupModel is MANAGED_LIABILITY. The rollup model
      switches from being stake based to liability based at the smallest lay price which is >= rollupLiabilityThreshold
      :param int rollup_liability_factor: Only applicable when rollupModel is MANAGED_LIABILITY. (rollupLiabilityFactor *
      rollupLimit) is the minimum liabilty the user is deemed to be comfortable with. After the rollupLiabilityThreshold
      price subsequent volumes will be rolled up to minimum value such that the liability >= the minimum liability.
  
      :returns: parameters for inclusion in market data requests.
      :rtype: dict