var arr = [
  {'key1':'A','key2':1,'key3':0.04},
  {'key1':'B','key2':1,'key3':0.03},
  {'key1':'B','key2':2,'key3':0.05},
  {'key1':'A','key2':1,'key3':0.03},
  ...
];

//Can be array or object
var a = [
  ['A'][1] => [0.07],
  ['B'][1] => [0.06],
  ['A'][2] => [0.05]
];

var a = {};
arr.forEach(function(obj){
  if(a[obj.symbol]){
    if(a[obj.symbol][obj.direction]){
      a[obj.symbol][obj.direction] += obj.lot;
    }else{
      a[obj.symbol][obj.direction] = obj.direction;
    }
  }else{
    a[obj.symbol] = obj.symbol;
  }
});
console.log(a);