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The terms you could search for are "VBA" & "JSON" ;-). My first hit is: https://github.com/VBA-tools/VBA-JSON -> that has even an example (scroll down) of a 2 level JSON.
It basically uses the Dictionary object to create variables (e.g. with a dictionary in a dictionary) and after that using that library to transform it into a string. I'm using it in my project here: https://github.com/krijnsent/crypto_vba/blob/master/ModExchKucoin.bas
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