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@ -71,6 +71,19 @@ DEFAULT_DATAFRAME_COLUMNS = ["date", "open", "high", "low", "close", "volume"]
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# it has wide consequences for stored trades files
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DEFAULT_TRADES_COLUMNS = ["timestamp", "id", "type", "side", "price", "amount", "cost"]
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DEFAULT_ORDERFLOW_COLUMNS = ["level", "bid", "ask", "delta"]
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ORDERFLOW_ADDED_COLUMNS = [
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"trades",
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"orderflow",
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"imbalances",
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"stacked_imbalances_bid",
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"stacked_imbalances_ask",
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"max_delta",
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"min_delta",
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"bid",
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"ask",
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"delta",
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"total_trades",
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]
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TRADES_DTYPES = {
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"timestamp": "int64",
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"id": "str",
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