add back DEFAULT_ORDERFLOW_COLUMNS

This commit is contained in:
Joe Schr
2023-10-23 11:00:38 +02:00
parent d514d3aec1
commit 4ef901e5e3

View File

@@ -48,7 +48,9 @@ MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons
DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume']
# Don't modify sequence of DEFAULT_TRADES_COLUMNS
# it has wide consequences for stored trades files
DEFAULT_TRADES_COLUMNS = ['timestamp', 'id', 'type', 'side', 'price', 'amount', 'cost']
DEFAULT_TRADES_COLUMNS = ['timestamp', 'id',
'type', 'side', 'price', 'amount', 'cost']
DEFAULT_ORDERFLOW_COLUMNS = ['level', 'bid', 'ask', 'delta']
TRADES_DTYPES = {
'timestamp': 'int64',
'id': 'str',