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Adds more infos to docs
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@@ -37,16 +37,16 @@ freqtrade download-data -p BTC/USDT:USDT --timerange 20230101- --trading-mode f
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Several new columns are available when activated.
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``` python
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dataframe['trades']
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dataframe['orderflow']
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dataframe['bid']
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dataframe['ask']
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dataframe['delta']
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dataframe['min_delta']
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dataframe['max_delta']
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dataframe['total_trades']
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dataframe['stacked_imbalances_bid']
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dataframe['stacked_imbalances_ask']
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dataframe['trades'] # every single trade
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dataframe['orderflow'] # footprint chart: see below
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dataframe['bid'] # bid sum
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dataframe['ask'] # ask sum
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dataframe['delta'] # ask - bid
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dataframe['min_delta'] # minimum delta reached within candle
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dataframe['max_delta'] # maximum delta reached within candle
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dataframe['total_trades'] # amount of trades
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dataframe['stacked_imbalances_bid'] # price level stacked imbalance bid occurred
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dataframe['stacked_imbalances_ask'] # price level stacked imbalance ask occurred
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```
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These can be accessed like this:
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@@ -60,3 +60,22 @@ def cumulative_delta(delta: Series):
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return cumdelta
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```
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### dataframe['orderflow']
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This includes a dataframe that represents a Footprint chart of the Bid vs Ask type. Footprint charts are a type of candlestick chart that provides additional information, such as trade volume and order flow, in addition to price.
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The scale of the price is set by `orderflow.scale` (see above) and thus binned per price level.
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Following columns are available:
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```python
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orderflow_df['bid_amount'] # how much bids were traded
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orderflow_df['ask_amount'] # how much asks were traded
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orderflow_df['bid'] # how many bids trades
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orderflow_df['ask'] # how many asks trades
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orderflow_df['delta'] # ask amount - bid amount
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orderflow_df['total_volume'] # ask amount + bid amount
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orderflow_df['total_trades'] # ask + bid trades
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```
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