Adds more infos to docs

This commit is contained in:
Joe Schr
2024-02-13 11:27:25 +01:00
parent b68afb4063
commit 7296ce72cb

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@@ -37,16 +37,16 @@ freqtrade download-data -p BTC/USDT:USDT --timerange 20230101- --trading-mode f
Several new columns are available when activated.
``` python
dataframe['trades']
dataframe['orderflow']
dataframe['bid']
dataframe['ask']
dataframe['delta']
dataframe['min_delta']
dataframe['max_delta']
dataframe['total_trades']
dataframe['stacked_imbalances_bid']
dataframe['stacked_imbalances_ask']
dataframe['trades'] # every single trade
dataframe['orderflow'] # footprint chart: see below
dataframe['bid'] # bid sum
dataframe['ask'] # ask sum
dataframe['delta'] # ask - bid
dataframe['min_delta'] # minimum delta reached within candle
dataframe['max_delta'] # maximum delta reached within candle
dataframe['total_trades'] # amount of trades
dataframe['stacked_imbalances_bid'] # price level stacked imbalance bid occurred
dataframe['stacked_imbalances_ask'] # price level stacked imbalance ask occurred
```
These can be accessed like this:
@@ -60,3 +60,22 @@ def cumulative_delta(delta: Series):
return cumdelta
```
### dataframe['orderflow']
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.
The scale of the price is set by `orderflow.scale` (see above) and thus binned per price level.
Following columns are available:
```python
orderflow_df['bid_amount'] # how much bids were traded
orderflow_df['ask_amount'] # how much asks were traded
orderflow_df['bid'] # how many bids trades
orderflow_df['ask'] # how many asks trades
orderflow_df['delta'] # ask amount - bid amount
orderflow_df['total_volume'] # ask amount + bid amount
orderflow_df['total_trades'] # ask + bid trades
```