diff --git a/freqtrade/data/converter/orderflow.py b/freqtrade/data/converter/orderflow.py
index d82cccdb5..777af17dc 100644
--- a/freqtrade/data/converter/orderflow.py
+++ b/freqtrade/data/converter/orderflow.py
@@ -15,7 +15,7 @@ from freqtrade.exceptions import DependencyException
 
 logger = logging.getLogger(__name__)
 
-ADDED_COLUMNS = [
+ORDERFLOW_ADDED_COLUMNS = [
     "trades",
     "orderflow",
     "imbalances",
@@ -36,7 +36,7 @@ def _init_dataframe_with_trades_columns(dataframe: pd.DataFrame):
     :param dataframe: Dataframe to populate
     """
     # Initialize columns with appropriate dtypes
-    for column in ADDED_COLUMNS:
+    for column in ORDERFLOW_ADDED_COLUMNS:
         dataframe[column] = np.nan
 
     # Set columns to object type
@@ -115,7 +115,7 @@ def populate_dataframe_with_trades(
                     cache_idx = cached_grouped_trades.index[
                         cached_grouped_trades["date"] == candle_start
                     ][0]
-                    for col in ADDED_COLUMNS:
+                    for col in ORDERFLOW_ADDED_COLUMNS:
                         dataframe.at[index, col] = cached_grouped_trades.at[cache_idx, col]
                     continue
 
diff --git a/tests/data/test_converter_orderflow.py b/tests/data/test_converter_orderflow.py
index 3bf7faf58..96f550020 100644
--- a/tests/data/test_converter_orderflow.py
+++ b/tests/data/test_converter_orderflow.py
@@ -4,7 +4,10 @@ import pytest
 
 from freqtrade.constants import DEFAULT_TRADES_COLUMNS
 from freqtrade.data.converter import populate_dataframe_with_trades
-from freqtrade.data.converter.orderflow import trades_to_volumeprofile_with_total_delta_bid_ask
+from freqtrade.data.converter.orderflow import (
+    ORDERFLOW_ADDED_COLUMNS,
+    trades_to_volumeprofile_with_total_delta_bid_ask,
+)
 from freqtrade.data.converter.trade_converter import trades_list_to_df
 from freqtrade.data.dataprovider import DataProvider
 from tests.strategy.strats.strategy_test_v3 import StrategyTestV3
@@ -505,21 +508,8 @@ def test_analyze_with_orderflow(
     assert "open" in df.columns
     assert spy.call_count == 0
 
-    expected_cols = [
-        "trades",
-        "orderflow",
-        "imbalances",
-        "stacked_imbalances_bid",
-        "stacked_imbalances_ask",
-        "max_delta",
-        "min_delta",
-        "bid",
-        "ask",
-        "delta",
-        "total_trades",
-    ]
     # Not expected to run - shouldn't have added orderflow columns
-    for col in expected_cols:
+    for col in ORDERFLOW_ADDED_COLUMNS:
         assert col not in df.columns, f"Column {col} found in df.columns"
 
     default_conf_usdt["exchange"]["use_public_trades"] = True
@@ -539,7 +529,7 @@ def test_analyze_with_orderflow(
     assert "open" in df1.columns
     assert spy.call_count == 5
 
-    for col in expected_cols:
+    for col in ORDERFLOW_ADDED_COLUMNS:
         assert col in df1.columns, f"Column {col} not found in df.columns"
 
         if col not in ("stacked_imbalances_bid", "stacked_imbalances_ask"):
@@ -560,7 +550,7 @@ def test_analyze_with_orderflow(
     assert len(df2) == len(ohlcv_history)
     assert "open" in df2.columns
     assert spy.call_count == 0
-    for col in expected_cols:
+    for col in ORDERFLOW_ADDED_COLUMNS:
         assert col in df2.columns, f"Round2: Column {col} not found in df.columns"
 
         if col not in ("stacked_imbalances_bid", "stacked_imbalances_ask"):