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