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Bitstamp

Bitstamp-specific components: event loading, trade reading from companion trades.csv, CSV writing, and BitstampFormat as the default pipeline format.

Modern workflows pair orders.csv with trades.csv (for example from scripts/collect_bitstamp_btcusd.py). The pipeline resolves trades.csv from the same directory as the orders.csv path passed to Pipeline.run.

BitstampLoader 

BitstampLoader(config: PipelineConfig | None = None)

Load raw limit-order events from a Bitstamp-format CSV.

Satisfies the :class:~ob_analytics.protocols.EventLoader protocol.

Parameters:

Name Type Description Default
config PipelineConfig

Pipeline configuration. price_decimals and volume_decimals control rounding precision.

 None

load 

load(source: str | Path) -> pd.DataFrame

Read source CSV and return a cleaned events DataFrame.

Parameters:

Name Type Description Default
source str or Path

Path to a Bitstamp-format CSV with columns id, timestamp, exchange_timestamp, price, volume, action, direction.

 required

Returns:

Type Description
DataFrame

Cleaned events with columns id, timestamp, exchange_timestamp, price, volume, action, direction, event_id, fill, original_number.

BitstampTradeReader 

BitstampTradeReader(config: PipelineConfig | None = None)

Build trades from the companion trades.csv produced by scripts/collect_bitstamp_btcusd.py.

Reads each row from <source_dir>/trades.csv and projects it into the canonical trades schema, joining against the events frame to resolve buy_order_id / sell_order_id into event_id and original_number references.

Satisfies the :class:~ob_analytics.protocols.TradeSource protocol.

BitstampWriter 

BitstampWriter(config: PipelineConfig | None = None)

Write pipeline events back to Bitstamp-format CSV.

Satisfies the :class:~ob_analytics.protocols.DataWriter protocol.

write 

write(
    data: dict[str, DataFrame],
    dest: str | Path,
    **kwargs: Any,
) -> Path

Write the events DataFrame to a Bitstamp-format CSV.

When data also carries a "trades" frame, a companion trades.csv is written next to dest in capture format, so that a subsequent :class:BitstampTradeReader can reconstruct trades when the orders.csv is re-read.

Parameters:

Name Type Description Default
data dict of str to DataFrame

Must contain an "events" key. An optional "trades" key triggers a companion trades.csv alongside dest.

 required
dest str or Path

Output CSV file path.

 required

Returns:

Type Description
Path

The written events CSV path.

BitstampFormat dataclass 

BitstampFormat(name: str = 'bitstamp')

Format descriptor for Bitstamp-style CSV data.

Conforms structurally to the :class:~ob_analytics.protocols.Format Protocol — no inheritance required.