why do we need to infer the trades from orders? the log already has them

[ssh352]

First, thank you for such a useful package! I am not familiar to bitstamp data so have this question:

I assume extdata/2015-05-01.log.xz is the raw market data recording, it already has trades in it. Why does the package spend time on inferring the trades from orders?

the inferred trades count is 482

parse.sh explicitly filters trades and generates the orders.csv

the log has 575 trades, which is different from number of inferred trades.

the individual orders and trades are usually directly provided by exchanges, so why does the package spend time on inferring trades from orders?

[petr-fedorov]

For not all matched orders produce trades. There are so-called 'self-trades' which can be inferred from live_orders data but will not appear among trades due to sefl-trade prevention by Bitstamp
Also have a look at this discussion