Studies
Calculate spread, depth, imbalance, slippage, VAMP, and CVD.
A study reads market data and returns one calculated result.
| Study | Result |
|---|---|
spread | Best bid/ask spread |
depth | Available orderbook depth |
imbalance | Bid and ask depth imbalance |
slippage | Estimated execution slippage |
vamp | Volume-adjusted midpoint |
cvd | Cumulative volume delta |
Spread
mlab study spread \
--provider mmt \
--exchange bybitf \
--symbol BTC \
--depth 20Slippage
mlab study slippage \
--provider mmt \
--exchange bybitf \
--symbol BTC \
--side buy \
--notional 100000 \
--depth 100CVD
mlab study cvd \
--provider mmt \
--exchange bybitf \
--symbol BTC \
--timeframe 60 \
--from <UTC_DATETIME> \
--to <UTC_DATETIME> \
--bucket 1Add --output json when another program will consume the result.