Data Types

Python V2 receives normal dictionaries and lists:

candles = history.source("btc@candles@binancef:timeframe=60")
book = history.source("btc@orderbook@bulkf:depth=20", 0)
trade = history.source("btc@trades@bulkf", 0)
oi = history.source("btc@oi@binancef@mmt:timeframe=60", 0)

Without an index, records are ordered oldest to newest. With an index, 0 is newest and 1 is previous.

The hook context describes the source rather than duplicating its record:

ctx.source
ctx.source_type
ctx.provider
ctx.exchange
ctx.symbol
ctx.source_configs
ctx.positions().open

Open Positions

ctx.positions().open contains main-account positions for declared symbols. Pass a configured name to read a subaccount instead:

ctx.positions("trading-2").open

Analysis-only jobs return an empty list.

Common fields:

Field	Meaning
`id`	Stable local position identity.
`symbol`	Normalized symbol.
`side`	`long` or `short`.
`entry_price`	Average entry price.
`mark_price`	Current reference price.
`notional`	Current notional value.
`margin`	Allocated margin.
`leverage`	Position leverage for perpetuals.
`qty`	Base quantity.
`unrealized_pnl`	Current unrealized PnL.
`realized_pnl`	Realized PnL when available.
`fees`	Accrued fees when available.
`funding`	Accrued funding when available.

Backtest positions can also include simulated timestamps, protection prices, events_held, and reason.

Record references:

Open Positions

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