Candles
Normalized candle dictionaries available to Python V2.
latest = history.source("btc@candles@binancef:timeframe=60", 0)| Key | Type | Meaning |
|---|---|---|
t | integer | Bucket start in Unix milliseconds. |
o | number | Open price. |
h | number | High price. |
l | number | Low price. |
c | number | Close price. |
volume | number | Total available volume. |
trades | integer | Trade count. |
close_time | integer, optional | Exclusive bucket end in Unix milliseconds. |
vb, vs | number, optional | Buy and sell volume. |
tb, ts | integer, optional | Buy and sell trade counts. |
def on_data(ctx, history):
candles = history.source("btc@candles@binancef:timeframe=60")
latest = history.source("btc@candles@binancef:timeframe=60", 0)
if latest is None:
return
sma = ctx.study.sma(candles, {"field": "c", "window": 20})
return {"metrics": {"close": latest["c"], "sma": sma["latest"]}}Directional fields are present only when the provider supplies or derives them. See Candles Source.