Candles

The candles source provides normalized OHLCV records. timeframe is an integer number of seconds.

history.source("btc@candles@binancef:timeframe=60")
history.source("btc@candles@binancef@mmt:timeframe=60")
history.source("btc@candles@bulkf:timeframe=5")
history.source("btc@candles@hyperliquidf:timeframe=5")

Live Candles

MMT, BULK, and Hyperliquid live candles are built locally from raw trades. Any positive whole-second timeframe is valid.

Only completed, epoch-aligned candles reach the script. If the job begins inside a bucket, Market Lab discards that partial bucket. Periods without trades do not produce invented candles.

SOURCE = "btc@candles@hyperliquidf:timeframe=5"


def on_data(ctx, history):
    candle = history.source(SOURCE, 0)
    if candle is None:
        return

Backtest Candles

Backtests read stored provider candles. They use provider-supported intervals and cannot request arbitrary seconds.

• MMT starts at 60 seconds.
• BULK starts at 10 seconds.
• Hyperliquid starts at 60 seconds.
• Standalone Binance supports its historical exchange intervals.

A historical candle enters the simulation at its closing boundary, after its OHLC values would have been known.

Standalone Binance candles are backtest-only. Use MMT, BULK, or Hyperliquid for live candle streams.

mlab script backtest strategy.py \
  --from 2026-05-31 \
  --to 2026-06-03

See Candle Data.