Orderbook
Configure live and historical orderbook sources for Python V2.
Live orderbooks accept an optional depth and no timeframe:
history.source("btc@orderbook@binancef@mmt:depth=100")
history.source("btc@orderbook@bulkf:depth=20")
history.source("btc@orderbook@hyperliquidf:depth=20")Depth defaults to 100 where supported. Hyperliquid accepts 1 through 20.
book = history.source("btc@orderbook@bulkf:depth=20", 0)
previous = history.source("btc@orderbook@bulkf:depth=20", 1)MMT also supports historical orderbook heatmaps for backtests:
history.source("btc@orderbook@binancef@mmt:timeframe=60,depth=100")Historical MMT books are reconstructed from binned heatmap data. They are useful for liquidity analysis, not exact raw order replay. Direct BULK and Hyperliquid orderbooks are live-only.
See Orderbook Data and Built-In Functions.