Data Types
Data shapes available inside Market Lab scripts.
Market records are retained by exact selector and read through the third hook argument:
export function onData(ctx, input, history) {
const candles = history.source('btc@candles@binancef@mmt')
const book = history.source('btc@orderbook@bulkf', 0)
const oi = history.source('btc@oi@binancef@mmt', 0)
const trade = history.source('btc@trades@bulkf', 0)
}Calling without an index returns a frozen list ordered oldest to newest. With an index, 0 returns the newest record and 1 the previous record.
input contains metadata instead of a second copy of source data:
input.source
input.source_type
input.provider
input.exchange
input.symbol
input.source_configs
input.positions.openSource configuration is keyed by exact selector:
input.source_configs['btc@candles@binancef@mmt'].timeframe_sec
input.source_configs['btc@orderbook@bulkf'].depthScript params are flat:
ctx.params.fast
ctx.params.max_spread_bpsPositions
Live runs and backtests pass current positions for every declared symbol at input.positions.open. Analysis-only jobs return an empty list. Current execution venues use one-way net positions, so the list normally contains zero or one item per symbol.
type OpenPosition = {
id: string
symbol: string
order_id?: string
side: 'long' | 'short'
entry_ts_ms?: number
entry_price: number
mark_ts_ms?: number
mark_price: number
notional: number
margin: number
leverage: number
qty: number
stop_loss_price?: number
take_profit_price?: number
unrealized_pnl: number
realized_pnl?: number
liquidation_price?: number
fees?: number
funding?: number
events_held?: number
reason?: string
}Backtest positions include the simulated timestamps, protection prices, events_held, and reason. Live venue positions can include realized PnL, liquidation price, fees, and funding.
Available source pages: