ScriptingData Types
Volumes
Normalized volume records for Market Lab scripts.
Volumes
type Volume = {
t: number
volume: number
trades?: number
close_time?: number
price?: number
p?: number[]
b?: number[]
s?: number[]
pg?: number
}MMT volume profiles provide aligned price (p), buy (b), and sell (s) arrays plus price grouping (pg). BULK volume records provide aggregate volume, trades, close time, and reference price. Timestamps are Unix milliseconds.
const profiles = history.source('volumes@binancef@mmt')
const latest = history.source('volumes@binancef@mmt', 0)