Orderbook

Live orderbooks use an optional depth and no timeframe:

--source btc@orderbook@binancef@mmt:depth=100
--source btc@orderbook@bulkf:depth=20
--source btc@orderbook@hyperliquidf:depth=20

Depth defaults to 100 where supported. Hyperliquid accepts depths from 1 through 20. Read snapshots through history:

const book = history.source('btc@orderbook@bulkf', 0)
const previous = history.source('btc@orderbook@bulkf', 1)

MMT orderbooks are also available in backtests, where timeframe chooses the historical heatmap bucket:

--source btc@orderbook@binancef@mmt:timeframe=60,depth=100

Historical MMT books are reconstructed from binned flat_heatmap_hd data. They are suitable for liquidity and execution-condition analysis, not exact raw order replay. Direct BULK and Hyperliquid historical orderbooks are not available for script backtests.

See Orderbook Data Type.