Market LabDocs
ScriptingSources

VD

Volume delta source configuration for Market Lab scripts.

VD Source

MMT supplies provider-built volume-delta candles. It requires a supported timeframe in seconds and a trade-size bucket:

--source vd@hyperliquid@mmt:timeframe=60,bucket=1

This works in live runs and backtests.

BULK live VD is derived directly from its trade stream:

--source vd@bulk

Do not pass timeframe or bucket to BULK VD. Each accepted trade batch updates its cumulative delta. BULK VD is not available for script backtests.

Read retained records through the exact selector:

const records = history.source('vd@hyperliquid@mmt')
const current = history.source('vd@hyperliquid@mmt', 0)

MMT Buckets

BucketTrade size range
1All trades
2$1 - $1K
3$1K - $10K
4$10K - $25K
5$25K - $50K
6$50K - $100K
7$100K - $250K
8$250K - $500K
9$500K - $1M
10$1M - $5M
11$5M+

See VD Data Type.

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