VD

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

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

This works in live runs and backtests.

Standalone live VD is derived directly from each exchange's trade stream:

--source btc@vd@bulkf
--source btc@vd@hyperliquidf

Do not pass timeframe or bucket to standalone VD. Each accepted trade batch updates its cumulative delta. Direct BULK and Hyperliquid VD are not available for script backtests.

Read retained records through the exact selector:

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

MMT Buckets

See VD Data Type.