MMT Market Data
Important behavior and constraints when using Market Lab with the MMT market-data provider.
MMT Market Data
MMT is Market Lab's multi-venue market-data provider for source, study, strategy, and script commands.
Website:
Symbol Normalization
Market Lab accepts symbols such as:
BTC/USDTHYPE/USDT
MMT expects quotes usd, so Market Lab normalizes symbols before sending requests.
Example:
- app input:
BTC/USDT - MMT request symbol:
btc/usd
Time Units
Market Lab uses milliseconds internally and at the CLI boundary.
MMT range endpoints accept Unix seconds.
Market Lab converts:
- app
ms - to MMT
s - then normalizes returned timestamps back to
ms
That means you should think in milliseconds when using Market Lab commands.
Current Scope
At the moment, the docs and command examples assume:
--provider mmt
BULK public market data, market-rule lookup, and agent-wallet authorization are also available. BULK currently connects through source commands rather than built-in studies, strategies, or scripts. See BULK Provider.
Source Behavior
Current MMT-backed source commands:
source orderbooksource candlessource vdsource oisource volumes
Streaming behavior differs by source:
orderbook: websocket depth updatescandles: websocket candle updatesvd: websocket candle-like volume delta updatesoi: websocket open interest OHLC updatesvolumes: websocket volume profile updates
Study Behavior
Current MMT-backed studies use either:
- live orderbook snapshots
- websocket orderbook streams
- range candle or VD requests
Examples:
slippage,spread,depth,imbalance,vamp: live orderbook-drivencvd: VD-drivenstrategy run/backtest sma-crossover: candles-drivenscript backtest: candles-driven whenscript.sourceiscandles
Script Runtime Reports
Script runs and backtests write local runtime reports to:
~/.market-lab/runsUse:
mlab script runs listmlab script runs show <run-id>Stream Validation Rules
Market Lab rejects confusing flag combinations.
Examples:
source candles --streamrejects--from/--tosource vd --streamrejects--from/--tosource oi --streamrejects--from/--tosource volumes --streamrejects--from/--tostudy cvd --streamrejects--from/--tostrategy run sma-crossoverallows optional--fromwarmupstrategy backtest sma-crossoverrequires--fromand--toscript backtestrequires--fromand--to