MarketLab Docs

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/USDT
  • HYPE/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 orderbook
  • source candles
  • source vd
  • source oi
  • source volumes

Streaming behavior differs by source:

  • orderbook: websocket depth updates
  • candles: websocket candle updates
  • vd: websocket candle-like volume delta updates
  • oi: websocket open interest OHLC updates
  • volumes: 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-driven
  • cvd: VD-driven
  • strategy run/backtest sma-crossover: candles-driven
  • script backtest: candles-driven when script.source is candles

Script Runtime Reports

Script runs and backtests write local runtime reports to:

~/.market-lab/runs

Use:

mlab script runs list
mlab script runs show <run-id>

Stream Validation Rules

Market Lab rejects confusing flag combinations.

Examples:

  • source candles --stream rejects --from/--to
  • source vd --stream rejects --from/--to
  • source oi --stream rejects --from/--to
  • source volumes --stream rejects --from/--to
  • study cvd --stream rejects --from/--to
  • strategy run sma-crossover allows optional --from warmup
  • strategy backtest sma-crossover requires --from and --to
  • script backtest requires --from and --to

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