ScriptingData Types
Open Interest
Open interest candle shapes for Market Lab scripts.
Open Interest
Open interest data is available under input.oi.
Input
type OiWindowInput = {
mode: "window";
oi: {
candles: OiCandle[];
timeframe_sec: number;
};
}
type OiStreamInput = {
mode: "stream";
source: "oi";
oi: {
candle: OiCandle;
timeframe_sec: number;
};
}OI Candle
type OiCandle = {
t: number;
o: number;
h: number;
l: number;
c: number;
n: number;
}Fields:
t: candle timestamp in Unix secondso: open interest open value in USDh: open interest high value in USDl: open interest low value in USDc: open interest close value in USDn: sample count
Example
export function onData(ctx, input) {
const candles = input.mode === "stream" ? [input.oi.candle] : input.oi.candles
const latest = candles[candles.length - 1]
const change = latest.c - latest.o
return {
metrics: {
oi_close: latest.c,
oi_change: change,
samples: latest.n
}
}
}