ScriptingSources
Sources
Market data sources available to Market Lab scripts.
Sources
Script sources decide what Market Lab fetches and what appears under input.<source> inside onData.
Source config is passed with:
--source <source>:<key>=<value>Examples:
--source candles:timeframe=60
--source orderbook:depth=100
--source vd:timeframe=60
--source vd:bucket=1
--source oi:timeframe=60
--source volumes:timeframe=60Available scripting sources:
| Source | Backtest | Live run | Config |
|---|---|---|---|
candles | Yes | Yes | timeframe |
orderbook | Yes | Yes | backtest: timeframe, depth; live: depth |
vd | Yes | Yes | timeframe, bucket |
oi | Yes | Yes | timeframe |
volumes | Yes | Yes | timeframe |
In live mode, input.source tells you which source emitted the current update. Multi-source live scripts should guard missing source state because not every source arrives at the same time.
Use Data Types when you need the exact JavaScript input shape.