ScriptingSources
VD
Volume delta source configuration for Market Lab scripts.
VD Source
The vd source provides volume delta candles for backtests and live scripts.
Manifest
export const script = {
name: "vd-script",
version: "1",
sources: ["vd"],
params: {}
}Backtest
mlab script backtest ./scripts/vd-summary.js \
--provider mmt \
--exchange hyperliquid \
--symbol HYPE/USDT \
--from 1780497965372 \
--to 1780618018000 \
--source vd:timeframe=3600 \
--source vd:bucket=1Input shape:
input.mode === "window"
input.vd.candles
input.vd.bucket
input.vd.timeframe_secLive Run
mlab script run ./scripts/vd-summary.js \
--provider mmt \
--exchange hyperliquid \
--symbol HYPE/USDT \
--source vd:timeframe=3600 \
--source vd:bucket=1Live input shape:
input.mode === "stream"
input.source === "vd"
input.vd.candle
input.vd.bucket
input.vd.timeframe_secConfig
| Key | Required | Description |
|---|---|---|
timeframe | Yes | VD candle timeframe in seconds. |
bucket | Yes | MMT VD bucket, from 1 to 11. |
Buckets
MMT buckets VD by trade notional size:
| Bucket | Trade size range |
|---|---|
1 | All trades |
2 | $1 - $1K |
3 | $1K - $10K |
4 | $10K - $25K |
5 | $25K - $50K |
6 | $50K - $100K |
7 | $100K - $250K |
8 | $250K - $500K |
9 | $500K - $1M |
10 | $1M - $5M |
11 | $5M+ |
See VD Data Type for the candle fields.