ScriptingSources
Volumes
Volume profile source configuration for Market Lab scripts.
Volumes Source
The volumes source provides buy/sell volume profile data at price levels.
Manifest
export const script = {
name: "volume-profile-script",
version: "1",
sources: ["volumes"],
params: {}
}Backtest
mlab script backtest ./scripts/volume-profile-script.js \
--provider mmt \
--exchange binancef \
--symbol BTC/USDT \
--from 1704067200000 \
--to 1704070800000 \
--source volumes:timeframe=60Backtest input shape:
input.mode === "window"
input.volumes.profiles
input.volumes.timeframe_secLive Run
mlab script run ./scripts/volume-profile-script.js \
--provider mmt \
--exchange binancef \
--symbol BTC/USDT \
--source volumes:timeframe=60Live input shape:
input.mode === "stream"
input.source === "volumes"
input.volumes.profile
input.volumes.timeframe_secConfig
| Key | Required | Description |
|---|---|---|
timeframe | Yes | Volume profile timeframe in seconds. Example: 60, 300, 3600. |
See Volumes Data Type for the profile fields.