MMT Market Data

MMT is Market Lab's multi-venue market-data provider for source, study, and script commands.

Website:

• mmt.gg

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

MMT supports source, built-in study, and scripting workflows. BULK also provides public market data to supported source and scripting workflows and acts as Market Lab's current execution venue. The native TWAP execution strategy uses BULK rather than MMT. See BULK Provider and TWAP.

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
• script backtest: driven by the manifest clock across one or more declared sources

Scripts bind each MMT source to an exchange with exact selectors, for example candles@okx@mmt:timeframe=60 and orderbook@binancef@mmt:depth=20. See Scripting Sources.

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>

Deployed workers are managed separately with script jobs, script status, and script logs.

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
• script backtest requires --from and --to