Market LabDocs
ScriptingData Types

VD

Normalized volume-delta records for Market Lab scripts.

VD

type VolumeDelta = {
  t: number
  value: number
  o?: number
  h?: number
  l?: number
  c?: number
  n?: number
  delta?: number
  cumulative_delta?: number
}

MMT VD candles provide o, h, l, c, and n. BULK's trade-derived live records provide the latest batch delta and running cumulative_delta. value is the normalized current cumulative value in both forms. Timestamps are Unix milliseconds.

const vd = history.source('vd@hyperliquid@mmt')
const current = history.source('vd@hyperliquid@mmt', 0)

See VD Source for provider configuration and MMT buckets.

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