Orderbook Source

Live orderbooks use an optional depth and no timeframe:

--source orderbook@binancef@mmt:depth=100
--source orderbook@bulk:depth=20

Depth defaults to 100. Read snapshots through history:

const book = history.source('orderbook@bulk', 0)
const previous = history.source('orderbook@bulk', 1)

MMT orderbooks are also available in backtests, where timeframe chooses the historical heatmap bucket:

--source orderbook@binancef@mmt:timeframe=60,depth=100

Historical MMT books are reconstructed from binned flat_heatmap_hd data. They are suitable for liquidity and execution-condition analysis, not exact raw order replay. BULK historical orderbooks are not available for script backtests.

See Orderbook Data Type.