Price data
Real-time price data is fetched by background tasks and stored in the PriceCache for instant access.K-line data (candlesticks)
Historical and real-time candlestick data at multiple timeframes.Supported timeframes
| Interval | Code | Use case |
|---|---|---|
| 1 minute | 1m | Scalping, high-frequency signals |
| 5 minutes | 5m | Short-term momentum |
| 15 minutes | 15m | Intraday trading |
| 1 hour | 1h | Swing trading, general analysis |
| 4 hours | 4h | Position trading |
| 1 day | 1d | Trend analysis, regime detection |
Technical indicators
Pre-computed indicators available through the API and the program strategy MarketData object.| Indicator | Parameters | Output |
|---|---|---|
| RSI | Period (default: 14) | Single value 0–100 |
| MACD | Fast (12), slow (26), signal (9) | MACD line, signal line, histogram |
| Bollinger Bands | Period (20), std dev (2) | Upper, middle, lower bands |
| EMA | Period | Single smoothed value |
| SMA | Period | Single average value |
| ATR | Period (14) | Volatility measure |
Market flow
Real-time order flow and market microstructure data.Cumulative Volume Delta (CVD)
Cumulative Volume Delta (CVD)
Tracks the net difference between buy and sell volume over time. Rising CVD with rising price confirms bullish momentum.
Orderbook depth
Orderbook depth
Aggregated bid/ask depth at configurable price levels, useful for identifying support/resistance zones.
Taker volume
Taker volume
Buy vs sell taker volume over time. Spikes in taker volume often precede significant price moves.
Large orders
Large orders
Detection of large individual orders that may indicate institutional activity or whale movements.
Market regime classification
The regime classifier categorizes current market conditions into discrete states:| Regime | Description |
|---|---|
| Trending Up | Sustained directional move with bullish bias |
| Trending Down | Sustained directional move with bearish bias |
| Ranging | Price oscillating within a defined range |
| Volatile | High volatility without clear direction |
| Calm | Low volatility, narrow range, low volume |
Sampling pool
The sampling pool collects periodic market snapshots used for AI context. Each snapshot captures prices, volumes, and indicator values across all watchlist symbols.{sampling_data} template variable, giving the LLM a rolling window of recent market context.