data-sources#
External data-source declarations — source(...) handles and the tracer.* catalog of market-data endpoints (OHLCV, OI, funding, liquidations, options, and more).
Functions#
data-sources.source— Declare a data dependency at the top of the script.data-sources.tracer— Ergonomic dot-namespace alternative to source(kind).tracer.aggregated.funding— OI-weighted cross-venue funding bucketed to a fixed 1h grid.tracer.aggregated.ohlcv— Cross-venue VWAP-merged OHLCV bars.tracer.aggregated.oi— SUMMED cross-venue open interest (NOT max — sum is the additive total of contracts outstanding across venues).tracer.aggregated.snapshot— Point-in-time per-asset snapshot across 13 derivatives venues.tracer.aggregated.volume— Summed cross-venue volume bucketed at 1h+ resolution.tracer.data.basis— Perp basis (perp - spot) from /api/v1/perp/basis/current (default) or /perp/basis/history (when opts.mode='history').tracer.data.cvd— Cumulative volume delta from /api/v1/perp/cvd.tracer.data.exchange_symbols— Per-exchange symbol directory from /api/v1/exchange-symbols.tracer.data.footprint— Per-bar level-by-price footprint from /api/v1/perp/footprint.tracer.data.long_short— Long-short positioning ratio from /api/v1/perp/long-short.tracer.data.prices— Cross-venue ticker snapshot per symbol from /api/v1/prices.tracer.data.taker_ratio— Taker buy/sell ratio from /api/v1/perp/taker-ratio.tracer.data.trades— Per-bar aggregated trade tape from /api/v1/perp/trades (or /spot/trades via opts.market='spot').tracer.liquidations.heatmap— Live liquidation heatmap grid from /api/v1/liquidations/heatmap.tracer.liquidations.heatmap_range— Historical liquidation heatmap from /api/v1/liquidations/heatmap-range.tracer.options.chain— Full per-strike options chain from /api/v1/options/chain — strikes, calls/puts, IV, greeks, OI, volume.tracer.options.flow— Per-bar options trade flow from /api/v1/options/flow — block prints, sweep detection, premium spent.tracer.options.gex— Per-strike gamma exposure from /api/v1/options/gex/{underlying}.tracer.options.iv_index— At-the-money implied vol index time series from /api/v1/options/iv-index.tracer.options.klines— Per-instrument options OHLCV from /api/v1/options/klines.tracer.options.max_pain— Max-pain strike from /api/v1/options/max-pain — the price at which the most contracts expire worthless.tracer.options.pcr— Put/call ratio summary across volume and OI from /api/v1/options/pcr.tracer.options.rv— Realized volatility series from /api/v1/options/rv.tracer.options.settlements— Per-expiry settlement series from /api/v1/options/settlements.tracer.options.skew— 25-delta skew (risk reversal, butterfly) from /api/v1/options/skew.tracer.options.surface— Full implied-vol surface (strikes × expiries grid) from /api/v1/options/surface.tracer.options.term_structure— Implied vol term structure (IV per expiry) from /api/v1/options/term-structure.tracer.options.trades— Options trade tape from /api/v1/options/trades.tracer.options.volume— Daily options volume summary from /api/v1/options/volume — total contracts, premium turnover, by call/put.tracer.stock_perps.aggregated— Cross-venue stock-perp snapshot from /api/v1/stock-perps/aggregated.tracer.stock_perps.funding— Stock-perp funding from /api/v1/stock-perps/funding.tracer.stock_perps.klines— Per-symbol OHLCV for stock perpetuals (NVDA-USD, AAPL-USD, etc.tracer.stock_perps.listings_hl— Hyperliquid stock-perp directory from /api/v1/stock-perps/exchanges/hyperliquid.tracer.stock_perps.listings_lighter— Lighter stock-perp directory from /api/v1/stock-perps/exchanges/lighter.tracer.stock_perps.oi— Stock-perp open interest series from /api/v1/stock-perps/oi.tracer.stock_perps.trades— Per-bar tape for stock perpetuals from /api/v1/stock-perps/trades.