Data Sources - kScript Core Concepts

Data Access Methods

kScript v2 provides two ways to access market data:

1. Direct Functions (Recommended)

Use dedicated functions for each data source - cleaner and more readable:

2. Universal source() Function

Use the general source() function with a data type parameter:

Available Data Sources

kScript provides access to 18 different data sources covering price data, derivatives, options, lending markets, and institutional flows.

binance_treasury_balanceDataSource

institutional

Value of asset held by Binance. Updated monthly. Available for BTC, ETH, SOL, USDT & USDC

Example:

buy_sell_volumeDataSource

price

Buy/sell volume from trade data

Properties:

buysell

Example:

cme_oiDataSource

derivatives

Open Interest for crypto futures contracts on the Chicago Mercantile Exchange, Only available for BTC and ETH

Properties:

openhighlowclose

Example:

deribit_implied_volatilityDataSource

options

Implied volatility of ticker on Deribit. Available to only BTC and ETH coins. Returns tenors of 1W, 1M and 3M

Properties:

one_weekone_monththree_months

Example:

deribit_volatility_indexDataSource

options

Measure of implied or historical price volatility for a specific asset on Deribit. Limited to ETH and BTC coins. Returns OHLC data

Properties:

openhighlowclose

Example:

etf_flowDataSource

institutional

Net inflow or outflow of capital into an ETF. Only available on 1D intervals

Example:

etf_holdingDataSource

institutional

Asset balance held by major ETFs. Available for BTC, ETH and SOL based ETFs. Currency can be specified under coin or USD (coin by default)

Example:

etf_premium_rateDataSource

institutional

Compares market price of an ETF with its net asset value (NAV). Available for BTC, ETH and SOL based ETFs

Example:

ethena_positionsDataSource

protocols

Amount of collateral within the Ethena protocol

Example:

funding_rateDataSource

derivatives

Funding rate aggregation data from derivatives markets

Example:

liquidationsDataSource

derivatives

Liquidation aggregation data from derivatives markets

Properties:

buysell

Example:

long_short_ratioDataSource

derivatives

Overall ratio of long to short positions across all traders. Available for Binance, Bybit and OKX exchanges. Updates every 5 minutes. Returns ratio of all accounts, top trader accounts, and top trader positions

Properties:

total_accounttop_trader_accounttop_trader_position

Example:

ohlcvDataSource

price

Open, High, Low, Close, Volume data from trade aggregations

Properties:

openhighlowclosevolume

Example:

open_interestDataSource

derivatives

Open interest aggregation data from derivatives markets

Properties:

openhighlowclose

Example:

options_volumeDataSource

options

Puts and Calls for a particular coin from Binance Options or Deribit based on volume. Limited to ETH and BTC coins

Properties:

putscalls

Example:

options_open_interestDataSource

derivatives

Puts and Calls for a particular coin from Binance Options or Deribit based on open interest. Limited to ETH and BTC coins

Properties:

putscalls

Example:

orderbookDataSource

price

Orderbook heatmap snapshot aggregation data

Example:

skewDataSource

options

Measures the percentage difference in implied volatility between call and put options for a specific ticker on Deribit. Limited to BTC and ETH coins with Deltas of 15 and 25. Returns Tenors of 1W, 1M and 3M

Properties:

one_weekone_monththree_months

Example:

Data Source Categories

Data sources are organized into categories based on the type of market information they provide.

📈

Price & Volume

Core market data including price, volume, and orderbook dynamics

buy_sell_volumeohlcvorderbook

📊

Derivatives & Futures

Futures, perpetuals, and derivative market metrics

cme_oifunding_rateliquidations

📉

Options & Volatility

Options data, implied volatility, and skew metrics

deribit_implied_volatilityderibit_volatility_indexoptions_volume

💰

Lending & Margin

Margin rates, lending markets, and credit data

🏦

Institutional & ETF

ETF flows, institutional holdings, and treasury data

binance_treasury_balanceetf_flowetf_holding

🔗

Protocols & DeFi

Protocol-specific metrics and DeFi positions

ethena_positions

Common Usage Patterns

Examples of how to use different data sources in your trading strategies.

Basic Price Data

Access OHLCV data for price-based technical analysis.

Funding Rate Analysis

Monitor funding rates across perpetual futures markets.

Liquidation Monitoring

Track liquidation events and volumes for market sentiment.

Best Practices

🎯

Choose Appropriate Sources

Select data sources that match your strategy timeframe and requirements.

⚡

Cache Data References

Store data source references to avoid repeated function calls.

🔄

Handle Data Availability

Not all data sources are available for every symbol/exchange combination.