Data Sources - kScript Core Concepts

Available Data Sources

kScript provides access to 6 different data sources covering price data, derivatives, funding rates, and on-chain metrics.

buy_sell_volumeDataSource

price

Buy/sell volume from trade data

Properties:

buysell

Usage:source("buy_sell_volume", symbol, exchange)

Example:

funding_rateDataSource

derivatives

Funding rate aggregation data from derivatives markets

Usage:source("funding_rate", symbol, exchange)

Example:

liquidationsDataSource

derivatives

Liquidation aggregation data from derivatives markets

Properties:

buysell

Usage:source("liquidations", symbol, exchange)

Example:

ohlcvDataSource

price

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

Properties:

openhighlowclosevolume

Usage:source("ohlcv", symbol, exchange)

Example:

open_interestDataSource

derivatives

Open interest aggregation data from derivatives markets

Properties:

openhighlowclose

Usage:source("open_interest", symbol, exchange)

Example:

orderbookDataSource

other

Orderbook heatmap snapshot aggregation data

Usage:source("orderbook", symbol, exchange)

Example:

Data Source Categories

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

📈

Price & Volume

Basic market data including OHLCV and trading volumes

buy_sell_volumeohlcv

📊

Derivatives

Futures, options, and derivative market data

funding_rateliquidationsopen_interest

💰

Lending & Rates

Margin rates, lending rates, and borrowing data

🏦

Institutional Data

ETF flows, institutional holdings, and market structure

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 source() calls.

🔄

Handle Data Availability

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