Data Feeds
Data feeds are the inputs available inside an Indicator node and closing Triggers. Each feed represents a live stream of market data that your conditions can read from.
Choosing the right data feed is one of the most important decisions when building an automated trading strategy. Price feeds determine when your entry conditions trigger. Volume feeds help confirm whether a move has real participation behind it. Candle feeds let you build strategies based on completed timeframes rather than tick-by-tick noise. Understanding what each feed measures and when to use it will help you build more reliable entry conditions and exit triggers.
Price feeds
| Feed | What it measures |
|---|---|
| Mark Price | The fair value price used for liquidations and PnL. |
| Index Price | A composite reference price derived from multiple spot markets. More stable than mark price over short windows. |
| Reference Price | Aggregated spot price from external exchanges, used for oracle computations and strategy conditions. |
Trade feeds
| Feed | What it measures |
|---|---|
| Trade Price | The price of the most recent individual trade on this market. |
| Trade Quantity | The size of the most recent individual trade. |
Best Bid/Offer feeds
| Feed | What it measures |
|---|---|
| Bid Price | The best available buy price in the order book. |
| Bid Quantity | Total size available at the best bid price. |
| Ask Price | The best available sell price in the order book. |
| Ask Quantity | Total size available at the best ask price. |
Volume feeds
| Feed | What it measures |
|---|---|
| Volume 24h | Total base asset volume traded in the last 24 hours. |
| Quote Volume 24h | Total quote asset volume traded in the last 24 hours. |
Candle (OHLCV) feeds
Candle feeds give you access to data from completed candles at a specific timeframe. Select the timeframe when you add the feed to your condition.
| Feed | What it measures |
|---|---|
| Candle Close | The closing price of the selected candle |
| Candle Open | The opening price of the selected candle |
| Candle High | The highest price reached in the selected candle |
| Candle Low | The lowest price reached in the selected candle |
| Candle Volume | Total volume traded in the selected candle |
VWAP feeds
Volume-weighted average price. Useful for measuring whether the current price is above or below where most volume has transacted.
| Feed | What it measures |
|---|---|
| Rolling VWAP | VWAP calculated over a rolling time window you define. Continuously updates as new trades occur. |
| Fixed VWAP | VWAP anchored to a fixed start point (for example, the start of the trading day). Resets on a schedule. |
Funding
| Feed | What it measures |
|---|---|
| Funding Rate | The current periodic funding rate for the perpetual. Positive means longs pay shorts; negative means shorts pay longs. |
Related
- Aggregators and Operators — how to transform and compare these feeds inside a condition
- Set Entry Conditions — how to add feeds to an Indicator node