Data Sources - Kiyotaka

Core Concept5 min read

Available data sources in kScript for accessing market data, indicators, and financial information from exchanges and data providers.

Data Access Methods

kScript v2 provides two ways to access market data:

Direct Functions (Recommended)
Universal source() Function

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

timeseries trade = ohlcv(symbol=currentSymbol, exchange=currentExchange);
timeseries funding = funding_rate(symbol=currentSymbol, exchange=currentExchange);
timeseries liq = liquidations(symbol=currentSymbol, exchange=currentExchange);

Direct functions provide better compile-time validation and clearer code.

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

timeseries trade = source("ohlcv", currentSymbol, currentExchange);
timeseries funding = source("funding_rate", currentSymbol, currentExchange);
timeseries liq = source("liquidations", currentSymbol, currentExchange);

Useful when you need dynamic data source selection based on user input.

Available Data Sources

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

Price & Volume

Core market data including price, volume, and orderbook dynamics.

Source	Description
`ohlcv()`	Open, High, Low, Close, Volume data
`buy_sell_volume()`	Separated buy and sell volume
`orderbook()`	Order book depth data

Derivatives & Futures

Futures, perpetuals, and derivative market metrics.

Source	Description
`funding_rate()`	Perpetual futures funding rates
`liquidations()`	Liquidation events and volumes
`open_interest()`	Total open positions
`long_short_ratio()`	Long vs short position ratio

Options & Volatility

Options data, implied volatility, and skew metrics.

Source	Description
`options_volume()`	Options trading volume
`options_open_interest()`	Options open interest
`deribit_implied_volatility()`	Deribit IV data
`deribit_volatility_index()`	DVOL index

Lending & Margin

Margin rates, lending markets, and credit data.

Source	Description
`bitfinex_margin_rate()`	Bitfinex margin rates
`bitfinex_active_credit_size()`	Active credit size

Institutional & ETF

ETF flows, institutional holdings, and treasury data.

Source	Description
`etf_flow()`	ETF inflows/outflows
`etf_holding()`	ETF holdings data
`etf_premium_rate()`	ETF premium/discount

Common Usage Patterns

Basic Price Data

Access OHLCV data for price-based technical analysis:

//@version=2

define("Price Analysis", "onchart", true);

// Method 1: Direct function (recommended)
timeseries trade = ohlcv(symbol=currentSymbol, exchange=currentExchange);

// Method 2: Using source() function
// timeseries trade = source("ohlcv", currentSymbol, currentExchange);

// Calculate simple moving average on close prices
var sma20 = sma(trade, 20, 4);

plotLine(value=sma20, width=2, colors=["blue"], label=["SMA 20"], desc=["20-period Simple Moving Average"]);

Funding Rate Analysis

Monitor funding rates across perpetual futures markets:

//@version=2

define("Funding Rate Monitor", "offchart", true);

// Method 1: Direct function (recommended)
timeseries funding = funding_rate(symbol=currentSymbol, exchange=currentExchange);

// Plot funding rate
var width = input("width", "number", 2);

plotLine(value=funding, width=width, colors=["blue", "green", "red"], label=["Funding Rate"], desc=["Funding Rate Data"]);

Liquidation Monitoring

Track liquidation events and volumes for market sentiment:

//@version=2

define("Liquidation Tracker", "offchart", true);

// Method 1: Direct function (recommended)
timeseries liquidationData = liquidations(symbol=currentSymbol, exchange=currentExchange);

// Plot liquidations as bars
plotBar(value=liquidationData, width=1, colors=["green", "red"], label=["Liquidations"], desc=["Liquidation Data"]);

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:

timeseries ohlcvData = ohlcv(currentSymbol, currentExchange);
// Use ohlcvData throughout your script

Handle Data Availability

Not all data sources are available for every symbol/exchange combination. Check that your selected data source supports your target market.

kScript

​Data Access Methods

​Available Data Sources

​Common Usage Patterns

​Basic Price Data

​Funding Rate Analysis

​Liquidation Monitoring

​Best Practices

​Choose Appropriate Sources

​Cache Data References

​Handle Data Availability