Order-Book Variables
- imb / absImb: selected-depth imbalance, signed and absolute.
- deltaImb / absDelta / prevImb: candle-to-candle change and the previous value.
- l1..l10 and c1..c10: per-level and cumulative imbalance from level 1 to 10.
- bidNotional / askNotional / cumBookNotional: raw bucket and cumulative book notional.
- sameSide: whether pressure stayed on the same side as the previous candle.
Spread & Price Variables
- spreadAvg / spreadRange / spreadMin / spreadMax: spread aggregates in basis points.
- mid / bestBid / bestAsk: top-of-book prices and midpoint.
- open / high / low / close / quoteVolume / notionalM: kline fields and quote volume.
- priceRangeBps / bodyBps / closeLocation: candle range, body, and where the close landed.
Trade-Flow Variables
- takerBuyRatio / takerSellRatio / avgTradeNotional: aggression and average trade size.
- cvdHigh / cvdLow / cvdRange: intracandle cumulative volume delta.
- buyRun / sellRun: largest same-side taker run (sweeps).
- tradeMaxBuy / tradeMaxSell: largest single taker print (whale orders).
Derivatives & Microstructure Variables
- funding / fundingBps: perp funding rate; positive means longs pay shorts.
- basisBps / markPremiumBps: mark versus last trade and index.
- oi / oiDelta / oiDeltaPct: open interest and its change.
- liqBuy / liqSell / liqNotional / liqDelta: liquidation notional by side, total, and net — not populated on Hyperliquid (no public market-wide liquidation feed).
- ofi, microprice / micropriceBps: order-flow imbalance and size-weighted fair value lean versus mid.
Statistics & Universe
- p / z: percentile and z-score of pressure versus recent history.
- rank: trailing-volume rank across the Hyperliquid market universe.
- age: seconds since the candle, for freshness filters.
Functions
- Math: abs, max, min, avg, clamp, round, floor, ceil, sqrt.
- Lookback (window 1-200 candles): prior(x, n), change(x, n), highest(x, n), lowest(x, n), sma(x, n), sum(x, n). Example: imb >= highest(imb, 50).
- Indicators (period 2-200, on any series): rsi(x, n), ema(x, n), macd(x), atr(n). Example: rsi(imb, 14) <= 25 finds order-book "oversold".
- count(condition, n): how many of the last n candles met a condition. Example: count(oiDelta > 0, 5) >= 5.
Formula Habits
Write formulas that you can explain after a volatile candle. If a formula is impossible to reason about during live review, simplify it before trusting the output. The in-app reference (the docs button inside the workspace) lists every variable with its exact definition.