MarketUpdate

---

dataclass backtide.live.MarketUpdate

A candle received from a live market-data connection.

is_final is true only when the provider has closed the candle, or when Backtide observed the next candle and can therefore finalize the prior one.

Attributes

provider : str Lowercase provider identifier, or "mock" for replay data. symbol : str Canonical provider-independent symbol. quote_currency : str | None Currency in which OHLC prices are denominated. Live providers populate this value; None preserves base-currency accounting for synthetic and backwards-compatible manually constructed updates. interval : str Canonical interval string. open_ts : int Candle-open Unix timestamp in seconds. close_ts : int Candle-close Unix timestamp in seconds. open : float Opening price in quote-currency units. high : float Highest price in quote-currency units. low : float Lowest price in quote-currency units. close : float Latest or final closing price in quote-currency units. volume : float Traded volume in base-asset units. n_trades : int | None Provider-reported trade count when available. is_final : bool Whether no further updates are expected for this candle. received_ts : int Local receipt Unix timestamp in seconds.

See Also

Session

A stateful simulated account with optional strategy evaluation.

Example

>>> from backtide.live import MarketUpdate

>>> market = MarketUpdate(
...     symbol="BTC-USD",
...     interval="1m",
...     open_ts=1_700_000_000,
...     close_ts=1_700_000_060,
...     open=100.0,
...     high=102.0,
...     low=99.0,
...     close=101.0,
...     volume=5.0,
... )
>>> print(market.close)

101.0