> ## Documentation Index > Fetch the complete documentation index at: https://docs.0xarchive.io/llms.txt > Use this file to discover all available pages before exploring further. # Streams > Bars, trades, liquidations, the order book, open interest, funding, breadth and liquidation levels. The data a script reads. Declared at the top level only. Inside a handler of stream S, S's fields describe the bar or event being run. Every other stream reads "as of" that moment: its last confirmed value at or before the current bar's time. That is the no-lookahead rule, for every kind of data. ## bars() The chart's bars by default, or another market or interval. ```ts theme={"theme":"github-dark"} function bars(options?: BarsOptions): Bars; ``` ## MarketInfo The smallest price step at the current price. Hyperliquid's step changes with price. ## IntervalInfo Length in milliseconds for time bars (for months, the average month); `na` for bars that close on trades. ## BarView One bar. Values the source does not provide are `na`. When the bar ends (exclusive). For time bars, `time + interval.ms`; for months, the next month's open. Base volume. Quote (USD) volume. Taker buy and sell base volume, when the host has them. A bar value by name, such as `source('hl2')`. ## BarsOptions A market other than the chart's, such as `ETH`. An interval other than the chart's, such as `4h`. ## Bars Bar number on this stream, from 0 at the first loaded bar. True when this run is for a closed bar; false for an update of the forming bar. True on the first run of a bar. True on the newest bar the chart has. The index of this stream's newest bar, known on every bar of history (Pine's `last_bar_index`). It grows as new bars arrive; bars already run keep the value they saw. The open time of this stream's newest bar, known on every bar (Pine's `last_bar_time`). True once the run has reached live data. The bar `n` bars ago on this stream; `ago(0)` is the current one. Fields are `na` before the first bar. The developing bar of this stream, read from another stream's handler. It changes until the bar closes (it repaints), which is why it has to be asked for by name. Runs for every bar of history, once, and again on every update of the forming bar. Runs once when a bar closes, after its last `onBar`. ## trades() ```ts theme={"theme":"github-dark"} function trades(options?: TradesOptions): Trades; ``` ## Trade One trade (a taker fill), with the identities 0xArchive records. price × size, in USD. The taker's side. The taker's order id: fills with the same id are one order. Wallet addresses, lower-case hex, when the source carries them. True when the taker was being liquidated. True when the same taker order filled the trade before this one on the stream (time order, execution order within a millisecond), filters such as `minSize` aside. False where the source does not say. Join fills into orders with it when `takerOrderId` is null. The trade's change in the venue's open interest, in the market's base unit, from both sides' positions before it: positive where it opened positions, negative where it closed them, 0 where one side opened and the other closed. Hyperliquid and HIP-3 count both sides of open interest, Lighter longs only, as each venue's own open interest does. `na` where the venue does not know. ## TradesOptions Skip trades smaller than this, in base units or in USD. ## Trades Runs once per trade, in execution order, before the `onBar` of the bar it falls in. Whether trades cover the current bar completely. Trade history is limited, so older bars have none. ## liquidations() ```ts theme={"theme":"github-dark"} function liquidations(options?: { market?: string; venue?: Venue; minNotional?: number }): Liquidations; ``` ## Liquidation The side of the position that was liquidated. ## Liquidations ## derivatives() ```ts theme={"theme":"github-dark"} function derivatives(options?: { market?: string; venue?: Venue }): Derivatives; ``` ## Derivatives Perp state as of the current bar: the last sample at or before it. `na` when unknown. When the sample read was taken; `na` when there is none. The funding rate for one hour, as a fraction (0.0001 is 0.01%). ## breadth() ```ts theme={"theme":"github-dark"} function breadth(options?: { venue?: 'hl' | 'hip3' }): Breadth; ``` ## Breadth The share of a venue's markets trading above their session VWAP, as of the current bar. Percent, 0 to 100. How complete the sample is: the percent of the venue's markets that had data for it, 0 to 100. When the sample read was calculated; `na` when there is none. ## depth() ```ts theme={"theme":"github-dark"} function depth(options: { bandsPct: readonly number[]; market?: string; venue?: Venue }): Depth; ``` ## Depth Resting size in the book near the price, as of the current update. Total resting bid and ask size within `bandPct` percent of the mid. `bandPct` must be one of the declared bands. When the sample read was taken; `na` when there is none. Book views have no history until the terminal serves one; before that only live bars have them. ## orderBook() ```ts theme={"theme":"github-dark"} function orderBook(options?: { market?: string; venue?: Venue }): OrderBook; ``` ## BookBand A band around the mid, in basis points: 10 is 0.1%, 1000 is 10%. ```ts theme={"theme":"github-dark"} type BookBand = 10 | 25 | 50 | 100 | 250 | 500 | 1000; ``` ## BookStat `avg`, the default: the time-weighted mean over the bar. `close`: the book at the bar's end. ```ts theme={"theme":"github-dark"} type BookStat = 'avg' | 'close'; ``` ## OrderBook The full-depth order book over each of the chart's bars (Hyperliquid and HIP-3, from 2026-03-10): from 0xArchive's book archive, and for the newest hour from the page's live book. A bar the book was not known for reads `na`, never 0. Live, the page holds up to 400 levels a side, so a band that reaches past them reads `na` until the archive has the hour. Mid price. Best ask less best bid over the mid, in basis points. Size resting at the best bid and the best ask (the best queues), in contracts. Resting size within `band` of the mid on one side: in contracts, or in USD with `usd: true`. Bids less asks over their sum, in USD within `band`: -1 (all asks) to 1 (all bids). What a market order of `usd` pays against the mid at the bar's end, in basis points; `na` when the book cannot fill it. Price levels on each side at the bar's end; `na` live. The share of the bar the book was known, 0 to 1. True when any of the bar came from the live book rather than the archive. The bar's open time; `na` when there is no reading. ## openInterest() ```ts theme={"theme":"github-dark"} function openInterest(options?: { market?: string; venue?: Venue }): OpenInterest; ``` ## OpenInterest Open interest over each of the chart's bars, from 0xArchive's one-minute open interest (Hyperliquid from 2025-03-01, HIP-3 and Lighter from their own starts). A bar opens at the close of the minute before it, so `close - open` is its whole change; its high and low are over its minutes. In the market's base unit, or USD with `{ usd: true }` (each minute's open interest times its mark). The newest bars are built from the trades instead: each trade's change in open interest (`Trade.oiDelta`), summed and anchored to the one-minute open interest, so the forming bar moves with every trade and each bar closes where its last trade left it. On time bars of a minute or more that is every bar since the hour before the chart opened; on seconds bars and bars that close on trades (tick, volume, range and the rest) it is every bar, as far back as the trades reach (`trades()`: today and the two UTC days before). USD there is each level times the price of the trade that set it. The bar's change, close less open. In USD it is the change in coins at the bar's closing mark, so it counts positions opened and closed, not the price moving the ones already open. The bar's open time; `na` when there is no reading. ## funding() ```ts theme={"theme":"github-dark"} function funding(options?: { market?: string; venue?: Venue }): Funding; ``` ## Funding The funding rate over each of the chart's bars, from 0xArchive's one-minute funding readings (Hyperliquid from 2025-03-01, HIP-3 and Lighter from their own starts). A bar's rate is the venue's rate at its last minute: on Hyperliquid the predicted rate for the hour then running, which is what settles at the hour's end, so a 1h bar holds the rate its hour paid. Positive: longs pay shorts. The forming bar moves as each minute closes, about 1 to 4 minutes behind. Only time charts of whole minutes, 1m or longer, have it: on seconds, tick, volume and range bars every value is `na`. The rate as a fraction per hour, as the venues pay it, or per `hours` hours (8 for an eight-hour rate, 8760 for a year's). The premium at the bar's last minute, the mark's distance from the oracle the rate is built from; `na` on Lighter. The bar's open time; `na` when there is no reading. ## liquidationLevels() Where open positions would be liquidated, from 0xArchive's liquidation levels. ```ts theme={"theme":"github-dark"} function liquidationLevels(options?: { market?: string; venue?: Venue }): Levels; ``` ## Level A price level with resting size on each side, such as a liquidation or stop cluster. USD notional that would trade if price reached the level: long and short positions, or buy and sell orders. ## Levels The levels as of the current bar, sorted by price. Empty when unknown. When the snapshot read was taken; `na` when there is none. ## triggers() Resting stop and trigger orders by price, where the data exists. ```ts theme={"theme":"github-dark"} function triggers(options?: { market?: string; venue?: Venue }): Levels; ``` ## sessions Exchange session calendars for HIP-3 stock and commodity perps (src/browser/market-calendars.mjs). The calendar id for a market, such as `nyse`, or `null` for markets that trade around the clock. Whether `calendar` is in session at `time` (regular or extended hours), with that session's bounds; when closed, `start` is the last close and `end` the next open. `regular` says whether the session is the regular one. Holidays and early closes included. ## Next step Continue with [State](/terminal/reference/state). This documentation is built and hosted on [Mintlify](https://mintlify.com), a developer documentation platform.