# Exchange data and on-chain data available for backtesting.

# Data Variables Reference

All variables available inside strategy scripts.

---

## Exchange Data (OHLCV)

Available by default in isolated mode. In cross mode, access via `get_data(ticker)`.

| Name   | Type    | Description                                              |
|--------|---------|----------------------------------------------------------|
| `open` | `Series`| Open prices                                             |
| `high` | `Series`| High prices                                             |
| `low`  | `Series`| Low prices                                              |
| `close`| `Series`| Close prices                                            |
| `volume`| `Series`| Trade volume                                          |
| `price`| `float` | Real-time tick price (live/tick mode). Falls back to `close[-1]` in candle mode. |

**Timeframes:** `1m`, `5m`, `15m`, `1h`, `4h`, `1d`, `tick`

**`get_data()` return object:** Has attributes `.open`, `.high`, `.low`, `.close`, `.volume.

---

## State Variables

Updated at each evaluation step. Available in both backtesting and live trading.

| Name              | Type    | Description                                                 |
|-------------------|---------|-------------------------------------------------------------|
| `position`        | `float` | Current position size (0.0 = no position)                  |
| `entry_count`     | `int`  | Number of entries made into the current position            |
| `avg_price`      | `float` | Weighted average entry price                                |
| `unrealized_pnl` | `float` | Unrealized profit/loss of the open position                 |
| `current_price`  | `float` | Current close price                                         |
| `funding_rate`   | `float` | Current funding rate (perpetual contracts only, live only) |

**Note:** Scripts that reference any state variable automatically switch to step-based execution (evaluated bar-by-bar instead of vectorized). Use state variables only when needed for scaled entry or position management logic.

---

## Context Variables

Available via the `context` dictionary.

| Name                 | Available In        | Type        | Description                                             |
|----------------------|---------------------|-------------|---------------------------------------------------------|
| `context['ticker']`  | Isolated mode       | `str`      | Current full ticker being evaluated (e.g., `BINANCE:BTC/USDT`) |
| `context['tickers']` | Cross mode          | `List[str]`| All full tickers in the universe                       |

---

## Time Variables

Datetime components extracted from each bar's timestamp. Available in both backtesting and live trading.

| Name     | Type    | Description                                   |
|----------|---------|-----------------------------------------------|
| `hour`   | `Series`| Hour of day in UTC (0-23)                    |
| `minute` | `Series`| Minute of hour (0-59)                        |
| `weekday`| `Series`| Day of week (0=Monday, 6=Sunday)             |

**Example — Trade only during specific hours:**

```python
# Only trade between 09:00-09:30 UTC
time_filter = (hour == 9) & (minute < 30)
emit(condition & time_filter, entry(...))
```

**Example — Skip weekends:**

```python
weekday_only = weekday < 5
emit(condition & weekday_only, entry(...))
```

---

## On-Chain Data (Bitcoin)

Bitcoin network metrics sourced from the Blockchain.com charts API. Data is daily granularity and BTC-only.

### Currency Statistics

| Name                | Type    | API Metric         | Description                                    |
|---------------------|---------|--------------------|------------------------------------------------|
| `total_bitcoins`    | `Series`| total-bitcoins      | Total mined BTC in circulation                    |
| `market_price_usd`  | `Series`| market-price        | USD market price                                 |
| `market_cap`       | `Series`| market-cap          | Market capitalization (USD)                      |
| `trade_volume_usd`  | `Series`| trade-volume        | Exchange trade volume (USD)                     |

### Block Details

| Name                       | Type    | API Metric                 | Description                                |
|----------------------------|---------|----------------------------|--------------------------------------------|
| `blockchain_size`         | `Series`| blocks-size                | Total blockchain size (bytes)             |
| `avg_block_size`          | `Series`| avg-block-size             | Average block size (bytes)                |
| `n_transactions_per_block` | `Series`| n-transactions-per-block   | Average transactions per block             |
| `median_confirmation_time` | `Series`| median-confirmation-time    | Median confirmation time (minutes)        |

### Mining Information

| Name                       | Type    | API Metric                 | Description                                    |
|----------------------------|---------|----------------------------|------------------------------------------------|
| `hash_rate`               | `Series`| hash-rate                  | Network hash rate (TH/s)                     |
| `difficulty`              | `Series`| difficulty                 | Mining difficulty                             |
| `miners_revenue`          | `Series`| miners-revenue             | Total miner revenue (USD)                   |
| `transaction_fees`        | `Series`| transaction-fees           | Total transaction fees (BTC)                |
| `transaction_fees_usd`    | `Series`| transaction-fees-usd       | Total transaction fees (USD)                |
| `cost_per_transaction`    | `Series`| cost-per-transaction       | Mining cost per transaction (USD)          |
| `cost_per_transaction_percent`| `Series`| cost-per-transaction-percent | Mining cost as % of transaction value     |

### Network Activity

| Name                                      | Type    | API Metric                      | Description                                    |
|-------------------------------------------|---------|---------------------------------|------------------------------------------------|
| `n_unique_addresses`                      | `Series`| n-unique-addresses              | Unique addresses used per day                  |
| `n_transactions`                          | `Series`| n-transactions                  | Daily confirmed transactions                    |
| `n_payments_per_day`                     | `Series`| n-payments-per-day              | Estimated daily payment count                   |
| `mempool_size`                           | `Series`| mempool-size                    | Mempool size (bytes)                           |
| `utxo_count`                             | `Series`| utxo-count                      | Unspent transaction output set size            |
| `n_transactions_excluding_popular`       | `Series`| n-transactions-excluding-popular| Transactions excluding top 100 addresses       |
| `estimated_transaction_volume_usd`        | `Series`| estimated-transaction-volume-usd| Estimated daily transaction volume (USD)      |

### Limitations

- **Daily resolution only.** On-chain metrics are published once per day regardless of strategy timeframe.
- **Bitcoin only.** No on-chain data for ETH or other chains.
- **Backtest only.** On-chain variables are currently available in backtesting only. Not yet available in live trading.