Documentation for Deptle Terminal.

tick is the market event passed to every on_tick call. All fields are whole numbers.

• tick.price — last trade price.
• tick.qty — trade quantity in base units.
• tick.time_ns — event time, Unix nanoseconds.
• tick.count — trade/event counter.
• tick.flags — venue-defined bit flags.
• tick.asset_id — which stream this tick belongs to in multi-asset runs.

Add sys to your on_tick signature for runtime information beyond the market event. Every field is a whole number.

• Engine: tick_index, source_tick_index, strategy_index, strategy_slot, strategy_count, asset_id, asset_count.
• Account: position_base (current position size) and equity_quote (current equity).
• Portfolio: portfolio_sync_epoch, portfolio_score, portfolio_rank_desc, portfolio_rank_asc.
• Randomness: rng_seed_lo, rng_seed_hi.

Compare one asset against the rest of the portfolio.

• portfolio_score_live(asset_id) — the up-to-the-moment score for an asset.
• portfolio_score(asset_id) — the frozen score for this sync epoch.
• portfolio_rank_desc(asset_id) — rank with the highest score first (1 = best).
• portfolio_rank_asc(asset_id) — rank with the lowest score first (1 = worst).
• Each also works as a method on sys (for example sys.portfolio_score(asset_id)).

Pick bar data in the Optimizer and the same tick fields carry bar values.

There is no separate bar entry point. Aggregation is set in the Optimizer feed controls, not in strategy code.

• tick.price is the bar close.
• tick.qty is the aggregated bar volume.
• tick.count is the aggregated bar trade count.
• tick.time_ns is the bar's close-boundary timestamp (UTC).