How alert receipts are recorded

When an alert fires, one receipt is opened for each later time: 1 hour, 4 hours, 24 hours, and 7 days. Each receipt is due at the fire time plus that interval. The job that fills receipts runs on each whole UTC minute. A minute that was missed is caught up on a later run, from candles that are still stored.

The later price

The price we store is the close of the finished candle for the minute that contains the due time. The change is that close divided by the price on the alert, minus one, written as a percent. Nothing is estimated between candles.

If that minute is not finished yet, the receipt waits. From 5 minutes after the minute starts, the nearest finished candle within 2 minutes may be used, earlier or later. The nearer minute wins. On a tie, the earlier minute wins.

What missing means

A receipt stays open while the candle may still arrive. From 30 minutes after the due time, if none of those minutes exists and the feed has already stored a later finished candle, the receipt is marked missing. From 2 days after the due time, it is marked missing either way.

Missing means there is no price. It is not a change of zero. It is not part of the median. A receipt whose time has not arrived is not in yet. It is left out of the median too.

The stored row keeps the price, the exchange that printed it, and the candle minute. The source and the time stay with the number.

The median

For one alert rule, and for one later time, the recorded changes for that time are collected. Pending receipts and missing receipts are left out.

Those changes are sorted from smallest to largest. If the count is odd, the median is the middle value. If the count is even, the median is the average of the two middle values. If none are recorded, there is no median. A zero is not written in its place.

The median describes the recorded changes. It does not grade the alert. The count of recorded receipts is part of the same record.

The mean, when it is shown, is the sum of those same changes divided by how many there are. One large change moves the mean more than it moves the median.

Updated October 12, 2026.