BinanceCandles

Turns Binance SPOT kline frames into closed OHLCV candles, published as world-scoped market data on the candle topics of the openspec pubsub-topics spec ("OHLCV candle"). Built on Virtufin.MarketData.DevKit, which owns the candle contract.

Property	Value
Project	Virtufin.Worker.BinanceCandles
Base class	Virtufin.MarketData.DevKit.MarketDataWorkerBase
Engine	application/x-dotnet-dll
Input topic	act.exchange.binance.kline (raw frames from WebSocketManager)
Output topic	<world>.exchange.binance.ohlcv.candle.<interval>.<PAIR>
ce-type	com.virtufin.exchange.binance.ohlcv.candle

Behaviour

• Closed candles only. A kline is published when Binance marks it closed (k.x == true). Open klines, SUBSCRIBE acks and any other frame are skipped without an error event.
• Once per window. The worker remembers the last published window start per (pair, interval), so a redelivered or replayed frame is dropped.
• Envelope. exchange=binance, marketworld, marketuniverse, clocktype, and eventtime = ce-time = the candle's close time (T); no scenario extensions.
• Payload. { symbol, interval, open, high, low, close, volume, windowStart, windowEnd }; see the market-data-devkit's contracts page.

Config (CreateWorker config, as extension attributes)

Key	Default	Meaning
currencypairs	every pair	Comma-separated allowlist, e.g. BTCUSDT,ETHUSDT
intervals	every interval	Comma-separated allowlist, e.g. 1s,1m
world	act	act or hyp.<name> (topic prefix and marketworld)
venue	binance	Topic segment and exchange
marketuniverse	ALL	marketuniverse extension
clocktype	wall for act, else historical	clocktype extension

Deploy

1. Kline feed (WebSocketManager, no worker): scripts/start_kline_feed.py --pairs BTCUSDT ETHUSDT --intervals 1s 1m. This connects to wss://stream.binance.com:9443/stream, subscribes to <pair>@kline_<interval> and publishes the frames to act.exchange.binance.kline.
2. Worker: scripts/create_worker.py (one instance for all pairs and intervals), then start it.
3. Consume: subscribe to e.g. act.exchange.binance.ohlcv.candle.1m.BTCUSDT; decode with CandleJson.TryDecode.

Binance publishes the in-progress kline about once a second (1s klines every second) and the closing frame once, so a 1m subscription yields one candle per minute per pair.