BinanceTrades

Turns Binance SPOT @trade frames into the public trade tape, published as world-scoped market data on the trade topics of the openspec pubsub-topics spec ("Public trade tape"). Built on Virtufin.MarketData.DevKit.

Property	Value
Project	Virtufin.Worker.BinanceTrades
Worker type	binancetradetape
Base class	Virtufin.MarketData.DevKit.MarketDataWorkerBase
Engine	application/x-dotnet-dll
Input topic	act.exchange.binance.trade.update (raw frames from WebSocketManager)
Output topic	<world>.exchange.binance.trade.executed.<PAIR>
ce-type	com.virtufin.exchange.binance.trade.executed
Payload	{ trade_id, price, qty, side, trade_time }

Behaviour

• Trades only. A frame is published when e == "trade"; SUBSCRIBE acks and other frames are skipped without an error event.
• Once per trade. The worker remembers the last published trade id per pair, so a redelivered or replayed frame is dropped. Ids are per symbol, so the dedupe is per pair.
• Side. side is the aggressor: m (buyer is the maker) true → sell, false → buy.
• Envelope. exchange=binance, marketworld, marketuniverse, clocktype, eventtime = ce-time = the trade time (T); no scenario extensions.

Config (CreateWorker config, as extension attributes)

Key	Default	Meaning
currencypairs	required	Comma-separated canonical pairs, e.g. BTC_USDT,ETH_USDT (maps Binance's BTCUSDT back to BTC_USDT)
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. Trade feed (WebSocketManager, no worker): one connection to wss://stream.binance.com:9443/stream, subscribed to <symbol>@trade for every tracked pair, publishing to act.exchange.binance.trade.update (no routing: the frame names its own symbol in s).
2. Worker: scripts/create_worker.py with this config (one instance covers every pair; add a second only over a disjoint currencypairs list, or both would publish each trade).

Trades are the highest-rate market data in the system -- BTC alone is 10-100/s. Anything folding them should set publishintervalms/saveintervalms (see the indicator workers), and consumers should expect a bursty topic.