Naming

This repo owns these naming fragments: virtufin.market, virtufin.venue.alpaca, virtufin.venue.binance. Every name below is produced by the naming library from them; see the naming reference for the rules and the specs for every fragment.

Topics

Entity	Event	Topic template	Example topic	ce-type	ce-subject	Status
virtufin.market/orderbook	changed	(act\|hyp.<world>).exchange.<venue>.orderbook.changed.<pair>	act.exchange.binance.orderbook.changed.BTC_USDT	com.virtufin.exchange.binance.orderbook.changed	currency_pair/BTC_USDT	live
virtufin.market/orderbook	gap	(act\|hyp.<world>).exchange.<venue>.orderbook.gap.<pair>	act.exchange.binance.orderbook.gap.BTC_USDT	com.virtufin.exchange.binance.orderbook.gap	currency_pair/BTC_USDT	live
virtufin.market/orderbook	snapshot	(act\|hyp.<world>).exchange.<venue>.orderbook.snapshot.<pair>	act.exchange.binance.orderbook.snapshot.BTC_USDT	com.virtufin.exchange.binance.orderbook.snapshot	currency_pair/BTC_USDT	live
virtufin.market/orderbook	update	(act\|hyp.<world>).exchange.<venue>.orderbook.update.<pair>	act.exchange.binance.orderbook.update.BTC_USDT	com.virtufin.exchange.binance.orderbook.update	currency_pair/BTC_USDT	live
virtufin.market/candle	closed	(act\|hyp.<world>).exchange.<venue>.candle.closed.<pair>.<interval>	act.exchange.binance.candle.closed.BTC_USDT.1m	com.virtufin.exchange.binance.candle.closed	currency_pair/BTC_USDT	live
virtufin.market/candle	update	(act\|hyp.<world>).exchange.<venue>.candle.update.<pair>.<interval>	act.exchange.binance.candle.update.BTC_USDT.1m	com.virtufin.exchange.binance.candle.update	currency_pair/BTC_USDT	live
virtufin.market/trade	executed	(act\|hyp.<world>).exchange.<venue>.trade.executed.<pair>	act.exchange.binance.trade.executed.BTC_USDT	com.virtufin.exchange.binance.trade.executed	currency_pair/BTC_USDT	live
virtufin.market/trade	update	(act\|hyp.<world>).exchange.<venue>.trade.update.<pair>	act.exchange.binance.trade.update.BTC_USDT	com.virtufin.exchange.binance.trade.update	currency_pair/BTC_USDT	live
virtufin.market/ticker	update	(act\|hyp.<world>).exchange.<venue>.ticker.update.<pair>	act.exchange.binance.ticker.update.BTC_USDT	com.virtufin.exchange.binance.ticker.update	currency_pair/BTC_USDT	reserved
virtufin.market/funding	rate	(act\|hyp.<world>).exchange.<venue>.funding.rate.<pair>	act.exchange.binance.funding.rate.BTC_USDT	com.virtufin.exchange.binance.funding.rate	currency_pair/BTC_USDT	reserved
virtufin.market/mark	price	(act\|hyp.<world>).exchange.<venue>.mark.price.<pair>	act.exchange.binance.mark.price.BTC_USDT	com.virtufin.exchange.binance.mark.price	currency_pair/BTC_USDT	reserved
virtufin.market/instrument	snapshot	(act\|hyp.<world>).exchange.<venue>.instrument.snapshot.<pair>	act.exchange.binance.instrument.snapshot.BTC_USDT	com.virtufin.exchange.binance.instrument.snapshot	currency_pair/BTC_USDT	live
virtufin.venue.alpaca/orderbook	changed	(act\|hyp.<world>).exchange.alpaca.orderbook.changed.<pair>	act.exchange.alpaca.orderbook.changed.BTC_USDT	com.virtufin.exchange.alpaca.orderbook.changed	currency_pair/BTC_USDT	live
virtufin.venue.alpaca/orderbook	gap	(act\|hyp.<world>).exchange.alpaca.orderbook.gap.<pair>	act.exchange.alpaca.orderbook.gap.BTC_USDT	com.virtufin.exchange.alpaca.orderbook.gap	currency_pair/BTC_USDT	live
virtufin.venue.alpaca/orderbook	snapshot	(act\|hyp.<world>).exchange.alpaca.orderbook.snapshot.<pair>	act.exchange.alpaca.orderbook.snapshot.BTC_USDT	com.virtufin.exchange.alpaca.orderbook.snapshot	currency_pair/BTC_USDT	live
virtufin.venue.alpaca/orderbook	update	(act\|hyp.<world>).exchange.alpaca.orderbook.update.<pair>	act.exchange.alpaca.orderbook.update.BTC_USDT	com.virtufin.exchange.alpaca.orderbook.update	currency_pair/BTC_USDT	live
virtufin.venue.alpaca/trade	executed	(act\|hyp.<world>).exchange.alpaca.trade.executed.<pair>	act.exchange.alpaca.trade.executed.BTC_USDT	com.virtufin.exchange.alpaca.trade.executed	currency_pair/BTC_USDT	live
virtufin.venue.alpaca/trade	update	(act\|hyp.<world>).exchange.alpaca.trade.update.<pair>	act.exchange.alpaca.trade.update.BTC_USDT	com.virtufin.exchange.alpaca.trade.update	currency_pair/BTC_USDT	live
virtufin.venue.binance/orderbook	changed	(act\|hyp.<world>).exchange.binance.orderbook.changed.<pair>	act.exchange.binance.orderbook.changed.BTC_USDT	com.virtufin.exchange.binance.orderbook.changed	currency_pair/BTC_USDT	live
virtufin.venue.binance/orderbook	gap	(act\|hyp.<world>).exchange.binance.orderbook.gap.<pair>	act.exchange.binance.orderbook.gap.BTC_USDT	com.virtufin.exchange.binance.orderbook.gap	currency_pair/BTC_USDT	live
virtufin.venue.binance/orderbook	snapshot	(act\|hyp.<world>).exchange.binance.orderbook.snapshot.<pair>	act.exchange.binance.orderbook.snapshot.BTC_USDT	com.virtufin.exchange.binance.orderbook.snapshot	currency_pair/BTC_USDT	live
virtufin.venue.binance/orderbook	update	(act\|hyp.<world>).exchange.binance.orderbook.update.<pair>	act.exchange.binance.orderbook.update.BTC_USDT	com.virtufin.exchange.binance.orderbook.update	currency_pair/BTC_USDT	live
virtufin.venue.binance/candle	closed	(act\|hyp.<world>).exchange.binance.candle.closed.<pair>.<interval>	act.exchange.binance.candle.closed.BTC_USDT.1m	com.virtufin.exchange.binance.candle.closed	currency_pair/BTC_USDT	live
virtufin.venue.binance/candle	update	(act\|hyp.<world>).exchange.binance.candle.update.<pair>.<interval>	act.exchange.binance.candle.update.BTC_USDT.1m	com.virtufin.exchange.binance.candle.update	currency_pair/BTC_USDT	live
virtufin.venue.binance/trade	executed	(act\|hyp.<world>).exchange.binance.trade.executed.<pair>	act.exchange.binance.trade.executed.BTC_USDT	com.virtufin.exchange.binance.trade.executed	currency_pair/BTC_USDT	live
virtufin.venue.binance/trade	update	(act\|hyp.<world>).exchange.binance.trade.update.<pair>	act.exchange.binance.trade.update.BTC_USDT	com.virtufin.exchange.binance.trade.update	currency_pair/BTC_USDT	live
virtufin.venue.binance/instrument	snapshot	(act\|hyp.<world>).exchange.binance.instrument.snapshot.<pair>	act.exchange.binance.instrument.snapshot.BTC_USDT	com.virtufin.exchange.binance.instrument.snapshot	currency_pair/BTC_USDT	live

State keys

Entity	Key template	Example key	Index key
virtufin.market/orderbook	(act\|hyp.<world>).exchange.<venue>.orderbook.<pair>	act.exchange.binance.orderbook.BTC_USDT
virtufin.market/candle	(act\|hyp.<world>).exchange.<venue>.candle.<pair>.<interval>	act.exchange.binance.candle.BTC_USDT.1m
virtufin.market/trade	(act\|hyp.<world>).exchange.<venue>.trade.<pair>	act.exchange.binance.trade.BTC_USDT
virtufin.market/instrument	(act\|hyp.<world>).exchange.<venue>.instrument.<pair>	act.exchange.binance.instrument.BTC_USDT
virtufin.venue.alpaca/orderbook	(act\|hyp.<world>).exchange.alpaca.orderbook.<pair>	act.exchange.alpaca.orderbook.BTC_USDT
virtufin.venue.alpaca/trade	(act\|hyp.<world>).exchange.alpaca.trade.<pair>	act.exchange.alpaca.trade.BTC_USDT
virtufin.venue.binance/orderbook	(act\|hyp.<world>).exchange.binance.orderbook.<pair>	act.exchange.binance.orderbook.BTC_USDT
virtufin.venue.binance/candle	(act\|hyp.<world>).exchange.binance.candle.<pair>.<interval>	act.exchange.binance.candle.BTC_USDT.1m
virtufin.venue.binance/trade	(act\|hyp.<world>).exchange.binance.trade.<pair>	act.exchange.binance.trade.BTC_USDT
virtufin.venue.binance/instrument	(act\|hyp.<world>).exchange.binance.instrument.<pair>	act.exchange.binance.instrument.BTC_USDT

Worker types

Worker type	Consumes	Produces	Command	Response	Error
alpacaorderbook	virtufin.venue.alpaca/orderbook.update	virtufin.venue.alpaca/orderbook.changed	wrk.alpacaorderbook.command.{worker_id}	wrk.alpacaorderbook.response	wrk.alpacaorderbook.error
alpacatrades	virtufin.venue.alpaca/trade.update	virtufin.venue.alpaca/trade.executed	wrk.alpacatrades.command.{worker_id}	wrk.alpacatrades.response	wrk.alpacatrades.error
binanceorderbook	virtufin.venue.binance/orderbook.update virtufin.venue.binance/orderbook.snapshot virtufin.venue.binance/instrument.snapshot	virtufin.venue.binance/orderbook.changed virtufin.venue.binance/orderbook.gap	wrk.binanceorderbook.command.{worker_id}	wrk.binanceorderbook.response	wrk.binanceorderbook.error
binancecandles	virtufin.venue.binance/candle.update	virtufin.venue.binance/candle.closed	wrk.binancecandles.command.{worker_id}	wrk.binancecandles.response	wrk.binancecandles.error
binancetrades	virtufin.venue.binance/trade.update	virtufin.venue.binance/trade.executed	wrk.binancetrades.command.{worker_id}	wrk.binancetrades.response	wrk.binancetrades.error

Venues

Venue	Symbol format	BTC_USDT on the venue	Interval names	Fragment
alpaca	{BASE}/{QUOTE}	BTC/USDT		virtufin.venue.alpaca
binance	{BASE}{QUOTE}	BTCUSDT	1M → 1mo	virtufin.venue.binance