Virtufin Indicator Workers

Deployable indicator workers, built on Virtufin.Indicator.DevKit. Each folds closed candles into one of lib's indicators and publishes the value as a scenario-scoped event.

flowchart LR
    CANDLES(["act.exchange.binance.candle.closed.&lt;PAIR&gt;.&lt;interval&gt;"])
    SMA["SimpleMovingAverage"]
    AR["AbsoluteReturn"]
    RR["RelativeReturn"]
    LR["LogReturn"]
    SE["ShannonEntropy"]
    TF["TradeFlow"]
    OUT(["sc.&lt;scenario&gt;.indicator.&lt;name&gt;.changed.&lt;PAIR&gt;"])
    STATE[("State\nsc.&lt;scenario&gt;.indicator.&lt;name&gt;.&lt;PAIR&gt;")]
    CANDLES --> SMA & AR & RR & LR & SE
    TF --> OUT
    CANDLES --> TF
    SMA & AR & RR & LR & SE --> OUT
    SMA & AR & RR & LR & SE --> STATE
    TF --> STATE

Workers

Worker	Value	Parameter
SimpleMovingAverage	Mean close of the last N candles	N candles, default 20
AbsoluteReturn	`close − close N candles ago` (quote currency); null until N + 1 candles	lag N, default 1
RelativeReturn	`(close − close N candles ago) / close N candles ago`; null until N + 1 candles	lag N, default 1
LogReturn	`ln(close / close N candles ago)`; null until N + 1 candles	lag N, default 1
ShannonEntropy	Entropy in bits of candle direction over the last N candles	N candles, default 20
TradeFlow	Units, quote notional and trade count over a time window (trades, not candles)	seconds, default 60

Candles come from market-data-workers' BinanceCandles. These values are indicators rather than market data because they depend on a choice (the window or lag), which belongs to a scenario.