Market Data
The public Binance market-data boundary — verified against src/market_data/ and live checks performed while generating this site.
Verified boundary
- Public REST/WebSocket endpoints only — no signed request, no API key, no account endpoint (verified by
scripts/check_capital_execution_boundary.py). - Only fully closed candles are used — never a candle still forming (
--closed-candles-onlyflag,scripts/run_live_paper_monitor.py). - Symbol: BTCUSDT. Timeframes: 2m, 5m, 15m (verified from
scripts/run_live_paper_monitor.pyinvocation andconfig/live_paper_monitor.yaml). - Reconnect logic and REST fallback are configured via
config/live_paper_monitor.yaml(reconnect_initial_seconds,reconnect_max_seconds,transport_mode: automatic).
Pipeline timeline
CODE-DERIVED VISUALISATION
Market-data pipeline timeline generated from verified module/route relationships in this repository.
Current cost-model configuration (dynamic, not hardcoded)
| Setting | Current value |
|---|---|
| Starting paper capital | $2,000.00 |
| Risk fraction | 0.01 |
| Taker fee rate | 0.0004 |
| Slippage rate | 0.0002 |
Evidence: data/research/capital/capital_config.json (read live at generation time).