Meaning of “candle” in "I now call to mind that there was a letter in the candle three days ago"

In the book The Trumpet Major, by Thomas Hardy, there is the following paragraph:

That was Budmouth postmaster, and he says there's a letter for me. Ah, I now call to mind that there was a letter in the candle three days ago this very night - a large red one; but foolish-like I thought nothing o't. Who can that letter be from?

What is the meaning of candle in this text?

That is the only occurrence of the word candle in that chapter.

Solution 1:

This is the explanatory note from the Oxford World Classics edition:

. . . the "letter" is a bright spark visible within the body of the flame, and is caused by the irregular burning of the wick. The person who sees it must thump the table; if the spark disappears immediately, the letter is in the post; if several thumps are necessary, that number of days must elapse before the letter arrives.

The source for this information is Firor, Ruth A., Folkways in Thomas Hardy (1931; reprinted New York: A. S. Barnes & Company, 1962)