2020-03-07 21:00:21 INFO: prepare candles [CandleItem(low=237.95, high=239.65, open=239.25, close=238.45, color='RED'), CandleItem(low=237.75, high=239.8, open=238.95, close=239.25, color='GREEN'), CandleItem(low=236.55, high=239.85, open=239.3, close=238.95, color='RED')]
2020-03-07 21:00:21 INFO: skip by colors candles=[CandleItem(low=237.95, high=239.65, open=239.25, close=238.45, color='RED'), CandleItem(low=237.75, high=239.8, open=238.95, close=239.25, color='GREEN'), CandleItem(low=236.55, high=239.85, open=239.3, close=238.95, color='RED')]
2020-03-07 21:00:21 INFO: check need new order None
2020-03-07 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.45, 'high': 239.75, 'low': 237.9, 'close': 238.8, 'trades': 3112, 'volume': 4850633, 'vwap': 238.76, 'lastSize': 1400, 'turnover': 115813062990, 'homeNotional': 43132.58482759147, 'foreignNotional': 10298290.821758075}, {'timestamp': datetime.datetime(2020, 3, 7, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 239.25, 'high': 239.65, 'low': 237.95, 'close': 238.45, 'trades': 3605, 'volume': 4424953, 'vwap': 238.88, 'lastSize': 100, 'turnover': 105699749190, 'homeNotional': 39345.208899257166, 'foreignNotional': 9398480.213334735}, {'timestamp': datetime.datetime(2020, 3, 7, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.95, 'high': 239.8, 'low': 237.75, 'close': 239.25, 'trades': 5185, 'volume': 5168660, 'vwap': 238.93, 'lastSize': 100, 'turnover': 123493980945, 'homeNotional': 45949.510755484065, 'foreignNotional': 10978659.70263195}]
2020-03-07 22:00:20 INFO: prepare candles [CandleItem(low=237.9, high=239.75, open=238.45, close=238.8, color='GREEN'), CandleItem(low=237.95, high=239.65, open=239.25, close=238.45, color='RED'), CandleItem(low=237.75, high=239.8, open=238.95, close=239.25, color='GREEN')]
2020-03-07 22:00:20 INFO: skip by colors candles=[CandleItem(low=237.9, high=239.75, open=238.45, close=238.8, color='GREEN'), CandleItem(low=237.95, high=239.65, open=239.25, close=238.45, color='RED'), CandleItem(low=237.75, high=239.8, open=238.95, close=239.25, color='GREEN')]
2020-03-07 22:00:20 INFO: check need new order None
2020-03-07 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.8, 'high': 240.9, 'low': 238.5, 'close': 240.4, 'trades': 3675, 'volume': 6496742, 'vwap': 240.01, 'lastSize': 1772, 'turnover': 155926445790, 'homeNotional': 57913.394808701545, 'foreignNotional': 13899668.656454334}, {'timestamp': datetime.datetime(2020, 3, 7, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.45, 'high': 239.75, 'low': 237.9, 'close': 238.8, 'trades': 3112, 'volume': 4850633, 'vwap': 238.76, 'lastSize': 1400, 'turnover': 115813062990, 'homeNotional': 43132.58482759147, 'foreignNotional': 10298290.821758075}, {'timestamp': datetime.datetime(2020, 3, 7, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 239.25, 'high': 239.65, 'low': 237.95, 'close': 238.45, 'trades': 3605, 'volume': 4424953, 'vwap': 238.88, 'lastSize': 100, 'turnover': 105699749190, 'homeNotional': 39345.208899257166, 'foreignNotional': 9398480.213334735}]
2020-03-07 23:00:20 INFO: prepare candles [CandleItem(low=238.5, high=240.9, open=238.8, close=240.4, color='GREEN'), CandleItem(low=237.9, high=239.75, open=238.45, close=238.8, color='GREEN'), CandleItem(low=237.95, high=239.65, open=239.25, close=238.45, color='RED')]
2020-03-07 23:00:20 INFO: skip by colors candles=[CandleItem(low=238.5, high=240.9, open=238.8, close=240.4, color='GREEN'), CandleItem(low=237.9, high=239.75, open=238.45, close=238.8, color='GREEN'), CandleItem(low=237.95, high=239.65, open=239.25, close=238.45, color='RED')]
2020-03-07 23:00:20 INFO: check need new order None
2020-03-08 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.4, 'high': 240.45, 'low': 237.25, 'close': 237.95, 'trades': 5454, 'volume': 5387982, 'vwap': 238.65, 'lastSize': 100, 'turnover': 128583738425, 'homeNotional': 47953.877766552454, 'foreignNotional': 11444191.355076456}, {'timestamp': datetime.datetime(2020, 3, 7, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.8, 'high': 240.9, 'low': 238.5, 'close': 240.4, 'trades': 3675, 'volume': 6496742, 'vwap': 240.01, 'lastSize': 1772, 'turnover': 155926445790, 'homeNotional': 57913.394808701545, 'foreignNotional': 13899668.656454334}, {'timestamp': datetime.datetime(2020, 3, 7, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.45, 'high': 239.75, 'low': 237.9, 'close': 238.8, 'trades': 3112, 'volume': 4850633, 'vwap': 238.76, 'lastSize': 1400, 'turnover': 115813062990, 'homeNotional': 43132.58482759147, 'foreignNotional': 10298290.821758075}]
2020-03-08 00:00:20 INFO: prepare candles [CandleItem(low=237.25, high=240.45, open=240.4, close=237.95, color='RED'), CandleItem(low=238.5, high=240.9, open=238.8, close=240.4, color='GREEN'), CandleItem(low=237.9, high=239.75, open=238.45, close=238.8, color='GREEN')]
2020-03-08 00:00:20 INFO: last_candle=CandleItem(low=237.25, high=240.45, open=240.4, close=237.95, color='RED')
2020-03-08 00:00:20 INFO: filter last_candle.percent_size_of_cost=1.344820340407644 last_candle.percent_size_of_body=0.7656250000000081 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-08 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.344820340407644 too big
2020-03-08 00:00:20 INFO: filter last_candle.percent_size_of_cost=1.344820340407644 last_candle.percent_size_of_body=0.7656250000000081 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.344820340407644 too big
2020-03-08 00:00:20 INFO: filter last_candle.percent_size_of_cost=1.344820340407644 last_candle.percent_size_of_body=0.7656250000000081 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-08 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.344820340407644 too big
2020-03-08 00:00:20 INFO: filter last_candle.percent_size_of_cost=1.344820340407644 last_candle.percent_size_of_body=0.7656250000000081 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.344820340407644 too big
2020-03-08 00:00:20 INFO: filter last_candle.percent_size_of_cost=1.344820340407644 last_candle.percent_size_of_body=0.7656250000000081 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-08 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.344820340407644 too big
2020-03-08 00:00:20 INFO: filter last_candle.percent_size_of_cost=1.344820340407644 last_candle.percent_size_of_body=0.7656250000000081 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.344820340407644 too small
2020-03-08 00:00:20 INFO: not found applicable config for candle
2020-03-08 00:00:20 INFO: check need new order None
2020-03-08 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 237.95, 'high': 237.9, 'low': 232.25, 'close': 234.2, 'trades': 15055, 'volume': 23190205, 'vwap': 234.18, 'lastSize': 100, 'turnover': 543066221800, 'homeNotional': 204707.1339908727, 'foreignNotional': 47939011.55180313}, {'timestamp': datetime.datetime(2020, 3, 8, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.4, 'high': 240.45, 'low': 237.25, 'close': 237.95, 'trades': 5454, 'volume': 5387982, 'vwap': 238.65, 'lastSize': 100, 'turnover': 128583738425, 'homeNotional': 47953.877766552454, 'foreignNotional': 11444191.355076456}, {'timestamp': datetime.datetime(2020, 3, 7, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.8, 'high': 240.9, 'low': 238.5, 'close': 240.4, 'trades': 3675, 'volume': 6496742, 'vwap': 240.01, 'lastSize': 1772, 'turnover': 155926445790, 'homeNotional': 57913.394808701545, 'foreignNotional': 13899668.656454334}]
2020-03-08 01:00:20 INFO: prepare candles [CandleItem(low=232.25, high=237.9, open=237.95, close=234.2, color='RED'), CandleItem(low=237.25, high=240.45, open=240.4, close=237.95, color='RED'), CandleItem(low=238.5, high=240.9, open=238.8, close=240.4, color='GREEN')]
2020-03-08 01:00:20 INFO: skip by colors candles=[CandleItem(low=232.25, high=237.9, open=237.95, close=234.2, color='RED'), CandleItem(low=237.25, high=240.45, open=240.4, close=237.95, color='RED'), CandleItem(low=238.5, high=240.9, open=238.8, close=240.4, color='GREEN')]
2020-03-08 01:00:20 INFO: check need new order None
2020-03-08 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 234.2, 'high': 234.55, 'low': 232.75, 'close': 233.3, 'trades': 3933, 'volume': 5199807, 'vwap': 233.75, 'lastSize': 200, 'turnover': 121543596510, 'homeNotional': 45656.60844458358, 'foreignNotional': 10672086.480426049}, {'timestamp': datetime.datetime(2020, 3, 8, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 237.95, 'high': 237.9, 'low': 232.25, 'close': 234.2, 'trades': 15055, 'volume': 23190205, 'vwap': 234.18, 'lastSize': 100, 'turnover': 543066221800, 'homeNotional': 204707.1339908727, 'foreignNotional': 47939011.55180313}, {'timestamp': datetime.datetime(2020, 3, 8, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.4, 'high': 240.45, 'low': 237.25, 'close': 237.95, 'trades': 5454, 'volume': 5387982, 'vwap': 238.65, 'lastSize': 100, 'turnover': 128583738425, 'homeNotional': 47953.877766552454, 'foreignNotional': 11444191.355076456}]
2020-03-08 02:00:20 INFO: prepare candles [CandleItem(low=232.75, high=234.55, open=234.2, close=233.3, color='RED'), CandleItem(low=232.25, high=237.9, open=237.95, close=234.2, color='RED'), CandleItem(low=237.25, high=240.45, open=240.4, close=237.95, color='RED')]
2020-03-08 02:00:20 INFO: skip by colors candles=[CandleItem(low=232.75, high=234.55, open=234.2, close=233.3, color='RED'), CandleItem(low=232.25, high=237.9, open=237.95, close=234.2, color='RED'), CandleItem(low=237.25, high=240.45, open=240.4, close=237.95, color='RED')]
2020-03-08 02:00:20 INFO: check need new order None
2020-03-08 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.3, 'high': 233.9, 'low': 230.2, 'close': 230.9, 'trades': 6707, 'volume': 10404703, 'vwap': 232.2, 'lastSize': 25, 'turnover': 241595173545, 'homeNotional': 91038.33403412961, 'foreignNotional': 21139069.671361372}, {'timestamp': datetime.datetime(2020, 3, 8, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 234.2, 'high': 234.55, 'low': 232.75, 'close': 233.3, 'trades': 3933, 'volume': 5199807, 'vwap': 233.75, 'lastSize': 200, 'turnover': 121543596510, 'homeNotional': 45656.60844458358, 'foreignNotional': 10672086.480426049}, {'timestamp': datetime.datetime(2020, 3, 8, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 237.95, 'high': 237.9, 'low': 232.25, 'close': 234.2, 'trades': 15055, 'volume': 23190205, 'vwap': 234.18, 'lastSize': 100, 'turnover': 543066221800, 'homeNotional': 204707.1339908727, 'foreignNotional': 47939011.55180313}]
2020-03-08 03:00:20 INFO: prepare candles [CandleItem(low=230.2, high=233.9, open=233.3, close=230.9, color='RED'), CandleItem(low=232.75, high=234.55, open=234.2, close=233.3, color='RED'), CandleItem(low=232.25, high=237.9, open=237.95, close=234.2, color='RED')]
2020-03-08 03:00:20 INFO: skip by colors candles=[CandleItem(low=230.2, high=233.9, open=233.3, close=230.9, color='RED'), CandleItem(low=232.75, high=234.55, open=234.2, close=233.3, color='RED'), CandleItem(low=232.25, high=237.9, open=237.95, close=234.2, color='RED')]
2020-03-08 03:00:20 INFO: check need new order None
2020-03-08 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.9, 'high': 232.45, 'low': 230.3, 'close': 232.3, 'trades': 4378, 'volume': 6913087, 'vwap': 231.64, 'lastSize': 2000, 'turnover': 160134454445, 'homeNotional': 60488.382912569716, 'foreignNotional': 14011549.860589394}, {'timestamp': datetime.datetime(2020, 3, 8, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.3, 'high': 233.9, 'low': 230.2, 'close': 230.9, 'trades': 6707, 'volume': 10404703, 'vwap': 232.2, 'lastSize': 25, 'turnover': 241595173545, 'homeNotional': 91038.33403412961, 'foreignNotional': 21139069.671361372}, {'timestamp': datetime.datetime(2020, 3, 8, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 234.2, 'high': 234.55, 'low': 232.75, 'close': 233.3, 'trades': 3933, 'volume': 5199807, 'vwap': 233.75, 'lastSize': 200, 'turnover': 121543596510, 'homeNotional': 45656.60844458358, 'foreignNotional': 10672086.480426049}]
2020-03-08 04:00:20 INFO: prepare candles [CandleItem(low=230.3, high=232.45, open=230.9, close=232.3, color='GREEN'), CandleItem(low=230.2, high=233.9, open=233.3, close=230.9, color='RED'), CandleItem(low=232.75, high=234.55, open=234.2, close=233.3, color='RED')]
2020-03-08 04:00:20 INFO: last_candle=CandleItem(low=230.3, high=232.45, open=230.9, close=232.3, color='GREEN')
2020-03-08 04:00:20 INFO: filter last_candle.percent_size_of_cost=0.9255273353422201 last_candle.percent_size_of_body=0.6511627906976839 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-08 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9255273353422201 too big
2020-03-08 04:00:20 INFO: filter last_candle.percent_size_of_cost=0.9255273353422201 last_candle.percent_size_of_body=0.6511627906976839 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9255273353422201 too big
2020-03-08 04:00:20 INFO: filter last_candle.percent_size_of_cost=0.9255273353422201 last_candle.percent_size_of_body=0.6511627906976839 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-08 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9255273353422201 too big
2020-03-08 04:00:20 INFO: filter last_candle.percent_size_of_cost=0.9255273353422201 last_candle.percent_size_of_body=0.6511627906976839 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9255273353422201 too big
2020-03-08 04:00:20 INFO: filter last_candle.percent_size_of_cost=0.9255273353422201 last_candle.percent_size_of_body=0.6511627906976839 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-08 04:00:20 INFO: skip candle by last_candle.percent_size_of_body=0.6511627906976839 too big
2020-03-08 04:00:20 INFO: filter last_candle.percent_size_of_cost=0.9255273353422201 last_candle.percent_size_of_body=0.6511627906976839 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9255273353422201 too small
2020-03-08 04:00:20 INFO: not found applicable config for candle
2020-03-08 04:00:20 INFO: check need new order None
2020-03-08 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.3, 'high': 232.4, 'low': 230.95, 'close': 231.4, 'trades': 3922, 'volume': 6626898, 'vwap': 231.68, 'lastSize': 3882, 'turnover': 153530705780, 'homeNotional': 57969.567343010815, 'foreignNotional': 13430286.970810708}, {'timestamp': datetime.datetime(2020, 3, 8, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.9, 'high': 232.45, 'low': 230.3, 'close': 232.3, 'trades': 4378, 'volume': 6913087, 'vwap': 231.64, 'lastSize': 2000, 'turnover': 160134454445, 'homeNotional': 60488.382912569716, 'foreignNotional': 14011549.860589394}, {'timestamp': datetime.datetime(2020, 3, 8, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.3, 'high': 233.9, 'low': 230.2, 'close': 230.9, 'trades': 6707, 'volume': 10404703, 'vwap': 232.2, 'lastSize': 25, 'turnover': 241595173545, 'homeNotional': 91038.33403412961, 'foreignNotional': 21139069.671361372}]
2020-03-08 05:00:20 INFO: prepare candles [CandleItem(low=230.95, high=232.4, open=232.3, close=231.4, color='RED'), CandleItem(low=230.3, high=232.45, open=230.9, close=232.3, color='GREEN'), CandleItem(low=230.2, high=233.9, open=233.3, close=230.9, color='RED')]
2020-03-08 05:00:20 INFO: skip by colors candles=[CandleItem(low=230.95, high=232.4, open=232.3, close=231.4, color='RED'), CandleItem(low=230.3, high=232.45, open=230.9, close=232.3, color='GREEN'), CandleItem(low=230.2, high=233.9, open=233.3, close=230.9, color='RED')]
2020-03-08 05:00:20 INFO: check need new order None
2020-03-08 06:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.4, 'high': 231.8, 'low': 230.0, 'close': 230.2, 'trades': 5048, 'volume': 6595280, 'vwap': 231.04, 'lastSize': 207, 'turnover': 152374408465, 'homeNotional': 57645.228536750205, 'foreignNotional': 13318107.35486616}, {'timestamp': datetime.datetime(2020, 3, 8, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.3, 'high': 232.4, 'low': 230.95, 'close': 231.4, 'trades': 3922, 'volume': 6626898, 'vwap': 231.68, 'lastSize': 3882, 'turnover': 153530705780, 'homeNotional': 57969.567343010815, 'foreignNotional': 13430286.970810708}, {'timestamp': datetime.datetime(2020, 3, 8, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.9, 'high': 232.45, 'low': 230.3, 'close': 232.3, 'trades': 4378, 'volume': 6913087, 'vwap': 231.64, 'lastSize': 2000, 'turnover': 160134454445, 'homeNotional': 60488.382912569716, 'foreignNotional': 14011549.860589394}]
2020-03-08 06:00:21 INFO: prepare candles [CandleItem(low=230.0, high=231.8, open=231.4, close=230.2, color='RED'), CandleItem(low=230.95, high=232.4, open=232.3, close=231.4, color='RED'), CandleItem(low=230.3, high=232.45, open=230.9, close=232.3, color='GREEN')]
2020-03-08 06:00:21 INFO: skip by colors candles=[CandleItem(low=230.0, high=231.8, open=231.4, close=230.2, color='RED'), CandleItem(low=230.95, high=232.4, open=232.3, close=231.4, color='RED'), CandleItem(low=230.3, high=232.45, open=230.9, close=232.3, color='GREEN')]
2020-03-08 06:00:21 INFO: check need new order None
2020-03-08 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.2, 'high': 230.4, 'low': 227.9, 'close': 229.65, 'trades': 9672, 'volume': 16601261, 'vwap': 229.19, 'lastSize': 100, 'turnover': 380476614915, 'homeNotional': 144903.27926702454, 'foreignNotional': 33209761.146715764}, {'timestamp': datetime.datetime(2020, 3, 8, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.4, 'high': 231.8, 'low': 230.0, 'close': 230.2, 'trades': 5048, 'volume': 6595280, 'vwap': 231.04, 'lastSize': 207, 'turnover': 152374408465, 'homeNotional': 57645.228536750205, 'foreignNotional': 13318107.35486616}, {'timestamp': datetime.datetime(2020, 3, 8, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.3, 'high': 232.4, 'low': 230.95, 'close': 231.4, 'trades': 3922, 'volume': 6626898, 'vwap': 231.68, 'lastSize': 3882, 'turnover': 153530705780, 'homeNotional': 57969.567343010815, 'foreignNotional': 13430286.970810708}]
2020-03-08 07:00:20 INFO: prepare candles [CandleItem(low=227.9, high=230.4, open=230.2, close=229.65, color='RED'), CandleItem(low=230.0, high=231.8, open=231.4, close=230.2, color='RED'), CandleItem(low=230.95, high=232.4, open=232.3, close=231.4, color='RED')]
2020-03-08 07:00:20 INFO: skip by colors candles=[CandleItem(low=227.9, high=230.4, open=230.2, close=229.65, color='RED'), CandleItem(low=230.0, high=231.8, open=231.4, close=230.2, color='RED'), CandleItem(low=230.95, high=232.4, open=232.3, close=231.4, color='RED')]
2020-03-08 07:00:20 INFO: check need new order None
2020-03-08 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.65, 'high': 230.95, 'low': 229.6, 'close': 230.5, 'trades': 3726, 'volume': 5485144, 'vwap': 230.3, 'lastSize': 88, 'turnover': 126321833475, 'homeNotional': 48005.18953376898, 'foreignNotional': 11055510.232819006}, {'timestamp': datetime.datetime(2020, 3, 8, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.2, 'high': 230.4, 'low': 227.9, 'close': 229.65, 'trades': 9672, 'volume': 16601261, 'vwap': 229.19, 'lastSize': 100, 'turnover': 380476614915, 'homeNotional': 144903.27926702454, 'foreignNotional': 33209761.146715764}, {'timestamp': datetime.datetime(2020, 3, 8, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.4, 'high': 231.8, 'low': 230.0, 'close': 230.2, 'trades': 5048, 'volume': 6595280, 'vwap': 231.04, 'lastSize': 207, 'turnover': 152374408465, 'homeNotional': 57645.228536750205, 'foreignNotional': 13318107.35486616}]
2020-03-08 08:00:20 INFO: prepare candles [CandleItem(low=229.6, high=230.95, open=229.65, close=230.5, color='GREEN'), CandleItem(low=227.9, high=230.4, open=230.2, close=229.65, color='RED'), CandleItem(low=230.0, high=231.8, open=231.4, close=230.2, color='RED')]
2020-03-08 08:00:20 INFO: last_candle=CandleItem(low=229.6, high=230.95, open=229.65, close=230.5, color='GREEN')
2020-03-08 08:00:20 INFO: filter last_candle.percent_size_of_cost=0.585683297180041 last_candle.percent_size_of_body=0.6296296296296281 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-08 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.585683297180041 too big
2020-03-08 08:00:20 INFO: filter last_candle.percent_size_of_cost=0.585683297180041 last_candle.percent_size_of_body=0.6296296296296281 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.585683297180041 too small
2020-03-08 08:00:20 INFO: filter last_candle.percent_size_of_cost=0.585683297180041 last_candle.percent_size_of_body=0.6296296296296281 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-08 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.585683297180041 too small
2020-03-08 08:00:20 INFO: filter last_candle.percent_size_of_cost=0.585683297180041 last_candle.percent_size_of_body=0.6296296296296281 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.585683297180041 too small
2020-03-08 08:00:20 INFO: filter last_candle.percent_size_of_cost=0.585683297180041 last_candle.percent_size_of_body=0.6296296296296281 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-08 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.585683297180041 too small
2020-03-08 08:00:20 INFO: filter last_candle.percent_size_of_cost=0.585683297180041 last_candle.percent_size_of_body=0.6296296296296281 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.585683297180041 too small
2020-03-08 08:00:20 INFO: not found applicable config for candle
2020-03-08 08:00:20 INFO: check need new order None
2020-03-08 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.5, 'high': 230.5, 'low': 229.1, 'close': 229.65, 'trades': 4624, 'volume': 6075405, 'vwap': 229.69, 'lastSize': 2687, 'turnover': 139540367305, 'homeNotional': 53085.74124206588, 'foreignNotional': 12192777.121286556}, {'timestamp': datetime.datetime(2020, 3, 8, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.65, 'high': 230.95, 'low': 229.6, 'close': 230.5, 'trades': 3726, 'volume': 5485144, 'vwap': 230.3, 'lastSize': 88, 'turnover': 126321833475, 'homeNotional': 48005.18953376898, 'foreignNotional': 11055510.232819006}, {'timestamp': datetime.datetime(2020, 3, 8, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.2, 'high': 230.4, 'low': 227.9, 'close': 229.65, 'trades': 9672, 'volume': 16601261, 'vwap': 229.19, 'lastSize': 100, 'turnover': 380476614915, 'homeNotional': 144903.27926702454, 'foreignNotional': 33209761.146715764}]
2020-03-08 09:00:20 INFO: prepare candles [CandleItem(low=229.1, high=230.5, open=230.5, close=229.65, color='RED'), CandleItem(low=229.6, high=230.95, open=229.65, close=230.5, color='GREEN'), CandleItem(low=227.9, high=230.4, open=230.2, close=229.65, color='RED')]
2020-03-08 09:00:20 INFO: skip by colors candles=[CandleItem(low=229.1, high=230.5, open=230.5, close=229.65, color='RED'), CandleItem(low=229.6, high=230.95, open=229.65, close=230.5, color='GREEN'), CandleItem(low=227.9, high=230.4, open=230.2, close=229.65, color='RED')]
2020-03-08 09:00:20 INFO: check need new order None
2020-03-08 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.65, 'high': 231.2, 'low': 229.65, 'close': 230.15, 'trades': 4224, 'volume': 6605082, 'vwap': 230.55, 'lastSize': 100, 'turnover': 152274463920, 'homeNotional': 57756.56981232248, 'foreignNotional': 13315290.895841401}, {'timestamp': datetime.datetime(2020, 3, 8, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.5, 'high': 230.5, 'low': 229.1, 'close': 229.65, 'trades': 4624, 'volume': 6075405, 'vwap': 229.69, 'lastSize': 2687, 'turnover': 139540367305, 'homeNotional': 53085.74124206588, 'foreignNotional': 12192777.121286556}, {'timestamp': datetime.datetime(2020, 3, 8, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.65, 'high': 230.95, 'low': 229.6, 'close': 230.5, 'trades': 3726, 'volume': 5485144, 'vwap': 230.3, 'lastSize': 88, 'turnover': 126321833475, 'homeNotional': 48005.18953376898, 'foreignNotional': 11055510.232819006}]
2020-03-08 10:00:20 INFO: prepare candles [CandleItem(low=229.65, high=231.2, open=229.65, close=230.15, color='GREEN'), CandleItem(low=229.1, high=230.5, open=230.5, close=229.65, color='RED'), CandleItem(low=229.6, high=230.95, open=229.65, close=230.5, color='GREEN')]
2020-03-08 10:00:20 INFO: skip by colors candles=[CandleItem(low=229.65, high=231.2, open=229.65, close=230.15, color='GREEN'), CandleItem(low=229.1, high=230.5, open=230.5, close=229.65, color='RED'), CandleItem(low=229.6, high=230.95, open=229.65, close=230.5, color='GREEN')]
2020-03-08 10:00:20 INFO: check need new order None
2020-03-08 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.15, 'high': 232.25, 'low': 229.4, 'close': 232.0, 'trades': 5738, 'volume': 9006847, 'vwap': 231.16, 'lastSize': 1650, 'turnover': 208197621820, 'homeNotional': 78643.26927264352, 'foreignNotional': 18178880.932808}, {'timestamp': datetime.datetime(2020, 3, 8, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.65, 'high': 231.2, 'low': 229.65, 'close': 230.15, 'trades': 4224, 'volume': 6605082, 'vwap': 230.55, 'lastSize': 100, 'turnover': 152274463920, 'homeNotional': 57756.56981232248, 'foreignNotional': 13315290.895841401}, {'timestamp': datetime.datetime(2020, 3, 8, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.5, 'high': 230.5, 'low': 229.1, 'close': 229.65, 'trades': 4624, 'volume': 6075405, 'vwap': 229.69, 'lastSize': 2687, 'turnover': 139540367305, 'homeNotional': 53085.74124206588, 'foreignNotional': 12192777.121286556}]
2020-03-08 11:00:21 INFO: prepare candles [CandleItem(low=229.4, high=232.25, open=230.15, close=232.0, color='GREEN'), CandleItem(low=229.65, high=231.2, open=229.65, close=230.15, color='GREEN'), CandleItem(low=229.1, high=230.5, open=230.5, close=229.65, color='RED')]
2020-03-08 11:00:21 INFO: skip by colors candles=[CandleItem(low=229.4, high=232.25, open=230.15, close=232.0, color='GREEN'), CandleItem(low=229.65, high=231.2, open=229.65, close=230.15, color='GREEN'), CandleItem(low=229.1, high=230.5, open=230.5, close=229.65, color='RED')]
2020-03-08 11:00:21 INFO: check need new order None
2020-03-08 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.0, 'high': 232.9, 'low': 231.0, 'close': 231.9, 'trades': 5018, 'volume': 6494784, 'vwap': 232.02, 'lastSize': 245, 'turnover': 150686515920, 'homeNotional': 56816.20005484455, 'foreignNotional': 13182040.142660884}, {'timestamp': datetime.datetime(2020, 3, 8, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.15, 'high': 232.25, 'low': 229.4, 'close': 232.0, 'trades': 5738, 'volume': 9006847, 'vwap': 231.16, 'lastSize': 1650, 'turnover': 208197621820, 'homeNotional': 78643.26927264352, 'foreignNotional': 18178880.932808}, {'timestamp': datetime.datetime(2020, 3, 8, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.65, 'high': 231.2, 'low': 229.65, 'close': 230.15, 'trades': 4224, 'volume': 6605082, 'vwap': 230.55, 'lastSize': 100, 'turnover': 152274463920, 'homeNotional': 57756.56981232248, 'foreignNotional': 13315290.895841401}]
2020-03-08 12:00:20 INFO: prepare candles [CandleItem(low=231.0, high=232.9, open=232.0, close=231.9, color='RED'), CandleItem(low=229.4, high=232.25, open=230.15, close=232.0, color='GREEN'), CandleItem(low=229.65, high=231.2, open=229.65, close=230.15, color='GREEN')]
2020-03-08 12:00:20 INFO: last_candle=CandleItem(low=231.0, high=232.9, open=232.0, close=231.9, color='RED')
2020-03-08 12:00:20 INFO: filter last_candle.percent_size_of_cost=0.8193186718413132 last_candle.percent_size_of_body=0.052631578947365275 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-08 12:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8193186718413132 too big
2020-03-08 12:00:20 INFO: filter last_candle.percent_size_of_cost=0.8193186718413132 last_candle.percent_size_of_body=0.052631578947365275 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 12:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8193186718413132 too big
2020-03-08 12:00:20 INFO: filter last_candle.percent_size_of_cost=0.8193186718413132 last_candle.percent_size_of_body=0.052631578947365275 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-08 12:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8193186718413132 too big
2020-03-08 12:00:20 INFO: filter last_candle.percent_size_of_cost=0.8193186718413132 last_candle.percent_size_of_body=0.052631578947365275 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 12:00:20 INFO: skip candle by last_candle.percent_size_of_body=0.052631578947365275 too small
2020-03-08 12:00:20 INFO: filter last_candle.percent_size_of_cost=0.8193186718413132 last_candle.percent_size_of_body=0.052631578947365275 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-08 12:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8193186718413132 too small
2020-03-08 12:00:20 INFO: filter last_candle.percent_size_of_cost=0.8193186718413132 last_candle.percent_size_of_body=0.052631578947365275 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 12:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8193186718413132 too small
2020-03-08 12:00:20 INFO: not found applicable config for candle
2020-03-08 12:00:20 INFO: check need new order None
2020-03-08 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.9, 'high': 232.15, 'low': 225.0, 'close': 226.4, 'trades': 14134, 'volume': 22618147, 'vwap': 227.97, 'lastSize': 2884, 'turnover': 515604042920, 'homeNotional': 197094.01829744427, 'foreignNotional': 44930278.613826804}, {'timestamp': datetime.datetime(2020, 3, 8, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.0, 'high': 232.9, 'low': 231.0, 'close': 231.9, 'trades': 5018, 'volume': 6494784, 'vwap': 232.02, 'lastSize': 245, 'turnover': 150686515920, 'homeNotional': 56816.20005484455, 'foreignNotional': 13182040.142660884}, {'timestamp': datetime.datetime(2020, 3, 8, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.15, 'high': 232.25, 'low': 229.4, 'close': 232.0, 'trades': 5738, 'volume': 9006847, 'vwap': 231.16, 'lastSize': 1650, 'turnover': 208197621820, 'homeNotional': 78643.26927264352, 'foreignNotional': 18178880.932808}]
2020-03-08 13:00:20 INFO: prepare candles [CandleItem(low=225.0, high=232.15, open=231.9, close=226.4, color='RED'), CandleItem(low=231.0, high=232.9, open=232.0, close=231.9, color='RED'), CandleItem(low=229.4, high=232.25, open=230.15, close=232.0, color='GREEN')]
2020-03-08 13:00:20 INFO: skip by colors candles=[CandleItem(low=225.0, high=232.15, open=231.9, close=226.4, color='RED'), CandleItem(low=231.0, high=232.9, open=232.0, close=231.9, color='RED'), CandleItem(low=229.4, high=232.25, open=230.15, close=232.0, color='GREEN')]
2020-03-08 13:00:20 INFO: check need new order None
2020-03-08 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.4, 'high': 226.55, 'low': 223.45, 'close': 225.3, 'trades': 12500, 'volume': 20507196, 'vwap': 225.17, 'lastSize': 550, 'turnover': 461751046310, 'homeNotional': 177746.79536033788, 'foreignNotional': 40022605.06419585}, {'timestamp': datetime.datetime(2020, 3, 8, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.9, 'high': 232.15, 'low': 225.0, 'close': 226.4, 'trades': 14134, 'volume': 22618147, 'vwap': 227.97, 'lastSize': 2884, 'turnover': 515604042920, 'homeNotional': 197094.01829744427, 'foreignNotional': 44930278.613826804}, {'timestamp': datetime.datetime(2020, 3, 8, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.0, 'high': 232.9, 'low': 231.0, 'close': 231.9, 'trades': 5018, 'volume': 6494784, 'vwap': 232.02, 'lastSize': 245, 'turnover': 150686515920, 'homeNotional': 56816.20005484455, 'foreignNotional': 13182040.142660884}]
2020-03-08 14:00:21 INFO: prepare candles [CandleItem(low=223.45, high=226.55, open=226.4, close=225.3, color='RED'), CandleItem(low=225.0, high=232.15, open=231.9, close=226.4, color='RED'), CandleItem(low=231.0, high=232.9, open=232.0, close=231.9, color='RED')]
2020-03-08 14:00:21 INFO: skip by colors candles=[CandleItem(low=223.45, high=226.55, open=226.4, close=225.3, color='RED'), CandleItem(low=225.0, high=232.15, open=231.9, close=226.4, color='RED'), CandleItem(low=231.0, high=232.9, open=232.0, close=231.9, color='RED')]
2020-03-08 14:00:21 INFO: check need new order None
2020-03-08 15:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.3, 'high': 225.8, 'low': 219.0, 'close': 220.5, 'trades': 16341, 'volume': 28567479, 'vwap': 222.01, 'lastSize': 250, 'turnover': 634208327600, 'homeNotional': 246329.191575174, 'foreignNotional': 54687378.757889464}, {'timestamp': datetime.datetime(2020, 3, 8, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.4, 'high': 226.55, 'low': 223.45, 'close': 225.3, 'trades': 12500, 'volume': 20507196, 'vwap': 225.17, 'lastSize': 550, 'turnover': 461751046310, 'homeNotional': 177746.79536033788, 'foreignNotional': 40022605.06419585}, {'timestamp': datetime.datetime(2020, 3, 8, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.9, 'high': 232.15, 'low': 225.0, 'close': 226.4, 'trades': 14134, 'volume': 22618147, 'vwap': 227.97, 'lastSize': 2884, 'turnover': 515604042920, 'homeNotional': 197094.01829744427, 'foreignNotional': 44930278.613826804}]
2020-03-08 15:00:21 INFO: prepare candles [CandleItem(low=219.0, high=225.8, open=225.3, close=220.5, color='RED'), CandleItem(low=223.45, high=226.55, open=226.4, close=225.3, color='RED'), CandleItem(low=225.0, high=232.15, open=231.9, close=226.4, color='RED')]
2020-03-08 15:00:21 INFO: skip by colors candles=[CandleItem(low=219.0, high=225.8, open=225.3, close=220.5, color='RED'), CandleItem(low=223.45, high=226.55, open=226.4, close=225.3, color='RED'), CandleItem(low=225.0, high=232.15, open=231.9, close=226.4, color='RED')]
2020-03-08 15:00:21 INFO: check need new order None
2020-03-08 16:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.5, 'high': 221.35, 'low': 211.25, 'close': 217.25, 'trades': 27611, 'volume': 50170379, 'vwap': 216.54, 'lastSize': 172, 'turnover': 1086343956165, 'homeNotional': 424398.04410562286, 'foreignNotional': 91901200.30635858}, {'timestamp': datetime.datetime(2020, 3, 8, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.3, 'high': 225.8, 'low': 219.0, 'close': 220.5, 'trades': 16341, 'volume': 28567479, 'vwap': 222.01, 'lastSize': 250, 'turnover': 634208327600, 'homeNotional': 246329.191575174, 'foreignNotional': 54687378.757889464}, {'timestamp': datetime.datetime(2020, 3, 8, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.4, 'high': 226.55, 'low': 223.45, 'close': 225.3, 'trades': 12500, 'volume': 20507196, 'vwap': 225.17, 'lastSize': 550, 'turnover': 461751046310, 'homeNotional': 177746.79536033788, 'foreignNotional': 40022605.06419585}]
2020-03-08 16:00:21 INFO: prepare candles [CandleItem(low=211.25, high=221.35, open=220.5, close=217.25, color='RED'), CandleItem(low=219.0, high=225.8, open=225.3, close=220.5, color='RED'), CandleItem(low=223.45, high=226.55, open=226.4, close=225.3, color='RED')]
2020-03-08 16:00:21 INFO: skip by colors candles=[CandleItem(low=211.25, high=221.35, open=220.5, close=217.25, color='RED'), CandleItem(low=219.0, high=225.8, open=225.3, close=220.5, color='RED'), CandleItem(low=223.45, high=226.55, open=226.4, close=225.3, color='RED')]
2020-03-08 16:00:21 INFO: check need new order None
2020-03-08 17:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.25, 'high': 217.5, 'low': 203.1, 'close': 212.95, 'trades': 35654, 'volume': 76604337, 'vwap': 209.71, 'lastSize': 15, 'turnover': 1606424856390, 'homeNotional': 633134.7328186021, 'foreignNotional': 132785121.29588926}, {'timestamp': datetime.datetime(2020, 3, 8, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.5, 'high': 221.35, 'low': 211.25, 'close': 217.25, 'trades': 27611, 'volume': 50170379, 'vwap': 216.54, 'lastSize': 172, 'turnover': 1086343956165, 'homeNotional': 424398.04410562286, 'foreignNotional': 91901200.30635858}, {'timestamp': datetime.datetime(2020, 3, 8, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.3, 'high': 225.8, 'low': 219.0, 'close': 220.5, 'trades': 16341, 'volume': 28567479, 'vwap': 222.01, 'lastSize': 250, 'turnover': 634208327600, 'homeNotional': 246329.191575174, 'foreignNotional': 54687378.757889464}]
2020-03-08 17:00:21 INFO: prepare candles [CandleItem(low=203.1, high=217.5, open=217.25, close=212.95, color='RED'), CandleItem(low=211.25, high=221.35, open=220.5, close=217.25, color='RED'), CandleItem(low=219.0, high=225.8, open=225.3, close=220.5, color='RED')]
2020-03-08 17:00:21 INFO: skip by colors candles=[CandleItem(low=203.1, high=217.5, open=217.25, close=212.95, color='RED'), CandleItem(low=211.25, high=221.35, open=220.5, close=217.25, color='RED'), CandleItem(low=219.0, high=225.8, open=225.3, close=220.5, color='RED')]
2020-03-08 17:00:21 INFO: check need new order None
2020-03-08 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 212.95, 'high': 218.0, 'low': 210.4, 'close': 215.8, 'trades': 17854, 'volume': 34021800, 'vwap': 215.07, 'lastSize': 400, 'turnover': 731693771895, 'homeNotional': 282945.46437116386, 'foreignNotional': 60853633.18525388}, {'timestamp': datetime.datetime(2020, 3, 8, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.25, 'high': 217.5, 'low': 203.1, 'close': 212.95, 'trades': 35654, 'volume': 76604337, 'vwap': 209.71, 'lastSize': 15, 'turnover': 1606424856390, 'homeNotional': 633134.7328186021, 'foreignNotional': 132785121.29588926}, {'timestamp': datetime.datetime(2020, 3, 8, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.5, 'high': 221.35, 'low': 211.25, 'close': 217.25, 'trades': 27611, 'volume': 50170379, 'vwap': 216.54, 'lastSize': 172, 'turnover': 1086343956165, 'homeNotional': 424398.04410562286, 'foreignNotional': 91901200.30635858}]
2020-03-08 18:00:21 INFO: prepare candles [CandleItem(low=210.4, high=218.0, open=212.95, close=215.8, color='GREEN'), CandleItem(low=203.1, high=217.5, open=217.25, close=212.95, color='RED'), CandleItem(low=211.25, high=221.35, open=220.5, close=217.25, color='RED')]
2020-03-08 18:00:21 INFO: last_candle=CandleItem(low=210.4, high=218.0, open=212.95, close=215.8, color='GREEN')
2020-03-08 18:00:21 INFO: filter last_candle.percent_size_of_cost=3.5217794253938806 last_candle.percent_size_of_body=0.3750000000000033 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-08 18:00:21 INFO: skip candle by last_candle.percent_size_of_cost=3.5217794253938806 too big
2020-03-08 18:00:21 INFO: filter last_candle.percent_size_of_cost=3.5217794253938806 last_candle.percent_size_of_body=0.3750000000000033 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 18:00:21 INFO: skip candle by last_candle.percent_size_of_cost=3.5217794253938806 too big
2020-03-08 18:00:21 INFO: filter last_candle.percent_size_of_cost=3.5217794253938806 last_candle.percent_size_of_body=0.3750000000000033 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-08 18:00:21 INFO: skip candle by last_candle.percent_size_of_cost=3.5217794253938806 too big
2020-03-08 18:00:21 INFO: filter last_candle.percent_size_of_cost=3.5217794253938806 last_candle.percent_size_of_body=0.3750000000000033 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 18:00:21 INFO: skip candle by last_candle.percent_size_of_cost=3.5217794253938806 too big
2020-03-08 18:00:21 INFO: filter last_candle.percent_size_of_cost=3.5217794253938806 last_candle.percent_size_of_body=0.3750000000000033 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-08 18:00:21 INFO: skip candle by last_candle.percent_size_of_cost=3.5217794253938806 too big
2020-03-08 18:00:21 INFO: filter last_candle.percent_size_of_cost=3.5217794253938806 last_candle.percent_size_of_body=0.3750000000000033 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 18:00:21 INFO: skip candle by last_candle.percent_size_of_cost=3.5217794253938806 too big
2020-03-08 18:00:21 INFO: not found applicable config for candle
2020-03-08 18:00:21 INFO: check need new order None
2020-03-08 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 215.8, 'high': 216.35, 'low': 213.7, 'close': 214.6, 'trades': 8519, 'volume': 13358375, 'vwap': 214.9, 'lastSize': 27, 'turnover': 287068168150, 'homeNotional': 110948.02250984084, 'foreignNotional': 23842504.907392625}, {'timestamp': datetime.datetime(2020, 3, 8, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 212.95, 'high': 218.0, 'low': 210.4, 'close': 215.8, 'trades': 17854, 'volume': 34021800, 'vwap': 215.07, 'lastSize': 400, 'turnover': 731693771895, 'homeNotional': 282945.46437116386, 'foreignNotional': 60853633.18525388}, {'timestamp': datetime.datetime(2020, 3, 8, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.25, 'high': 217.5, 'low': 203.1, 'close': 212.95, 'trades': 35654, 'volume': 76604337, 'vwap': 209.71, 'lastSize': 15, 'turnover': 1606424856390, 'homeNotional': 633134.7328186021, 'foreignNotional': 132785121.29588926}]
2020-03-08 19:00:20 INFO: prepare candles [CandleItem(low=213.7, high=216.35, open=215.8, close=214.6, color='RED'), CandleItem(low=210.4, high=218.0, open=212.95, close=215.8, color='GREEN'), CandleItem(low=203.1, high=217.5, open=217.25, close=212.95, color='RED')]
2020-03-08 19:00:20 INFO: skip by colors candles=[CandleItem(low=213.7, high=216.35, open=215.8, close=214.6, color='RED'), CandleItem(low=210.4, high=218.0, open=212.95, close=215.8, color='GREEN'), CandleItem(low=203.1, high=217.5, open=217.25, close=212.95, color='RED')]
2020-03-08 19:00:20 INFO: check need new order None
2020-03-08 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 214.6, 'high': 214.55, 'low': 211.55, 'close': 213.35, 'trades': 8877, 'volume': 14093760, 'vwap': 213.1, 'lastSize': 10000, 'turnover': 300332441855, 'homeNotional': 116898.15076348622, 'foreignNotional': 24910572.224082105}, {'timestamp': datetime.datetime(2020, 3, 8, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 215.8, 'high': 216.35, 'low': 213.7, 'close': 214.6, 'trades': 8519, 'volume': 13358375, 'vwap': 214.9, 'lastSize': 27, 'turnover': 287068168150, 'homeNotional': 110948.02250984084, 'foreignNotional': 23842504.907392625}, {'timestamp': datetime.datetime(2020, 3, 8, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 212.95, 'high': 218.0, 'low': 210.4, 'close': 215.8, 'trades': 17854, 'volume': 34021800, 'vwap': 215.07, 'lastSize': 400, 'turnover': 731693771895, 'homeNotional': 282945.46437116386, 'foreignNotional': 60853633.18525388}]
2020-03-08 20:00:20 INFO: prepare candles [CandleItem(low=211.55, high=214.55, open=214.6, close=213.35, color='RED'), CandleItem(low=213.7, high=216.35, open=215.8, close=214.6, color='RED'), CandleItem(low=210.4, high=218.0, open=212.95, close=215.8, color='GREEN')]
2020-03-08 20:00:20 INFO: skip by colors candles=[CandleItem(low=211.55, high=214.55, open=214.6, close=213.35, color='RED'), CandleItem(low=213.7, high=216.35, open=215.8, close=214.6, color='RED'), CandleItem(low=210.4, high=218.0, open=212.95, close=215.8, color='GREEN')]
2020-03-08 20:00:20 INFO: check need new order None
2020-03-08 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 213.35, 'high': 214.35, 'low': 209.8, 'close': 209.95, 'trades': 5362, 'volume': 6915077, 'vwap': 212.25, 'lastSize': 1000, 'turnover': 146766533435, 'homeNotional': 57338.668197225554, 'foreignNotional': 12169746.514503011}, {'timestamp': datetime.datetime(2020, 3, 8, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 214.6, 'high': 214.55, 'low': 211.55, 'close': 213.35, 'trades': 8877, 'volume': 14093760, 'vwap': 213.1, 'lastSize': 10000, 'turnover': 300332441855, 'homeNotional': 116898.15076348622, 'foreignNotional': 24910572.224082105}, {'timestamp': datetime.datetime(2020, 3, 8, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 215.8, 'high': 216.35, 'low': 213.7, 'close': 214.6, 'trades': 8519, 'volume': 13358375, 'vwap': 214.9, 'lastSize': 27, 'turnover': 287068168150, 'homeNotional': 110948.02250984084, 'foreignNotional': 23842504.907392625}]
2020-03-08 21:00:20 INFO: prepare candles [CandleItem(low=209.8, high=214.35, open=213.35, close=209.95, color='RED'), CandleItem(low=211.55, high=214.55, open=214.6, close=213.35, color='RED'), CandleItem(low=213.7, high=216.35, open=215.8, close=214.6, color='RED')]
2020-03-08 21:00:20 INFO: skip by colors candles=[CandleItem(low=209.8, high=214.35, open=213.35, close=209.95, color='RED'), CandleItem(low=211.55, high=214.55, open=214.6, close=213.35, color='RED'), CandleItem(low=213.7, high=216.35, open=215.8, close=214.6, color='RED')]
2020-03-08 21:00:20 INFO: check need new order None
2020-03-08 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 209.95, 'high': 212.5, 'low': 208.55, 'close': 210.4, 'trades': 8690, 'volume': 11575162, 'vwap': 210.15, 'lastSize': 181, 'turnover': 243250873740, 'homeNotional': 95620.88126182777, 'foreignNotional': 20094862.874017254}, {'timestamp': datetime.datetime(2020, 3, 8, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 213.35, 'high': 214.35, 'low': 209.8, 'close': 209.95, 'trades': 5362, 'volume': 6915077, 'vwap': 212.25, 'lastSize': 1000, 'turnover': 146766533435, 'homeNotional': 57338.668197225554, 'foreignNotional': 12169746.514503011}, {'timestamp': datetime.datetime(2020, 3, 8, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 214.6, 'high': 214.55, 'low': 211.55, 'close': 213.35, 'trades': 8877, 'volume': 14093760, 'vwap': 213.1, 'lastSize': 10000, 'turnover': 300332441855, 'homeNotional': 116898.15076348622, 'foreignNotional': 24910572.224082105}]
2020-03-08 22:00:21 INFO: prepare candles [CandleItem(low=208.55, high=212.5, open=209.95, close=210.4, color='GREEN'), CandleItem(low=209.8, high=214.35, open=213.35, close=209.95, color='RED'), CandleItem(low=211.55, high=214.55, open=214.6, close=213.35, color='RED')]
2020-03-08 22:00:21 INFO: last_candle=CandleItem(low=208.55, high=212.5, open=209.95, close=210.4, color='GREEN')
2020-03-08 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.877376425855508 last_candle.percent_size_of_body=0.11392405063291604 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-08 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.877376425855508 too big
2020-03-08 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.877376425855508 last_candle.percent_size_of_body=0.11392405063291604 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.877376425855508 too big
2020-03-08 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.877376425855508 last_candle.percent_size_of_body=0.11392405063291604 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-08 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.877376425855508 too big
2020-03-08 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.877376425855508 last_candle.percent_size_of_body=0.11392405063291604 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.877376425855508 too big
2020-03-08 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.877376425855508 last_candle.percent_size_of_body=0.11392405063291604 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-08 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.877376425855508 too big
2020-03-08 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.877376425855508 last_candle.percent_size_of_body=0.11392405063291604 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 22:00:21 INFO: hit candle order=OrderProperties(candle=CandleItem(low=208.55, high=212.5, open=209.95, close=210.4, color='GREEN'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-08 22:00:21 INFO: check need new order OrderProperties(candle=CandleItem(low=208.55, high=212.5, open=209.95, close=210.4, color='GREEN'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-08 22:00:21 INFO: place order: start candle=CandleItem(low=208.55, high=212.5, open=209.95, close=210.4, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-03-08 22:00:21 INFO: place order: side_factor=-1.0 init_trigger_price=212.55 init_order_price=212.6 stop_price_offset=0.0 candle.size=3.9499999999999886 stop_price=208.55 take_price=228.39999999999995
2020-03-08 22:00:21 INFO: place order: compute qty=3.0
2020-03-08 22:00:21 INFO: place order: save order to db 176e4832e2c6470dae77a3c84b2b0ba8; response=True
2020-03-08 22:00:21 INFO: post order to exchange resp={'orderID': '4b8c5c25-427f-0d31-28f7-6883734f5381', 'clOrdID': '176e4832e2c6470dae77a3c84b2b0ba8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 212.6, 'displayQty': None, 'stopPx': 212.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 8, 22, 0, 21, 97000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 8, 22, 0, 21, 97000, tzinfo=tzlocal())}
2020-03-08 22:00:21 INFO: place new init order {'qty': 3.0, 'init_price': 212.55, 'stop_price': 208.55, 'take_price': 228.39999999999995, 'order_uid': '176e4832e2c6470dae77a3c84b2b0ba8', 'response': {'orderID': '4b8c5c25-427f-0d31-28f7-6883734f5381', 'clOrdID': '176e4832e2c6470dae77a3c84b2b0ba8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 212.6, 'displayQty': None, 'stopPx': 212.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 8, 22, 0, 21, 97000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 8, 22, 0, 21, 97000, tzinfo=tzlocal())}}
2020-03-08 22:00:21 INFO: process event {'orderID': '4b8c5c25-427f-0d31-28f7-6883734f5381', 'clOrdID': '176e4832e2c6470dae77a3c84b2b0ba8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 212.6, 'displayQty': None, 'stopPx': 212.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-03-08T22:00:21.097Z', 'timestamp': '2020-03-08T22:00:21.097Z'}
2020-03-08 22:00:21 INFO: skip event 176e4832e2c6470dae77a3c84b2b0ba8 New
2020-03-08 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4b8c5c25-427f-0d31-28f7-6883734f5381', 'clOrdID': '176e4832e2c6470dae77a3c84b2b0ba8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 212.6, 'displayQty': None, 'stopPx': 212.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 8, 22, 0, 21, 97000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 8, 22, 0, 21, 97000, tzinfo=tzlocal())}
2020-03-08 22:02:00 INFO: order time=2020-03-08 22:00:21.097000+00:00; delta from now UTC=0:01:39.198760 time_delta.total_seconds()=99.19876; time_diff_offset='3600'
2020-03-08 22:02:00 INFO: skip by time diff 2020-03-08 22:00:21.097000+00:00
2020-03-08 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 210.4, 'high': 211.8, 'low': 203.7, 'close': 204.3, 'trades': 14692, 'volume': 22736804, 'vwap': 207.64, 'lastSize': 6000, 'turnover': 472085119225, 'homeNotional': 186705.9762620319, 'foreignNotional': 38767202.98853998}, {'timestamp': datetime.datetime(2020, 3, 8, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 209.95, 'high': 212.5, 'low': 208.55, 'close': 210.4, 'trades': 8690, 'volume': 11575162, 'vwap': 210.15, 'lastSize': 181, 'turnover': 243250873740, 'homeNotional': 95620.88126182777, 'foreignNotional': 20094862.874017254}, {'timestamp': datetime.datetime(2020, 3, 8, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 213.35, 'high': 214.35, 'low': 209.8, 'close': 209.95, 'trades': 5362, 'volume': 6915077, 'vwap': 212.25, 'lastSize': 1000, 'turnover': 146766533435, 'homeNotional': 57338.668197225554, 'foreignNotional': 12169746.514503011}]
2020-03-08 23:00:20 INFO: prepare candles [CandleItem(low=203.7, high=211.8, open=210.4, close=204.3, color='RED'), CandleItem(low=208.55, high=212.5, open=209.95, close=210.4, color='GREEN'), CandleItem(low=209.8, high=214.35, open=213.35, close=209.95, color='RED')]
2020-03-08 23:00:20 INFO: skip by colors candles=[CandleItem(low=203.7, high=211.8, open=210.4, close=204.3, color='RED'), CandleItem(low=208.55, high=212.5, open=209.95, close=210.4, color='GREEN'), CandleItem(low=209.8, high=214.35, open=213.35, close=209.95, color='RED')]
2020-03-08 23:00:20 INFO: check need new order None
2020-03-08 23:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '4b8c5c25-427f-0d31-28f7-6883734f5381', 'clOrdID': '176e4832e2c6470dae77a3c84b2b0ba8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 212.6, 'displayQty': None, 'stopPx': 212.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 8, 22, 0, 21, 97000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 8, 22, 0, 21, 97000, tzinfo=tzlocal())}
2020-03-08 23:02:01 INFO: order time=2020-03-08 22:00:21.097000+00:00; delta from now UTC=1:01:39.910060 time_delta.total_seconds()=3699.91006; time_diff_offset='3600'
2020-03-08 23:02:01 INFO: clear order 176e4832e2c6470dae77a3c84b2b0ba8
2020-03-08 23:02:01 INFO: cancel order resp=[{'orderID': '4b8c5c25-427f-0d31-28f7-6883734f5381', 'clOrdID': '176e4832e2c6470dae77a3c84b2b0ba8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 212.6, 'displayQty': None, 'stopPx': 212.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 8, 22, 0, 21, 97000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 8, 23, 2, 1, 157000, tzinfo=tzlocal())}]
2020-03-08 23:02:01 INFO: process event {'orderID': '4b8c5c25-427f-0d31-28f7-6883734f5381', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-03-08T23:02:01.157Z', 'clOrdID': '176e4832e2c6470dae77a3c84b2b0ba8', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-08 23:02:01 INFO: skip event 176e4832e2c6470dae77a3c84b2b0ba8 Canceled
2020-03-09 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 204.3, 'high': 210.0, 'low': 195.95, 'close': 199.85, 'trades': 23742, 'volume': 37893705, 'vwap': 202.64, 'lastSize': 132, 'turnover': 767866117190, 'homeNotional': 307358.29368400545, 'foreignNotional': 62292745.29083735}, {'timestamp': datetime.datetime(2020, 3, 8, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 210.4, 'high': 211.8, 'low': 203.7, 'close': 204.3, 'trades': 14692, 'volume': 22736804, 'vwap': 207.64, 'lastSize': 6000, 'turnover': 472085119225, 'homeNotional': 186705.9762620319, 'foreignNotional': 38767202.98853998}, {'timestamp': datetime.datetime(2020, 3, 8, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 209.95, 'high': 212.5, 'low': 208.55, 'close': 210.4, 'trades': 8690, 'volume': 11575162, 'vwap': 210.15, 'lastSize': 181, 'turnover': 243250873740, 'homeNotional': 95620.88126182777, 'foreignNotional': 20094862.874017254}]
2020-03-09 00:00:20 INFO: prepare candles [CandleItem(low=195.95, high=210.0, open=204.3, close=199.85, color='RED'), CandleItem(low=203.7, high=211.8, open=210.4, close=204.3, color='RED'), CandleItem(low=208.55, high=212.5, open=209.95, close=210.4, color='GREEN')]
2020-03-09 00:00:20 INFO: skip by colors candles=[CandleItem(low=195.95, high=210.0, open=204.3, close=199.85, color='RED'), CandleItem(low=203.7, high=211.8, open=210.4, close=204.3, color='RED'), CandleItem(low=208.55, high=212.5, open=209.95, close=210.4, color='GREEN')]
2020-03-09 00:00:20 INFO: check need new order None
2020-03-09 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.85, 'high': 207.5, 'low': 198.05, 'close': 203.35, 'trades': 21304, 'volume': 36932753, 'vwap': 202.64, 'lastSize': 1896, 'turnover': 748397068380, 'homeNotional': 298350.8160335139, 'foreignNotional': 60459669.61759898}, {'timestamp': datetime.datetime(2020, 3, 9, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 204.3, 'high': 210.0, 'low': 195.95, 'close': 199.85, 'trades': 23742, 'volume': 37893705, 'vwap': 202.64, 'lastSize': 132, 'turnover': 767866117190, 'homeNotional': 307358.29368400545, 'foreignNotional': 62292745.29083735}, {'timestamp': datetime.datetime(2020, 3, 8, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 210.4, 'high': 211.8, 'low': 203.7, 'close': 204.3, 'trades': 14692, 'volume': 22736804, 'vwap': 207.64, 'lastSize': 6000, 'turnover': 472085119225, 'homeNotional': 186705.9762620319, 'foreignNotional': 38767202.98853998}]
2020-03-09 01:00:20 INFO: prepare candles [CandleItem(low=198.05, high=207.5, open=199.85, close=203.35, color='GREEN'), CandleItem(low=195.95, high=210.0, open=204.3, close=199.85, color='RED'), CandleItem(low=203.7, high=211.8, open=210.4, close=204.3, color='RED')]
2020-03-09 01:00:20 INFO: last_candle=CandleItem(low=198.05, high=207.5, open=199.85, close=203.35, color='GREEN')
2020-03-09 01:00:20 INFO: filter last_candle.percent_size_of_cost=4.64716006884681 last_candle.percent_size_of_body=0.3703703703703708 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-09 01:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.64716006884681 too big
2020-03-09 01:00:20 INFO: filter last_candle.percent_size_of_cost=4.64716006884681 last_candle.percent_size_of_body=0.3703703703703708 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 01:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.64716006884681 too big
2020-03-09 01:00:20 INFO: filter last_candle.percent_size_of_cost=4.64716006884681 last_candle.percent_size_of_body=0.3703703703703708 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-09 01:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.64716006884681 too big
2020-03-09 01:00:20 INFO: filter last_candle.percent_size_of_cost=4.64716006884681 last_candle.percent_size_of_body=0.3703703703703708 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 01:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.64716006884681 too big
2020-03-09 01:00:20 INFO: filter last_candle.percent_size_of_cost=4.64716006884681 last_candle.percent_size_of_body=0.3703703703703708 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-09 01:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.64716006884681 too big
2020-03-09 01:00:20 INFO: filter last_candle.percent_size_of_cost=4.64716006884681 last_candle.percent_size_of_body=0.3703703703703708 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 01:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.64716006884681 too big
2020-03-09 01:00:20 INFO: not found applicable config for candle
2020-03-09 01:00:20 INFO: check need new order None
2020-03-09 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 206.7, 'low': 200.9, 'close': 204.9, 'trades': 9631, 'volume': 17877560, 'vwap': 204.28, 'lastSize': 4, 'turnover': 365197431395, 'homeNotional': 144645.47321366737, 'foreignNotional': 29548462.193379845}, {'timestamp': datetime.datetime(2020, 3, 9, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.85, 'high': 207.5, 'low': 198.05, 'close': 203.35, 'trades': 21304, 'volume': 36932753, 'vwap': 202.64, 'lastSize': 1896, 'turnover': 748397068380, 'homeNotional': 298350.8160335139, 'foreignNotional': 60459669.61759898}, {'timestamp': datetime.datetime(2020, 3, 9, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 204.3, 'high': 210.0, 'low': 195.95, 'close': 199.85, 'trades': 23742, 'volume': 37893705, 'vwap': 202.64, 'lastSize': 132, 'turnover': 767866117190, 'homeNotional': 307358.29368400545, 'foreignNotional': 62292745.29083735}]
2020-03-09 02:00:20 INFO: prepare candles [CandleItem(low=200.9, high=206.7, open=203.35, close=204.9, color='GREEN'), CandleItem(low=198.05, high=207.5, open=199.85, close=203.35, color='GREEN'), CandleItem(low=195.95, high=210.0, open=204.3, close=199.85, color='RED')]
2020-03-09 02:00:20 INFO: skip by colors candles=[CandleItem(low=200.9, high=206.7, open=203.35, close=204.9, color='GREEN'), CandleItem(low=198.05, high=207.5, open=199.85, close=203.35, color='GREEN'), CandleItem(low=195.95, high=210.0, open=204.3, close=199.85, color='RED')]
2020-03-09 02:00:20 INFO: check need new order None
2020-03-09 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 204.9, 'high': 205.8, 'low': 200.45, 'close': 200.75, 'trades': 10726, 'volume': 17176520, 'vwap': 203.85, 'lastSize': 84, 'turnover': 350136038395, 'homeNotional': 138535.50419208332, 'foreignNotional': 28240222.553116012}, {'timestamp': datetime.datetime(2020, 3, 9, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 206.7, 'low': 200.9, 'close': 204.9, 'trades': 9631, 'volume': 17877560, 'vwap': 204.28, 'lastSize': 4, 'turnover': 365197431395, 'homeNotional': 144645.47321366737, 'foreignNotional': 29548462.193379845}, {'timestamp': datetime.datetime(2020, 3, 9, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.85, 'high': 207.5, 'low': 198.05, 'close': 203.35, 'trades': 21304, 'volume': 36932753, 'vwap': 202.64, 'lastSize': 1896, 'turnover': 748397068380, 'homeNotional': 298350.8160335139, 'foreignNotional': 60459669.61759898}]
2020-03-09 03:00:20 INFO: prepare candles [CandleItem(low=200.45, high=205.8, open=204.9, close=200.75, color='RED'), CandleItem(low=200.9, high=206.7, open=203.35, close=204.9, color='GREEN'), CandleItem(low=198.05, high=207.5, open=199.85, close=203.35, color='GREEN')]
2020-03-09 03:00:20 INFO: last_candle=CandleItem(low=200.45, high=205.8, open=204.9, close=200.75, color='RED')
2020-03-09 03:00:20 INFO: filter last_candle.percent_size_of_cost=2.665006226650074 last_candle.percent_size_of_body=0.775700934579437 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-09 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.665006226650074 too big
2020-03-09 03:00:20 INFO: filter last_candle.percent_size_of_cost=2.665006226650074 last_candle.percent_size_of_body=0.775700934579437 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.665006226650074 too big
2020-03-09 03:00:20 INFO: filter last_candle.percent_size_of_cost=2.665006226650074 last_candle.percent_size_of_body=0.775700934579437 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-09 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.665006226650074 too big
2020-03-09 03:00:20 INFO: filter last_candle.percent_size_of_cost=2.665006226650074 last_candle.percent_size_of_body=0.775700934579437 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.665006226650074 too big
2020-03-09 03:00:20 INFO: filter last_candle.percent_size_of_cost=2.665006226650074 last_candle.percent_size_of_body=0.775700934579437 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-09 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.665006226650074 too big
2020-03-09 03:00:20 INFO: filter last_candle.percent_size_of_cost=2.665006226650074 last_candle.percent_size_of_body=0.775700934579437 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.665006226650074 too big
2020-03-09 03:00:20 INFO: not found applicable config for candle
2020-03-09 03:00:20 INFO: check need new order None
2020-03-09 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.75, 'high': 204.8, 'low': 198.4, 'close': 202.15, 'trades': 14995, 'volume': 25842400, 'vwap': 202.27, 'lastSize': 100, 'turnover': 522702103050, 'homeNotional': 208342.17321410222, 'foreignNotional': 42141036.42887676}, {'timestamp': datetime.datetime(2020, 3, 9, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 204.9, 'high': 205.8, 'low': 200.45, 'close': 200.75, 'trades': 10726, 'volume': 17176520, 'vwap': 203.85, 'lastSize': 84, 'turnover': 350136038395, 'homeNotional': 138535.50419208332, 'foreignNotional': 28240222.553116012}, {'timestamp': datetime.datetime(2020, 3, 9, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 206.7, 'low': 200.9, 'close': 204.9, 'trades': 9631, 'volume': 17877560, 'vwap': 204.28, 'lastSize': 4, 'turnover': 365197431395, 'homeNotional': 144645.47321366737, 'foreignNotional': 29548462.193379845}]
2020-03-09 04:00:20 INFO: prepare candles [CandleItem(low=198.4, high=204.8, open=200.75, close=202.15, color='GREEN'), CandleItem(low=200.45, high=205.8, open=204.9, close=200.75, color='RED'), CandleItem(low=200.9, high=206.7, open=203.35, close=204.9, color='GREEN')]
2020-03-09 04:00:20 INFO: skip by colors candles=[CandleItem(low=198.4, high=204.8, open=200.75, close=202.15, color='GREEN'), CandleItem(low=200.45, high=205.8, open=204.9, close=200.75, color='RED'), CandleItem(low=200.9, high=206.7, open=203.35, close=204.9, color='GREEN')]
2020-03-09 04:00:20 INFO: check need new order None
2020-03-09 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.15, 'high': 202.25, 'low': 196.55, 'close': 201.2, 'trades': 18023, 'volume': 34648875, 'vwap': 199.38, 'lastSize': 16, 'turnover': 690807737870, 'homeNotional': 274060.79246152187, 'foreignNotional': 54641322.18764164}, {'timestamp': datetime.datetime(2020, 3, 9, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.75, 'high': 204.8, 'low': 198.4, 'close': 202.15, 'trades': 14995, 'volume': 25842400, 'vwap': 202.27, 'lastSize': 100, 'turnover': 522702103050, 'homeNotional': 208342.17321410222, 'foreignNotional': 42141036.42887676}, {'timestamp': datetime.datetime(2020, 3, 9, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 204.9, 'high': 205.8, 'low': 200.45, 'close': 200.75, 'trades': 10726, 'volume': 17176520, 'vwap': 203.85, 'lastSize': 84, 'turnover': 350136038395, 'homeNotional': 138535.50419208332, 'foreignNotional': 28240222.553116012}]
2020-03-09 05:00:20 INFO: prepare candles [CandleItem(low=196.55, high=202.25, open=202.15, close=201.2, color='RED'), CandleItem(low=198.4, high=204.8, open=200.75, close=202.15, color='GREEN'), CandleItem(low=200.45, high=205.8, open=204.9, close=200.75, color='RED')]
2020-03-09 05:00:20 INFO: skip by colors candles=[CandleItem(low=196.55, high=202.25, open=202.15, close=201.2, color='RED'), CandleItem(low=198.4, high=204.8, open=200.75, close=202.15, color='GREEN'), CandleItem(low=200.45, high=205.8, open=204.9, close=200.75, color='RED')]
2020-03-09 05:00:20 INFO: check need new order None
2020-03-09 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.2, 'high': 206.55, 'low': 197.25, 'close': 205.35, 'trades': 18964, 'volume': 33004621, 'vwap': 202.18, 'lastSize': 200, 'turnover': 667265075290, 'homeNotional': 258103.13526405755, 'foreignNotional': 52185760.830466725}, {'timestamp': datetime.datetime(2020, 3, 9, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.15, 'high': 202.25, 'low': 196.55, 'close': 201.2, 'trades': 18023, 'volume': 34648875, 'vwap': 199.38, 'lastSize': 16, 'turnover': 690807737870, 'homeNotional': 274060.79246152187, 'foreignNotional': 54641322.18764164}, {'timestamp': datetime.datetime(2020, 3, 9, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.75, 'high': 204.8, 'low': 198.4, 'close': 202.15, 'trades': 14995, 'volume': 25842400, 'vwap': 202.27, 'lastSize': 100, 'turnover': 522702103050, 'homeNotional': 208342.17321410222, 'foreignNotional': 42141036.42887676}]
2020-03-09 06:00:20 INFO: prepare candles [CandleItem(low=197.25, high=206.55, open=201.2, close=205.35, color='GREEN'), CandleItem(low=196.55, high=202.25, open=202.15, close=201.2, color='RED'), CandleItem(low=198.4, high=204.8, open=200.75, close=202.15, color='GREEN')]
2020-03-09 06:00:20 INFO: skip by colors candles=[CandleItem(low=197.25, high=206.55, open=201.2, close=205.35, color='GREEN'), CandleItem(low=196.55, high=202.25, open=202.15, close=201.2, color='RED'), CandleItem(low=198.4, high=204.8, open=200.75, close=202.15, color='GREEN')]
2020-03-09 06:00:20 INFO: check need new order None
2020-03-09 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 205.35, 'high': 208.45, 'low': 204.05, 'close': 205.4, 'trades': 11636, 'volume': 17726618, 'vwap': 205.95, 'lastSize': 122, 'turnover': 365066754100, 'homeNotional': 140595.06732727046, 'foreignNotional': 28955095.5893777}, {'timestamp': datetime.datetime(2020, 3, 9, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.2, 'high': 206.55, 'low': 197.25, 'close': 205.35, 'trades': 18964, 'volume': 33004621, 'vwap': 202.18, 'lastSize': 200, 'turnover': 667265075290, 'homeNotional': 258103.13526405755, 'foreignNotional': 52185760.830466725}, {'timestamp': datetime.datetime(2020, 3, 9, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.15, 'high': 202.25, 'low': 196.55, 'close': 201.2, 'trades': 18023, 'volume': 34648875, 'vwap': 199.38, 'lastSize': 16, 'turnover': 690807737870, 'homeNotional': 274060.79246152187, 'foreignNotional': 54641322.18764164}]
2020-03-09 07:00:20 INFO: prepare candles [CandleItem(low=204.05, high=208.45, open=205.35, close=205.4, color='GREEN'), CandleItem(low=197.25, high=206.55, open=201.2, close=205.35, color='GREEN'), CandleItem(low=196.55, high=202.25, open=202.15, close=201.2, color='RED')]
2020-03-09 07:00:20 INFO: skip by colors candles=[CandleItem(low=204.05, high=208.45, open=205.35, close=205.4, color='GREEN'), CandleItem(low=197.25, high=206.55, open=201.2, close=205.35, color='GREEN'), CandleItem(low=196.55, high=202.25, open=202.15, close=201.2, color='RED')]
2020-03-09 07:00:20 INFO: check need new order None
2020-03-09 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 205.4, 'high': 207.2, 'low': 205.25, 'close': 206.15, 'trades': 7036, 'volume': 10539378, 'vwap': 206.27, 'lastSize': 33, 'turnover': 217393853410, 'homeNotional': 83387.63562959227, 'foreignNotional': 17200261.864671566}, {'timestamp': datetime.datetime(2020, 3, 9, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 205.35, 'high': 208.45, 'low': 204.05, 'close': 205.4, 'trades': 11636, 'volume': 17726618, 'vwap': 205.95, 'lastSize': 122, 'turnover': 365066754100, 'homeNotional': 140595.06732727046, 'foreignNotional': 28955095.5893777}, {'timestamp': datetime.datetime(2020, 3, 9, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.2, 'high': 206.55, 'low': 197.25, 'close': 205.35, 'trades': 18964, 'volume': 33004621, 'vwap': 202.18, 'lastSize': 200, 'turnover': 667265075290, 'homeNotional': 258103.13526405755, 'foreignNotional': 52185760.830466725}]
2020-03-09 08:00:20 INFO: prepare candles [CandleItem(low=205.25, high=207.2, open=205.4, close=206.15, color='GREEN'), CandleItem(low=204.05, high=208.45, open=205.35, close=205.4, color='GREEN'), CandleItem(low=197.25, high=206.55, open=201.2, close=205.35, color='GREEN')]
2020-03-09 08:00:20 INFO: skip by colors candles=[CandleItem(low=205.25, high=207.2, open=205.4, close=206.15, color='GREEN'), CandleItem(low=204.05, high=208.45, open=205.35, close=205.4, color='GREEN'), CandleItem(low=197.25, high=206.55, open=201.2, close=205.35, color='GREEN')]
2020-03-09 08:00:20 INFO: check need new order None
2020-03-09 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 206.15, 'high': 208.8, 'low': 206.1, 'close': 207.9, 'trades': 8352, 'volume': 14895603, 'vwap': 207.7, 'lastSize': 2000, 'turnover': 309372279145, 'homeNotional': 118496.06465982825, 'foreignNotional': 24611008.251011394}, {'timestamp': datetime.datetime(2020, 3, 9, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 205.4, 'high': 207.2, 'low': 205.25, 'close': 206.15, 'trades': 7036, 'volume': 10539378, 'vwap': 206.27, 'lastSize': 33, 'turnover': 217393853410, 'homeNotional': 83387.63562959227, 'foreignNotional': 17200261.864671566}, {'timestamp': datetime.datetime(2020, 3, 9, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 205.35, 'high': 208.45, 'low': 204.05, 'close': 205.4, 'trades': 11636, 'volume': 17726618, 'vwap': 205.95, 'lastSize': 122, 'turnover': 365066754100, 'homeNotional': 140595.06732727046, 'foreignNotional': 28955095.5893777}]
2020-03-09 09:00:20 INFO: prepare candles [CandleItem(low=206.1, high=208.8, open=206.15, close=207.9, color='GREEN'), CandleItem(low=205.25, high=207.2, open=205.4, close=206.15, color='GREEN'), CandleItem(low=204.05, high=208.45, open=205.35, close=205.4, color='GREEN')]
2020-03-09 09:00:20 INFO: skip by colors candles=[CandleItem(low=206.1, high=208.8, open=206.15, close=207.9, color='GREEN'), CandleItem(low=205.25, high=207.2, open=205.4, close=206.15, color='GREEN'), CandleItem(low=204.05, high=208.45, open=205.35, close=205.4, color='GREEN')]
2020-03-09 09:00:20 INFO: check need new order None
2020-03-09 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 207.9, 'high': 208.05, 'low': 203.8, 'close': 204.1, 'trades': 9506, 'volume': 12359094, 'vwap': 205.5, 'lastSize': 1, 'turnover': 253977133085, 'homeNotional': 98075.46084066141, 'foreignNotional': 20154573.69802753}, {'timestamp': datetime.datetime(2020, 3, 9, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 206.15, 'high': 208.8, 'low': 206.1, 'close': 207.9, 'trades': 8352, 'volume': 14895603, 'vwap': 207.7, 'lastSize': 2000, 'turnover': 309372279145, 'homeNotional': 118496.06465982825, 'foreignNotional': 24611008.251011394}, {'timestamp': datetime.datetime(2020, 3, 9, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 205.4, 'high': 207.2, 'low': 205.25, 'close': 206.15, 'trades': 7036, 'volume': 10539378, 'vwap': 206.27, 'lastSize': 33, 'turnover': 217393853410, 'homeNotional': 83387.63562959227, 'foreignNotional': 17200261.864671566}]
2020-03-09 10:00:20 INFO: prepare candles [CandleItem(low=203.8, high=208.05, open=207.9, close=204.1, color='RED'), CandleItem(low=206.1, high=208.8, open=206.15, close=207.9, color='GREEN'), CandleItem(low=205.25, high=207.2, open=205.4, close=206.15, color='GREEN')]
2020-03-09 10:00:20 INFO: last_candle=CandleItem(low=203.8, high=208.05, open=207.9, close=204.1, color='RED')
2020-03-09 10:00:20 INFO: filter last_candle.percent_size_of_cost=2.082312591866732 last_candle.percent_size_of_body=0.8941176470588262 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-09 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.082312591866732 too big
2020-03-09 10:00:20 INFO: filter last_candle.percent_size_of_cost=2.082312591866732 last_candle.percent_size_of_body=0.8941176470588262 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.082312591866732 too big
2020-03-09 10:00:20 INFO: filter last_candle.percent_size_of_cost=2.082312591866732 last_candle.percent_size_of_body=0.8941176470588262 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-09 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.082312591866732 too big
2020-03-09 10:00:20 INFO: filter last_candle.percent_size_of_cost=2.082312591866732 last_candle.percent_size_of_body=0.8941176470588262 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.082312591866732 too big
2020-03-09 10:00:20 INFO: filter last_candle.percent_size_of_cost=2.082312591866732 last_candle.percent_size_of_body=0.8941176470588262 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-09 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.082312591866732 too big
2020-03-09 10:00:20 INFO: filter last_candle.percent_size_of_cost=2.082312591866732 last_candle.percent_size_of_body=0.8941176470588262 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.082312591866732 too big
2020-03-09 10:00:20 INFO: not found applicable config for candle
2020-03-09 10:00:20 INFO: check need new order None
2020-03-09 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 204.1, 'high': 205.7, 'low': 203.65, 'close': 203.8, 'trades': 7240, 'volume': 8884992, 'vwap': 204.64, 'lastSize': 12, 'turnover': 181820076725, 'homeNotional': 70273.9515400613, 'foreignNotional': 14380705.538990805}, {'timestamp': datetime.datetime(2020, 3, 9, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 207.9, 'high': 208.05, 'low': 203.8, 'close': 204.1, 'trades': 9506, 'volume': 12359094, 'vwap': 205.5, 'lastSize': 1, 'turnover': 253977133085, 'homeNotional': 98075.46084066141, 'foreignNotional': 20154573.69802753}, {'timestamp': datetime.datetime(2020, 3, 9, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 206.15, 'high': 208.8, 'low': 206.1, 'close': 207.9, 'trades': 8352, 'volume': 14895603, 'vwap': 207.7, 'lastSize': 2000, 'turnover': 309372279145, 'homeNotional': 118496.06465982825, 'foreignNotional': 24611008.251011394}]
2020-03-09 11:00:20 INFO: prepare candles [CandleItem(low=203.65, high=205.7, open=204.1, close=203.8, color='RED'), CandleItem(low=203.8, high=208.05, open=207.9, close=204.1, color='RED'), CandleItem(low=206.1, high=208.8, open=206.15, close=207.9, color='GREEN')]
2020-03-09 11:00:20 INFO: skip by colors candles=[CandleItem(low=203.65, high=205.7, open=204.1, close=203.8, color='RED'), CandleItem(low=203.8, high=208.05, open=207.9, close=204.1, color='RED'), CandleItem(low=206.1, high=208.8, open=206.15, close=207.9, color='GREEN')]
2020-03-09 11:00:20 INFO: check need new order None
2020-03-09 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.8, 'high': 203.8, 'low': 199.7, 'close': 201.65, 'trades': 14326, 'volume': 20993900, 'vwap': 201.56, 'lastSize': 1414, 'turnover': 423142457400, 'homeNotional': 164220.2695923235, 'foreignNotional': 33099720.057198603}, {'timestamp': datetime.datetime(2020, 3, 9, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 204.1, 'high': 205.7, 'low': 203.65, 'close': 203.8, 'trades': 7240, 'volume': 8884992, 'vwap': 204.64, 'lastSize': 12, 'turnover': 181820076725, 'homeNotional': 70273.9515400613, 'foreignNotional': 14380705.538990805}, {'timestamp': datetime.datetime(2020, 3, 9, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 207.9, 'high': 208.05, 'low': 203.8, 'close': 204.1, 'trades': 9506, 'volume': 12359094, 'vwap': 205.5, 'lastSize': 1, 'turnover': 253977133085, 'homeNotional': 98075.46084066141, 'foreignNotional': 20154573.69802753}]
2020-03-09 12:00:20 INFO: prepare candles [CandleItem(low=199.7, high=203.8, open=203.8, close=201.65, color='RED'), CandleItem(low=203.65, high=205.7, open=204.1, close=203.8, color='RED'), CandleItem(low=203.8, high=208.05, open=207.9, close=204.1, color='RED')]
2020-03-09 12:00:20 INFO: skip by colors candles=[CandleItem(low=199.7, high=203.8, open=203.8, close=201.65, color='RED'), CandleItem(low=203.65, high=205.7, open=204.1, close=203.8, color='RED'), CandleItem(low=203.8, high=208.05, open=207.9, close=204.1, color='RED')]
2020-03-09 12:00:20 INFO: check need new order None
2020-03-09 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.65, 'high': 206.0, 'low': 201.2, 'close': 205.15, 'trades': 15682, 'volume': 26578145, 'vwap': 203.69, 'lastSize': 94, 'turnover': 541369905205, 'homeNotional': 208628.08447991018, 'foreignNotional': 42496011.10014429}, {'timestamp': datetime.datetime(2020, 3, 9, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.8, 'high': 203.8, 'low': 199.7, 'close': 201.65, 'trades': 14326, 'volume': 20993900, 'vwap': 201.56, 'lastSize': 1414, 'turnover': 423142457400, 'homeNotional': 164220.2695923235, 'foreignNotional': 33099720.057198603}, {'timestamp': datetime.datetime(2020, 3, 9, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 204.1, 'high': 205.7, 'low': 203.65, 'close': 203.8, 'trades': 7240, 'volume': 8884992, 'vwap': 204.64, 'lastSize': 12, 'turnover': 181820076725, 'homeNotional': 70273.9515400613, 'foreignNotional': 14380705.538990805}]
2020-03-09 13:00:21 INFO: prepare candles [CandleItem(low=201.2, high=206.0, open=201.65, close=205.15, color='GREEN'), CandleItem(low=199.7, high=203.8, open=203.8, close=201.65, color='RED'), CandleItem(low=203.65, high=205.7, open=204.1, close=203.8, color='RED')]
2020-03-09 13:00:21 INFO: last_candle=CandleItem(low=201.2, high=206.0, open=201.65, close=205.15, color='GREEN')
2020-03-09 13:00:21 INFO: filter last_candle.percent_size_of_cost=2.339751401413605 last_candle.percent_size_of_body=0.729166666666665 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-09 13:00:21 INFO: skip candle by last_candle.percent_size_of_cost=2.339751401413605 too big
2020-03-09 13:00:21 INFO: filter last_candle.percent_size_of_cost=2.339751401413605 last_candle.percent_size_of_body=0.729166666666665 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 13:00:21 INFO: skip candle by last_candle.percent_size_of_cost=2.339751401413605 too big
2020-03-09 13:00:21 INFO: filter last_candle.percent_size_of_cost=2.339751401413605 last_candle.percent_size_of_body=0.729166666666665 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-09 13:00:21 INFO: skip candle by last_candle.percent_size_of_cost=2.339751401413605 too big
2020-03-09 13:00:21 INFO: filter last_candle.percent_size_of_cost=2.339751401413605 last_candle.percent_size_of_body=0.729166666666665 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 13:00:21 INFO: skip candle by last_candle.percent_size_of_cost=2.339751401413605 too big
2020-03-09 13:00:21 INFO: filter last_candle.percent_size_of_cost=2.339751401413605 last_candle.percent_size_of_body=0.729166666666665 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-09 13:00:21 INFO: skip candle by last_candle.percent_size_of_cost=2.339751401413605 too big
2020-03-09 13:00:21 INFO: filter last_candle.percent_size_of_cost=2.339751401413605 last_candle.percent_size_of_body=0.729166666666665 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 13:00:21 INFO: skip candle by last_candle.percent_size_of_cost=2.339751401413605 too big
2020-03-09 13:00:21 INFO: not found applicable config for candle
2020-03-09 13:00:21 INFO: check need new order None
2020-03-09 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 205.15, 'high': 205.55, 'low': 198.6, 'close': 203.25, 'trades': 16291, 'volume': 29276020, 'vwap': 202.23, 'lastSize': 360, 'turnover': 592044150295, 'homeNotional': 228137.9907220967, 'foreignNotional': 46137713.054960504}, {'timestamp': datetime.datetime(2020, 3, 9, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.65, 'high': 206.0, 'low': 201.2, 'close': 205.15, 'trades': 15682, 'volume': 26578145, 'vwap': 203.69, 'lastSize': 94, 'turnover': 541369905205, 'homeNotional': 208628.08447991018, 'foreignNotional': 42496011.10014429}, {'timestamp': datetime.datetime(2020, 3, 9, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.8, 'high': 203.8, 'low': 199.7, 'close': 201.65, 'trades': 14326, 'volume': 20993900, 'vwap': 201.56, 'lastSize': 1414, 'turnover': 423142457400, 'homeNotional': 164220.2695923235, 'foreignNotional': 33099720.057198603}]
2020-03-09 14:00:20 INFO: prepare candles [CandleItem(low=198.6, high=205.55, open=205.15, close=203.25, color='RED'), CandleItem(low=201.2, high=206.0, open=201.65, close=205.15, color='GREEN'), CandleItem(low=199.7, high=203.8, open=203.8, close=201.65, color='RED')]
2020-03-09 14:00:20 INFO: skip by colors candles=[CandleItem(low=198.6, high=205.55, open=205.15, close=203.25, color='RED'), CandleItem(low=201.2, high=206.0, open=201.65, close=205.15, color='GREEN'), CandleItem(low=199.7, high=203.8, open=203.8, close=201.65, color='RED')]
2020-03-09 14:00:20 INFO: check need new order None
2020-03-09 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.25, 'high': 204.3, 'low': 197.2, 'close': 198.3, 'trades': 14623, 'volume': 20340099, 'vwap': 200.78, 'lastSize': 2940, 'turnover': 408381653950, 'homeNotional': 157858.46508687726, 'foreignNotional': 31695272.573451668}, {'timestamp': datetime.datetime(2020, 3, 9, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 205.15, 'high': 205.55, 'low': 198.6, 'close': 203.25, 'trades': 16291, 'volume': 29276020, 'vwap': 202.23, 'lastSize': 360, 'turnover': 592044150295, 'homeNotional': 228137.9907220967, 'foreignNotional': 46137713.054960504}, {'timestamp': datetime.datetime(2020, 3, 9, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.65, 'high': 206.0, 'low': 201.2, 'close': 205.15, 'trades': 15682, 'volume': 26578145, 'vwap': 203.69, 'lastSize': 94, 'turnover': 541369905205, 'homeNotional': 208628.08447991018, 'foreignNotional': 42496011.10014429}]
2020-03-09 15:00:20 INFO: prepare candles [CandleItem(low=197.2, high=204.3, open=203.25, close=198.3, color='RED'), CandleItem(low=198.6, high=205.55, open=205.15, close=203.25, color='RED'), CandleItem(low=201.2, high=206.0, open=201.65, close=205.15, color='GREEN')]
2020-03-09 15:00:20 INFO: skip by colors candles=[CandleItem(low=197.2, high=204.3, open=203.25, close=198.3, color='RED'), CandleItem(low=198.6, high=205.55, open=205.15, close=203.25, color='RED'), CandleItem(low=201.2, high=206.0, open=201.65, close=205.15, color='GREEN')]
2020-03-09 15:00:20 INFO: check need new order None
2020-03-09 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.3, 'high': 199.4, 'low': 190.05, 'close': 194.75, 'trades': 29966, 'volume': 56409478, 'vwap': 194.52, 'lastSize': 100, 'turnover': 1097272995930, 'homeNotional': 434042.83402558893, 'foreignNotional': 84432297.32565463}, {'timestamp': datetime.datetime(2020, 3, 9, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.25, 'high': 204.3, 'low': 197.2, 'close': 198.3, 'trades': 14623, 'volume': 20340099, 'vwap': 200.78, 'lastSize': 2940, 'turnover': 408381653950, 'homeNotional': 157858.46508687726, 'foreignNotional': 31695272.573451668}, {'timestamp': datetime.datetime(2020, 3, 9, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 205.15, 'high': 205.55, 'low': 198.6, 'close': 203.25, 'trades': 16291, 'volume': 29276020, 'vwap': 202.23, 'lastSize': 360, 'turnover': 592044150295, 'homeNotional': 228137.9907220967, 'foreignNotional': 46137713.054960504}]
2020-03-09 16:00:20 INFO: prepare candles [CandleItem(low=190.05, high=199.4, open=198.3, close=194.75, color='RED'), CandleItem(low=197.2, high=204.3, open=203.25, close=198.3, color='RED'), CandleItem(low=198.6, high=205.55, open=205.15, close=203.25, color='RED')]
2020-03-09 16:00:20 INFO: skip by colors candles=[CandleItem(low=190.05, high=199.4, open=198.3, close=194.75, color='RED'), CandleItem(low=197.2, high=204.3, open=203.25, close=198.3, color='RED'), CandleItem(low=198.6, high=205.55, open=205.15, close=203.25, color='RED')]
2020-03-09 16:00:20 INFO: check need new order None
2020-03-09 17:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.75, 'high': 201.15, 'low': 191.75, 'close': 195.9, 'trades': 24091, 'volume': 39022190, 'vwap': 197.03, 'lastSize': 1742, 'turnover': 768846524185, 'homeNotional': 303833.3895828122, 'foreignNotional': 59867568.71793591}, {'timestamp': datetime.datetime(2020, 3, 9, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.3, 'high': 199.4, 'low': 190.05, 'close': 194.75, 'trades': 29966, 'volume': 56409478, 'vwap': 194.52, 'lastSize': 100, 'turnover': 1097272995930, 'homeNotional': 434042.83402558893, 'foreignNotional': 84432297.32565463}, {'timestamp': datetime.datetime(2020, 3, 9, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.25, 'high': 204.3, 'low': 197.2, 'close': 198.3, 'trades': 14623, 'volume': 20340099, 'vwap': 200.78, 'lastSize': 2940, 'turnover': 408381653950, 'homeNotional': 157858.46508687726, 'foreignNotional': 31695272.573451668}]
2020-03-09 17:00:21 INFO: prepare candles [CandleItem(low=191.75, high=201.15, open=194.75, close=195.9, color='GREEN'), CandleItem(low=190.05, high=199.4, open=198.3, close=194.75, color='RED'), CandleItem(low=197.2, high=204.3, open=203.25, close=198.3, color='RED')]
2020-03-09 17:00:21 INFO: last_candle=CandleItem(low=191.75, high=201.15, open=194.75, close=195.9, color='GREEN')
2020-03-09 17:00:21 INFO: filter last_candle.percent_size_of_cost=4.798366513527313 last_candle.percent_size_of_body=0.12234042553191543 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-09 17:00:21 INFO: skip candle by last_candle.percent_size_of_cost=4.798366513527313 too big
2020-03-09 17:00:21 INFO: filter last_candle.percent_size_of_cost=4.798366513527313 last_candle.percent_size_of_body=0.12234042553191543 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 17:00:21 INFO: skip candle by last_candle.percent_size_of_cost=4.798366513527313 too big
2020-03-09 17:00:21 INFO: filter last_candle.percent_size_of_cost=4.798366513527313 last_candle.percent_size_of_body=0.12234042553191543 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-09 17:00:21 INFO: skip candle by last_candle.percent_size_of_cost=4.798366513527313 too big
2020-03-09 17:00:21 INFO: filter last_candle.percent_size_of_cost=4.798366513527313 last_candle.percent_size_of_body=0.12234042553191543 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 17:00:21 INFO: skip candle by last_candle.percent_size_of_cost=4.798366513527313 too big
2020-03-09 17:00:21 INFO: filter last_candle.percent_size_of_cost=4.798366513527313 last_candle.percent_size_of_body=0.12234042553191543 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-09 17:00:21 INFO: skip candle by last_candle.percent_size_of_cost=4.798366513527313 too big
2020-03-09 17:00:21 INFO: filter last_candle.percent_size_of_cost=4.798366513527313 last_candle.percent_size_of_body=0.12234042553191543 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 17:00:21 INFO: skip candle by last_candle.percent_size_of_cost=4.798366513527313 too big
2020-03-09 17:00:21 INFO: not found applicable config for candle
2020-03-09 17:00:21 INFO: check need new order None
2020-03-09 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 195.9, 'high': 196.85, 'low': 192.65, 'close': 193.85, 'trades': 15127, 'volume': 21169953, 'vwap': 194.52, 'lastSize': 2000, 'turnover': 411779016375, 'homeNotional': 164160.0136734186, 'foreignNotional': 31931134.068314645}, {'timestamp': datetime.datetime(2020, 3, 9, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.75, 'high': 201.15, 'low': 191.75, 'close': 195.9, 'trades': 24091, 'volume': 39022190, 'vwap': 197.03, 'lastSize': 1742, 'turnover': 768846524185, 'homeNotional': 303833.3895828122, 'foreignNotional': 59867568.71793591}, {'timestamp': datetime.datetime(2020, 3, 9, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.3, 'high': 199.4, 'low': 190.05, 'close': 194.75, 'trades': 29966, 'volume': 56409478, 'vwap': 194.52, 'lastSize': 100, 'turnover': 1097272995930, 'homeNotional': 434042.83402558893, 'foreignNotional': 84432297.32565463}]
2020-03-09 18:00:20 INFO: prepare candles [CandleItem(low=192.65, high=196.85, open=195.9, close=193.85, color='RED'), CandleItem(low=191.75, high=201.15, open=194.75, close=195.9, color='GREEN'), CandleItem(low=190.05, high=199.4, open=198.3, close=194.75, color='RED')]
2020-03-09 18:00:20 INFO: skip by colors candles=[CandleItem(low=192.65, high=196.85, open=195.9, close=193.85, color='RED'), CandleItem(low=191.75, high=201.15, open=194.75, close=195.9, color='GREEN'), CandleItem(low=190.05, high=199.4, open=198.3, close=194.75, color='RED')]
2020-03-09 18:00:20 INFO: check need new order None
2020-03-09 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 193.85, 'high': 196.0, 'low': 193.0, 'close': 194.6, 'trades': 8269, 'volume': 9201233, 'vwap': 194.42, 'lastSize': 199, 'turnover': 178883452110, 'homeNotional': 71287.92926307922, 'foreignNotional': 13859333.536020264}, {'timestamp': datetime.datetime(2020, 3, 9, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 195.9, 'high': 196.85, 'low': 192.65, 'close': 193.85, 'trades': 15127, 'volume': 21169953, 'vwap': 194.52, 'lastSize': 2000, 'turnover': 411779016375, 'homeNotional': 164160.0136734186, 'foreignNotional': 31931134.068314645}, {'timestamp': datetime.datetime(2020, 3, 9, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.75, 'high': 201.15, 'low': 191.75, 'close': 195.9, 'trades': 24091, 'volume': 39022190, 'vwap': 197.03, 'lastSize': 1742, 'turnover': 768846524185, 'homeNotional': 303833.3895828122, 'foreignNotional': 59867568.71793591}]
2020-03-09 19:00:20 INFO: prepare candles [CandleItem(low=193.0, high=196.0, open=193.85, close=194.6, color='GREEN'), CandleItem(low=192.65, high=196.85, open=195.9, close=193.85, color='RED'), CandleItem(low=191.75, high=201.15, open=194.75, close=195.9, color='GREEN')]
2020-03-09 19:00:20 INFO: skip by colors candles=[CandleItem(low=193.0, high=196.0, open=193.85, close=194.6, color='GREEN'), CandleItem(low=192.65, high=196.85, open=195.9, close=193.85, color='RED'), CandleItem(low=191.75, high=201.15, open=194.75, close=195.9, color='GREEN')]
2020-03-09 19:00:20 INFO: check need new order None
2020-03-09 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.6, 'high': 198.4, 'low': 194.25, 'close': 197.75, 'trades': 8379, 'volume': 11626498, 'vwap': 196.81, 'lastSize': 1600, 'turnover': 228816096825, 'homeNotional': 90836.01895529467, 'foreignNotional': 17877284.02373723}, {'timestamp': datetime.datetime(2020, 3, 9, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 193.85, 'high': 196.0, 'low': 193.0, 'close': 194.6, 'trades': 8269, 'volume': 9201233, 'vwap': 194.42, 'lastSize': 199, 'turnover': 178883452110, 'homeNotional': 71287.92926307922, 'foreignNotional': 13859333.536020264}, {'timestamp': datetime.datetime(2020, 3, 9, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 195.9, 'high': 196.85, 'low': 192.65, 'close': 193.85, 'trades': 15127, 'volume': 21169953, 'vwap': 194.52, 'lastSize': 2000, 'turnover': 411779016375, 'homeNotional': 164160.0136734186, 'foreignNotional': 31931134.068314645}]
2020-03-09 20:00:20 INFO: prepare candles [CandleItem(low=194.25, high=198.4, open=194.6, close=197.75, color='GREEN'), CandleItem(low=193.0, high=196.0, open=193.85, close=194.6, color='GREEN'), CandleItem(low=192.65, high=196.85, open=195.9, close=193.85, color='RED')]
2020-03-09 20:00:20 INFO: skip by colors candles=[CandleItem(low=194.25, high=198.4, open=194.6, close=197.75, color='GREEN'), CandleItem(low=193.0, high=196.0, open=193.85, close=194.6, color='GREEN'), CandleItem(low=192.65, high=196.85, open=195.9, close=193.85, color='RED')]
2020-03-09 20:00:20 INFO: check need new order None
2020-03-09 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.75, 'high': 199.9, 'low': 196.6, 'close': 198.8, 'trades': 8964, 'volume': 12513546, 'vwap': 198.47, 'lastSize': 500, 'turnover': 248350273960, 'homeNotional': 98262.5870580976, 'foreignNotional': 19501907.470271554}, {'timestamp': datetime.datetime(2020, 3, 9, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.6, 'high': 198.4, 'low': 194.25, 'close': 197.75, 'trades': 8379, 'volume': 11626498, 'vwap': 196.81, 'lastSize': 1600, 'turnover': 228816096825, 'homeNotional': 90836.01895529467, 'foreignNotional': 17877284.02373723}, {'timestamp': datetime.datetime(2020, 3, 9, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 193.85, 'high': 196.0, 'low': 193.0, 'close': 194.6, 'trades': 8269, 'volume': 9201233, 'vwap': 194.42, 'lastSize': 199, 'turnover': 178883452110, 'homeNotional': 71287.92926307922, 'foreignNotional': 13859333.536020264}]
2020-03-09 21:00:20 INFO: prepare candles [CandleItem(low=196.6, high=199.9, open=197.75, close=198.8, color='GREEN'), CandleItem(low=194.25, high=198.4, open=194.6, close=197.75, color='GREEN'), CandleItem(low=193.0, high=196.0, open=193.85, close=194.6, color='GREEN')]
2020-03-09 21:00:20 INFO: skip by colors candles=[CandleItem(low=196.6, high=199.9, open=197.75, close=198.8, color='GREEN'), CandleItem(low=194.25, high=198.4, open=194.6, close=197.75, color='GREEN'), CandleItem(low=193.0, high=196.0, open=193.85, close=194.6, color='GREEN')]
2020-03-09 21:00:20 INFO: check need new order None
2020-03-09 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.8, 'high': 199.2, 'low': 196.15, 'close': 196.6, 'trades': 4100, 'volume': 4749257, 'vwap': 197.79, 'lastSize': 26, 'turnover': 93931681765, 'homeNotional': 37317.41365674005, 'foreignNotional': 7380759.914416707}, {'timestamp': datetime.datetime(2020, 3, 9, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.75, 'high': 199.9, 'low': 196.6, 'close': 198.8, 'trades': 8964, 'volume': 12513546, 'vwap': 198.47, 'lastSize': 500, 'turnover': 248350273960, 'homeNotional': 98262.5870580976, 'foreignNotional': 19501907.470271554}, {'timestamp': datetime.datetime(2020, 3, 9, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.6, 'high': 198.4, 'low': 194.25, 'close': 197.75, 'trades': 8379, 'volume': 11626498, 'vwap': 196.81, 'lastSize': 1600, 'turnover': 228816096825, 'homeNotional': 90836.01895529467, 'foreignNotional': 17877284.02373723}]
2020-03-09 22:00:21 INFO: prepare candles [CandleItem(low=196.15, high=199.2, open=198.8, close=196.6, color='RED'), CandleItem(low=196.6, high=199.9, open=197.75, close=198.8, color='GREEN'), CandleItem(low=194.25, high=198.4, open=194.6, close=197.75, color='GREEN')]
2020-03-09 22:00:21 INFO: last_candle=CandleItem(low=196.15, high=199.2, open=198.8, close=196.6, color='RED')
2020-03-09 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.5513733468972446 last_candle.percent_size_of_body=0.7213114754098456 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-09 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.5513733468972446 too big
2020-03-09 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.5513733468972446 last_candle.percent_size_of_body=0.7213114754098456 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.5513733468972446 too big
2020-03-09 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.5513733468972446 last_candle.percent_size_of_body=0.7213114754098456 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-09 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.5513733468972446 too big
2020-03-09 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.5513733468972446 last_candle.percent_size_of_body=0.7213114754098456 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.5513733468972446 too big
2020-03-09 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.5513733468972446 last_candle.percent_size_of_body=0.7213114754098456 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-09 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.5513733468972446 too big
2020-03-09 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.5513733468972446 last_candle.percent_size_of_body=0.7213114754098456 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.5513733468972446 too small
2020-03-09 22:00:21 INFO: not found applicable config for candle
2020-03-09 22:00:21 INFO: check need new order None
2020-03-09 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 196.6, 'high': 199.85, 'low': 195.3, 'close': 199.1, 'trades': 6680, 'volume': 9475476, 'vwap': 197.6, 'lastSize': 2129, 'turnover': 187226931670, 'homeNotional': 74402.01553216016, 'foreignNotional': 14701331.49462181}, {'timestamp': datetime.datetime(2020, 3, 9, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.8, 'high': 199.2, 'low': 196.15, 'close': 196.6, 'trades': 4100, 'volume': 4749257, 'vwap': 197.79, 'lastSize': 26, 'turnover': 93931681765, 'homeNotional': 37317.41365674005, 'foreignNotional': 7380759.914416707}, {'timestamp': datetime.datetime(2020, 3, 9, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.75, 'high': 199.9, 'low': 196.6, 'close': 198.8, 'trades': 8964, 'volume': 12513546, 'vwap': 198.47, 'lastSize': 500, 'turnover': 248350273960, 'homeNotional': 98262.5870580976, 'foreignNotional': 19501907.470271554}]
2020-03-09 23:00:20 INFO: prepare candles [CandleItem(low=195.3, high=199.85, open=196.6, close=199.1, color='GREEN'), CandleItem(low=196.15, high=199.2, open=198.8, close=196.6, color='RED'), CandleItem(low=196.6, high=199.9, open=197.75, close=198.8, color='GREEN')]
2020-03-09 23:00:20 INFO: skip by colors candles=[CandleItem(low=195.3, high=199.85, open=196.6, close=199.1, color='GREEN'), CandleItem(low=196.15, high=199.2, open=198.8, close=196.6, color='RED'), CandleItem(low=196.6, high=199.9, open=197.75, close=198.8, color='GREEN')]
2020-03-09 23:00:20 INFO: check need new order None
2020-03-10 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.1, 'high': 203.35, 'low': 197.8, 'close': 202.8, 'trades': 9451, 'volume': 17193492, 'vwap': 200.41, 'lastSize': 20, 'turnover': 344565802545, 'homeNotional': 135761.9476587952, 'foreignNotional': 27207991.058616668}, {'timestamp': datetime.datetime(2020, 3, 9, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 196.6, 'high': 199.85, 'low': 195.3, 'close': 199.1, 'trades': 6680, 'volume': 9475476, 'vwap': 197.6, 'lastSize': 2129, 'turnover': 187226931670, 'homeNotional': 74402.01553216016, 'foreignNotional': 14701331.49462181}, {'timestamp': datetime.datetime(2020, 3, 9, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.8, 'high': 199.2, 'low': 196.15, 'close': 196.6, 'trades': 4100, 'volume': 4749257, 'vwap': 197.79, 'lastSize': 26, 'turnover': 93931681765, 'homeNotional': 37317.41365674005, 'foreignNotional': 7380759.914416707}]
2020-03-10 00:00:20 INFO: prepare candles [CandleItem(low=197.8, high=203.35, open=199.1, close=202.8, color='GREEN'), CandleItem(low=195.3, high=199.85, open=196.6, close=199.1, color='GREEN'), CandleItem(low=196.15, high=199.2, open=198.8, close=196.6, color='RED')]
2020-03-10 00:00:20 INFO: skip by colors candles=[CandleItem(low=197.8, high=203.35, open=199.1, close=202.8, color='GREEN'), CandleItem(low=195.3, high=199.85, open=196.6, close=199.1, color='GREEN'), CandleItem(low=196.15, high=199.2, open=198.8, close=196.6, color='RED')]
2020-03-10 00:00:20 INFO: check need new order None
2020-03-10 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.8, 'high': 203.95, 'low': 201.1, 'close': 203.35, 'trades': 7905, 'volume': 12040313, 'vwap': 202.98, 'lastSize': 5000, 'turnover': 244386333855, 'homeNotional': 95437.88603486812, 'foreignNotional': 19371449.680935487}, {'timestamp': datetime.datetime(2020, 3, 10, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.1, 'high': 203.35, 'low': 197.8, 'close': 202.8, 'trades': 9451, 'volume': 17193492, 'vwap': 200.41, 'lastSize': 20, 'turnover': 344565802545, 'homeNotional': 135761.9476587952, 'foreignNotional': 27207991.058616668}, {'timestamp': datetime.datetime(2020, 3, 9, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 196.6, 'high': 199.85, 'low': 195.3, 'close': 199.1, 'trades': 6680, 'volume': 9475476, 'vwap': 197.6, 'lastSize': 2129, 'turnover': 187226931670, 'homeNotional': 74402.01553216016, 'foreignNotional': 14701331.49462181}]
2020-03-10 01:00:20 INFO: prepare candles [CandleItem(low=201.1, high=203.95, open=202.8, close=203.35, color='GREEN'), CandleItem(low=197.8, high=203.35, open=199.1, close=202.8, color='GREEN'), CandleItem(low=195.3, high=199.85, open=196.6, close=199.1, color='GREEN')]
2020-03-10 01:00:20 INFO: skip by colors candles=[CandleItem(low=201.1, high=203.95, open=202.8, close=203.35, color='GREEN'), CandleItem(low=197.8, high=203.35, open=199.1, close=202.8, color='GREEN'), CandleItem(low=195.3, high=199.85, open=196.6, close=199.1, color='GREEN')]
2020-03-10 01:00:20 INFO: check need new order None
2020-03-10 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 204.6, 'low': 200.65, 'close': 201.4, 'trades': 6460, 'volume': 13551229, 'vwap': 202.84, 'lastSize': 500, 'turnover': 274860353380, 'homeNotional': 107470.61300534938, 'foreignNotional': 21798583.080327805}, {'timestamp': datetime.datetime(2020, 3, 10, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.8, 'high': 203.95, 'low': 201.1, 'close': 203.35, 'trades': 7905, 'volume': 12040313, 'vwap': 202.98, 'lastSize': 5000, 'turnover': 244386333855, 'homeNotional': 95437.88603486812, 'foreignNotional': 19371449.680935487}, {'timestamp': datetime.datetime(2020, 3, 10, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.1, 'high': 203.35, 'low': 197.8, 'close': 202.8, 'trades': 9451, 'volume': 17193492, 'vwap': 200.41, 'lastSize': 20, 'turnover': 344565802545, 'homeNotional': 135761.9476587952, 'foreignNotional': 27207991.058616668}]
2020-03-10 02:00:20 INFO: prepare candles [CandleItem(low=200.65, high=204.6, open=203.35, close=201.4, color='RED'), CandleItem(low=201.1, high=203.95, open=202.8, close=203.35, color='GREEN'), CandleItem(low=197.8, high=203.35, open=199.1, close=202.8, color='GREEN')]
2020-03-10 02:00:20 INFO: last_candle=CandleItem(low=200.65, high=204.6, open=203.35, close=201.4, color='RED')
2020-03-10 02:00:20 INFO: filter last_candle.percent_size_of_cost=1.9612711022840061 last_candle.percent_size_of_body=0.4936708860759479 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-10 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.9612711022840061 too big
2020-03-10 02:00:20 INFO: filter last_candle.percent_size_of_cost=1.9612711022840061 last_candle.percent_size_of_body=0.4936708860759479 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.9612711022840061 too big
2020-03-10 02:00:20 INFO: filter last_candle.percent_size_of_cost=1.9612711022840061 last_candle.percent_size_of_body=0.4936708860759479 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-10 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.9612711022840061 too big
2020-03-10 02:00:20 INFO: filter last_candle.percent_size_of_cost=1.9612711022840061 last_candle.percent_size_of_body=0.4936708860759479 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.9612711022840061 too big
2020-03-10 02:00:20 INFO: filter last_candle.percent_size_of_cost=1.9612711022840061 last_candle.percent_size_of_body=0.4936708860759479 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-10 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.9612711022840061 too big
2020-03-10 02:00:20 INFO: filter last_candle.percent_size_of_cost=1.9612711022840061 last_candle.percent_size_of_body=0.4936708860759479 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 02:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=200.65, high=204.6, open=203.35, close=201.4, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-10 02:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=200.65, high=204.6, open=203.35, close=201.4, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-10 02:00:20 INFO: place order: start candle=CandleItem(low=200.65, high=204.6, open=203.35, close=201.4, color='RED') ticker='ETHUSD' price_offset=0.1
2020-03-10 02:00:20 INFO: place order: side_factor=1.0 init_trigger_price=200.6 init_order_price=200.55 stop_price_offset=0.0 candle.size=3.9499999999999886 stop_price=204.6 take_price=184.75000000000006
2020-03-10 02:00:20 INFO: place order: compute qty=-3.0
2020-03-10 02:00:20 INFO: place order: save order to db de40cb833220420bbe11af6fbc17af5f; response=True
2020-03-10 02:00:20 INFO: post order to exchange resp={'orderID': 'cb2c8f44-9ba5-6607-bd2e-838f8c76e790', 'clOrdID': 'de40cb833220420bbe11af6fbc17af5f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 200.55, 'displayQty': None, 'stopPx': 200.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 0, 20, 800000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 0, 20, 800000, tzinfo=tzlocal())}
2020-03-10 02:00:20 INFO: place new init order {'qty': -3.0, 'init_price': 200.6, 'stop_price': 204.6, 'take_price': 184.75000000000006, 'order_uid': 'de40cb833220420bbe11af6fbc17af5f', 'response': {'orderID': 'cb2c8f44-9ba5-6607-bd2e-838f8c76e790', 'clOrdID': 'de40cb833220420bbe11af6fbc17af5f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 200.55, 'displayQty': None, 'stopPx': 200.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 0, 20, 800000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 0, 20, 800000, tzinfo=tzlocal())}}
2020-03-10 02:00:21 INFO: process event {'orderID': 'cb2c8f44-9ba5-6607-bd2e-838f8c76e790', 'clOrdID': 'de40cb833220420bbe11af6fbc17af5f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 200.55, 'displayQty': None, 'stopPx': 200.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-03-10T02:00:20.800Z', 'timestamp': '2020-03-10T02:00:20.800Z'}
2020-03-10 02:00:21 INFO: skip event de40cb833220420bbe11af6fbc17af5f New
2020-03-10 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cb2c8f44-9ba5-6607-bd2e-838f8c76e790', 'clOrdID': 'de40cb833220420bbe11af6fbc17af5f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 200.55, 'displayQty': None, 'stopPx': 200.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 0, 20, 800000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 0, 20, 800000, tzinfo=tzlocal())}
2020-03-10 02:02:00 INFO: order time=2020-03-10 02:00:20.800000+00:00; delta from now UTC=0:01:40.188047 time_delta.total_seconds()=100.188047; time_diff_offset='3600'
2020-03-10 02:02:00 INFO: skip by time diff 2020-03-10 02:00:20.800000+00:00
2020-03-10 02:59:47 INFO: process event {'orderID': 'cb2c8f44-9ba5-6607-bd2e-838f8c76e790', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-03-10T02:59:46.963Z', 'clOrdID': 'de40cb833220420bbe11af6fbc17af5f', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-10 02:59:47 INFO: skip event de40cb833220420bbe11af6fbc17af5f 
2020-03-10 02:59:47 INFO: process event {'orderID': 'cb2c8f44-9ba5-6607-bd2e-838f8c76e790', 'workingIndicator': True, 'transactTime': '2020-03-10T02:59:46.963Z', 'clOrdID': 'de40cb833220420bbe11af6fbc17af5f', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-10T02:59:46.963Z'}
2020-03-10 02:59:47 INFO: skip event de40cb833220420bbe11af6fbc17af5f 
2020-03-10 02:59:47 INFO: process event {'orderID': 'cb2c8f44-9ba5-6607-bd2e-838f8c76e790', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 3, 'avgPx': 200.6, 'clOrdID': 'de40cb833220420bbe11af6fbc17af5f', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-10T02:59:46.963Z'}
2020-03-10 02:59:47 INFO: add new event={'uid': 'de40cb833220420bbe11af6fbc17af5f', 'status': 'Filled'}
2020-03-10 02:59:48 INFO: start process event--------------------------------------------
2020-03-10 02:59:48 INFO: fetch new order event de40cb833220420bbe11af6fbc17af5f
2020-03-10 02:59:48 INFO: fetch orders by event init={'stop': '204.6', 'take': '184.75000000000006', 'qty': '3.0', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-03-10 02:59:48 INFO: process init order filled
2020-03-10 02:59:48 INFO: save profit orders to storage stop=a38665b500534414b2c6e936a0ce8c05 take=61bedc41d2c344a3805326bbc2fec5f2
2020-03-10 02:59:48 INFO: place profit orders take_price=184.75000000000006, stop_price=204.6, qty=3.0, color=RED, ticker=ETHUSD a38665b500534414b2c6e936a0ce8c05 61bedc41d2c344a3805326bbc2fec5f2
2020-03-10 02:59:48 INFO: place stop order ETHUSD: qty=3.0, stop_price=204.6, stop_uid=a38665b500534414b2c6e936a0ce8c05
2020-03-10 02:59:50 INFO: exchange resp for stop order={'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 02:59:50 INFO: place limit order ETHUSD: qty=3.0, price=184.75000000000006, take_uid=61bedc41d2c344a3805326bbc2fec5f2
2020-03-10 02:59:50 INFO: exchange exception=503 Service Unavailable: {"error":{"message":"The system is currently overloaded. Please try again later.","name":"HTTPError"}}
2020-03-10 02:59:50 INFO: process event {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-03-10T02:59:50.047Z', 'timestamp': '2020-03-10T02:59:50.047Z'}
2020-03-10 02:59:50 INFO: skip event a38665b500534414b2c6e936a0ce8c05 New
2020-03-10 02:59:56 INFO: exchange resp for take profit order={'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 02:59:56 INFO: place profit orders={'stop': {'response': {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}, 'qty': 3.0, 'uid': 'a38665b500534414b2c6e936a0ce8c05', 'price': 204.6}, 'take': {'response': {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}, 'qty': 3.0, 'uid': '61bedc41d2c344a3805326bbc2fec5f2', 'price': 184.75000000000006}}
2020-03-10 02:59:56 INFO: rm init order from db de40cb833220420bbe11af6fbc17af5f
2020-03-10 02:59:56 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2020-03-10 02:59:57 INFO: process event {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-03-10T02:59:56.728Z', 'timestamp': '2020-03-10T02:59:56.728Z'}
2020-03-10 02:59:57 INFO: skip event 61bedc41d2c344a3805326bbc2fec5f2 New
2020-03-10 02:59:57 INFO: process event {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'workingIndicator': True, 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-10T02:59:56.728Z'}
2020-03-10 02:59:57 INFO: skip event 61bedc41d2c344a3805326bbc2fec5f2 
2020-03-10 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.4, 'high': 202.55, 'low': 200.5, 'close': 200.8, 'trades': 4874, 'volume': 7708773, 'vwap': 201.88, 'lastSize': 30, 'turnover': 155619160830, 'homeNotional': 60946.76723719875, 'foreignNotional': 12303531.256146967}, {'timestamp': datetime.datetime(2020, 3, 10, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 204.6, 'low': 200.65, 'close': 201.4, 'trades': 6460, 'volume': 13551229, 'vwap': 202.84, 'lastSize': 500, 'turnover': 274860353380, 'homeNotional': 107470.61300534938, 'foreignNotional': 21798583.080327805}, {'timestamp': datetime.datetime(2020, 3, 10, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.8, 'high': 203.95, 'low': 201.1, 'close': 203.35, 'trades': 7905, 'volume': 12040313, 'vwap': 202.98, 'lastSize': 5000, 'turnover': 244386333855, 'homeNotional': 95437.88603486812, 'foreignNotional': 19371449.680935487}]
2020-03-10 03:00:20 INFO: prepare candles [CandleItem(low=200.5, high=202.55, open=201.4, close=200.8, color='RED'), CandleItem(low=200.65, high=204.6, open=203.35, close=201.4, color='RED'), CandleItem(low=201.1, high=203.95, open=202.8, close=203.35, color='GREEN')]
2020-03-10 03:00:20 INFO: skip by colors candles=[CandleItem(low=200.5, high=202.55, open=201.4, close=200.8, color='RED'), CandleItem(low=200.65, high=204.6, open=203.35, close=201.4, color='RED'), CandleItem(low=201.1, high=203.95, open=202.8, close=203.35, color='GREEN')]
2020-03-10 03:00:20 INFO: check need new order None
2020-03-10 03:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 03:02:01 INFO: skip by not found init order into storage
2020-03-10 03:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 03:02:01 INFO: skip by not found init order into storage
2020-03-10 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.8, 'high': 203.05, 'low': 200.1, 'close': 202.6, 'trades': 5194, 'volume': 8360650, 'vwap': 201.7, 'lastSize': 67, 'turnover': 168626706985, 'homeNotional': 65987.8881120067, 'foreignNotional': 13309267.45211079}, {'timestamp': datetime.datetime(2020, 3, 10, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.4, 'high': 202.55, 'low': 200.5, 'close': 200.8, 'trades': 4874, 'volume': 7708773, 'vwap': 201.88, 'lastSize': 30, 'turnover': 155619160830, 'homeNotional': 60946.76723719875, 'foreignNotional': 12303531.256146967}, {'timestamp': datetime.datetime(2020, 3, 10, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 204.6, 'low': 200.65, 'close': 201.4, 'trades': 6460, 'volume': 13551229, 'vwap': 202.84, 'lastSize': 500, 'turnover': 274860353380, 'homeNotional': 107470.61300534938, 'foreignNotional': 21798583.080327805}]
2020-03-10 04:00:20 INFO: prepare candles [CandleItem(low=200.1, high=203.05, open=200.8, close=202.6, color='GREEN'), CandleItem(low=200.5, high=202.55, open=201.4, close=200.8, color='RED'), CandleItem(low=200.65, high=204.6, open=203.35, close=201.4, color='RED')]
2020-03-10 04:00:20 INFO: last_candle=CandleItem(low=200.1, high=203.05, open=200.8, close=202.6, color='GREEN')
2020-03-10 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.4560710760118545 last_candle.percent_size_of_body=0.6101694915254144 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-10 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.4560710760118545 too big
2020-03-10 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.4560710760118545 last_candle.percent_size_of_body=0.6101694915254144 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.4560710760118545 too big
2020-03-10 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.4560710760118545 last_candle.percent_size_of_body=0.6101694915254144 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-10 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.4560710760118545 too big
2020-03-10 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.4560710760118545 last_candle.percent_size_of_body=0.6101694915254144 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.4560710760118545 too big
2020-03-10 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.4560710760118545 last_candle.percent_size_of_body=0.6101694915254144 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-10 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.4560710760118545 too big
2020-03-10 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.4560710760118545 last_candle.percent_size_of_body=0.6101694915254144 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.4560710760118545 too small
2020-03-10 04:00:20 INFO: not found applicable config for candle
2020-03-10 04:00:20 INFO: check need new order None
2020-03-10 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 04:02:00 INFO: skip by not found init order into storage
2020-03-10 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 04:02:00 INFO: skip by not found init order into storage
2020-03-10 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.6, 'high': 203.9, 'low': 202.25, 'close': 203.35, 'trades': 4515, 'volume': 8773404, 'vwap': 203.12, 'lastSize': 808, 'turnover': 178202766430, 'homeNotional': 69569.48530169975, 'foreignNotional': 14130767.460524295}, {'timestamp': datetime.datetime(2020, 3, 10, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.8, 'high': 203.05, 'low': 200.1, 'close': 202.6, 'trades': 5194, 'volume': 8360650, 'vwap': 201.7, 'lastSize': 67, 'turnover': 168626706985, 'homeNotional': 65987.8881120067, 'foreignNotional': 13309267.45211079}, {'timestamp': datetime.datetime(2020, 3, 10, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.4, 'high': 202.55, 'low': 200.5, 'close': 200.8, 'trades': 4874, 'volume': 7708773, 'vwap': 201.88, 'lastSize': 30, 'turnover': 155619160830, 'homeNotional': 60946.76723719875, 'foreignNotional': 12303531.256146967}]
2020-03-10 05:00:20 INFO: prepare candles [CandleItem(low=202.25, high=203.9, open=202.6, close=203.35, color='GREEN'), CandleItem(low=200.1, high=203.05, open=200.8, close=202.6, color='GREEN'), CandleItem(low=200.5, high=202.55, open=201.4, close=200.8, color='RED')]
2020-03-10 05:00:20 INFO: skip by colors candles=[CandleItem(low=202.25, high=203.9, open=202.6, close=203.35, color='GREEN'), CandleItem(low=200.1, high=203.05, open=200.8, close=202.6, color='GREEN'), CandleItem(low=200.5, high=202.55, open=201.4, close=200.8, color='RED')]
2020-03-10 05:00:20 INFO: check need new order None
2020-03-10 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 05:02:00 INFO: skip by not found init order into storage
2020-03-10 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 05:02:00 INFO: skip by not found init order into storage
2020-03-10 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 203.7, 'low': 202.25, 'close': 203.1, 'trades': 2583, 'volume': 4344073, 'vwap': 203.15, 'lastSize': 20, 'turnover': 88245535565, 'homeNotional': 34467.262456215554, 'foreignNotional': 7001697.945433102}, {'timestamp': datetime.datetime(2020, 3, 10, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.6, 'high': 203.9, 'low': 202.25, 'close': 203.35, 'trades': 4515, 'volume': 8773404, 'vwap': 203.12, 'lastSize': 808, 'turnover': 178202766430, 'homeNotional': 69569.48530169975, 'foreignNotional': 14130767.460524295}, {'timestamp': datetime.datetime(2020, 3, 10, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.8, 'high': 203.05, 'low': 200.1, 'close': 202.6, 'trades': 5194, 'volume': 8360650, 'vwap': 201.7, 'lastSize': 67, 'turnover': 168626706985, 'homeNotional': 65987.8881120067, 'foreignNotional': 13309267.45211079}]
2020-03-10 06:00:20 INFO: prepare candles [CandleItem(low=202.25, high=203.7, open=203.35, close=203.1, color='RED'), CandleItem(low=202.25, high=203.9, open=202.6, close=203.35, color='GREEN'), CandleItem(low=200.1, high=203.05, open=200.8, close=202.6, color='GREEN')]
2020-03-10 06:00:20 INFO: last_candle=CandleItem(low=202.25, high=203.7, open=203.35, close=203.1, color='RED')
2020-03-10 06:00:20 INFO: filter last_candle.percent_size_of_cost=0.7139340226489359 last_candle.percent_size_of_body=0.17241379310344962 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-10 06:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.7139340226489359 too big
2020-03-10 06:00:20 INFO: filter last_candle.percent_size_of_cost=0.7139340226489359 last_candle.percent_size_of_body=0.17241379310344962 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 06:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.7139340226489359 too big
2020-03-10 06:00:20 INFO: filter last_candle.percent_size_of_cost=0.7139340226489359 last_candle.percent_size_of_body=0.17241379310344962 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-10 06:00:20 INFO: skip candle by last_candle.percent_size_of_body=0.17241379310344962 too small
2020-03-10 06:00:20 INFO: filter last_candle.percent_size_of_cost=0.7139340226489359 last_candle.percent_size_of_body=0.17241379310344962 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 06:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.7139340226489359 too small
2020-03-10 06:00:20 INFO: filter last_candle.percent_size_of_cost=0.7139340226489359 last_candle.percent_size_of_body=0.17241379310344962 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-10 06:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.7139340226489359 too small
2020-03-10 06:00:20 INFO: filter last_candle.percent_size_of_cost=0.7139340226489359 last_candle.percent_size_of_body=0.17241379310344962 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 06:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.7139340226489359 too small
2020-03-10 06:00:20 INFO: not found applicable config for candle
2020-03-10 06:00:20 INFO: check need new order None
2020-03-10 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 06:02:00 INFO: skip by not found init order into storage
2020-03-10 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 06:02:00 INFO: skip by not found init order into storage
2020-03-10 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.1, 'high': 203.45, 'low': 200.1, 'close': 200.6, 'trades': 6040, 'volume': 12771316, 'vwap': 201.68, 'lastSize': 50, 'turnover': 257563739585, 'homeNotional': 101278.02661056719, 'foreignNotional': 20425194.36964461}, {'timestamp': datetime.datetime(2020, 3, 10, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 203.7, 'low': 202.25, 'close': 203.1, 'trades': 2583, 'volume': 4344073, 'vwap': 203.15, 'lastSize': 20, 'turnover': 88245535565, 'homeNotional': 34467.262456215554, 'foreignNotional': 7001697.945433102}, {'timestamp': datetime.datetime(2020, 3, 10, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.6, 'high': 203.9, 'low': 202.25, 'close': 203.35, 'trades': 4515, 'volume': 8773404, 'vwap': 203.12, 'lastSize': 808, 'turnover': 178202766430, 'homeNotional': 69569.48530169975, 'foreignNotional': 14130767.460524295}]
2020-03-10 07:00:20 INFO: prepare candles [CandleItem(low=200.1, high=203.45, open=203.1, close=200.6, color='RED'), CandleItem(low=202.25, high=203.7, open=203.35, close=203.1, color='RED'), CandleItem(low=202.25, high=203.9, open=202.6, close=203.35, color='GREEN')]
2020-03-10 07:00:20 INFO: skip by colors candles=[CandleItem(low=200.1, high=203.45, open=203.1, close=200.6, color='RED'), CandleItem(low=202.25, high=203.7, open=203.35, close=203.1, color='RED'), CandleItem(low=202.25, high=203.9, open=202.6, close=203.35, color='GREEN')]
2020-03-10 07:00:20 INFO: check need new order None
2020-03-10 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 07:02:00 INFO: skip by not found init order into storage
2020-03-10 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 07:02:00 INFO: skip by not found init order into storage
2020-03-10 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.6, 'high': 200.55, 'low': 197.2, 'close': 199.1, 'trades': 8780, 'volume': 14227425, 'vwap': 198.75, 'lastSize': 156, 'turnover': 282765310895, 'homeNotional': 112352.13828448598, 'foreignNotional': 22329712.773488335}, {'timestamp': datetime.datetime(2020, 3, 10, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.1, 'high': 203.45, 'low': 200.1, 'close': 200.6, 'trades': 6040, 'volume': 12771316, 'vwap': 201.68, 'lastSize': 50, 'turnover': 257563739585, 'homeNotional': 101278.02661056719, 'foreignNotional': 20425194.36964461}, {'timestamp': datetime.datetime(2020, 3, 10, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 203.7, 'low': 202.25, 'close': 203.1, 'trades': 2583, 'volume': 4344073, 'vwap': 203.15, 'lastSize': 20, 'turnover': 88245535565, 'homeNotional': 34467.262456215554, 'foreignNotional': 7001697.945433102}]
2020-03-10 08:00:20 INFO: prepare candles [CandleItem(low=197.2, high=200.55, open=200.6, close=199.1, color='RED'), CandleItem(low=200.1, high=203.45, open=203.1, close=200.6, color='RED'), CandleItem(low=202.25, high=203.7, open=203.35, close=203.1, color='RED')]
2020-03-10 08:00:20 INFO: skip by colors candles=[CandleItem(low=197.2, high=200.55, open=200.6, close=199.1, color='RED'), CandleItem(low=200.1, high=203.45, open=203.1, close=200.6, color='RED'), CandleItem(low=202.25, high=203.7, open=203.35, close=203.1, color='RED')]
2020-03-10 08:00:20 INFO: check need new order None
2020-03-10 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 08:02:00 INFO: skip by not found init order into storage
2020-03-10 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 08:02:00 INFO: skip by not found init order into storage
2020-03-10 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.1, 'high': 200.9, 'low': 198.6, 'close': 199.15, 'trades': 5108, 'volume': 6991293, 'vwap': 199.63, 'lastSize': 20, 'turnover': 139564378415, 'homeNotional': 55277.849009005426, 'foreignNotional': 11034926.0833789}, {'timestamp': datetime.datetime(2020, 3, 10, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.6, 'high': 200.55, 'low': 197.2, 'close': 199.1, 'trades': 8780, 'volume': 14227425, 'vwap': 198.75, 'lastSize': 156, 'turnover': 282765310895, 'homeNotional': 112352.13828448598, 'foreignNotional': 22329712.773488335}, {'timestamp': datetime.datetime(2020, 3, 10, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.1, 'high': 203.45, 'low': 200.1, 'close': 200.6, 'trades': 6040, 'volume': 12771316, 'vwap': 201.68, 'lastSize': 50, 'turnover': 257563739585, 'homeNotional': 101278.02661056719, 'foreignNotional': 20425194.36964461}]
2020-03-10 09:00:20 INFO: prepare candles [CandleItem(low=198.6, high=200.9, open=199.1, close=199.15, color='GREEN'), CandleItem(low=197.2, high=200.55, open=200.6, close=199.1, color='RED'), CandleItem(low=200.1, high=203.45, open=203.1, close=200.6, color='RED')]
2020-03-10 09:00:20 INFO: last_candle=CandleItem(low=198.6, high=200.9, open=199.1, close=199.15, color='GREEN')
2020-03-10 09:00:20 INFO: filter last_candle.percent_size_of_cost=1.1549083605322676 last_candle.percent_size_of_body=0.021739130434787445 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-10 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.1549083605322676 too big
2020-03-10 09:00:20 INFO: filter last_candle.percent_size_of_cost=1.1549083605322676 last_candle.percent_size_of_body=0.021739130434787445 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.1549083605322676 too big
2020-03-10 09:00:20 INFO: filter last_candle.percent_size_of_cost=1.1549083605322676 last_candle.percent_size_of_body=0.021739130434787445 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-10 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.1549083605322676 too big
2020-03-10 09:00:20 INFO: filter last_candle.percent_size_of_cost=1.1549083605322676 last_candle.percent_size_of_body=0.021739130434787445 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.1549083605322676 too big
2020-03-10 09:00:20 INFO: filter last_candle.percent_size_of_cost=1.1549083605322676 last_candle.percent_size_of_body=0.021739130434787445 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-10 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.1549083605322676 too big
2020-03-10 09:00:20 INFO: filter last_candle.percent_size_of_cost=1.1549083605322676 last_candle.percent_size_of_body=0.021739130434787445 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.1549083605322676 too small
2020-03-10 09:00:20 INFO: not found applicable config for candle
2020-03-10 09:00:20 INFO: check need new order None
2020-03-10 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 09:02:00 INFO: skip by not found init order into storage
2020-03-10 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 09:02:00 INFO: skip by not found init order into storage
2020-03-10 09:20:56 WARNING: handle interrupt sig 2 False
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-10 09:21:00 INFO: start trader process
2020-03-10 09:21:00 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-10 09:21:00 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-10 09:21:00 INFO: Authenticating with API Key.
2020-03-10 09:21:01 INFO: Connected to WS.
2020-03-10 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.15, 'high': 199.3, 'low': 197.75, 'close': 198.35, 'trades': 4879, 'volume': 10539269, 'vwap': 198.45, 'lastSize': 20000, 'turnover': 209149469800, 'homeNotional': 83156.59293003731, 'foreignNotional': 16502274.71863437}, {'timestamp': datetime.datetime(2020, 3, 10, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.1, 'high': 200.9, 'low': 198.6, 'close': 199.15, 'trades': 5108, 'volume': 6991293, 'vwap': 199.63, 'lastSize': 20, 'turnover': 139564378415, 'homeNotional': 55277.849009005426, 'foreignNotional': 11034926.0833789}, {'timestamp': datetime.datetime(2020, 3, 10, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.6, 'high': 200.55, 'low': 197.2, 'close': 199.1, 'trades': 8780, 'volume': 14227425, 'vwap': 198.75, 'lastSize': 156, 'turnover': 282765310895, 'homeNotional': 112352.13828448598, 'foreignNotional': 22329712.773488335}]
2020-03-10 10:00:20 INFO: prepare candles [CandleItem(low=197.75, high=199.3, open=199.15, close=198.35, color='RED'), CandleItem(low=198.6, high=200.9, open=199.1, close=199.15, color='GREEN'), CandleItem(low=197.2, high=200.55, open=200.6, close=199.1, color='RED')]
2020-03-10 10:00:20 INFO: skip by colors candles=[CandleItem(low=197.75, high=199.3, open=199.15, close=198.35, color='RED'), CandleItem(low=198.6, high=200.9, open=199.1, close=199.15, color='GREEN'), CandleItem(low=197.2, high=200.55, open=200.6, close=199.1, color='RED')]
2020-03-10 10:00:20 INFO: check need new order None
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-03-10 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 10:02:00 INFO: skip by not found init order into storage
2020-03-10 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 10:02:00 INFO: skip by not found init order into storage
2020-03-10 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.35, 'high': 204.55, 'low': 198.2, 'close': 203.6, 'trades': 11680, 'volume': 23519019, 'vwap': 202.02, 'lastSize': 75, 'turnover': 475118070445, 'homeNotional': 187656.51636042751, 'foreignNotional': 37911450.07535342}, {'timestamp': datetime.datetime(2020, 3, 10, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.15, 'high': 199.3, 'low': 197.75, 'close': 198.35, 'trades': 4879, 'volume': 10539269, 'vwap': 198.45, 'lastSize': 20000, 'turnover': 209149469800, 'homeNotional': 83156.59293003731, 'foreignNotional': 16502274.71863437}, {'timestamp': datetime.datetime(2020, 3, 10, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.1, 'high': 200.9, 'low': 198.6, 'close': 199.15, 'trades': 5108, 'volume': 6991293, 'vwap': 199.63, 'lastSize': 20, 'turnover': 139564378415, 'homeNotional': 55277.849009005426, 'foreignNotional': 11034926.0833789}]
2020-03-10 11:00:20 INFO: prepare candles [CandleItem(low=198.2, high=204.55, open=198.35, close=203.6, color='GREEN'), CandleItem(low=197.75, high=199.3, open=199.15, close=198.35, color='RED'), CandleItem(low=198.6, high=200.9, open=199.1, close=199.15, color='GREEN')]
2020-03-10 11:00:20 INFO: skip by colors candles=[CandleItem(low=198.2, high=204.55, open=198.35, close=203.6, color='GREEN'), CandleItem(low=197.75, high=199.3, open=199.15, close=198.35, color='RED'), CandleItem(low=198.6, high=200.9, open=199.1, close=199.15, color='GREEN')]
2020-03-10 11:00:20 INFO: check need new order None
2020-03-10 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 11:02:00 INFO: skip by not found init order into storage
2020-03-10 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 11:02:00 INFO: skip by not found init order into storage
2020-03-10 11:09:26 INFO: process event {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-03-10T11:09:26.081Z', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-10 11:09:26 INFO: skip event a38665b500534414b2c6e936a0ce8c05 
2020-03-10 11:09:26 INFO: process event {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'price': 204.6, 'workingIndicator': True, 'transactTime': '2020-03-10T11:09:26.081Z', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-10T11:09:26.081Z'}
2020-03-10 11:09:26 INFO: skip event a38665b500534414b2c6e936a0ce8c05 
2020-03-10 11:09:26 INFO: process event {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 3, 'avgPx': 204.6, 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-10T11:09:26.081Z'}
2020-03-10 11:09:26 INFO: add new event={'uid': 'a38665b500534414b2c6e936a0ce8c05', 'status': 'Filled'}
2020-03-10 11:09:26 INFO: start process event--------------------------------------------
2020-03-10 11:09:26 INFO: fetch new order event a38665b500534414b2c6e936a0ce8c05
2020-03-10 11:09:26 INFO: fetch orders by event init=None profit_pair=61bedc41d2c344a3805326bbc2fec5f2
2020-03-10 11:09:26 INFO: process profit order filled
2020-03-10 11:09:27 INFO: process event {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-03-10T11:09:27.544Z', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-10 11:09:27 INFO: skip event 61bedc41d2c344a3805326bbc2fec5f2 Canceled
2020-03-10 11:09:27 INFO: cancel order=61bedc41d2c344a3805326bbc2fec5f2 [{'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 11, 9, 27, 544000, tzinfo=tzlocal())}]
2020-03-10 11:09:27 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2020-03-10 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.6, 'high': 205.5, 'low': 202.65, 'close': 203.35, 'trades': 9796, 'volume': 17950986, 'vwap': 204.01, 'lastSize': 100, 'turnover': 366217219610, 'homeNotional': 145023.91664832222, 'foreignNotional': 29586386.82992667}, {'timestamp': datetime.datetime(2020, 3, 10, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.35, 'high': 204.55, 'low': 198.2, 'close': 203.6, 'trades': 11680, 'volume': 23519019, 'vwap': 202.02, 'lastSize': 75, 'turnover': 475118070445, 'homeNotional': 187656.51636042751, 'foreignNotional': 37911450.07535342}, {'timestamp': datetime.datetime(2020, 3, 10, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.15, 'high': 199.3, 'low': 197.75, 'close': 198.35, 'trades': 4879, 'volume': 10539269, 'vwap': 198.45, 'lastSize': 20000, 'turnover': 209149469800, 'homeNotional': 83156.59293003731, 'foreignNotional': 16502274.71863437}]
2020-03-10 12:00:20 INFO: prepare candles [CandleItem(low=202.65, high=205.5, open=203.6, close=203.35, color='RED'), CandleItem(low=198.2, high=204.55, open=198.35, close=203.6, color='GREEN'), CandleItem(low=197.75, high=199.3, open=199.15, close=198.35, color='RED')]
2020-03-10 12:00:20 INFO: skip by colors candles=[CandleItem(low=202.65, high=205.5, open=203.6, close=203.35, color='RED'), CandleItem(low=198.2, high=204.55, open=198.35, close=203.6, color='GREEN'), CandleItem(low=197.75, high=199.3, open=199.15, close=198.35, color='RED')]
2020-03-10 12:00:20 INFO: check need new order None
2020-03-10 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 207.0, 'low': 203.3, 'close': 206.0, 'trades': 8846, 'volume': 15351663, 'vwap': 205.05, 'lastSize': 8, 'turnover': 314784902315, 'homeNotional': 124519.87929838002, 'foreignNotional': 25533109.560558356}, {'timestamp': datetime.datetime(2020, 3, 10, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.6, 'high': 205.5, 'low': 202.65, 'close': 203.35, 'trades': 9796, 'volume': 17950986, 'vwap': 204.01, 'lastSize': 100, 'turnover': 366217219610, 'homeNotional': 145023.91664832222, 'foreignNotional': 29586386.82992667}, {'timestamp': datetime.datetime(2020, 3, 10, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.35, 'high': 204.55, 'low': 198.2, 'close': 203.6, 'trades': 11680, 'volume': 23519019, 'vwap': 202.02, 'lastSize': 75, 'turnover': 475118070445, 'homeNotional': 187656.51636042751, 'foreignNotional': 37911450.07535342}]
2020-03-10 13:00:20 INFO: prepare candles [CandleItem(low=203.3, high=207.0, open=203.35, close=206.0, color='GREEN'), CandleItem(low=202.65, high=205.5, open=203.6, close=203.35, color='RED'), CandleItem(low=198.2, high=204.55, open=198.35, close=203.6, color='GREEN')]
2020-03-10 13:00:20 INFO: skip by colors candles=[CandleItem(low=203.3, high=207.0, open=203.35, close=206.0, color='GREEN'), CandleItem(low=202.65, high=205.5, open=203.6, close=203.35, color='RED'), CandleItem(low=198.2, high=204.55, open=198.35, close=203.6, color='GREEN')]
2020-03-10 13:00:20 INFO: check need new order None
2020-03-10 13:41:50 WARNING: handle interrupt sig 2 False
2020-03-10 13:41:50 INFO: Websocket Closed
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-10 13:41:54 INFO: start trader process
2020-03-10 13:41:54 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-10 13:41:54 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-10 13:41:54 INFO: Authenticating with API Key.
2020-03-10 13:41:55 INFO: Connected to WS.
2020-03-10 14:00:20 INFO: 
2020-03-10 14:00:20 INFO: 
2020-03-10 14:00:20 INFO: 
2020-03-10 14:00:20 INFO: 
2020-03-10 14:00:20 INFO: init new order start
2020-03-10 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 206.0, 'high': 206.6, 'low': 201.8, 'close': 203.05, 'trades': 11562, 'volume': 17184832, 'vwap': 204.06, 'lastSize': 1, 'turnover': 350664003205, 'homeNotional': 139182.53977250942, 'foreignNotional': 28401575.951001924}, {'timestamp': datetime.datetime(2020, 3, 10, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 207.0, 'low': 203.3, 'close': 206.0, 'trades': 8846, 'volume': 15351663, 'vwap': 205.05, 'lastSize': 8, 'turnover': 314784902315, 'homeNotional': 124519.87929838002, 'foreignNotional': 25533109.560558356}, {'timestamp': datetime.datetime(2020, 3, 10, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.6, 'high': 205.5, 'low': 202.65, 'close': 203.35, 'trades': 9796, 'volume': 17950986, 'vwap': 204.01, 'lastSize': 100, 'turnover': 366217219610, 'homeNotional': 145023.91664832222, 'foreignNotional': 29586386.82992667}]
2020-03-10 14:00:20 INFO: prepare candles [CandleItem(low=201.8, high=206.6, open=206.0, close=203.05, color='RED'), CandleItem(low=203.3, high=207.0, open=203.35, close=206.0, color='GREEN'), CandleItem(low=202.65, high=205.5, open=203.6, close=203.35, color='RED')]
2020-03-10 14:00:20 INFO: skip by colors candles=[CandleItem(low=201.8, high=206.6, open=206.0, close=203.05, color='RED'), CandleItem(low=203.3, high=207.0, open=203.35, close=206.0, color='GREEN'), CandleItem(low=202.65, high=205.5, open=203.6, close=203.35, color='RED')]
2020-03-10 14:00:20 INFO: check need new order None
2020-03-10 14:00:20 INFO: init new order start
2020-03-10 14:00:20 INFO: 
2020-03-10 14:00:20 INFO: 
2020-03-10 14:00:20 INFO: 
2020-03-10 14:00:20 INFO: 
2020-03-10 14:02:00 INFO: 
2020-03-10 14:02:00 INFO: 
2020-03-10 14:02:00 INFO: 
2020-03-10 14:02:00 INFO: 
2020-03-10 14:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-03-10 14:02:00 INFO: clearing end
2020-03-10 14:02:00 INFO: 
2020-03-10 14:02:00 INFO: 
2020-03-10 14:02:00 INFO: 
2020-03-10 14:02:00 INFO: 
2020-03-10 15:00:20 INFO: 
2020-03-10 15:00:20 INFO: 
2020-03-10 15:00:20 INFO: 
2020-03-10 15:00:20 INFO: 
2020-03-10 15:00:20 INFO: init new order start
2020-03-10 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.05, 'high': 205.5, 'low': 203.05, 'close': 203.6, 'trades': 6541, 'volume': 9334733, 'vwap': 204.12, 'lastSize': 155, 'turnover': 190538247085, 'homeNotional': 75411.65176338734, 'foreignNotional': 15392928.030435506}, {'timestamp': datetime.datetime(2020, 3, 10, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 206.0, 'high': 206.6, 'low': 201.8, 'close': 203.05, 'trades': 11562, 'volume': 17184832, 'vwap': 204.06, 'lastSize': 1, 'turnover': 350664003205, 'homeNotional': 139182.53977250942, 'foreignNotional': 28401575.951001924}, {'timestamp': datetime.datetime(2020, 3, 10, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 207.0, 'low': 203.3, 'close': 206.0, 'trades': 8846, 'volume': 15351663, 'vwap': 205.05, 'lastSize': 8, 'turnover': 314784902315, 'homeNotional': 124519.87929838002, 'foreignNotional': 25533109.560558356}]
2020-03-10 15:00:20 INFO: prepare candles [CandleItem(low=203.05, high=205.5, open=203.05, close=203.6, color='GREEN'), CandleItem(low=201.8, high=206.6, open=206.0, close=203.05, color='RED'), CandleItem(low=203.3, high=207.0, open=203.35, close=206.0, color='GREEN')]
2020-03-10 15:00:20 INFO: skip by colors candles=[CandleItem(low=203.05, high=205.5, open=203.05, close=203.6, color='GREEN'), CandleItem(low=201.8, high=206.6, open=206.0, close=203.05, color='RED'), CandleItem(low=203.3, high=207.0, open=203.35, close=206.0, color='GREEN')]
2020-03-10 15:00:20 INFO: check need new order None
2020-03-10 15:00:20 INFO: init new order start
2020-03-10 15:00:20 INFO: 
2020-03-10 15:00:20 INFO: 
2020-03-10 15:00:20 INFO: 
2020-03-10 15:00:20 INFO: 
2020-03-10 15:02:00 INFO: 
2020-03-10 15:02:00 INFO: 
2020-03-10 15:02:00 INFO: 
2020-03-10 15:02:00 INFO: 
2020-03-10 15:02:00 INFO: clearing start
2020-03-10 15:02:00 INFO: clearing end
2020-03-10 15:02:00 INFO: 
2020-03-10 15:02:00 INFO: 
2020-03-10 15:02:00 INFO: 
2020-03-10 15:02:00 INFO: 
2020-03-10 16:00:20 INFO: 
2020-03-10 16:00:20 INFO: 
2020-03-10 16:00:20 INFO: 
2020-03-10 16:00:20 INFO: 
2020-03-10 16:00:20 INFO: init new order start
2020-03-10 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.6, 'high': 203.65, 'low': 196.3, 'close': 196.85, 'trades': 16384, 'volume': 30524642, 'vwap': 199.78, 'lastSize': 9874, 'turnover': 609805046265, 'homeNotional': 240694.02398016694, 'foreignNotional': 48089446.132972784}, {'timestamp': datetime.datetime(2020, 3, 10, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.05, 'high': 205.5, 'low': 203.05, 'close': 203.6, 'trades': 6541, 'volume': 9334733, 'vwap': 204.12, 'lastSize': 155, 'turnover': 190538247085, 'homeNotional': 75411.65176338734, 'foreignNotional': 15392928.030435506}, {'timestamp': datetime.datetime(2020, 3, 10, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 206.0, 'high': 206.6, 'low': 201.8, 'close': 203.05, 'trades': 11562, 'volume': 17184832, 'vwap': 204.06, 'lastSize': 1, 'turnover': 350664003205, 'homeNotional': 139182.53977250942, 'foreignNotional': 28401575.951001924}]
2020-03-10 16:00:20 INFO: prepare candles [CandleItem(low=196.3, high=203.65, open=203.6, close=196.85, color='RED'), CandleItem(low=203.05, high=205.5, open=203.05, close=203.6, color='GREEN'), CandleItem(low=201.8, high=206.6, open=206.0, close=203.05, color='RED')]
2020-03-10 16:00:20 INFO: skip by colors candles=[CandleItem(low=196.3, high=203.65, open=203.6, close=196.85, color='RED'), CandleItem(low=203.05, high=205.5, open=203.05, close=203.6, color='GREEN'), CandleItem(low=201.8, high=206.6, open=206.0, close=203.05, color='RED')]
2020-03-10 16:00:20 INFO: check need new order None
2020-03-10 16:00:20 INFO: init new order start
2020-03-10 16:00:20 INFO: 
2020-03-10 16:00:20 INFO: 
2020-03-10 16:00:20 INFO: 
2020-03-10 16:00:20 INFO: 
2020-03-10 16:02:00 INFO: 
2020-03-10 16:02:00 INFO: 
2020-03-10 16:02:00 INFO: 
2020-03-10 16:02:00 INFO: 
2020-03-10 16:02:00 INFO: clearing start
2020-03-10 16:02:00 INFO: clearing end
2020-03-10 16:02:00 INFO: 
2020-03-10 16:02:00 INFO: 
2020-03-10 16:02:00 INFO: 
2020-03-10 16:02:00 INFO: 
2020-03-10 16:53:29 WARNING: handle interrupt sig 2 False
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-10 16:53:33 INFO: start trader process
2020-03-10 16:53:33 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-10 16:53:33 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-10 16:53:33 INFO: Authenticating with API Key.
2020-03-10 16:53:34 INFO: Connected to WS.
2020-03-10 17:00:20 INFO: 
2020-03-10 17:00:20 INFO: 
2020-03-10 17:00:20 INFO: 
2020-03-10 17:00:20 INFO: 
2020-03-10 17:00:20 INFO: init new order start
2020-03-10 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 196.85, 'high': 200.05, 'low': 196.0, 'close': 199.4, 'trades': 10209, 'volume': 16546463, 'vwap': 198.5, 'lastSize': 25, 'turnover': 328435810135, 'homeNotional': 129287.37048337338, 'foreignNotional': 25663068.86525779}, {'timestamp': datetime.datetime(2020, 3, 10, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.6, 'high': 203.65, 'low': 196.3, 'close': 196.85, 'trades': 16384, 'volume': 30524642, 'vwap': 199.78, 'lastSize': 9874, 'turnover': 609805046265, 'homeNotional': 240694.02398016694, 'foreignNotional': 48089446.132972784}, {'timestamp': datetime.datetime(2020, 3, 10, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.05, 'high': 205.5, 'low': 203.05, 'close': 203.6, 'trades': 6541, 'volume': 9334733, 'vwap': 204.12, 'lastSize': 155, 'turnover': 190538247085, 'homeNotional': 75411.65176338734, 'foreignNotional': 15392928.030435506}]
2020-03-10 17:00:20 INFO: prepare candles [CandleItem(low=196.0, high=200.05, open=196.85, close=199.4, color='GREEN'), CandleItem(low=196.3, high=203.65, open=203.6, close=196.85, color='RED'), CandleItem(low=203.05, high=205.5, open=203.05, close=203.6, color='GREEN')]
2020-03-10 17:00:20 INFO: skip by colors candles=[]
2020-03-10 17:00:20 INFO: check need new order None
2020-03-10 17:00:20 INFO: init new order start
2020-03-10 17:00:20 INFO: 
2020-03-10 17:00:20 INFO: 
2020-03-10 17:00:20 INFO: 
2020-03-10 17:00:20 INFO: 
2020-03-10 17:02:00 INFO: 
2020-03-10 17:02:00 INFO: 
2020-03-10 17:02:00 INFO: 
2020-03-10 17:02:00 INFO: 
2020-03-10 17:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-03-10 17:02:00 INFO: clearing end
2020-03-10 17:02:00 INFO: 
2020-03-10 17:02:00 INFO: 
2020-03-10 17:02:00 INFO: 
2020-03-10 17:02:00 INFO: 
2020-03-10 17:04:09 WARNING: handle interrupt sig 2 False
2020-03-10 17:04:09 INFO: Websocket Closed
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-10 17:04:12 INFO: start trader process
2020-03-10 17:04:12 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-10 17:04:12 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-10 17:04:12 INFO: Authenticating with API Key.
2020-03-10 17:04:13 INFO: Connected to WS.
2020-03-10 18:00:20 INFO: 
2020-03-10 18:00:20 INFO: 
2020-03-10 18:00:20 INFO: 
2020-03-10 18:00:20 INFO: 
2020-03-10 18:00:20 INFO: init new order start
2020-03-10 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.4, 'high': 201.6, 'low': 198.5, 'close': 201.4, 'trades': 7101, 'volume': 11262353, 'vwap': 200.0, 'lastSize': 1, 'turnover': 225246507950, 'homeNotional': 88613.15026033706, 'foreignNotional': 17722655.231393855}, {'timestamp': datetime.datetime(2020, 3, 10, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 196.85, 'high': 200.05, 'low': 196.0, 'close': 199.4, 'trades': 10209, 'volume': 16546463, 'vwap': 198.5, 'lastSize': 25, 'turnover': 328435810135, 'homeNotional': 129287.37048337338, 'foreignNotional': 25663068.86525779}, {'timestamp': datetime.datetime(2020, 3, 10, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.6, 'high': 203.65, 'low': 196.3, 'close': 196.85, 'trades': 16384, 'volume': 30524642, 'vwap': 199.78, 'lastSize': 9874, 'turnover': 609805046265, 'homeNotional': 240694.02398016694, 'foreignNotional': 48089446.132972784}]
2020-03-10 18:00:20 INFO: prepare candles [CandleItem(low=198.5, high=201.6, open=199.4, close=201.4, color='GREEN'), CandleItem(low=196.0, high=200.05, open=196.85, close=199.4, color='GREEN'), CandleItem(low=196.3, high=203.65, open=203.6, close=196.85, color='RED')]
2020-03-10 18:00:20 INFO: skip by colors first_candle=CandleItem(low=196.3, high=203.65, open=203.6, close=196.85, color='RED') second_candle=CandleItem(low=196.0, high=200.05, open=196.85, close=199.4, color='GREEN') last_candle=CandleItem(low=198.5, high=201.6, open=199.4, close=201.4, color='GREEN')
2020-03-10 18:00:20 INFO: check need new order None
2020-03-10 18:00:20 INFO: init new order start
2020-03-10 18:00:20 INFO: 
2020-03-10 18:00:20 INFO: 
2020-03-10 18:00:20 INFO: 
2020-03-10 18:00:20 INFO: 
2020-03-10 18:02:00 INFO: 
2020-03-10 18:02:00 INFO: 
2020-03-10 18:02:00 INFO: 
2020-03-10 18:02:00 INFO: 
2020-03-10 18:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-03-10 18:02:00 INFO: clearing end
2020-03-10 18:02:00 INFO: 
2020-03-10 18:02:00 INFO: 
2020-03-10 18:02:00 INFO: 
2020-03-10 18:02:00 INFO: 
2020-03-10 19:00:20 INFO: 
2020-03-10 19:00:20 INFO: 
2020-03-10 19:00:20 INFO: 
2020-03-10 19:00:20 INFO: 
2020-03-10 19:00:20 INFO: init new order start
2020-03-10 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.4, 'high': 201.4, 'low': 198.3, 'close': 199.3, 'trades': 8120, 'volume': 15044853, 'vwap': 199.37, 'lastSize': 3, 'turnover': 299946100785, 'homeNotional': 118095.23514355221, 'foreignNotional': 23544506.177186094}, {'timestamp': datetime.datetime(2020, 3, 10, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.4, 'high': 201.6, 'low': 198.5, 'close': 201.4, 'trades': 7101, 'volume': 11262353, 'vwap': 200.0, 'lastSize': 1, 'turnover': 225246507950, 'homeNotional': 88613.15026033706, 'foreignNotional': 17722655.231393855}, {'timestamp': datetime.datetime(2020, 3, 10, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 196.85, 'high': 200.05, 'low': 196.0, 'close': 199.4, 'trades': 10209, 'volume': 16546463, 'vwap': 198.5, 'lastSize': 25, 'turnover': 328435810135, 'homeNotional': 129287.37048337338, 'foreignNotional': 25663068.86525779}]
2020-03-10 19:00:20 INFO: prepare candles [CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED'), CandleItem(low=198.5, high=201.6, open=199.4, close=201.4, color='GREEN'), CandleItem(low=196.0, high=200.05, open=196.85, close=199.4, color='GREEN')]
2020-03-10 19:00:20 INFO: last_candle=CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED')
2020-03-10 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)), second_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)))
2020-03-10 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)) to candle=CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED')
2020-03-10 19:00:20 INFO: skip by CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69))
2020-03-10 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-10 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED')
2020-03-10 19:00:20 INFO: skip by CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-10 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0)))
2020-03-10 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0)) to candle=CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED')
2020-03-10 19:00:20 INFO: skip by CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0))
2020-03-10 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-10 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED')
2020-03-10 19:00:20 INFO: skip by CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-10 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49)))
2020-03-10 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49)) to candle=CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED')
2020-03-10 19:00:20 INFO: skip by CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49))
2020-03-10 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-10 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED')
2020-03-10 19:00:20 INFO: skip by CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-10 19:00:20 INFO: not found applicable config for candle
2020-03-10 19:00:20 INFO: check need new order None
2020-03-10 19:00:20 INFO: init new order start
2020-03-10 19:00:20 INFO: 
2020-03-10 19:00:20 INFO: 
2020-03-10 19:00:20 INFO: 
2020-03-10 19:00:20 INFO: 
2020-03-10 19:02:00 INFO: 
2020-03-10 19:02:00 INFO: 
2020-03-10 19:02:00 INFO: 
2020-03-10 19:02:00 INFO: 
2020-03-10 19:02:00 INFO: clearing start
2020-03-10 19:02:01 INFO: clearing end
2020-03-10 19:02:01 INFO: 
2020-03-10 19:02:01 INFO: 
2020-03-10 19:02:01 INFO: 
2020-03-10 19:02:01 INFO: 
2020-03-10 20:00:20 INFO: 
2020-03-10 20:00:20 INFO: 
2020-03-10 20:00:20 INFO: 
2020-03-10 20:00:20 INFO: 
2020-03-10 20:00:20 INFO: init new order start
2020-03-10 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.3, 'high': 202.5, 'low': 198.8, 'close': 202.35, 'trades': 5891, 'volume': 8928788, 'vwap': 200.76, 'lastSize': 85, 'turnover': 179252344460, 'homeNotional': 70610.48180144129, 'foreignNotional': 14175808.010168524}, {'timestamp': datetime.datetime(2020, 3, 10, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.4, 'high': 201.4, 'low': 198.3, 'close': 199.3, 'trades': 8120, 'volume': 15044853, 'vwap': 199.37, 'lastSize': 3, 'turnover': 299946100785, 'homeNotional': 118095.23514355221, 'foreignNotional': 23544506.177186094}, {'timestamp': datetime.datetime(2020, 3, 10, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.4, 'high': 201.6, 'low': 198.5, 'close': 201.4, 'trades': 7101, 'volume': 11262353, 'vwap': 200.0, 'lastSize': 1, 'turnover': 225246507950, 'homeNotional': 88613.15026033706, 'foreignNotional': 17722655.231393855}]
2020-03-10 20:00:20 INFO: prepare candles [CandleItem(low=198.8, high=202.5, open=199.3, close=202.35, color='GREEN'), CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED'), CandleItem(low=198.5, high=201.6, open=199.4, close=201.4, color='GREEN')]
2020-03-10 20:00:20 INFO: skip by colors first_candle=CandleItem(low=198.5, high=201.6, open=199.4, close=201.4, color='GREEN') second_candle=CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED') last_candle=CandleItem(low=198.8, high=202.5, open=199.3, close=202.35, color='GREEN')
2020-03-10 20:00:20 INFO: check need new order None
2020-03-10 20:00:20 INFO: init new order start
2020-03-10 20:00:20 INFO: 
2020-03-10 20:00:20 INFO: 
2020-03-10 20:00:20 INFO: 
2020-03-10 20:00:20 INFO: 
2020-03-10 20:02:00 INFO: 
2020-03-10 20:02:00 INFO: 
2020-03-10 20:02:00 INFO: 
2020-03-10 20:02:00 INFO: 
2020-03-10 20:02:00 INFO: clearing start
2020-03-10 20:02:00 INFO: clearing end
2020-03-10 20:02:00 INFO: 
2020-03-10 20:02:00 INFO: 
2020-03-10 20:02:00 INFO: 
2020-03-10 20:02:00 INFO: 
2020-03-10 21:00:20 INFO: 
2020-03-10 21:00:20 INFO: 
2020-03-10 21:00:20 INFO: 
2020-03-10 21:00:20 INFO: 
2020-03-10 21:00:20 INFO: init new order start
2020-03-10 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.35, 'high': 204.4, 'low': 200.65, 'close': 203.25, 'trades': 8544, 'volume': 13646807, 'vwap': 202.66, 'lastSize': 4127, 'turnover': 276565745700, 'homeNotional': 108803.25495211077, 'foreignNotional': 22050412.9255575}, {'timestamp': datetime.datetime(2020, 3, 10, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.3, 'high': 202.5, 'low': 198.8, 'close': 202.35, 'trades': 5891, 'volume': 8928788, 'vwap': 200.76, 'lastSize': 85, 'turnover': 179252344460, 'homeNotional': 70610.48180144129, 'foreignNotional': 14175808.010168524}, {'timestamp': datetime.datetime(2020, 3, 10, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.4, 'high': 201.4, 'low': 198.3, 'close': 199.3, 'trades': 8120, 'volume': 15044853, 'vwap': 199.37, 'lastSize': 3, 'turnover': 299946100785, 'homeNotional': 118095.23514355221, 'foreignNotional': 23544506.177186094}]
2020-03-10 21:00:20 INFO: prepare candles [CandleItem(low=200.65, high=204.4, open=202.35, close=203.25, color='GREEN'), CandleItem(low=198.8, high=202.5, open=199.3, close=202.35, color='GREEN'), CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED')]
2020-03-10 21:00:20 INFO: skip by colors first_candle=CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED') second_candle=CandleItem(low=198.8, high=202.5, open=199.3, close=202.35, color='GREEN') last_candle=CandleItem(low=200.65, high=204.4, open=202.35, close=203.25, color='GREEN')
2020-03-10 21:00:20 INFO: check need new order None
2020-03-10 21:00:20 INFO: init new order start
2020-03-10 21:00:20 INFO: 
2020-03-10 21:00:20 INFO: 
2020-03-10 21:00:20 INFO: 
2020-03-10 21:00:20 INFO: 
2020-03-10 21:02:00 INFO: 
2020-03-10 21:02:00 INFO: 
2020-03-10 21:02:00 INFO: 
2020-03-10 21:02:00 INFO: 
2020-03-10 21:02:00 INFO: clearing start
2020-03-10 21:02:00 INFO: clearing end
2020-03-10 21:02:00 INFO: 
2020-03-10 21:02:00 INFO: 
2020-03-10 21:02:00 INFO: 
2020-03-10 21:02:00 INFO: 
2020-03-10 22:00:20 INFO: 
2020-03-10 22:00:20 INFO: 
2020-03-10 22:00:20 INFO: 
2020-03-10 22:00:20 INFO: 
2020-03-10 22:00:20 INFO: init new order start
2020-03-10 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.25, 'high': 203.75, 'low': 201.85, 'close': 202.7, 'trades': 3533, 'volume': 4052289, 'vwap': 202.89, 'lastSize': 2904, 'turnover': 82214335175, 'homeNotional': 32391.369279013972, 'foreignNotional': 6571725.188018668}, {'timestamp': datetime.datetime(2020, 3, 10, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.35, 'high': 204.4, 'low': 200.65, 'close': 203.25, 'trades': 8544, 'volume': 13646807, 'vwap': 202.66, 'lastSize': 4127, 'turnover': 276565745700, 'homeNotional': 108803.25495211077, 'foreignNotional': 22050412.9255575}, {'timestamp': datetime.datetime(2020, 3, 10, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.3, 'high': 202.5, 'low': 198.8, 'close': 202.35, 'trades': 5891, 'volume': 8928788, 'vwap': 200.76, 'lastSize': 85, 'turnover': 179252344460, 'homeNotional': 70610.48180144129, 'foreignNotional': 14175808.010168524}]
2020-03-10 22:00:20 INFO: prepare candles [CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED'), CandleItem(low=200.65, high=204.4, open=202.35, close=203.25, color='GREEN'), CandleItem(low=198.8, high=202.5, open=199.3, close=202.35, color='GREEN')]
2020-03-10 22:00:20 INFO: last_candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED')
2020-03-10 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)), second_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)))
2020-03-10 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)) to candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED')
2020-03-10 22:00:20 INFO: skip by CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69))
2020-03-10 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-10 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED')
2020-03-10 22:00:20 INFO: skip by CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-10 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0)))
2020-03-10 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0)) to candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED')
2020-03-10 22:00:20 INFO: skip by CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0))
2020-03-10 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-10 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED')
2020-03-10 22:00:20 INFO: skip by CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-10 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49)))
2020-03-10 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49)) to candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED')
2020-03-10 22:00:20 INFO: apply filter None to candle=CandleItem(low=200.65, high=204.4, open=202.35, close=203.25, color='GREEN')
2020-03-10 22:00:20 INFO: apply filter None to candle=CandleItem(low=198.8, high=202.5, open=199.3, close=202.35, color='GREEN')
2020-03-10 22:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED'), take_profit_factor=3.5, clearing_interval=3600)
2020-03-10 22:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED'), take_profit_factor=3.5, clearing_interval=3600)
2020-03-10 22:00:20 INFO: place order: start candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED') ticker='ETHUSD' price_offset=0.1
2020-03-10 22:00:20 INFO: place order: side_factor=1 init_trigger_price=201.79999999999998 init_order_price=201.75 stop_price_offset=0.0 candle.size=1.9000000000000057 stop_price=203.75 take_price=195.1
2020-03-10 22:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('201.799999999999982946974341757595539093017578125') init_order_price=Decimal('201.75') stop_price_offset=0.0 candle.size=1.9000000000000057 stop_price=Decimal('203.75') take_price=Decimal('195.099999999999994315658113919198513031005859375')
Traceback (most recent call last):
  File "app/trader.py", line 132, in <module>
    main()
  File "app/trader.py", line 92, in main
    order = place_order_init(init_price_offset=INIT_ORDER_PRICE_OFFSET,
  File "/home/crypto/current/app/init_order_operations.py", line 161, in place_order_init
    qty = round(INIT_ORDER_SIZE_IN_BTC / ((min(init_trigger_price, stop_price) - max(init_trigger_price, stop_price)) * 0.000001))
TypeError: unsupported operand type(s) for *: 'decimal.Decimal' and 'float'
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-10 22:00:24 INFO: start trader process
2020-03-10 22:00:24 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-10 22:00:24 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-10 22:00:24 INFO: Authenticating with API Key.
2020-03-10 22:00:25 INFO: Connected to WS.
2020-03-10 23:00:20 INFO: 
2020-03-10 23:00:20 INFO: 
2020-03-10 23:00:20 INFO: 
2020-03-10 23:00:20 INFO: 
2020-03-10 23:00:20 INFO: init new order start
2020-03-10 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.7, 'high': 203.6, 'low': 202.25, 'close': 203.3, 'trades': 4737, 'volume': 6751455, 'vwap': 203.1, 'lastSize': 260, 'turnover': 137121873665, 'homeNotional': 53865.13016567316, 'foreignNotional': 10940023.101897772}, {'timestamp': datetime.datetime(2020, 3, 10, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.25, 'high': 203.75, 'low': 201.85, 'close': 202.7, 'trades': 3533, 'volume': 4052289, 'vwap': 202.89, 'lastSize': 2904, 'turnover': 82214335175, 'homeNotional': 32391.369279013972, 'foreignNotional': 6571725.188018668}, {'timestamp': datetime.datetime(2020, 3, 10, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.35, 'high': 204.4, 'low': 200.65, 'close': 203.25, 'trades': 8544, 'volume': 13646807, 'vwap': 202.66, 'lastSize': 4127, 'turnover': 276565745700, 'homeNotional': 108803.25495211077, 'foreignNotional': 22050412.9255575}]
2020-03-10 23:00:20 INFO: prepare candles [CandleItem(low=202.25, high=203.6, open=202.7, close=203.3, color='GREEN'), CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED'), CandleItem(low=200.65, high=204.4, open=202.35, close=203.25, color='GREEN')]
2020-03-10 23:00:20 INFO: skip by colors first_candle=CandleItem(low=200.65, high=204.4, open=202.35, close=203.25, color='GREEN') second_candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED') last_candle=CandleItem(low=202.25, high=203.6, open=202.7, close=203.3, color='GREEN')
2020-03-10 23:00:20 INFO: check need new order None
2020-03-10 23:00:20 INFO: init new order start
2020-03-10 23:00:20 INFO: 
2020-03-10 23:00:20 INFO: 
2020-03-10 23:00:20 INFO: 
2020-03-10 23:00:20 INFO: 
2020-03-10 23:02:00 INFO: 
2020-03-10 23:02:00 INFO: 
2020-03-10 23:02:00 INFO: 
2020-03-10 23:02:00 INFO: 
2020-03-10 23:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-03-10 23:02:00 INFO: clearing end
2020-03-10 23:02:00 INFO: 
2020-03-10 23:02:00 INFO: 
2020-03-10 23:02:00 INFO: 
2020-03-10 23:02:00 INFO: 
2020-03-11 00:00:20 INFO: 
2020-03-11 00:00:20 INFO: 
2020-03-11 00:00:20 INFO: 
2020-03-11 00:00:20 INFO: 
2020-03-11 00:00:20 INFO: init new order start
2020-03-11 00:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.3, 'high': 203.3, 'low': 200.05, 'close': 200.85, 'trades': 7916, 'volume': 12768365, 'vwap': 201.27, 'lastSize': 1431, 'turnover': 256982667245, 'homeNotional': 100965.43712742043, 'foreignNotional': 20320957.357284743}, {'timestamp': datetime.datetime(2020, 3, 10, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.7, 'high': 203.6, 'low': 202.25, 'close': 203.3, 'trades': 4737, 'volume': 6751455, 'vwap': 203.1, 'lastSize': 260, 'turnover': 137121873665, 'homeNotional': 53865.13016567316, 'foreignNotional': 10940023.101897772}, {'timestamp': datetime.datetime(2020, 3, 10, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.25, 'high': 203.75, 'low': 201.85, 'close': 202.7, 'trades': 3533, 'volume': 4052289, 'vwap': 202.89, 'lastSize': 2904, 'turnover': 82214335175, 'homeNotional': 32391.369279013972, 'foreignNotional': 6571725.188018668}]
2020-03-11 00:00:21 INFO: prepare candles [CandleItem(low=200.05, high=203.3, open=203.3, close=200.85, color='RED'), CandleItem(low=202.25, high=203.6, open=202.7, close=203.3, color='GREEN'), CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED')]
2020-03-11 00:00:21 INFO: skip by colors first_candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED') second_candle=CandleItem(low=202.25, high=203.6, open=202.7, close=203.3, color='GREEN') last_candle=CandleItem(low=200.05, high=203.3, open=203.3, close=200.85, color='RED')
2020-03-11 00:00:21 INFO: check need new order None
2020-03-11 00:00:21 INFO: init new order start
2020-03-11 00:00:21 INFO: 
2020-03-11 00:00:21 INFO: 
2020-03-11 00:00:21 INFO: 
2020-03-11 00:00:21 INFO: 
2020-03-11 00:02:00 INFO: 
2020-03-11 00:02:00 INFO: 
2020-03-11 00:02:00 INFO: 
2020-03-11 00:02:00 INFO: 
2020-03-11 00:02:00 INFO: clearing start
2020-03-11 00:02:00 INFO: clearing end
2020-03-11 00:02:00 INFO: 
2020-03-11 00:02:00 INFO: 
2020-03-11 00:02:00 INFO: 
2020-03-11 00:02:00 INFO: 
2020-03-11 01:00:20 INFO: 
2020-03-11 01:00:20 INFO: 
2020-03-11 01:00:20 INFO: 
2020-03-11 01:00:20 INFO: 
2020-03-11 01:00:20 INFO: init new order start
2020-03-11 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.85, 'high': 202.8, 'low': 200.05, 'close': 202.3, 'trades': 4468, 'volume': 6427072, 'vwap': 201.51, 'lastSize': 59, 'turnover': 129508195595, 'homeNotional': 50923.52868822359, 'foreignNotional': 10261385.738111932}, {'timestamp': datetime.datetime(2020, 3, 11, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.3, 'high': 203.3, 'low': 200.05, 'close': 200.85, 'trades': 7916, 'volume': 12768365, 'vwap': 201.27, 'lastSize': 1431, 'turnover': 256982667245, 'homeNotional': 100965.43712742043, 'foreignNotional': 20320957.357284743}, {'timestamp': datetime.datetime(2020, 3, 10, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.7, 'high': 203.6, 'low': 202.25, 'close': 203.3, 'trades': 4737, 'volume': 6751455, 'vwap': 203.1, 'lastSize': 260, 'turnover': 137121873665, 'homeNotional': 53865.13016567316, 'foreignNotional': 10940023.101897772}]
2020-03-11 01:00:20 INFO: prepare candles [CandleItem(low=200.05, high=202.8, open=200.85, close=202.3, color='GREEN'), CandleItem(low=200.05, high=203.3, open=203.3, close=200.85, color='RED'), CandleItem(low=202.25, high=203.6, open=202.7, close=203.3, color='GREEN')]
2020-03-11 01:00:20 INFO: skip by colors first_candle=CandleItem(low=202.25, high=203.6, open=202.7, close=203.3, color='GREEN') second_candle=CandleItem(low=200.05, high=203.3, open=203.3, close=200.85, color='RED') last_candle=CandleItem(low=200.05, high=202.8, open=200.85, close=202.3, color='GREEN')
2020-03-11 01:00:20 INFO: check need new order None
2020-03-11 01:00:20 INFO: init new order start
2020-03-11 01:00:20 INFO: 
2020-03-11 01:00:20 INFO: 
2020-03-11 01:00:20 INFO: 
2020-03-11 01:00:20 INFO: 
2020-03-11 01:02:00 INFO: 
2020-03-11 01:02:00 INFO: 
2020-03-11 01:02:00 INFO: 
2020-03-11 01:02:00 INFO: 
2020-03-11 01:02:00 INFO: clearing start
2020-03-11 01:02:00 INFO: clearing end
2020-03-11 01:02:00 INFO: 
2020-03-11 01:02:00 INFO: 
2020-03-11 01:02:00 INFO: 
2020-03-11 01:02:00 INFO: 
2020-03-11 02:00:20 INFO: 
2020-03-11 02:00:20 INFO: 
2020-03-11 02:00:20 INFO: 
2020-03-11 02:00:20 INFO: 
2020-03-11 02:00:20 INFO: init new order start
2020-03-11 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.3, 'high': 203.15, 'low': 201.5, 'close': 202.4, 'trades': 3507, 'volume': 6649746, 'vwap': 202.32, 'lastSize': 265, 'turnover': 134532254390, 'homeNotional': 52762.665226151395, 'foreignNotional': 10674565.242161496}, {'timestamp': datetime.datetime(2020, 3, 11, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.85, 'high': 202.8, 'low': 200.05, 'close': 202.3, 'trades': 4468, 'volume': 6427072, 'vwap': 201.51, 'lastSize': 59, 'turnover': 129508195595, 'homeNotional': 50923.52868822359, 'foreignNotional': 10261385.738111932}, {'timestamp': datetime.datetime(2020, 3, 11, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.3, 'high': 203.3, 'low': 200.05, 'close': 200.85, 'trades': 7916, 'volume': 12768365, 'vwap': 201.27, 'lastSize': 1431, 'turnover': 256982667245, 'homeNotional': 100965.43712742043, 'foreignNotional': 20320957.357284743}]
2020-03-11 02:00:20 INFO: prepare candles [CandleItem(low=201.5, high=203.15, open=202.3, close=202.4, color='GREEN'), CandleItem(low=200.05, high=202.8, open=200.85, close=202.3, color='GREEN'), CandleItem(low=200.05, high=203.3, open=203.3, close=200.85, color='RED')]
2020-03-11 02:00:20 INFO: skip by colors first_candle=CandleItem(low=200.05, high=203.3, open=203.3, close=200.85, color='RED') second_candle=CandleItem(low=200.05, high=202.8, open=200.85, close=202.3, color='GREEN') last_candle=CandleItem(low=201.5, high=203.15, open=202.3, close=202.4, color='GREEN')
2020-03-11 02:00:20 INFO: check need new order None
2020-03-11 02:00:20 INFO: init new order start
2020-03-11 02:00:20 INFO: 
2020-03-11 02:00:20 INFO: 
2020-03-11 02:00:20 INFO: 
2020-03-11 02:00:20 INFO: 
2020-03-11 02:02:00 INFO: 
2020-03-11 02:02:00 INFO: 
2020-03-11 02:02:00 INFO: 
2020-03-11 02:02:00 INFO: 
2020-03-11 02:02:00 INFO: clearing start
2020-03-11 02:02:00 INFO: clearing end
2020-03-11 02:02:00 INFO: 
2020-03-11 02:02:00 INFO: 
2020-03-11 02:02:00 INFO: 
2020-03-11 02:02:00 INFO: 
2020-03-11 03:00:20 INFO: 
2020-03-11 03:00:20 INFO: 
2020-03-11 03:00:20 INFO: 
2020-03-11 03:00:20 INFO: 
2020-03-11 03:00:20 INFO: init new order start
2020-03-11 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.4, 'high': 202.7, 'low': 200.55, 'close': 201.0, 'trades': 3059, 'volume': 3878299, 'vwap': 201.41, 'lastSize': 20, 'turnover': 78110367175, 'homeNotional': 30692.518424423346, 'foreignNotional': 6181602.798322554}, {'timestamp': datetime.datetime(2020, 3, 11, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.3, 'high': 203.15, 'low': 201.5, 'close': 202.4, 'trades': 3507, 'volume': 6649746, 'vwap': 202.32, 'lastSize': 265, 'turnover': 134532254390, 'homeNotional': 52762.665226151395, 'foreignNotional': 10674565.242161496}, {'timestamp': datetime.datetime(2020, 3, 11, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.85, 'high': 202.8, 'low': 200.05, 'close': 202.3, 'trades': 4468, 'volume': 6427072, 'vwap': 201.51, 'lastSize': 59, 'turnover': 129508195595, 'homeNotional': 50923.52868822359, 'foreignNotional': 10261385.738111932}]
2020-03-11 03:00:20 INFO: prepare candles [CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED'), CandleItem(low=201.5, high=203.15, open=202.3, close=202.4, color='GREEN'), CandleItem(low=200.05, high=202.8, open=200.85, close=202.3, color='GREEN')]
2020-03-11 03:00:20 INFO: last_candle=CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED')
2020-03-11 03:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)), second_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)))
2020-03-11 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)) to candle=CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED')
2020-03-11 03:00:20 INFO: skip by CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69))
2020-03-11 03:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-11 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED')
2020-03-11 03:00:20 INFO: skip by CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-11 03:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0)))
2020-03-11 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0)) to candle=CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED')
2020-03-11 03:00:20 INFO: skip by CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0))
2020-03-11 03:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-11 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED')
2020-03-11 03:00:20 INFO: skip by CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-11 03:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49)))
2020-03-11 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49)) to candle=CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED')
2020-03-11 03:00:20 INFO: skip by CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED') and CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49))
2020-03-11 03:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-11 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED')
2020-03-11 03:00:20 INFO: skip by CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-11 03:00:20 INFO: not found applicable config for candle
2020-03-11 03:00:20 INFO: check need new order None
2020-03-11 03:00:20 INFO: init new order start
2020-03-11 03:00:20 INFO: 
2020-03-11 03:00:20 INFO: 
2020-03-11 03:00:20 INFO: 
2020-03-11 03:00:20 INFO: 
2020-03-11 03:02:00 INFO: 
2020-03-11 03:02:00 INFO: 
2020-03-11 03:02:00 INFO: 
2020-03-11 03:02:00 INFO: 
2020-03-11 03:02:00 INFO: clearing start
2020-03-11 03:02:00 INFO: clearing end
2020-03-11 03:02:00 INFO: 
2020-03-11 03:02:00 INFO: 
2020-03-11 03:02:00 INFO: 
2020-03-11 03:02:00 INFO: 
2020-03-11 04:00:20 INFO: 
2020-03-11 04:00:20 INFO: 
2020-03-11 04:00:20 INFO: 
2020-03-11 04:00:20 INFO: 
2020-03-11 04:00:20 INFO: init new order start
2020-03-11 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.0, 'high': 202.35, 'low': 200.4, 'close': 201.85, 'trades': 2862, 'volume': 3453590, 'vwap': 201.44, 'lastSize': 2338, 'turnover': 69567559075, 'homeNotional': 27334.48294623566, 'foreignNotional': 5506162.164423705}, {'timestamp': datetime.datetime(2020, 3, 11, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.4, 'high': 202.7, 'low': 200.55, 'close': 201.0, 'trades': 3059, 'volume': 3878299, 'vwap': 201.41, 'lastSize': 20, 'turnover': 78110367175, 'homeNotional': 30692.518424423346, 'foreignNotional': 6181602.798322554}, {'timestamp': datetime.datetime(2020, 3, 11, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.3, 'high': 203.15, 'low': 201.5, 'close': 202.4, 'trades': 3507, 'volume': 6649746, 'vwap': 202.32, 'lastSize': 265, 'turnover': 134532254390, 'homeNotional': 52762.665226151395, 'foreignNotional': 10674565.242161496}]
2020-03-11 04:00:21 INFO: prepare candles [CandleItem(low=200.4, high=202.35, open=201.0, close=201.85, color='GREEN'), CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED'), CandleItem(low=201.5, high=203.15, open=202.3, close=202.4, color='GREEN')]
2020-03-11 04:00:21 INFO: skip by colors first_candle=CandleItem(low=201.5, high=203.15, open=202.3, close=202.4, color='GREEN') second_candle=CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED') last_candle=CandleItem(low=200.4, high=202.35, open=201.0, close=201.85, color='GREEN')
2020-03-11 04:00:21 INFO: check need new order None
2020-03-11 04:00:21 INFO: init new order start
2020-03-11 04:00:21 INFO: 
2020-03-11 04:00:21 INFO: 
2020-03-11 04:00:21 INFO: 
2020-03-11 04:00:21 INFO: 
2020-03-11 04:02:00 INFO: 
2020-03-11 04:02:00 INFO: 
2020-03-11 04:02:00 INFO: 
2020-03-11 04:02:00 INFO: 
2020-03-11 04:02:00 INFO: clearing start
2020-03-11 04:02:00 INFO: clearing end
2020-03-11 04:02:00 INFO: 
2020-03-11 04:02:00 INFO: 
2020-03-11 04:02:00 INFO: 
2020-03-11 04:02:00 INFO: 
2020-03-11 05:00:20 INFO: 
2020-03-11 05:00:20 INFO: 
2020-03-11 05:00:20 INFO: 
2020-03-11 05:00:20 INFO: 
2020-03-11 05:00:20 INFO: init new order start
2020-03-11 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.85, 'high': 202.3, 'low': 200.75, 'close': 200.8, 'trades': 2185, 'volume': 2882383, 'vwap': 201.37, 'lastSize': 120, 'turnover': 58042034370, 'homeNotional': 22835.574143252816, 'foreignNotional': 4598368.949380135}, {'timestamp': datetime.datetime(2020, 3, 11, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.0, 'high': 202.35, 'low': 200.4, 'close': 201.85, 'trades': 2862, 'volume': 3453590, 'vwap': 201.44, 'lastSize': 2338, 'turnover': 69567559075, 'homeNotional': 27334.48294623566, 'foreignNotional': 5506162.164423705}, {'timestamp': datetime.datetime(2020, 3, 11, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.4, 'high': 202.7, 'low': 200.55, 'close': 201.0, 'trades': 3059, 'volume': 3878299, 'vwap': 201.41, 'lastSize': 20, 'turnover': 78110367175, 'homeNotional': 30692.518424423346, 'foreignNotional': 6181602.798322554}]
2020-03-11 05:00:20 INFO: prepare candles [CandleItem(low=200.75, high=202.3, open=201.85, close=200.8, color='RED'), CandleItem(low=200.4, high=202.35, open=201.0, close=201.85, color='GREEN'), CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED')]
2020-03-11 05:00:20 INFO: skip by colors first_candle=CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED') second_candle=CandleItem(low=200.4, high=202.35, open=201.0, close=201.85, color='GREEN') last_candle=CandleItem(low=200.75, high=202.3, open=201.85, close=200.8, color='RED')
2020-03-11 05:00:20 INFO: check need new order None
2020-03-11 05:00:20 INFO: init new order start
2020-03-11 05:00:20 INFO: 
2020-03-11 05:00:20 INFO: 
2020-03-11 05:00:20 INFO: 
2020-03-11 05:00:20 INFO: 
2020-03-11 05:02:00 INFO: 
2020-03-11 05:02:00 INFO: 
2020-03-11 05:02:00 INFO: 
2020-03-11 05:02:00 INFO: 
2020-03-11 05:02:00 INFO: clearing start
2020-03-11 05:02:00 INFO: clearing end
2020-03-11 05:02:00 INFO: 
2020-03-11 05:02:00 INFO: 
2020-03-11 05:02:00 INFO: 
2020-03-11 05:02:00 INFO: 
2020-03-11 06:00:20 INFO: 
2020-03-11 06:00:20 INFO: 
2020-03-11 06:00:20 INFO: 
2020-03-11 06:00:20 INFO: 
2020-03-11 06:00:20 INFO: init new order start
2020-03-11 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.8, 'high': 200.85, 'low': 198.7, 'close': 199.55, 'trades': 6492, 'volume': 10495069, 'vwap': 199.73, 'lastSize': 1000, 'turnover': 209612458260, 'homeNotional': 82814.60837572643, 'foreignNotional': 16540184.323322905}, {'timestamp': datetime.datetime(2020, 3, 11, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.85, 'high': 202.3, 'low': 200.75, 'close': 200.8, 'trades': 2185, 'volume': 2882383, 'vwap': 201.37, 'lastSize': 120, 'turnover': 58042034370, 'homeNotional': 22835.574143252816, 'foreignNotional': 4598368.949380135}, {'timestamp': datetime.datetime(2020, 3, 11, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.0, 'high': 202.35, 'low': 200.4, 'close': 201.85, 'trades': 2862, 'volume': 3453590, 'vwap': 201.44, 'lastSize': 2338, 'turnover': 69567559075, 'homeNotional': 27334.48294623566, 'foreignNotional': 5506162.164423705}]
2020-03-11 06:00:20 INFO: prepare candles [CandleItem(low=198.7, high=200.85, open=200.8, close=199.55, color='RED'), CandleItem(low=200.75, high=202.3, open=201.85, close=200.8, color='RED'), CandleItem(low=200.4, high=202.35, open=201.0, close=201.85, color='GREEN')]
2020-03-11 06:00:20 INFO: skip by colors first_candle=CandleItem(low=200.4, high=202.35, open=201.0, close=201.85, color='GREEN') second_candle=CandleItem(low=200.75, high=202.3, open=201.85, close=200.8, color='RED') last_candle=CandleItem(low=198.7, high=200.85, open=200.8, close=199.55, color='RED')
2020-03-11 06:00:20 INFO: check need new order None
2020-03-11 06:00:20 INFO: init new order start
2020-03-11 06:00:20 INFO: 
2020-03-11 06:00:20 INFO: 
2020-03-11 06:00:20 INFO: 
2020-03-11 06:00:20 INFO: 
2020-03-11 06:02:00 INFO: 
2020-03-11 06:02:00 INFO: 
2020-03-11 06:02:00 INFO: 
2020-03-11 06:02:00 INFO: 
2020-03-11 06:02:00 INFO: clearing start
2020-03-11 06:02:00 INFO: clearing end
2020-03-11 06:02:00 INFO: 
2020-03-11 06:02:00 INFO: 
2020-03-11 06:02:00 INFO: 
2020-03-11 06:02:00 INFO: 
2020-03-11 07:00:20 INFO: 
2020-03-11 07:00:20 INFO: 
2020-03-11 07:00:20 INFO: 
2020-03-11 07:00:20 INFO: 
2020-03-11 07:00:20 INFO: init new order start
2020-03-11 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.55, 'high': 200.45, 'low': 198.1, 'close': 198.35, 'trades': 4053, 'volume': 4625922, 'vwap': 199.29, 'lastSize': 100, 'turnover': 92188260610, 'homeNotional': 36321.77982484136, 'foreignNotional': 7238475.760419914}, {'timestamp': datetime.datetime(2020, 3, 11, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.8, 'high': 200.85, 'low': 198.7, 'close': 199.55, 'trades': 6492, 'volume': 10495069, 'vwap': 199.73, 'lastSize': 1000, 'turnover': 209612458260, 'homeNotional': 82814.60837572643, 'foreignNotional': 16540184.323322905}, {'timestamp': datetime.datetime(2020, 3, 11, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.85, 'high': 202.3, 'low': 200.75, 'close': 200.8, 'trades': 2185, 'volume': 2882383, 'vwap': 201.37, 'lastSize': 120, 'turnover': 58042034370, 'homeNotional': 22835.574143252816, 'foreignNotional': 4598368.949380135}]
2020-03-11 07:00:20 INFO: prepare candles [CandleItem(low=198.1, high=200.45, open=199.55, close=198.35, color='RED'), CandleItem(low=198.7, high=200.85, open=200.8, close=199.55, color='RED'), CandleItem(low=200.75, high=202.3, open=201.85, close=200.8, color='RED')]
2020-03-11 07:00:20 INFO: skip by colors first_candle=CandleItem(low=200.75, high=202.3, open=201.85, close=200.8, color='RED') second_candle=CandleItem(low=198.7, high=200.85, open=200.8, close=199.55, color='RED') last_candle=CandleItem(low=198.1, high=200.45, open=199.55, close=198.35, color='RED')
2020-03-11 07:00:20 INFO: check need new order None
2020-03-11 07:00:20 INFO: init new order start
2020-03-11 07:00:20 INFO: 
2020-03-11 07:00:20 INFO: 
2020-03-11 07:00:20 INFO: 
2020-03-11 07:00:20 INFO: 
2020-03-11 07:02:00 INFO: 
2020-03-11 07:02:00 INFO: 
2020-03-11 07:02:00 INFO: 
2020-03-11 07:02:00 INFO: 
2020-03-11 07:02:00 INFO: clearing start
2020-03-11 07:02:00 INFO: clearing end
2020-03-11 07:02:00 INFO: 
2020-03-11 07:02:00 INFO: 
2020-03-11 07:02:00 INFO: 
2020-03-11 07:02:00 INFO: 
2020-03-11 07:41:51 WARNING: handle interrupt sig 2 False
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-11 07:41:55 INFO: start trader process
2020-03-11 07:41:55 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-11 07:41:55 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-11 07:41:55 INFO: Authenticating with API Key.
2020-03-11 07:41:56 INFO: Connected to WS.
2020-03-11 08:00:20 INFO: 
2020-03-11 08:00:20 INFO: 
2020-03-11 08:00:20 INFO: 
2020-03-11 08:00:20 INFO: 
2020-03-11 08:00:20 INFO: init new order start
2020-03-11 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.35, 'high': 199.7, 'low': 197.5, 'close': 199.15, 'trades': 4713, 'volume': 5812114, 'vwap': 198.65, 'lastSize': 1, 'turnover': 115452310310, 'homeNotional': 45633.769684918625, 'foreignNotional': 9064768.26200478}, {'timestamp': datetime.datetime(2020, 3, 11, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.55, 'high': 200.45, 'low': 198.1, 'close': 198.35, 'trades': 4053, 'volume': 4625922, 'vwap': 199.29, 'lastSize': 100, 'turnover': 92188260610, 'homeNotional': 36321.77982484136, 'foreignNotional': 7238475.760419914}, {'timestamp': datetime.datetime(2020, 3, 11, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.8, 'high': 200.85, 'low': 198.7, 'close': 199.55, 'trades': 6492, 'volume': 10495069, 'vwap': 199.73, 'lastSize': 1000, 'turnover': 209612458260, 'homeNotional': 82814.60837572643, 'foreignNotional': 16540184.323322905}]
2020-03-11 08:00:20 INFO: prepare candles [CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN'), CandleItem(low=198.1, high=200.45, open=199.55, close=198.35, color='RED'), CandleItem(low=198.7, high=200.85, open=200.8, close=199.55, color='RED')]
2020-03-11 08:00:20 INFO: last_candle=CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN')
2020-03-11 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)), second_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)))
2020-03-11 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)) to candle=CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN')
2020-03-11 08:00:20 INFO: skip by CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69))
2020-03-11 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-11 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN')
2020-03-11 08:00:20 INFO: skip by CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-11 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0)))
2020-03-11 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0)) to candle=CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN')
2020-03-11 08:00:20 INFO: skip by CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0))
2020-03-11 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-11 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN')
2020-03-11 08:00:20 INFO: skip by CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-11 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49)))
2020-03-11 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49)) to candle=CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN')
2020-03-11 08:00:20 INFO: skip by CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49))
2020-03-11 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-11 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN')
2020-03-11 08:00:20 INFO: skip by CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-11 08:00:20 INFO: not found applicable config for candle
2020-03-11 08:00:20 INFO: check need new order None
2020-03-11 08:00:20 INFO: init new order start
2020-03-11 08:00:20 INFO: 
2020-03-11 08:00:20 INFO: 
2020-03-11 08:00:20 INFO: 
2020-03-11 08:00:20 INFO: 
2020-03-11 08:02:00 INFO: 
2020-03-11 08:02:00 INFO: 
2020-03-11 08:02:00 INFO: 
2020-03-11 08:02:00 INFO: 
2020-03-11 08:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-03-11 08:02:00 INFO: clearing end
2020-03-11 08:02:00 INFO: 
2020-03-11 08:02:00 INFO: 
2020-03-11 08:02:00 INFO: 
2020-03-11 08:02:00 INFO: 
2020-03-11 08:11:12 WARNING: handle interrupt sig 2 False
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-11 08:11:16 INFO: 
2020-03-11 08:11:16 INFO: 
2020-03-11 08:11:16 INFO: 
2020-03-11 08:11:16 INFO: 
2020-03-11 08:11:16 INFO: start trader process
2020-03-11 08:11:16 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-11 08:11:16 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-11 08:11:16 INFO: Authenticating with API Key.
2020-03-11 08:11:17 INFO: Connected to WS.
2020-03-11 09:00:20 INFO: 
2020-03-11 09:00:20 INFO: 
2020-03-11 09:00:20 INFO: 
2020-03-11 09:00:20 INFO: 
2020-03-11 09:00:20 INFO: init new order start
2020-03-11 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.15, 'high': 201.0, 'low': 198.0, 'close': 198.55, 'trades': 5897, 'volume': 8675909, 'vwap': 199.38, 'lastSize': 10, 'turnover': 172976747275, 'homeNotional': 68206.42035202688, 'foreignNotional': 13598992.36215588}, {'timestamp': datetime.datetime(2020, 3, 11, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.35, 'high': 199.7, 'low': 197.5, 'close': 199.15, 'trades': 4713, 'volume': 5812114, 'vwap': 198.65, 'lastSize': 1, 'turnover': 115452310310, 'homeNotional': 45633.769684918625, 'foreignNotional': 9064768.26200478}, {'timestamp': datetime.datetime(2020, 3, 11, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.55, 'high': 200.45, 'low': 198.1, 'close': 198.35, 'trades': 4053, 'volume': 4625922, 'vwap': 199.29, 'lastSize': 100, 'turnover': 92188260610, 'homeNotional': 36321.77982484136, 'foreignNotional': 7238475.760419914}]
2020-03-11 09:00:20 INFO: prepare candles [CandleItem(low=198.0, high=201.0, open=199.15, close=198.55, color='RED'), CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN'), CandleItem(low=198.1, high=200.45, open=199.55, close=198.35, color='RED')]
2020-03-11 09:00:20 INFO: skip by colors first_candle=CandleItem(low=198.1, high=200.45, open=199.55, close=198.35, color='RED') second_candle=CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN') last_candle=CandleItem(low=198.0, high=201.0, open=199.15, close=198.55, color='RED')
2020-03-11 09:00:20 INFO: check need new order None
2020-03-11 09:00:20 INFO: init new order end
2020-03-11 09:00:20 INFO: 
2020-03-11 09:00:20 INFO: 
2020-03-11 09:00:20 INFO: 
2020-03-11 09:00:20 INFO: 
2020-03-11 09:02:00 INFO: 
2020-03-11 09:02:00 INFO: 
2020-03-11 09:02:00 INFO: 
2020-03-11 09:02:00 INFO: 
2020-03-11 09:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-03-11 09:02:00 INFO: clearing end
2020-03-11 09:02:00 INFO: 
2020-03-11 09:02:00 INFO: 
2020-03-11 09:02:00 INFO: 
2020-03-11 09:02:00 INFO: 
2020-03-11 10:00:20 INFO: 
2020-03-11 10:00:20 INFO: 
2020-03-11 10:00:20 INFO: 
2020-03-11 10:00:20 INFO: 
2020-03-11 10:00:20 INFO: init new order start
2020-03-11 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.55, 'high': 199.0, 'low': 197.1, 'close': 197.75, 'trades': 4895, 'volume': 8701887, 'vwap': 197.89, 'lastSize': 185, 'turnover': 172193456245, 'homeNotional': 68114.61177221591, 'foreignNotional': 13478595.269700414}, {'timestamp': datetime.datetime(2020, 3, 11, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.15, 'high': 201.0, 'low': 198.0, 'close': 198.55, 'trades': 5897, 'volume': 8675909, 'vwap': 199.38, 'lastSize': 10, 'turnover': 172976747275, 'homeNotional': 68206.42035202688, 'foreignNotional': 13598992.36215588}, {'timestamp': datetime.datetime(2020, 3, 11, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.35, 'high': 199.7, 'low': 197.5, 'close': 199.15, 'trades': 4713, 'volume': 5812114, 'vwap': 198.65, 'lastSize': 1, 'turnover': 115452310310, 'homeNotional': 45633.769684918625, 'foreignNotional': 9064768.26200478}]
2020-03-11 10:00:20 INFO: prepare candles [CandleItem(low=197.1, high=199.0, open=198.55, close=197.75, color='RED'), CandleItem(low=198.0, high=201.0, open=199.15, close=198.55, color='RED'), CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN')]
2020-03-11 10:00:20 INFO: skip by colors first_candle=CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN') second_candle=CandleItem(low=198.0, high=201.0, open=199.15, close=198.55, color='RED') last_candle=CandleItem(low=197.1, high=199.0, open=198.55, close=197.75, color='RED')
2020-03-11 10:00:20 INFO: check need new order None
2020-03-11 10:00:20 INFO: init new order end
2020-03-11 10:00:20 INFO: 
2020-03-11 10:00:20 INFO: 
2020-03-11 10:00:20 INFO: 
2020-03-11 10:00:20 INFO: 
2020-03-11 10:02:00 INFO: 
2020-03-11 10:02:00 INFO: 
2020-03-11 10:02:00 INFO: 
2020-03-11 10:02:00 INFO: 
2020-03-11 10:02:00 INFO: clearing start
2020-03-11 10:02:00 INFO: clearing end
2020-03-11 10:02:00 INFO: 
2020-03-11 10:02:00 INFO: 
2020-03-11 10:02:00 INFO: 
2020-03-11 10:02:00 INFO: 
2020-03-11 11:00:20 INFO: 
2020-03-11 11:00:20 INFO: 
2020-03-11 11:00:20 INFO: 
2020-03-11 11:00:20 INFO: 
2020-03-11 11:00:20 INFO: init new order start
2020-03-11 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.75, 'high': 197.8, 'low': 195.05, 'close': 197.35, 'trades': 8340, 'volume': 11615543, 'vwap': 196.36, 'lastSize': 340, 'turnover': 228080311810, 'homeNotional': 90654.3870126587, 'foreignNotional': 17800850.729157113}, {'timestamp': datetime.datetime(2020, 3, 11, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.55, 'high': 199.0, 'low': 197.1, 'close': 197.75, 'trades': 4895, 'volume': 8701887, 'vwap': 197.89, 'lastSize': 185, 'turnover': 172193456245, 'homeNotional': 68114.61177221591, 'foreignNotional': 13478595.269700414}, {'timestamp': datetime.datetime(2020, 3, 11, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.15, 'high': 201.0, 'low': 198.0, 'close': 198.55, 'trades': 5897, 'volume': 8675909, 'vwap': 199.38, 'lastSize': 10, 'turnover': 172976747275, 'homeNotional': 68206.42035202688, 'foreignNotional': 13598992.36215588}]
2020-03-11 11:00:20 INFO: prepare candles [CandleItem(low=195.05, high=197.8, open=197.75, close=197.35, color='RED'), CandleItem(low=197.1, high=199.0, open=198.55, close=197.75, color='RED'), CandleItem(low=198.0, high=201.0, open=199.15, close=198.55, color='RED')]
2020-03-11 11:00:20 INFO: skip by colors first_candle=CandleItem(low=198.0, high=201.0, open=199.15, close=198.55, color='RED') second_candle=CandleItem(low=197.1, high=199.0, open=198.55, close=197.75, color='RED') last_candle=CandleItem(low=195.05, high=197.8, open=197.75, close=197.35, color='RED')
2020-03-11 11:00:20 INFO: check need new order None
2020-03-11 11:00:20 INFO: init new order end
2020-03-11 11:00:20 INFO: 
2020-03-11 11:00:20 INFO: 
2020-03-11 11:00:20 INFO: 
2020-03-11 11:00:20 INFO: 
2020-03-11 11:02:00 INFO: 
2020-03-11 11:02:00 INFO: 
2020-03-11 11:02:00 INFO: 
2020-03-11 11:02:00 INFO: 
2020-03-11 11:02:00 INFO: clearing start
2020-03-11 11:02:01 INFO: clearing end
2020-03-11 11:02:01 INFO: 
2020-03-11 11:02:01 INFO: 
2020-03-11 11:02:01 INFO: 
2020-03-11 11:02:01 INFO: 
2020-03-11 12:00:20 INFO: 
2020-03-11 12:00:20 INFO: 
2020-03-11 12:00:20 INFO: 
2020-03-11 12:00:20 INFO: 
2020-03-11 12:00:20 INFO: init new order start
2020-03-11 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.35, 'high': 198.6, 'low': 196.15, 'close': 197.1, 'trades': 5073, 'volume': 8897798, 'vwap': 197.63, 'lastSize': 125, 'turnover': 175846474500, 'homeNotional': 69816.6952316882, 'foreignNotional': 13797889.496384347}, {'timestamp': datetime.datetime(2020, 3, 11, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.75, 'high': 197.8, 'low': 195.05, 'close': 197.35, 'trades': 8340, 'volume': 11615543, 'vwap': 196.36, 'lastSize': 340, 'turnover': 228080311810, 'homeNotional': 90654.3870126587, 'foreignNotional': 17800850.729157113}, {'timestamp': datetime.datetime(2020, 3, 11, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.55, 'high': 199.0, 'low': 197.1, 'close': 197.75, 'trades': 4895, 'volume': 8701887, 'vwap': 197.89, 'lastSize': 185, 'turnover': 172193456245, 'homeNotional': 68114.61177221591, 'foreignNotional': 13478595.269700414}]
2020-03-11 12:00:20 INFO: prepare candles [CandleItem(low=196.15, high=198.6, open=197.35, close=197.1, color='RED'), CandleItem(low=195.05, high=197.8, open=197.75, close=197.35, color='RED'), CandleItem(low=197.1, high=199.0, open=198.55, close=197.75, color='RED')]
2020-03-11 12:00:20 INFO: skip by colors first_candle=CandleItem(low=197.1, high=199.0, open=198.55, close=197.75, color='RED') second_candle=CandleItem(low=195.05, high=197.8, open=197.75, close=197.35, color='RED') last_candle=CandleItem(low=196.15, high=198.6, open=197.35, close=197.1, color='RED')
2020-03-11 12:00:20 INFO: check need new order None
2020-03-11 12:00:20 INFO: init new order end
2020-03-11 12:00:20 INFO: 
2020-03-11 12:00:20 INFO: 
2020-03-11 12:00:20 INFO: 
2020-03-11 12:00:20 INFO: 
2020-03-11 12:02:00 INFO: 
2020-03-11 12:02:00 INFO: 
2020-03-11 12:02:00 INFO: 
2020-03-11 12:02:00 INFO: 
2020-03-11 12:02:00 INFO: clearing start
2020-03-11 12:02:00 INFO: clearing end
2020-03-11 12:02:00 INFO: 
2020-03-11 12:02:00 INFO: 
2020-03-11 12:02:00 INFO: 
2020-03-11 12:02:00 INFO: 
2020-03-11 13:00:20 INFO: 
2020-03-11 13:00:20 INFO: 
2020-03-11 13:00:20 INFO: 
2020-03-11 13:00:20 INFO: 
2020-03-11 13:00:20 INFO: init new order start
2020-03-11 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.1, 'high': 197.65, 'low': 196.05, 'close': 197.05, 'trades': 5021, 'volume': 6811979, 'vwap': 196.82, 'lastSize': 951, 'turnover': 134067372470, 'homeNotional': 53377.5772491064, 'foreignNotional': 10505340.393164571}, {'timestamp': datetime.datetime(2020, 3, 11, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.35, 'high': 198.6, 'low': 196.15, 'close': 197.1, 'trades': 5073, 'volume': 8897798, 'vwap': 197.63, 'lastSize': 125, 'turnover': 175846474500, 'homeNotional': 69816.6952316882, 'foreignNotional': 13797889.496384347}, {'timestamp': datetime.datetime(2020, 3, 11, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.75, 'high': 197.8, 'low': 195.05, 'close': 197.35, 'trades': 8340, 'volume': 11615543, 'vwap': 196.36, 'lastSize': 340, 'turnover': 228080311810, 'homeNotional': 90654.3870126587, 'foreignNotional': 17800850.729157113}]
2020-03-11 13:00:21 INFO: prepare candles [CandleItem(low=196.05, high=197.65, open=197.1, close=197.05, color='RED'), CandleItem(low=196.15, high=198.6, open=197.35, close=197.1, color='RED'), CandleItem(low=195.05, high=197.8, open=197.75, close=197.35, color='RED')]
2020-03-11 13:00:21 INFO: skip by colors first_candle=CandleItem(low=195.05, high=197.8, open=197.75, close=197.35, color='RED') second_candle=CandleItem(low=196.15, high=198.6, open=197.35, close=197.1, color='RED') last_candle=CandleItem(low=196.05, high=197.65, open=197.1, close=197.05, color='RED')
2020-03-11 13:00:21 INFO: check need new order None
2020-03-11 13:00:21 INFO: init new order end
2020-03-11 13:00:21 INFO: 
2020-03-11 13:00:21 INFO: 
2020-03-11 13:00:21 INFO: 
2020-03-11 13:00:21 INFO: 
2020-03-11 13:02:00 INFO: 
2020-03-11 13:02:00 INFO: 
2020-03-11 13:02:00 INFO: 
2020-03-11 13:02:00 INFO: 
2020-03-11 13:02:00 INFO: clearing start
2020-03-11 13:02:00 INFO: clearing end
2020-03-11 13:02:00 INFO: 
2020-03-11 13:02:00 INFO: 
2020-03-11 13:02:00 INFO: 
2020-03-11 13:02:00 INFO: 
2020-03-11 14:00:20 INFO: 
2020-03-11 14:00:20 INFO: 
2020-03-11 14:00:20 INFO: 
2020-03-11 14:00:20 INFO: 
2020-03-11 14:00:20 INFO: init new order start
2020-03-11 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.05, 'high': 198.6, 'low': 196.7, 'close': 197.15, 'trades': 4756, 'volume': 6261838, 'vwap': 197.67, 'lastSize': 250, 'turnover': 123776889320, 'homeNotional': 49278.44763969904, 'foreignNotional': 9740851.204728477}, {'timestamp': datetime.datetime(2020, 3, 11, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.1, 'high': 197.65, 'low': 196.05, 'close': 197.05, 'trades': 5021, 'volume': 6811979, 'vwap': 196.82, 'lastSize': 951, 'turnover': 134067372470, 'homeNotional': 53377.5772491064, 'foreignNotional': 10505340.393164571}, {'timestamp': datetime.datetime(2020, 3, 11, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.35, 'high': 198.6, 'low': 196.15, 'close': 197.1, 'trades': 5073, 'volume': 8897798, 'vwap': 197.63, 'lastSize': 125, 'turnover': 175846474500, 'homeNotional': 69816.6952316882, 'foreignNotional': 13797889.496384347}]
2020-03-11 14:00:20 INFO: prepare candles [CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN'), CandleItem(low=196.05, high=197.65, open=197.1, close=197.05, color='RED'), CandleItem(low=196.15, high=198.6, open=197.35, close=197.1, color='RED')]
2020-03-11 14:00:20 INFO: last_candle=CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN')
2020-03-11 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-11 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN')
2020-03-11 14:00:20 INFO: skip by CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-11 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-11 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN')
2020-03-11 14:00:20 INFO: skip by CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-11 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-11 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN')
2020-03-11 14:00:20 INFO: skip by CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-11 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-11 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN')
2020-03-11 14:00:20 INFO: skip by CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-11 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-11 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN')
2020-03-11 14:00:20 INFO: skip by CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-11 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.59)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.5, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)))
2020-03-11 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)) to candle=CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN')
2020-03-11 14:00:20 INFO: skip by CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0))
2020-03-11 14:00:20 INFO: not found applicable config for candle
2020-03-11 14:00:20 INFO: check need new order None
2020-03-11 14:00:20 INFO: init new order end
2020-03-11 14:00:20 INFO: 
2020-03-11 14:00:20 INFO: 
2020-03-11 14:00:20 INFO: 
2020-03-11 14:00:20 INFO: 
2020-03-11 14:02:00 INFO: 
2020-03-11 14:02:00 INFO: 
2020-03-11 14:02:00 INFO: 
2020-03-11 14:02:00 INFO: 
2020-03-11 14:02:00 INFO: clearing start
2020-03-11 14:02:00 INFO: clearing end
2020-03-11 14:02:00 INFO: 
2020-03-11 14:02:00 INFO: 
2020-03-11 14:02:00 INFO: 
2020-03-11 14:02:00 INFO: 
2020-03-11 15:00:20 INFO: 
2020-03-11 15:00:20 INFO: 
2020-03-11 15:00:20 INFO: 
2020-03-11 15:00:20 INFO: 
2020-03-11 15:00:20 INFO: init new order start
2020-03-11 15:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.15, 'high': 197.5, 'low': 193.15, 'close': 194.15, 'trades': 8601, 'volume': 14917814, 'vwap': 195.07, 'lastSize': 1500, 'turnover': 290994428380, 'homeNotional': 116693.09767552812, 'foreignNotional': 22763105.20318153}, {'timestamp': datetime.datetime(2020, 3, 11, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.05, 'high': 198.6, 'low': 196.7, 'close': 197.15, 'trades': 4756, 'volume': 6261838, 'vwap': 197.67, 'lastSize': 250, 'turnover': 123776889320, 'homeNotional': 49278.44763969904, 'foreignNotional': 9740851.204728477}, {'timestamp': datetime.datetime(2020, 3, 11, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.1, 'high': 197.65, 'low': 196.05, 'close': 197.05, 'trades': 5021, 'volume': 6811979, 'vwap': 196.82, 'lastSize': 951, 'turnover': 134067372470, 'homeNotional': 53377.5772491064, 'foreignNotional': 10505340.393164571}]
2020-03-11 15:00:21 INFO: prepare candles [CandleItem(low=193.15, high=197.5, open=197.15, close=194.15, color='RED'), CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN'), CandleItem(low=196.05, high=197.65, open=197.1, close=197.05, color='RED')]
2020-03-11 15:00:21 INFO: skip by colors first_candle=CandleItem(low=196.05, high=197.65, open=197.1, close=197.05, color='RED') second_candle=CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN') last_candle=CandleItem(low=193.15, high=197.5, open=197.15, close=194.15, color='RED')
2020-03-11 15:00:21 INFO: check need new order None
2020-03-11 15:00:21 INFO: init new order end
2020-03-11 15:00:21 INFO: 
2020-03-11 15:00:21 INFO: 
2020-03-11 15:00:21 INFO: 
2020-03-11 15:00:21 INFO: 
2020-03-11 15:02:00 INFO: 
2020-03-11 15:02:00 INFO: 
2020-03-11 15:02:00 INFO: 
2020-03-11 15:02:00 INFO: 
2020-03-11 15:02:00 INFO: clearing start
2020-03-11 15:02:00 INFO: clearing end
2020-03-11 15:02:00 INFO: 
2020-03-11 15:02:00 INFO: 
2020-03-11 15:02:00 INFO: 
2020-03-11 15:02:00 INFO: 
2020-03-11 16:00:20 INFO: 
2020-03-11 16:00:20 INFO: 
2020-03-11 16:00:20 INFO: 
2020-03-11 16:00:20 INFO: 
2020-03-11 16:00:20 INFO: init new order start
2020-03-11 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.15, 'high': 194.9, 'low': 190.55, 'close': 192.3, 'trades': 10928, 'volume': 17480773, 'vwap': 192.43, 'lastSize': 249, 'turnover': 336372404115, 'homeNotional': 136152.37361082993, 'foreignNotional': 26199389.30775654}, {'timestamp': datetime.datetime(2020, 3, 11, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.15, 'high': 197.5, 'low': 193.15, 'close': 194.15, 'trades': 8601, 'volume': 14917814, 'vwap': 195.07, 'lastSize': 1500, 'turnover': 290994428380, 'homeNotional': 116693.09767552812, 'foreignNotional': 22763105.20318153}, {'timestamp': datetime.datetime(2020, 3, 11, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.05, 'high': 198.6, 'low': 196.7, 'close': 197.15, 'trades': 4756, 'volume': 6261838, 'vwap': 197.67, 'lastSize': 250, 'turnover': 123776889320, 'homeNotional': 49278.44763969904, 'foreignNotional': 9740851.204728477}]
2020-03-11 16:00:20 INFO: prepare candles [CandleItem(low=190.55, high=194.9, open=194.15, close=192.3, color='RED'), CandleItem(low=193.15, high=197.5, open=197.15, close=194.15, color='RED'), CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN')]
2020-03-11 16:00:20 INFO: skip by colors first_candle=CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN') second_candle=CandleItem(low=193.15, high=197.5, open=197.15, close=194.15, color='RED') last_candle=CandleItem(low=190.55, high=194.9, open=194.15, close=192.3, color='RED')
2020-03-11 16:00:20 INFO: check need new order None
2020-03-11 16:00:20 INFO: init new order end
2020-03-11 16:00:20 INFO: 
2020-03-11 16:00:20 INFO: 
2020-03-11 16:00:20 INFO: 
2020-03-11 16:00:20 INFO: 
2020-03-11 16:02:00 INFO: 
2020-03-11 16:02:00 INFO: 
2020-03-11 16:02:00 INFO: 
2020-03-11 16:02:00 INFO: 
2020-03-11 16:02:00 INFO: clearing start
2020-03-11 16:02:01 INFO: clearing end
2020-03-11 16:02:01 INFO: 
2020-03-11 16:02:01 INFO: 
2020-03-11 16:02:01 INFO: 
2020-03-11 16:02:01 INFO: 
2020-03-11 17:00:20 INFO: 
2020-03-11 17:00:20 INFO: 
2020-03-11 17:00:20 INFO: 
2020-03-11 17:00:20 INFO: 
2020-03-11 17:00:20 INFO: init new order start
2020-03-11 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 192.3, 'high': 194.15, 'low': 191.25, 'close': 192.1, 'trades': 9698, 'volume': 18464004, 'vwap': 192.59, 'lastSize': 1426, 'turnover': 355585423485, 'homeNotional': 143747.30691439984, 'foreignNotional': 27683485.406097963}, {'timestamp': datetime.datetime(2020, 3, 11, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.15, 'high': 194.9, 'low': 190.55, 'close': 192.3, 'trades': 10928, 'volume': 17480773, 'vwap': 192.43, 'lastSize': 249, 'turnover': 336372404115, 'homeNotional': 136152.37361082993, 'foreignNotional': 26199389.30775654}, {'timestamp': datetime.datetime(2020, 3, 11, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.15, 'high': 197.5, 'low': 193.15, 'close': 194.15, 'trades': 8601, 'volume': 14917814, 'vwap': 195.07, 'lastSize': 1500, 'turnover': 290994428380, 'homeNotional': 116693.09767552812, 'foreignNotional': 22763105.20318153}]
2020-03-11 17:00:20 INFO: prepare candles [CandleItem(low=191.25, high=194.15, open=192.3, close=192.1, color='RED'), CandleItem(low=190.55, high=194.9, open=194.15, close=192.3, color='RED'), CandleItem(low=193.15, high=197.5, open=197.15, close=194.15, color='RED')]
2020-03-11 17:00:20 INFO: skip by colors first_candle=CandleItem(low=193.15, high=197.5, open=197.15, close=194.15, color='RED') second_candle=CandleItem(low=190.55, high=194.9, open=194.15, close=192.3, color='RED') last_candle=CandleItem(low=191.25, high=194.15, open=192.3, close=192.1, color='RED')
2020-03-11 17:00:20 INFO: check need new order None
2020-03-11 17:00:20 INFO: init new order end
2020-03-11 17:00:20 INFO: 
2020-03-11 17:00:20 INFO: 
2020-03-11 17:00:20 INFO: 
2020-03-11 17:00:20 INFO: 
2020-03-11 17:02:00 INFO: 
2020-03-11 17:02:00 INFO: 
2020-03-11 17:02:00 INFO: 
2020-03-11 17:02:00 INFO: 
2020-03-11 17:02:00 INFO: clearing start
2020-03-11 17:02:01 INFO: clearing end
2020-03-11 17:02:01 INFO: 
2020-03-11 17:02:01 INFO: 
2020-03-11 17:02:01 INFO: 
2020-03-11 17:02:01 INFO: 
2020-03-11 18:00:20 INFO: 
2020-03-11 18:00:20 INFO: 
2020-03-11 18:00:20 INFO: 
2020-03-11 18:00:20 INFO: 
2020-03-11 18:00:20 INFO: init new order start
2020-03-11 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 192.1, 'high': 192.2, 'low': 183.3, 'close': 184.4, 'trades': 22357, 'volume': 42338715, 'vwap': 186.73, 'lastSize': 52, 'turnover': 790565065795, 'homeNotional': 325395.9045284871, 'foreignNotional': 60760439.181964636}, {'timestamp': datetime.datetime(2020, 3, 11, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 192.3, 'high': 194.15, 'low': 191.25, 'close': 192.1, 'trades': 9698, 'volume': 18464004, 'vwap': 192.59, 'lastSize': 1426, 'turnover': 355585423485, 'homeNotional': 143747.30691439984, 'foreignNotional': 27683485.406097963}, {'timestamp': datetime.datetime(2020, 3, 11, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.15, 'high': 194.9, 'low': 190.55, 'close': 192.3, 'trades': 10928, 'volume': 17480773, 'vwap': 192.43, 'lastSize': 249, 'turnover': 336372404115, 'homeNotional': 136152.37361082993, 'foreignNotional': 26199389.30775654}]
2020-03-11 18:00:20 INFO: prepare candles [CandleItem(low=183.3, high=192.2, open=192.1, close=184.4, color='RED'), CandleItem(low=191.25, high=194.15, open=192.3, close=192.1, color='RED'), CandleItem(low=190.55, high=194.9, open=194.15, close=192.3, color='RED')]
2020-03-11 18:00:20 INFO: skip by colors first_candle=CandleItem(low=190.55, high=194.9, open=194.15, close=192.3, color='RED') second_candle=CandleItem(low=191.25, high=194.15, open=192.3, close=192.1, color='RED') last_candle=CandleItem(low=183.3, high=192.2, open=192.1, close=184.4, color='RED')
2020-03-11 18:00:20 INFO: check need new order None
2020-03-11 18:00:20 INFO: init new order end
2020-03-11 18:00:20 INFO: 
2020-03-11 18:00:20 INFO: 
2020-03-11 18:00:20 INFO: 
2020-03-11 18:00:20 INFO: 
2020-03-11 18:02:00 INFO: 
2020-03-11 18:02:00 INFO: 
2020-03-11 18:02:00 INFO: 
2020-03-11 18:02:00 INFO: 
2020-03-11 18:02:00 INFO: clearing start
2020-03-11 18:02:01 INFO: clearing end
2020-03-11 18:02:01 INFO: 
2020-03-11 18:02:01 INFO: 
2020-03-11 18:02:01 INFO: 
2020-03-11 18:02:01 INFO: 
2020-03-11 19:00:20 INFO: 
2020-03-11 19:00:20 INFO: 
2020-03-11 19:00:20 INFO: 
2020-03-11 19:00:20 INFO: 
2020-03-11 19:00:20 INFO: init new order start
2020-03-11 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 184.4, 'high': 190.55, 'low': 182.1, 'close': 189.7, 'trades': 18235, 'volume': 36228129, 'vwap': 185.39, 'lastSize': 20, 'turnover': 671613164900, 'homeNotional': 278413.8725283618, 'foreignNotional': 51619118.10030835}, {'timestamp': datetime.datetime(2020, 3, 11, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 192.1, 'high': 192.2, 'low': 183.3, 'close': 184.4, 'trades': 22357, 'volume': 42338715, 'vwap': 186.73, 'lastSize': 52, 'turnover': 790565065795, 'homeNotional': 325395.9045284871, 'foreignNotional': 60760439.181964636}, {'timestamp': datetime.datetime(2020, 3, 11, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 192.3, 'high': 194.15, 'low': 191.25, 'close': 192.1, 'trades': 9698, 'volume': 18464004, 'vwap': 192.59, 'lastSize': 1426, 'turnover': 355585423485, 'homeNotional': 143747.30691439984, 'foreignNotional': 27683485.406097963}]
2020-03-11 19:00:20 INFO: prepare candles [CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN'), CandleItem(low=183.3, high=192.2, open=192.1, close=184.4, color='RED'), CandleItem(low=191.25, high=194.15, open=192.3, close=192.1, color='RED')]
2020-03-11 19:00:20 INFO: last_candle=CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN')
2020-03-11 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-11 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN')
2020-03-11 19:00:20 INFO: skip by CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-11 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-11 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN')
2020-03-11 19:00:20 INFO: skip by CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-11 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-11 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN')
2020-03-11 19:00:20 INFO: skip by CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-11 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-11 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN')
2020-03-11 19:00:20 INFO: skip by CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-11 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-11 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN')
2020-03-11 19:00:20 INFO: skip by CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-11 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.59)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.5, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)))
2020-03-11 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)) to candle=CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN')
2020-03-11 19:00:20 INFO: skip by CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0))
2020-03-11 19:00:20 INFO: not found applicable config for candle
2020-03-11 19:00:20 INFO: check need new order None
2020-03-11 19:00:20 INFO: init new order end
2020-03-11 19:00:20 INFO: 
2020-03-11 19:00:20 INFO: 
2020-03-11 19:00:20 INFO: 
2020-03-11 19:00:20 INFO: 
2020-03-11 19:02:00 INFO: 
2020-03-11 19:02:00 INFO: 
2020-03-11 19:02:00 INFO: 
2020-03-11 19:02:00 INFO: 
2020-03-11 19:02:00 INFO: clearing start
2020-03-11 19:02:01 INFO: clearing end
2020-03-11 19:02:01 INFO: 
2020-03-11 19:02:01 INFO: 
2020-03-11 19:02:01 INFO: 
2020-03-11 19:02:01 INFO: 
2020-03-11 20:00:20 INFO: 
2020-03-11 20:00:20 INFO: 
2020-03-11 20:00:20 INFO: 
2020-03-11 20:00:20 INFO: 
2020-03-11 20:00:20 INFO: init new order start
2020-03-11 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 189.7, 'high': 191.35, 'low': 187.3, 'close': 190.2, 'trades': 10943, 'volume': 16734420, 'vwap': 189.25, 'lastSize': 3, 'turnover': 316693874010, 'homeNotional': 130486.06120997948, 'foreignNotional': 24694485.70967295}, {'timestamp': datetime.datetime(2020, 3, 11, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 184.4, 'high': 190.55, 'low': 182.1, 'close': 189.7, 'trades': 18235, 'volume': 36228129, 'vwap': 185.39, 'lastSize': 20, 'turnover': 671613164900, 'homeNotional': 278413.8725283618, 'foreignNotional': 51619118.10030835}, {'timestamp': datetime.datetime(2020, 3, 11, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 192.1, 'high': 192.2, 'low': 183.3, 'close': 184.4, 'trades': 22357, 'volume': 42338715, 'vwap': 186.73, 'lastSize': 52, 'turnover': 790565065795, 'homeNotional': 325395.9045284871, 'foreignNotional': 60760439.181964636}]
2020-03-11 20:00:20 INFO: prepare candles [CandleItem(low=187.3, high=191.35, open=189.7, close=190.2, color='GREEN'), CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN'), CandleItem(low=183.3, high=192.2, open=192.1, close=184.4, color='RED')]
2020-03-11 20:00:20 INFO: skip by colors first_candle=CandleItem(low=183.3, high=192.2, open=192.1, close=184.4, color='RED') second_candle=CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN') last_candle=CandleItem(low=187.3, high=191.35, open=189.7, close=190.2, color='GREEN')
2020-03-11 20:00:20 INFO: check need new order None
2020-03-11 20:00:20 INFO: init new order end
2020-03-11 20:00:20 INFO: 
2020-03-11 20:00:20 INFO: 
2020-03-11 20:00:20 INFO: 
2020-03-11 20:00:20 INFO: 
2020-03-11 20:02:00 INFO: 
2020-03-11 20:02:00 INFO: 
2020-03-11 20:02:00 INFO: 
2020-03-11 20:02:00 INFO: 
2020-03-11 20:02:00 INFO: clearing start
2020-03-11 20:02:00 INFO: clearing end
2020-03-11 20:02:00 INFO: 
2020-03-11 20:02:00 INFO: 
2020-03-11 20:02:00 INFO: 
2020-03-11 20:02:00 INFO: 
2020-03-11 21:00:20 INFO: 
2020-03-11 21:00:20 INFO: 
2020-03-11 21:00:20 INFO: 
2020-03-11 21:00:20 INFO: 
2020-03-11 21:00:20 INFO: init new order start
2020-03-11 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 190.2, 'high': 193.3, 'low': 190.05, 'close': 192.9, 'trades': 7836, 'volume': 10835899, 'vwap': 191.29, 'lastSize': 3500, 'turnover': 207269157505, 'homeNotional': 85078.84164336765, 'foreignNotional': 16273940.196040986}, {'timestamp': datetime.datetime(2020, 3, 11, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 189.7, 'high': 191.35, 'low': 187.3, 'close': 190.2, 'trades': 10943, 'volume': 16734420, 'vwap': 189.25, 'lastSize': 3, 'turnover': 316693874010, 'homeNotional': 130486.06120997948, 'foreignNotional': 24694485.70967295}, {'timestamp': datetime.datetime(2020, 3, 11, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 184.4, 'high': 190.55, 'low': 182.1, 'close': 189.7, 'trades': 18235, 'volume': 36228129, 'vwap': 185.39, 'lastSize': 20, 'turnover': 671613164900, 'homeNotional': 278413.8725283618, 'foreignNotional': 51619118.10030835}]
2020-03-11 21:00:20 INFO: prepare candles [CandleItem(low=190.05, high=193.3, open=190.2, close=192.9, color='GREEN'), CandleItem(low=187.3, high=191.35, open=189.7, close=190.2, color='GREEN'), CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN')]
2020-03-11 21:00:20 INFO: skip by colors first_candle=CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN') second_candle=CandleItem(low=187.3, high=191.35, open=189.7, close=190.2, color='GREEN') last_candle=CandleItem(low=190.05, high=193.3, open=190.2, close=192.9, color='GREEN')
2020-03-11 21:00:20 INFO: check need new order None
2020-03-11 21:00:20 INFO: init new order end
2020-03-11 21:00:20 INFO: 
2020-03-11 21:00:20 INFO: 
2020-03-11 21:00:20 INFO: 
2020-03-11 21:00:20 INFO: 
2020-03-11 21:02:00 INFO: 
2020-03-11 21:02:00 INFO: 
2020-03-11 21:02:00 INFO: 
2020-03-11 21:02:00 INFO: 
2020-03-11 21:02:00 INFO: clearing start
2020-03-11 21:02:00 INFO: clearing end
2020-03-11 21:02:00 INFO: 
2020-03-11 21:02:00 INFO: 
2020-03-11 21:02:00 INFO: 
2020-03-11 21:02:00 INFO: 
2020-03-11 22:00:20 INFO: 
2020-03-11 22:00:20 INFO: 
2020-03-11 22:00:20 INFO: 
2020-03-11 22:00:20 INFO: 
2020-03-11 22:00:20 INFO: init new order start
2020-03-11 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 192.9, 'high': 193.8, 'low': 189.3, 'close': 189.9, 'trades': 6586, 'volume': 9471480, 'vwap': 191.75, 'lastSize': 1175, 'turnover': 181613375875, 'homeNotional': 74286.80671652783, 'foreignNotional': 14244566.468620514}, {'timestamp': datetime.datetime(2020, 3, 11, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 190.2, 'high': 193.3, 'low': 190.05, 'close': 192.9, 'trades': 7836, 'volume': 10835899, 'vwap': 191.29, 'lastSize': 3500, 'turnover': 207269157505, 'homeNotional': 85078.84164336765, 'foreignNotional': 16273940.196040986}, {'timestamp': datetime.datetime(2020, 3, 11, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 189.7, 'high': 191.35, 'low': 187.3, 'close': 190.2, 'trades': 10943, 'volume': 16734420, 'vwap': 189.25, 'lastSize': 3, 'turnover': 316693874010, 'homeNotional': 130486.06120997948, 'foreignNotional': 24694485.70967295}]
2020-03-11 22:00:20 INFO: prepare candles [CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED'), CandleItem(low=190.05, high=193.3, open=190.2, close=192.9, color='GREEN'), CandleItem(low=187.3, high=191.35, open=189.7, close=190.2, color='GREEN')]
2020-03-11 22:00:20 INFO: last_candle=CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED')
2020-03-11 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-11 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED')
2020-03-11 22:00:20 INFO: skip by CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-11 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-11 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED')
2020-03-11 22:00:20 INFO: skip by CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-11 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-11 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED')
2020-03-11 22:00:20 INFO: skip by CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-11 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-11 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED')
2020-03-11 22:00:20 INFO: skip by CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-11 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-11 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED')
2020-03-11 22:00:20 INFO: skip by CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-11 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.59)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.5, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)))
2020-03-11 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)) to candle=CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED')
2020-03-11 22:00:20 INFO: skip by CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED') and CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0))
2020-03-11 22:00:20 INFO: not found applicable config for candle
2020-03-11 22:00:20 INFO: check need new order None
2020-03-11 22:00:20 INFO: init new order end
2020-03-11 22:00:20 INFO: 
2020-03-11 22:00:20 INFO: 
2020-03-11 22:00:20 INFO: 
2020-03-11 22:00:20 INFO: 
2020-03-11 22:02:00 INFO: 
2020-03-11 22:02:00 INFO: 
2020-03-11 22:02:00 INFO: 
2020-03-11 22:02:00 INFO: 
2020-03-11 22:02:00 INFO: clearing start
2020-03-11 22:02:00 INFO: clearing end
2020-03-11 22:02:00 INFO: 
2020-03-11 22:02:00 INFO: 
2020-03-11 22:02:00 INFO: 
2020-03-11 22:02:00 INFO: 
2020-03-11 23:00:20 INFO: 
2020-03-11 23:00:20 INFO: 
2020-03-11 23:00:20 INFO: 
2020-03-11 23:00:20 INFO: 
2020-03-11 23:00:20 INFO: init new order start
2020-03-11 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 189.9, 'high': 195.4, 'low': 188.6, 'close': 194.3, 'trades': 11278, 'volume': 17971529, 'vwap': 192.41, 'lastSize': 2502, 'turnover': 345785236245, 'homeNotional': 142222.21879184627, 'foreignNotional': 27366717.874753043}, {'timestamp': datetime.datetime(2020, 3, 11, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 192.9, 'high': 193.8, 'low': 189.3, 'close': 189.9, 'trades': 6586, 'volume': 9471480, 'vwap': 191.75, 'lastSize': 1175, 'turnover': 181613375875, 'homeNotional': 74286.80671652783, 'foreignNotional': 14244566.468620514}, {'timestamp': datetime.datetime(2020, 3, 11, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 190.2, 'high': 193.3, 'low': 190.05, 'close': 192.9, 'trades': 7836, 'volume': 10835899, 'vwap': 191.29, 'lastSize': 3500, 'turnover': 207269157505, 'homeNotional': 85078.84164336765, 'foreignNotional': 16273940.196040986}]
2020-03-11 23:00:20 INFO: prepare candles [CandleItem(low=188.6, high=195.4, open=189.9, close=194.3, color='GREEN'), CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED'), CandleItem(low=190.05, high=193.3, open=190.2, close=192.9, color='GREEN')]
2020-03-11 23:00:20 INFO: skip by colors first_candle=CandleItem(low=190.05, high=193.3, open=190.2, close=192.9, color='GREEN') second_candle=CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED') last_candle=CandleItem(low=188.6, high=195.4, open=189.9, close=194.3, color='GREEN')
2020-03-11 23:00:20 INFO: check need new order None
2020-03-11 23:00:20 INFO: init new order end
2020-03-11 23:00:20 INFO: 
2020-03-11 23:00:20 INFO: 
2020-03-11 23:00:20 INFO: 
2020-03-11 23:00:20 INFO: 
2020-03-11 23:02:00 INFO: 
2020-03-11 23:02:00 INFO: 
2020-03-11 23:02:00 INFO: 
2020-03-11 23:02:00 INFO: 
2020-03-11 23:02:00 INFO: clearing start
2020-03-11 23:02:00 INFO: clearing end
2020-03-11 23:02:00 INFO: 
2020-03-11 23:02:00 INFO: 
2020-03-11 23:02:00 INFO: 
2020-03-11 23:02:00 INFO: 
2020-03-12 00:00:20 INFO: 
2020-03-12 00:00:20 INFO: 
2020-03-12 00:00:20 INFO: 
2020-03-12 00:00:20 INFO: 
2020-03-12 00:00:20 INFO: init new order start
2020-03-12 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.3, 'high': 195.85, 'low': 193.1, 'close': 194.85, 'trades': 8622, 'volume': 14162340, 'vwap': 194.63, 'lastSize': 500, 'turnover': 275636946430, 'homeNotional': 112599.80895940668, 'foreignNotional': 21915106.448684722}, {'timestamp': datetime.datetime(2020, 3, 11, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 189.9, 'high': 195.4, 'low': 188.6, 'close': 194.3, 'trades': 11278, 'volume': 17971529, 'vwap': 192.41, 'lastSize': 2502, 'turnover': 345785236245, 'homeNotional': 142222.21879184627, 'foreignNotional': 27366717.874753043}, {'timestamp': datetime.datetime(2020, 3, 11, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 192.9, 'high': 193.8, 'low': 189.3, 'close': 189.9, 'trades': 6586, 'volume': 9471480, 'vwap': 191.75, 'lastSize': 1175, 'turnover': 181613375875, 'homeNotional': 74286.80671652783, 'foreignNotional': 14244566.468620514}]
2020-03-12 00:00:20 INFO: prepare candles [CandleItem(low=193.1, high=195.85, open=194.3, close=194.85, color='GREEN'), CandleItem(low=188.6, high=195.4, open=189.9, close=194.3, color='GREEN'), CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED')]
2020-03-12 00:00:20 INFO: skip by colors first_candle=CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED') second_candle=CandleItem(low=188.6, high=195.4, open=189.9, close=194.3, color='GREEN') last_candle=CandleItem(low=193.1, high=195.85, open=194.3, close=194.85, color='GREEN')
2020-03-12 00:00:20 INFO: check need new order None
2020-03-12 00:00:20 INFO: init new order end
2020-03-12 00:00:20 INFO: 
2020-03-12 00:00:20 INFO: 
2020-03-12 00:00:20 INFO: 
2020-03-12 00:00:20 INFO: 
2020-03-12 00:02:00 INFO: 
2020-03-12 00:02:00 INFO: 
2020-03-12 00:02:00 INFO: 
2020-03-12 00:02:00 INFO: 
2020-03-12 00:02:00 INFO: clearing start
2020-03-12 00:02:00 INFO: clearing end
2020-03-12 00:02:00 INFO: 
2020-03-12 00:02:00 INFO: 
2020-03-12 00:02:00 INFO: 
2020-03-12 00:02:00 INFO: 
2020-03-12 01:00:20 INFO: 
2020-03-12 01:00:20 INFO: 
2020-03-12 01:00:20 INFO: 
2020-03-12 01:00:20 INFO: 
2020-03-12 01:00:20 INFO: init new order start
2020-03-12 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.85, 'high': 195.55, 'low': 192.3, 'close': 193.7, 'trades': 7284, 'volume': 12859477, 'vwap': 193.89, 'lastSize': 100, 'turnover': 249329078160, 'homeNotional': 102006.82306109495, 'foreignNotional': 19778041.227936573}, {'timestamp': datetime.datetime(2020, 3, 12, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.3, 'high': 195.85, 'low': 193.1, 'close': 194.85, 'trades': 8622, 'volume': 14162340, 'vwap': 194.63, 'lastSize': 500, 'turnover': 275636946430, 'homeNotional': 112599.80895940668, 'foreignNotional': 21915106.448684722}, {'timestamp': datetime.datetime(2020, 3, 11, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 189.9, 'high': 195.4, 'low': 188.6, 'close': 194.3, 'trades': 11278, 'volume': 17971529, 'vwap': 192.41, 'lastSize': 2502, 'turnover': 345785236245, 'homeNotional': 142222.21879184627, 'foreignNotional': 27366717.874753043}]
2020-03-12 01:00:20 INFO: prepare candles [CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED'), CandleItem(low=193.1, high=195.85, open=194.3, close=194.85, color='GREEN'), CandleItem(low=188.6, high=195.4, open=189.9, close=194.3, color='GREEN')]
2020-03-12 01:00:20 INFO: last_candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED')
2020-03-12 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-12 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED')
2020-03-12 01:00:20 INFO: skip by CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-12 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-12 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED')
2020-03-12 01:00:20 INFO: skip by CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-12 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-12 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED')
2020-03-12 01:00:20 INFO: skip by CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-12 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-12 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED')
2020-03-12 01:00:20 INFO: skip by CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-12 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-12 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED')
2020-03-12 01:00:20 INFO: apply filter None to candle=CandleItem(low=193.1, high=195.85, open=194.3, close=194.85, color='GREEN')
2020-03-12 01:00:20 INFO: apply filter None to candle=CandleItem(low=188.6, high=195.4, open=189.9, close=194.3, color='GREEN')
2020-03-12 01:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-12 01:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-12 01:00:20 INFO: place order: start candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED') ticker='ETHUSD' price_offset=0.1
2020-03-12 01:00:20 INFO: place order: side_factor=1 init_trigger_price=192.25 init_order_price=192.20000000000002 stop_price_offset=0.0 candle.size=3.25 stop_price=195.55 take_price=179.20000000000002
2020-03-12 01:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('192.25') init_order_price=Decimal('192.200000000000017053025658242404460906982421875') stop_price_offset=0.0 candle.size=3.25 stop_price=Decimal('195.55000000000001136868377216160297393798828125') take_price=Decimal('179.200000000000017053025658242404460906982421875')
2020-03-12 01:00:20 INFO: place order: compute qty=-3
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 92, in main
    order = place_order_init(init_price_offset=INIT_ORDER_PRICE_OFFSET,
  File "/home/crypto/current/app/init_order_operations.py", line 167, in place_order_init
    r = add_init_order(order_uid, stop_price, take_price, abs(qty), candle.color, ticker, clearing_offset)
  File "/home/crypto/current/app/storage.py", line 28, in add_init_order
    return client_redis.hmset(_init_order_key(uid), {'stop': stop_price, 'take': take_price, 'qty': qty,
  File "/home/crypto/venv/lib/python3.8/site-packages/redis/client.py", line 2761, in hmset
    return self.execute_command('HMSET', name, *items)
  File "/home/crypto/venv/lib/python3.8/site-packages/redis/client.py", line 838, in execute_command
    conn.send_command(*args)
  File "/home/crypto/venv/lib/python3.8/site-packages/redis/connection.py", line 686, in send_command
    self.send_packed_command(self.pack_command(*args),
  File "/home/crypto/venv/lib/python3.8/site-packages/redis/connection.py", line 737, in pack_command
    for arg in imap(self.encoder.encode, args):
  File "/home/crypto/venv/lib/python3.8/site-packages/redis/connection.py", line 117, in encode
    raise DataError("Invalid input of type: '%s'. Convert to a "
redis.exceptions.DataError: Invalid input of type: 'Decimal'. Convert to a byte, string or number first.
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-12 01:00:24 INFO: 
2020-03-12 01:00:24 INFO: 
2020-03-12 01:00:24 INFO: 
2020-03-12 01:00:24 INFO: 
2020-03-12 01:00:24 INFO: start trader process
2020-03-12 01:00:24 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-12 01:00:24 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-12 01:00:24 INFO: Authenticating with API Key.
2020-03-12 01:00:25 INFO: Connected to WS.
2020-03-12 02:00:20 INFO: 
2020-03-12 02:00:20 INFO: 
2020-03-12 02:00:20 INFO: 
2020-03-12 02:00:20 INFO: 
2020-03-12 02:00:20 INFO: init new order start
2020-03-12 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 193.7, 'high': 194.05, 'low': 184.25, 'close': 185.2, 'trades': 12690, 'volume': 21717248, 'vwap': 188.84, 'lastSize': 100, 'turnover': 410099979440, 'homeNotional': 169470.68634212296, 'foreignNotional': 32005277.008354273}, {'timestamp': datetime.datetime(2020, 3, 12, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.85, 'high': 195.55, 'low': 192.3, 'close': 193.7, 'trades': 7284, 'volume': 12859477, 'vwap': 193.89, 'lastSize': 100, 'turnover': 249329078160, 'homeNotional': 102006.82306109495, 'foreignNotional': 19778041.227936573}, {'timestamp': datetime.datetime(2020, 3, 12, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.3, 'high': 195.85, 'low': 193.1, 'close': 194.85, 'trades': 8622, 'volume': 14162340, 'vwap': 194.63, 'lastSize': 500, 'turnover': 275636946430, 'homeNotional': 112599.80895940668, 'foreignNotional': 21915106.448684722}]
2020-03-12 02:00:20 INFO: prepare candles [CandleItem(low=184.25, high=194.05, open=193.7, close=185.2, color='RED'), CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED'), CandleItem(low=193.1, high=195.85, open=194.3, close=194.85, color='GREEN')]
2020-03-12 02:00:20 INFO: skip by colors first_candle=CandleItem(low=193.1, high=195.85, open=194.3, close=194.85, color='GREEN') second_candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED') last_candle=CandleItem(low=184.25, high=194.05, open=193.7, close=185.2, color='RED')
2020-03-12 02:00:20 INFO: check need new order None
2020-03-12 02:00:20 INFO: init new order end
2020-03-12 02:00:20 INFO: 
2020-03-12 02:00:20 INFO: 
2020-03-12 02:00:20 INFO: 
2020-03-12 02:00:20 INFO: 
2020-03-12 02:02:00 INFO: 
2020-03-12 02:02:00 INFO: 
2020-03-12 02:02:00 INFO: 
2020-03-12 02:02:00 INFO: 
2020-03-12 02:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-03-12 02:02:00 INFO: clearing end
2020-03-12 02:02:00 INFO: 
2020-03-12 02:02:00 INFO: 
2020-03-12 02:02:00 INFO: 
2020-03-12 02:02:00 INFO: 
2020-03-12 03:00:20 INFO: 
2020-03-12 03:00:20 INFO: 
2020-03-12 03:00:20 INFO: 
2020-03-12 03:00:20 INFO: 
2020-03-12 03:00:20 INFO: init new order start
2020-03-12 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 185.2, 'high': 187.65, 'low': 182.45, 'close': 184.15, 'trades': 16299, 'volume': 28313390, 'vwap': 185.24, 'lastSize': 8767, 'turnover': 524473401255, 'homeNotional': 217496.78481456081, 'foreignNotional': 40289925.95709936}, {'timestamp': datetime.datetime(2020, 3, 12, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 193.7, 'high': 194.05, 'low': 184.25, 'close': 185.2, 'trades': 12690, 'volume': 21717248, 'vwap': 188.84, 'lastSize': 100, 'turnover': 410099979440, 'homeNotional': 169470.68634212296, 'foreignNotional': 32005277.008354273}, {'timestamp': datetime.datetime(2020, 3, 12, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.85, 'high': 195.55, 'low': 192.3, 'close': 193.7, 'trades': 7284, 'volume': 12859477, 'vwap': 193.89, 'lastSize': 100, 'turnover': 249329078160, 'homeNotional': 102006.82306109495, 'foreignNotional': 19778041.227936573}]
2020-03-12 03:00:20 INFO: prepare candles [CandleItem(low=182.45, high=187.65, open=185.2, close=184.15, color='RED'), CandleItem(low=184.25, high=194.05, open=193.7, close=185.2, color='RED'), CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED')]
2020-03-12 03:00:20 INFO: skip by colors first_candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED') second_candle=CandleItem(low=184.25, high=194.05, open=193.7, close=185.2, color='RED') last_candle=CandleItem(low=182.45, high=187.65, open=185.2, close=184.15, color='RED')
2020-03-12 03:00:20 INFO: check need new order None
2020-03-12 03:00:20 INFO: init new order end
2020-03-12 03:00:20 INFO: 
2020-03-12 03:00:20 INFO: 
2020-03-12 03:00:20 INFO: 
2020-03-12 03:00:20 INFO: 
2020-03-12 03:02:00 INFO: 
2020-03-12 03:02:00 INFO: 
2020-03-12 03:02:00 INFO: 
2020-03-12 03:02:00 INFO: 
2020-03-12 03:02:00 INFO: clearing start
2020-03-12 03:02:00 INFO: clearing end
2020-03-12 03:02:00 INFO: 
2020-03-12 03:02:00 INFO: 
2020-03-12 03:02:00 INFO: 
2020-03-12 03:02:00 INFO: 
2020-03-12 04:00:20 INFO: 
2020-03-12 04:00:20 INFO: 
2020-03-12 04:00:20 INFO: 
2020-03-12 04:00:20 INFO: 
2020-03-12 04:00:20 INFO: init new order start
2020-03-12 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 184.15, 'high': 185.5, 'low': 181.7, 'close': 182.8, 'trades': 9362, 'volume': 13909443, 'vwap': 183.93, 'lastSize': 300, 'turnover': 255826837345, 'homeNotional': 106503.86270599705, 'foreignNotional': 19588697.305010628}, {'timestamp': datetime.datetime(2020, 3, 12, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 185.2, 'high': 187.65, 'low': 182.45, 'close': 184.15, 'trades': 16299, 'volume': 28313390, 'vwap': 185.24, 'lastSize': 8767, 'turnover': 524473401255, 'homeNotional': 217496.78481456081, 'foreignNotional': 40289925.95709936}, {'timestamp': datetime.datetime(2020, 3, 12, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 193.7, 'high': 194.05, 'low': 184.25, 'close': 185.2, 'trades': 12690, 'volume': 21717248, 'vwap': 188.84, 'lastSize': 100, 'turnover': 410099979440, 'homeNotional': 169470.68634212296, 'foreignNotional': 32005277.008354273}]
2020-03-12 04:00:21 INFO: prepare candles [CandleItem(low=181.7, high=185.5, open=184.15, close=182.8, color='RED'), CandleItem(low=182.45, high=187.65, open=185.2, close=184.15, color='RED'), CandleItem(low=184.25, high=194.05, open=193.7, close=185.2, color='RED')]
2020-03-12 04:00:21 INFO: skip by colors first_candle=CandleItem(low=184.25, high=194.05, open=193.7, close=185.2, color='RED') second_candle=CandleItem(low=182.45, high=187.65, open=185.2, close=184.15, color='RED') last_candle=CandleItem(low=181.7, high=185.5, open=184.15, close=182.8, color='RED')
2020-03-12 04:00:21 INFO: check need new order None
2020-03-12 04:00:21 INFO: init new order end
2020-03-12 04:00:21 INFO: 
2020-03-12 04:00:21 INFO: 
2020-03-12 04:00:21 INFO: 
2020-03-12 04:00:21 INFO: 
2020-03-12 04:02:00 INFO: 
2020-03-12 04:02:00 INFO: 
2020-03-12 04:02:00 INFO: 
2020-03-12 04:02:00 INFO: 
2020-03-12 04:02:00 INFO: clearing start
2020-03-12 04:02:00 INFO: clearing end
2020-03-12 04:02:00 INFO: 
2020-03-12 04:02:00 INFO: 
2020-03-12 04:02:00 INFO: 
2020-03-12 04:02:00 INFO: 
2020-03-12 04:25:16 INFO: Websocket Closed
2020-03-12 04:25:17 WARNING: reconnect to socket
2020-03-12 04:25:17 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-12 04:25:17 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-12 04:25:17 INFO: Authenticating with API Key.
2020-03-12 04:25:18 INFO: Connected to WS.
2020-03-12 05:00:20 INFO: 
2020-03-12 05:00:20 INFO: 
2020-03-12 05:00:20 INFO: 
2020-03-12 05:00:20 INFO: 
2020-03-12 05:00:20 INFO: init new order start
2020-03-12 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 182.8, 'high': 182.85, 'low': 179.65, 'close': 181.75, 'trades': 13996, 'volume': 25523037, 'vwap': 181.08, 'lastSize': 1178, 'turnover': 462169822225, 'homeNotional': 193977.0092120473, 'foreignNotional': 35125590.66973411}, {'timestamp': datetime.datetime(2020, 3, 12, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 184.15, 'high': 185.5, 'low': 181.7, 'close': 182.8, 'trades': 9362, 'volume': 13909443, 'vwap': 183.93, 'lastSize': 300, 'turnover': 255826837345, 'homeNotional': 106503.86270599705, 'foreignNotional': 19588697.305010628}, {'timestamp': datetime.datetime(2020, 3, 12, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 185.2, 'high': 187.65, 'low': 182.45, 'close': 184.15, 'trades': 16299, 'volume': 28313390, 'vwap': 185.24, 'lastSize': 8767, 'turnover': 524473401255, 'homeNotional': 217496.78481456081, 'foreignNotional': 40289925.95709936}]
2020-03-12 05:00:20 INFO: prepare candles [CandleItem(low=179.65, high=182.85, open=182.8, close=181.75, color='RED'), CandleItem(low=181.7, high=185.5, open=184.15, close=182.8, color='RED'), CandleItem(low=182.45, high=187.65, open=185.2, close=184.15, color='RED')]
2020-03-12 05:00:20 INFO: skip by colors first_candle=CandleItem(low=182.45, high=187.65, open=185.2, close=184.15, color='RED') second_candle=CandleItem(low=181.7, high=185.5, open=184.15, close=182.8, color='RED') last_candle=CandleItem(low=179.65, high=182.85, open=182.8, close=181.75, color='RED')
2020-03-12 05:00:20 INFO: check need new order None
2020-03-12 05:00:20 INFO: init new order end
2020-03-12 05:00:20 INFO: 
2020-03-12 05:00:20 INFO: 
2020-03-12 05:00:20 INFO: 
2020-03-12 05:00:20 INFO: 
2020-03-12 05:02:00 INFO: 
2020-03-12 05:02:00 INFO: 
2020-03-12 05:02:00 INFO: 
2020-03-12 05:02:00 INFO: 
2020-03-12 05:02:00 INFO: clearing start
2020-03-12 05:02:00 INFO: clearing end
2020-03-12 05:02:00 INFO: 
2020-03-12 05:02:00 INFO: 
2020-03-12 05:02:00 INFO: 
2020-03-12 05:02:00 INFO: 
2020-03-12 06:00:20 INFO: 
2020-03-12 06:00:20 INFO: 
2020-03-12 06:00:20 INFO: 
2020-03-12 06:00:20 INFO: 
2020-03-12 06:00:20 INFO: init new order start
2020-03-12 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 181.75, 'high': 182.3, 'low': 180.25, 'close': 181.7, 'trades': 5886, 'volume': 12610979, 'vwap': 181.45, 'lastSize': 366, 'turnover': 228823381625, 'homeNotional': 96112.85299304285, 'foreignNotional': 17439491.037368573}, {'timestamp': datetime.datetime(2020, 3, 12, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 182.8, 'high': 182.85, 'low': 179.65, 'close': 181.75, 'trades': 13996, 'volume': 25523037, 'vwap': 181.08, 'lastSize': 1178, 'turnover': 462169822225, 'homeNotional': 193977.0092120473, 'foreignNotional': 35125590.66973411}, {'timestamp': datetime.datetime(2020, 3, 12, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 184.15, 'high': 185.5, 'low': 181.7, 'close': 182.8, 'trades': 9362, 'volume': 13909443, 'vwap': 183.93, 'lastSize': 300, 'turnover': 255826837345, 'homeNotional': 106503.86270599705, 'foreignNotional': 19588697.305010628}]
2020-03-12 06:00:20 INFO: prepare candles [CandleItem(low=180.25, high=182.3, open=181.75, close=181.7, color='RED'), CandleItem(low=179.65, high=182.85, open=182.8, close=181.75, color='RED'), CandleItem(low=181.7, high=185.5, open=184.15, close=182.8, color='RED')]
2020-03-12 06:00:20 INFO: skip by colors first_candle=CandleItem(low=181.7, high=185.5, open=184.15, close=182.8, color='RED') second_candle=CandleItem(low=179.65, high=182.85, open=182.8, close=181.75, color='RED') last_candle=CandleItem(low=180.25, high=182.3, open=181.75, close=181.7, color='RED')
2020-03-12 06:00:20 INFO: check need new order None
2020-03-12 06:00:20 INFO: init new order end
2020-03-12 06:00:20 INFO: 
2020-03-12 06:00:20 INFO: 
2020-03-12 06:00:20 INFO: 
2020-03-12 06:00:20 INFO: 
2020-03-12 06:02:00 INFO: 
2020-03-12 06:02:00 INFO: 
2020-03-12 06:02:00 INFO: 
2020-03-12 06:02:00 INFO: 
2020-03-12 06:02:00 INFO: clearing start
2020-03-12 06:02:00 INFO: clearing end
2020-03-12 06:02:00 INFO: 
2020-03-12 06:02:00 INFO: 
2020-03-12 06:02:00 INFO: 
2020-03-12 06:02:00 INFO: 
2020-03-12 07:00:20 INFO: 
2020-03-12 07:00:20 INFO: 
2020-03-12 07:00:20 INFO: 
2020-03-12 07:00:20 INFO: 
2020-03-12 07:00:20 INFO: init new order start
2020-03-12 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 181.7, 'high': 181.8, 'low': 171.6, 'close': 174.05, 'trades': 19637, 'volume': 46685140, 'vwap': 174.93, 'lastSize': 26, 'turnover': 816648004645, 'homeNotional': 351295.3161556724, 'foreignNotional': 61454820.92655847}, {'timestamp': datetime.datetime(2020, 3, 12, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 181.75, 'high': 182.3, 'low': 180.25, 'close': 181.7, 'trades': 5886, 'volume': 12610979, 'vwap': 181.45, 'lastSize': 366, 'turnover': 228823381625, 'homeNotional': 96112.85299304285, 'foreignNotional': 17439491.037368573}, {'timestamp': datetime.datetime(2020, 3, 12, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 182.8, 'high': 182.85, 'low': 179.65, 'close': 181.75, 'trades': 13996, 'volume': 25523037, 'vwap': 181.08, 'lastSize': 1178, 'turnover': 462169822225, 'homeNotional': 193977.0092120473, 'foreignNotional': 35125590.66973411}]
2020-03-12 07:00:20 INFO: prepare candles [CandleItem(low=171.6, high=181.8, open=181.7, close=174.05, color='RED'), CandleItem(low=180.25, high=182.3, open=181.75, close=181.7, color='RED'), CandleItem(low=179.65, high=182.85, open=182.8, close=181.75, color='RED')]
2020-03-12 07:00:20 INFO: skip by colors first_candle=CandleItem(low=179.65, high=182.85, open=182.8, close=181.75, color='RED') second_candle=CandleItem(low=180.25, high=182.3, open=181.75, close=181.7, color='RED') last_candle=CandleItem(low=171.6, high=181.8, open=181.7, close=174.05, color='RED')
2020-03-12 07:00:20 INFO: check need new order None
2020-03-12 07:00:20 INFO: init new order end
2020-03-12 07:00:20 INFO: 
2020-03-12 07:00:20 INFO: 
2020-03-12 07:00:20 INFO: 
2020-03-12 07:00:20 INFO: 
2020-03-12 07:02:00 INFO: 
2020-03-12 07:02:00 INFO: 
2020-03-12 07:02:00 INFO: 
2020-03-12 07:02:00 INFO: 
2020-03-12 07:02:00 INFO: clearing start
2020-03-12 07:02:00 INFO: clearing end
2020-03-12 07:02:00 INFO: 
2020-03-12 07:02:00 INFO: 
2020-03-12 07:02:00 INFO: 
2020-03-12 07:02:00 INFO: 
2020-03-12 08:00:20 INFO: 
2020-03-12 08:00:20 INFO: 
2020-03-12 08:00:20 INFO: 
2020-03-12 08:00:20 INFO: 
2020-03-12 08:00:20 INFO: init new order start
2020-03-12 08:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 174.05, 'high': 174.05, 'low': 168.05, 'close': 171.65, 'trades': 18317, 'volume': 43203234, 'vwap': 171.55, 'lastSize': 20, 'turnover': 741141909210, 'homeNotional': 319936.9124610707, 'foreignNotional': 54885398.52882296}, {'timestamp': datetime.datetime(2020, 3, 12, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 181.7, 'high': 181.8, 'low': 171.6, 'close': 174.05, 'trades': 19637, 'volume': 46685140, 'vwap': 174.93, 'lastSize': 26, 'turnover': 816648004645, 'homeNotional': 351295.3161556724, 'foreignNotional': 61454820.92655847}, {'timestamp': datetime.datetime(2020, 3, 12, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 181.75, 'high': 182.3, 'low': 180.25, 'close': 181.7, 'trades': 5886, 'volume': 12610979, 'vwap': 181.45, 'lastSize': 366, 'turnover': 228823381625, 'homeNotional': 96112.85299304285, 'foreignNotional': 17439491.037368573}]
2020-03-12 08:00:21 INFO: prepare candles [CandleItem(low=168.05, high=174.05, open=174.05, close=171.65, color='RED'), CandleItem(low=171.6, high=181.8, open=181.7, close=174.05, color='RED'), CandleItem(low=180.25, high=182.3, open=181.75, close=181.7, color='RED')]
2020-03-12 08:00:21 INFO: skip by colors first_candle=CandleItem(low=180.25, high=182.3, open=181.75, close=181.7, color='RED') second_candle=CandleItem(low=171.6, high=181.8, open=181.7, close=174.05, color='RED') last_candle=CandleItem(low=168.05, high=174.05, open=174.05, close=171.65, color='RED')
2020-03-12 08:00:21 INFO: check need new order None
2020-03-12 08:00:21 INFO: init new order end
2020-03-12 08:00:21 INFO: 
2020-03-12 08:00:21 INFO: 
2020-03-12 08:00:21 INFO: 
2020-03-12 08:00:21 INFO: 
2020-03-12 08:02:00 INFO: 
2020-03-12 08:02:00 INFO: 
2020-03-12 08:02:00 INFO: 
2020-03-12 08:02:00 INFO: 
2020-03-12 08:02:00 INFO: clearing start
2020-03-12 08:02:00 INFO: clearing end
2020-03-12 08:02:00 INFO: 
2020-03-12 08:02:00 INFO: 
2020-03-12 08:02:00 INFO: 
2020-03-12 08:02:00 INFO: 
2020-03-12 09:00:20 INFO: 
2020-03-12 09:00:20 INFO: 
2020-03-12 09:00:20 INFO: 
2020-03-12 09:00:20 INFO: 
2020-03-12 09:00:20 INFO: init new order start
2020-03-12 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 171.65, 'high': 172.3, 'low': 166.05, 'close': 169.45, 'trades': 15070, 'volume': 36294142, 'vwap': 169.99, 'lastSize': 500, 'turnover': 616937870010, 'homeNotional': 267685.4138732272, 'foreignNotional': 45503078.23224131}, {'timestamp': datetime.datetime(2020, 3, 12, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 174.05, 'high': 174.05, 'low': 168.05, 'close': 171.65, 'trades': 18317, 'volume': 43203234, 'vwap': 171.55, 'lastSize': 20, 'turnover': 741141909210, 'homeNotional': 319936.9124610707, 'foreignNotional': 54885398.52882296}, {'timestamp': datetime.datetime(2020, 3, 12, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 181.7, 'high': 181.8, 'low': 171.6, 'close': 174.05, 'trades': 19637, 'volume': 46685140, 'vwap': 174.93, 'lastSize': 26, 'turnover': 816648004645, 'homeNotional': 351295.3161556724, 'foreignNotional': 61454820.92655847}]
2020-03-12 09:00:20 INFO: prepare candles [CandleItem(low=166.05, high=172.3, open=171.65, close=169.45, color='RED'), CandleItem(low=168.05, high=174.05, open=174.05, close=171.65, color='RED'), CandleItem(low=171.6, high=181.8, open=181.7, close=174.05, color='RED')]
2020-03-12 09:00:20 INFO: skip by colors first_candle=CandleItem(low=171.6, high=181.8, open=181.7, close=174.05, color='RED') second_candle=CandleItem(low=168.05, high=174.05, open=174.05, close=171.65, color='RED') last_candle=CandleItem(low=166.05, high=172.3, open=171.65, close=169.45, color='RED')
2020-03-12 09:00:20 INFO: check need new order None
2020-03-12 09:00:20 INFO: init new order end
2020-03-12 09:00:20 INFO: 
2020-03-12 09:00:20 INFO: 
2020-03-12 09:00:20 INFO: 
2020-03-12 09:00:20 INFO: 
2020-03-12 09:02:00 INFO: 
2020-03-12 09:02:00 INFO: 
2020-03-12 09:02:00 INFO: 
2020-03-12 09:02:00 INFO: 
2020-03-12 09:02:00 INFO: clearing start
2020-03-12 09:02:00 INFO: clearing end
2020-03-12 09:02:00 INFO: 
2020-03-12 09:02:00 INFO: 
2020-03-12 09:02:00 INFO: 
2020-03-12 09:02:00 INFO: 
2020-03-12 09:33:58 WARNING: handle interrupt sig 2 False
2020-03-12 09:33:58 INFO: Websocket Closed
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-12 09:34:02 INFO: 
2020-03-12 09:34:02 INFO: 
2020-03-12 09:34:02 INFO: 
2020-03-12 09:34:02 INFO: 
2020-03-12 09:34:02 INFO: start trader process
2020-03-12 09:34:02 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-12 09:34:02 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-12 09:34:02 INFO: Authenticating with API Key.
2020-03-12 09:34:03 INFO: Connected to WS.
2020-03-12 10:00:20 INFO: 
2020-03-12 10:00:20 INFO: 
2020-03-12 10:00:20 INFO: 
2020-03-12 10:00:20 INFO: 
2020-03-12 10:00:20 INFO: init new order start
2020-03-12 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 169.45, 'high': 170.2, 'low': 167.4, 'close': 167.9, 'trades': 8857, 'volume': 20653989, 'vwap': 168.67, 'lastSize': 10000, 'turnover': 348358943775, 'homeNotional': 151971.9695236369, 'foreignNotional': 25632328.10827002}, {'timestamp': datetime.datetime(2020, 3, 12, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 171.65, 'high': 172.3, 'low': 166.05, 'close': 169.45, 'trades': 15070, 'volume': 36294142, 'vwap': 169.99, 'lastSize': 500, 'turnover': 616937870010, 'homeNotional': 267685.4138732272, 'foreignNotional': 45503078.23224131}, {'timestamp': datetime.datetime(2020, 3, 12, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 174.05, 'high': 174.05, 'low': 168.05, 'close': 171.65, 'trades': 18317, 'volume': 43203234, 'vwap': 171.55, 'lastSize': 20, 'turnover': 741141909210, 'homeNotional': 319936.9124610707, 'foreignNotional': 54885398.52882296}]
2020-03-12 10:00:20 INFO: prepare candles [CandleItem(low=167.4, high=170.2, open=169.45, close=167.9, color='RED'), CandleItem(low=166.05, high=172.3, open=171.65, close=169.45, color='RED'), CandleItem(low=168.05, high=174.05, open=174.05, close=171.65, color='RED')]
2020-03-12 10:00:20 INFO: skip by colors first_candle=CandleItem(low=168.05, high=174.05, open=174.05, close=171.65, color='RED') second_candle=CandleItem(low=166.05, high=172.3, open=171.65, close=169.45, color='RED') last_candle=CandleItem(low=167.4, high=170.2, open=169.45, close=167.9, color='RED')
2020-03-12 10:00:20 INFO: check need new order None
2020-03-12 10:00:20 INFO: init new order end
2020-03-12 10:00:20 INFO: 
2020-03-12 10:00:20 INFO: 
2020-03-12 10:00:20 INFO: 
2020-03-12 10:00:20 INFO: 
2020-03-12 10:02:00 INFO: 
2020-03-12 10:02:00 INFO: 
2020-03-12 10:02:00 INFO: 
2020-03-12 10:02:00 INFO: 
2020-03-12 10:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-03-12 10:02:00 INFO: clearing end
2020-03-12 10:02:00 INFO: 
2020-03-12 10:02:00 INFO: 
2020-03-12 10:02:00 INFO: 
2020-03-12 10:02:00 INFO: 
2020-03-12 11:00:20 INFO: 
2020-03-12 11:00:20 INFO: 
2020-03-12 11:00:20 INFO: 
2020-03-12 11:00:20 INFO: 
2020-03-12 11:00:20 INFO: init new order start
2020-03-12 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 167.9, 'high': 168.65, 'low': 126.1, 'close': 131.8, 'trades': 39897, 'volume': 133448733, 'vwap': 151.29, 'lastSize': 10000, 'turnover': 2018902076310, 'homeNotional': 902342.5774517878, 'foreignNotional': 137208811.44801337}, {'timestamp': datetime.datetime(2020, 3, 12, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 169.45, 'high': 170.2, 'low': 167.4, 'close': 167.9, 'trades': 8857, 'volume': 20653989, 'vwap': 168.67, 'lastSize': 10000, 'turnover': 348358943775, 'homeNotional': 151971.9695236369, 'foreignNotional': 25632328.10827002}, {'timestamp': datetime.datetime(2020, 3, 12, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 171.65, 'high': 172.3, 'low': 166.05, 'close': 169.45, 'trades': 15070, 'volume': 36294142, 'vwap': 169.99, 'lastSize': 500, 'turnover': 616937870010, 'homeNotional': 267685.4138732272, 'foreignNotional': 45503078.23224131}]
2020-03-12 11:00:20 INFO: prepare candles [CandleItem(low=126.1, high=168.65, open=167.9, close=131.8, color='RED'), CandleItem(low=167.4, high=170.2, open=169.45, close=167.9, color='RED'), CandleItem(low=166.05, high=172.3, open=171.65, close=169.45, color='RED')]
2020-03-12 11:00:20 INFO: skip by colors first_candle=CandleItem(low=166.05, high=172.3, open=171.65, close=169.45, color='RED') second_candle=CandleItem(low=167.4, high=170.2, open=169.45, close=167.9, color='RED') last_candle=CandleItem(low=126.1, high=168.65, open=167.9, close=131.8, color='RED')
2020-03-12 11:00:20 INFO: check need new order None
2020-03-12 11:00:20 INFO: init new order end
2020-03-12 11:00:20 INFO: 
2020-03-12 11:00:20 INFO: 
2020-03-12 11:00:20 INFO: 
2020-03-12 11:00:20 INFO: 
2020-03-12 11:02:00 INFO: 
2020-03-12 11:02:00 INFO: 
2020-03-12 11:02:00 INFO: 
2020-03-12 11:02:00 INFO: 
2020-03-12 11:02:00 INFO: clearing start
2020-03-12 11:02:00 INFO: clearing end
2020-03-12 11:02:00 INFO: 
2020-03-12 11:02:00 INFO: 
2020-03-12 11:02:00 INFO: 
2020-03-12 11:02:00 INFO: 
2020-03-12 12:00:20 INFO: 
2020-03-12 12:00:20 INFO: 
2020-03-12 12:00:20 INFO: 
2020-03-12 12:00:20 INFO: 
2020-03-12 12:00:20 INFO: init new order start
2020-03-12 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.8, 'high': 147.95, 'low': 124.1, 'close': 136.75, 'trades': 37182, 'volume': 131759135, 'vwap': 136.82, 'lastSize': 1000, 'turnover': 1802627434515, 'homeNotional': 810104.0315854402, 'foreignNotional': 110908112.7455622}, {'timestamp': datetime.datetime(2020, 3, 12, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 167.9, 'high': 168.65, 'low': 126.1, 'close': 131.8, 'trades': 39897, 'volume': 133448733, 'vwap': 151.29, 'lastSize': 10000, 'turnover': 2018902076310, 'homeNotional': 902342.5774517878, 'foreignNotional': 137208811.44801337}, {'timestamp': datetime.datetime(2020, 3, 12, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 169.45, 'high': 170.2, 'low': 167.4, 'close': 167.9, 'trades': 8857, 'volume': 20653989, 'vwap': 168.67, 'lastSize': 10000, 'turnover': 348358943775, 'homeNotional': 151971.9695236369, 'foreignNotional': 25632328.10827002}]
2020-03-12 12:00:21 INFO: prepare candles [CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN'), CandleItem(low=126.1, high=168.65, open=167.9, close=131.8, color='RED'), CandleItem(low=167.4, high=170.2, open=169.45, close=167.9, color='RED')]
2020-03-12 12:00:21 INFO: last_candle=CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN')
2020-03-12 12:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-12 12:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN')
2020-03-12 12:00:21 INFO: skip by CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-12 12:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-12 12:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN')
2020-03-12 12:00:21 INFO: skip by CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-12 12:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-12 12:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN')
2020-03-12 12:00:21 INFO: skip by CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-12 12:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-12 12:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN')
2020-03-12 12:00:21 INFO: skip by CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-12 12:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-12 12:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN')
2020-03-12 12:00:21 INFO: skip by CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-12 12:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.59)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.5, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)))
2020-03-12 12:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)) to candle=CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN')
2020-03-12 12:00:21 INFO: skip by CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0))
2020-03-12 12:00:21 INFO: not found applicable config for candle
2020-03-12 12:00:21 INFO: check need new order None
2020-03-12 12:00:21 INFO: init new order end
2020-03-12 12:00:21 INFO: 
2020-03-12 12:00:21 INFO: 
2020-03-12 12:00:21 INFO: 
2020-03-12 12:00:21 INFO: 
2020-03-12 12:02:00 INFO: 
2020-03-12 12:02:00 INFO: 
2020-03-12 12:02:00 INFO: 
2020-03-12 12:02:00 INFO: 
2020-03-12 12:02:00 INFO: clearing start
2020-03-12 12:02:00 INFO: clearing end
2020-03-12 12:02:00 INFO: 
2020-03-12 12:02:00 INFO: 
2020-03-12 12:02:00 INFO: 
2020-03-12 12:02:00 INFO: 
2020-03-12 13:00:20 INFO: 
2020-03-12 13:00:20 INFO: 
2020-03-12 13:00:20 INFO: 
2020-03-12 13:00:20 INFO: 
2020-03-12 13:00:20 INFO: init new order start
2020-03-12 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.75, 'high': 144.0, 'low': 126.05, 'close': 136.7, 'trades': 29335, 'volume': 96110087, 'vwap': 138.91, 'lastSize': 15034, 'turnover': 1335026514115, 'homeNotional': 583873.2076562053, 'foreignNotional': 81118992.18364148}, {'timestamp': datetime.datetime(2020, 3, 12, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.8, 'high': 147.95, 'low': 124.1, 'close': 136.75, 'trades': 37182, 'volume': 131759135, 'vwap': 136.82, 'lastSize': 1000, 'turnover': 1802627434515, 'homeNotional': 810104.0315854402, 'foreignNotional': 110908112.7455622}, {'timestamp': datetime.datetime(2020, 3, 12, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 167.9, 'high': 168.65, 'low': 126.1, 'close': 131.8, 'trades': 39897, 'volume': 133448733, 'vwap': 151.29, 'lastSize': 10000, 'turnover': 2018902076310, 'homeNotional': 902342.5774517878, 'foreignNotional': 137208811.44801337}]
2020-03-12 13:00:21 INFO: prepare candles [CandleItem(low=126.05, high=144.0, open=136.75, close=136.7, color='RED'), CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN'), CandleItem(low=126.1, high=168.65, open=167.9, close=131.8, color='RED')]
2020-03-12 13:00:21 INFO: skip by colors first_candle=CandleItem(low=126.1, high=168.65, open=167.9, close=131.8, color='RED') second_candle=CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN') last_candle=CandleItem(low=126.05, high=144.0, open=136.75, close=136.7, color='RED')
2020-03-12 13:00:21 INFO: check need new order None
2020-03-12 13:00:21 INFO: init new order end
2020-03-12 13:00:21 INFO: 
2020-03-12 13:00:21 INFO: 
2020-03-12 13:00:21 INFO: 
2020-03-12 13:00:21 INFO: 
2020-03-12 13:02:00 INFO: 
2020-03-12 13:02:00 INFO: 
2020-03-12 13:02:00 INFO: 
2020-03-12 13:02:00 INFO: 
2020-03-12 13:02:00 INFO: clearing start
2020-03-12 13:02:00 INFO: clearing end
2020-03-12 13:02:00 INFO: 
2020-03-12 13:02:00 INFO: 
2020-03-12 13:02:00 INFO: 
2020-03-12 13:02:00 INFO: 
2020-03-12 14:00:20 INFO: 
2020-03-12 14:00:20 INFO: 
2020-03-12 14:00:20 INFO: 
2020-03-12 14:00:20 INFO: 
2020-03-12 14:00:20 INFO: init new order start
2020-03-12 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.7, 'high': 139.25, 'low': 125.25, 'close': 134.7, 'trades': 24630, 'volume': 78164694, 'vwap': 132.64, 'lastSize': 6992, 'turnover': 1036748758445, 'homeNotional': 462223.8493526433, 'foreignNotional': 61327746.44606158}, {'timestamp': datetime.datetime(2020, 3, 12, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.75, 'high': 144.0, 'low': 126.05, 'close': 136.7, 'trades': 29335, 'volume': 96110087, 'vwap': 138.91, 'lastSize': 15034, 'turnover': 1335026514115, 'homeNotional': 583873.2076562053, 'foreignNotional': 81118992.18364148}, {'timestamp': datetime.datetime(2020, 3, 12, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.8, 'high': 147.95, 'low': 124.1, 'close': 136.75, 'trades': 37182, 'volume': 131759135, 'vwap': 136.82, 'lastSize': 1000, 'turnover': 1802627434515, 'homeNotional': 810104.0315854402, 'foreignNotional': 110908112.7455622}]
2020-03-12 14:00:20 INFO: prepare candles [CandleItem(low=125.25, high=139.25, open=136.7, close=134.7, color='RED'), CandleItem(low=126.05, high=144.0, open=136.75, close=136.7, color='RED'), CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN')]
2020-03-12 14:00:20 INFO: skip by colors first_candle=CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN') second_candle=CandleItem(low=126.05, high=144.0, open=136.75, close=136.7, color='RED') last_candle=CandleItem(low=125.25, high=139.25, open=136.7, close=134.7, color='RED')
2020-03-12 14:00:20 INFO: check need new order None
2020-03-12 14:00:20 INFO: init new order end
2020-03-12 14:00:20 INFO: 
2020-03-12 14:00:20 INFO: 
2020-03-12 14:00:20 INFO: 
2020-03-12 14:00:20 INFO: 
2020-03-12 14:02:00 INFO: 
2020-03-12 14:02:00 INFO: 
2020-03-12 14:02:00 INFO: 
2020-03-12 14:02:00 INFO: 
2020-03-12 14:02:00 INFO: clearing start
2020-03-12 14:02:00 INFO: clearing end
2020-03-12 14:02:00 INFO: 
2020-03-12 14:02:00 INFO: 
2020-03-12 14:02:00 INFO: 
2020-03-12 14:02:00 INFO: 
2020-03-12 15:00:20 INFO: 
2020-03-12 15:00:20 INFO: 
2020-03-12 15:00:20 INFO: 
2020-03-12 15:00:20 INFO: 
2020-03-12 15:00:20 INFO: init new order start
2020-03-12 15:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.7, 'high': 143.25, 'low': 133.4, 'close': 140.05, 'trades': 24164, 'volume': 90773798, 'vwap': 138.96, 'lastSize': 274, 'turnover': 1261357881500, 'homeNotional': 548437.1500003769, 'foreignNotional': 76226639.13247368}, {'timestamp': datetime.datetime(2020, 3, 12, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.7, 'high': 139.25, 'low': 125.25, 'close': 134.7, 'trades': 24630, 'volume': 78164694, 'vwap': 132.64, 'lastSize': 6992, 'turnover': 1036748758445, 'homeNotional': 462223.8493526433, 'foreignNotional': 61327746.44606158}, {'timestamp': datetime.datetime(2020, 3, 12, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.75, 'high': 144.0, 'low': 126.05, 'close': 136.7, 'trades': 29335, 'volume': 96110087, 'vwap': 138.91, 'lastSize': 15034, 'turnover': 1335026514115, 'homeNotional': 583873.2076562053, 'foreignNotional': 81118992.18364148}]
2020-03-12 15:00:21 INFO: prepare candles [CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN'), CandleItem(low=125.25, high=139.25, open=136.7, close=134.7, color='RED'), CandleItem(low=126.05, high=144.0, open=136.75, close=136.7, color='RED')]
2020-03-12 15:00:21 INFO: last_candle=CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN')
2020-03-12 15:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-12 15:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN')
2020-03-12 15:00:21 INFO: skip by CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-12 15:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-12 15:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN')
2020-03-12 15:00:21 INFO: skip by CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-12 15:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-12 15:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN')
2020-03-12 15:00:21 INFO: skip by CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-12 15:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-12 15:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN')
2020-03-12 15:00:21 INFO: skip by CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-12 15:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-12 15:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN')
2020-03-12 15:00:21 INFO: skip by CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-12 15:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.59)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.5, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)))
2020-03-12 15:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)) to candle=CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN')
2020-03-12 15:00:21 INFO: skip by CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0))
2020-03-12 15:00:21 INFO: not found applicable config for candle
2020-03-12 15:00:21 INFO: check need new order None
2020-03-12 15:00:21 INFO: init new order end
2020-03-12 15:00:21 INFO: 
2020-03-12 15:00:21 INFO: 
2020-03-12 15:00:21 INFO: 
2020-03-12 15:00:21 INFO: 
2020-03-12 15:02:00 INFO: 
2020-03-12 15:02:00 INFO: 
2020-03-12 15:02:00 INFO: 
2020-03-12 15:02:00 INFO: 
2020-03-12 15:02:00 INFO: clearing start
2020-03-12 15:02:00 INFO: clearing end
2020-03-12 15:02:00 INFO: 
2020-03-12 15:02:00 INFO: 
2020-03-12 15:02:00 INFO: 
2020-03-12 15:02:00 INFO: 
2020-03-12 16:00:20 INFO: 
2020-03-12 16:00:20 INFO: 
2020-03-12 16:00:20 INFO: 
2020-03-12 16:00:20 INFO: 
2020-03-12 16:00:20 INFO: init new order start
2020-03-12 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.05, 'high': 142.0, 'low': 137.0, 'close': 140.95, 'trades': 12340, 'volume': 51071036, 'vwap': 139.9, 'lastSize': 70172, 'turnover': 714479508170, 'homeNotional': 310868.66531500017, 'foreignNotional': 43490992.63313006}, {'timestamp': datetime.datetime(2020, 3, 12, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.7, 'high': 143.25, 'low': 133.4, 'close': 140.05, 'trades': 24164, 'volume': 90773798, 'vwap': 138.96, 'lastSize': 274, 'turnover': 1261357881500, 'homeNotional': 548437.1500003769, 'foreignNotional': 76226639.13247368}, {'timestamp': datetime.datetime(2020, 3, 12, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.7, 'high': 139.25, 'low': 125.25, 'close': 134.7, 'trades': 24630, 'volume': 78164694, 'vwap': 132.64, 'lastSize': 6992, 'turnover': 1036748758445, 'homeNotional': 462223.8493526433, 'foreignNotional': 61327746.44606158}]
2020-03-12 16:00:20 INFO: prepare candles [CandleItem(low=137.0, high=142.0, open=140.05, close=140.95, color='GREEN'), CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN'), CandleItem(low=125.25, high=139.25, open=136.7, close=134.7, color='RED')]
2020-03-12 16:00:20 INFO: skip by colors first_candle=CandleItem(low=125.25, high=139.25, open=136.7, close=134.7, color='RED') second_candle=CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN') last_candle=CandleItem(low=137.0, high=142.0, open=140.05, close=140.95, color='GREEN')
2020-03-12 16:00:20 INFO: check need new order None
2020-03-12 16:00:20 INFO: init new order end
2020-03-12 16:00:20 INFO: 
2020-03-12 16:00:20 INFO: 
2020-03-12 16:00:20 INFO: 
2020-03-12 16:00:20 INFO: 
2020-03-12 16:02:00 INFO: 
2020-03-12 16:02:00 INFO: 
2020-03-12 16:02:00 INFO: 
2020-03-12 16:02:00 INFO: 
2020-03-12 16:02:00 INFO: clearing start
2020-03-12 16:02:00 INFO: clearing end
2020-03-12 16:02:00 INFO: 
2020-03-12 16:02:00 INFO: 
2020-03-12 16:02:00 INFO: 
2020-03-12 16:02:00 INFO: 
2020-03-12 17:00:20 INFO: 
2020-03-12 17:00:20 INFO: 
2020-03-12 17:00:20 INFO: 
2020-03-12 17:00:20 INFO: 
2020-03-12 17:00:20 INFO: init new order start
2020-03-12 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.95, 'high': 142.9, 'low': 134.2, 'close': 139.3, 'trades': 16016, 'volume': 60251420, 'vwap': 137.84, 'lastSize': 318, 'turnover': 830471276280, 'homeNotional': 364621.80709923815, 'foreignNotional': 50261012.548971444}, {'timestamp': datetime.datetime(2020, 3, 12, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.05, 'high': 142.0, 'low': 137.0, 'close': 140.95, 'trades': 12340, 'volume': 51071036, 'vwap': 139.9, 'lastSize': 70172, 'turnover': 714479508170, 'homeNotional': 310868.66531500017, 'foreignNotional': 43490992.63313006}, {'timestamp': datetime.datetime(2020, 3, 12, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.7, 'high': 143.25, 'low': 133.4, 'close': 140.05, 'trades': 24164, 'volume': 90773798, 'vwap': 138.96, 'lastSize': 274, 'turnover': 1261357881500, 'homeNotional': 548437.1500003769, 'foreignNotional': 76226639.13247368}]
2020-03-12 17:00:20 INFO: prepare candles [CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED'), CandleItem(low=137.0, high=142.0, open=140.05, close=140.95, color='GREEN'), CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN')]
2020-03-12 17:00:20 INFO: last_candle=CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED')
2020-03-12 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-12 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED')
2020-03-12 17:00:20 INFO: skip by CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-12 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-12 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED')
2020-03-12 17:00:20 INFO: skip by CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-12 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-12 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED')
2020-03-12 17:00:20 INFO: skip by CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-12 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-12 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED')
2020-03-12 17:00:20 INFO: skip by CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-12 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-12 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED')
2020-03-12 17:00:20 INFO: skip by CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-12 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.59)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.5, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)))
2020-03-12 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)) to candle=CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED')
2020-03-12 17:00:20 INFO: skip by CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0))
2020-03-12 17:00:20 INFO: not found applicable config for candle
2020-03-12 17:00:20 INFO: check need new order None
2020-03-12 17:00:20 INFO: init new order end
2020-03-12 17:00:20 INFO: 
2020-03-12 17:00:20 INFO: 
2020-03-12 17:00:20 INFO: 
2020-03-12 17:00:20 INFO: 
2020-03-12 17:02:00 INFO: 
2020-03-12 17:02:00 INFO: 
2020-03-12 17:02:00 INFO: 
2020-03-12 17:02:00 INFO: 
2020-03-12 17:02:00 INFO: clearing start
2020-03-12 17:02:00 INFO: clearing end
2020-03-12 17:02:00 INFO: 
2020-03-12 17:02:00 INFO: 
2020-03-12 17:02:00 INFO: 
2020-03-12 17:02:00 INFO: 
2020-03-12 18:00:20 INFO: 
2020-03-12 18:00:20 INFO: 
2020-03-12 18:00:20 INFO: 
2020-03-12 18:00:20 INFO: 
2020-03-12 18:00:20 INFO: init new order start
2020-03-12 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.3, 'high': 145.9, 'low': 138.7, 'close': 141.95, 'trades': 16917, 'volume': 70644780, 'vwap': 142.12, 'lastSize': 283, 'turnover': 1003970616815, 'homeNotional': 433390.05922088405, 'foreignNotional': 61594154.93043274}, {'timestamp': datetime.datetime(2020, 3, 12, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.95, 'high': 142.9, 'low': 134.2, 'close': 139.3, 'trades': 16016, 'volume': 60251420, 'vwap': 137.84, 'lastSize': 318, 'turnover': 830471276280, 'homeNotional': 364621.80709923815, 'foreignNotional': 50261012.548971444}, {'timestamp': datetime.datetime(2020, 3, 12, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.05, 'high': 142.0, 'low': 137.0, 'close': 140.95, 'trades': 12340, 'volume': 51071036, 'vwap': 139.9, 'lastSize': 70172, 'turnover': 714479508170, 'homeNotional': 310868.66531500017, 'foreignNotional': 43490992.63313006}]
2020-03-12 18:00:20 INFO: prepare candles [CandleItem(low=138.7, high=145.9, open=139.3, close=141.95, color='GREEN'), CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED'), CandleItem(low=137.0, high=142.0, open=140.05, close=140.95, color='GREEN')]
2020-03-12 18:00:20 INFO: skip by colors first_candle=CandleItem(low=137.0, high=142.0, open=140.05, close=140.95, color='GREEN') second_candle=CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED') last_candle=CandleItem(low=138.7, high=145.9, open=139.3, close=141.95, color='GREEN')
2020-03-12 18:00:20 INFO: check need new order None
2020-03-12 18:00:20 INFO: init new order end
2020-03-12 18:00:20 INFO: 
2020-03-12 18:00:20 INFO: 
2020-03-12 18:00:20 INFO: 
2020-03-12 18:00:20 INFO: 
2020-03-12 18:02:00 INFO: 
2020-03-12 18:02:00 INFO: 
2020-03-12 18:02:00 INFO: 
2020-03-12 18:02:00 INFO: 
2020-03-12 18:02:00 INFO: clearing start
2020-03-12 18:02:00 INFO: clearing end
2020-03-12 18:02:00 INFO: 
2020-03-12 18:02:00 INFO: 
2020-03-12 18:02:00 INFO: 
2020-03-12 18:02:00 INFO: 
2020-03-12 19:00:20 INFO: 
2020-03-12 19:00:20 INFO: 
2020-03-12 19:00:20 INFO: 
2020-03-12 19:00:20 INFO: 
2020-03-12 19:00:20 INFO: init new order start
2020-03-12 19:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.95, 'high': 143.0, 'low': 136.7, 'close': 137.05, 'trades': 12653, 'volume': 38378223, 'vwap': 140.05, 'lastSize': 80, 'turnover': 537464809815, 'homeNotional': 233502.98014540895, 'foreignNotional': 32703306.14550992}, {'timestamp': datetime.datetime(2020, 3, 12, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.3, 'high': 145.9, 'low': 138.7, 'close': 141.95, 'trades': 16917, 'volume': 70644780, 'vwap': 142.12, 'lastSize': 283, 'turnover': 1003970616815, 'homeNotional': 433390.05922088405, 'foreignNotional': 61594154.93043274}, {'timestamp': datetime.datetime(2020, 3, 12, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.95, 'high': 142.9, 'low': 134.2, 'close': 139.3, 'trades': 16016, 'volume': 60251420, 'vwap': 137.84, 'lastSize': 318, 'turnover': 830471276280, 'homeNotional': 364621.80709923815, 'foreignNotional': 50261012.548971444}]
2020-03-12 19:00:21 INFO: prepare candles [CandleItem(low=136.7, high=143.0, open=141.95, close=137.05, color='RED'), CandleItem(low=138.7, high=145.9, open=139.3, close=141.95, color='GREEN'), CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED')]
2020-03-12 19:00:21 INFO: skip by colors first_candle=CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED') second_candle=CandleItem(low=138.7, high=145.9, open=139.3, close=141.95, color='GREEN') last_candle=CandleItem(low=136.7, high=143.0, open=141.95, close=137.05, color='RED')
2020-03-12 19:00:21 INFO: check need new order None
2020-03-12 19:00:21 INFO: init new order end
2020-03-12 19:00:21 INFO: 
2020-03-12 19:00:21 INFO: 
2020-03-12 19:00:21 INFO: 
2020-03-12 19:00:21 INFO: 
2020-03-12 19:02:00 INFO: 
2020-03-12 19:02:00 INFO: 
2020-03-12 19:02:00 INFO: 
2020-03-12 19:02:00 INFO: 
2020-03-12 19:02:00 INFO: clearing start
2020-03-12 19:02:00 INFO: clearing end
2020-03-12 19:02:00 INFO: 
2020-03-12 19:02:00 INFO: 
2020-03-12 19:02:00 INFO: 
2020-03-12 19:02:00 INFO: 
2020-03-12 20:00:20 INFO: 
2020-03-12 20:00:20 INFO: 
2020-03-12 20:00:20 INFO: 
2020-03-12 20:00:20 INFO: 
2020-03-12 20:00:20 INFO: init new order start
2020-03-12 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.05, 'high': 139.65, 'low': 136.6, 'close': 138.1, 'trades': 10071, 'volume': 32533680, 'vwap': 138.16, 'lastSize': 20, 'turnover': 449484379765, 'homeNotional': 196623.49599716972, 'foreignNotional': 27165695.87128433}, {'timestamp': datetime.datetime(2020, 3, 12, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.95, 'high': 143.0, 'low': 136.7, 'close': 137.05, 'trades': 12653, 'volume': 38378223, 'vwap': 140.05, 'lastSize': 80, 'turnover': 537464809815, 'homeNotional': 233502.98014540895, 'foreignNotional': 32703306.14550992}, {'timestamp': datetime.datetime(2020, 3, 12, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.3, 'high': 145.9, 'low': 138.7, 'close': 141.95, 'trades': 16917, 'volume': 70644780, 'vwap': 142.12, 'lastSize': 283, 'turnover': 1003970616815, 'homeNotional': 433390.05922088405, 'foreignNotional': 61594154.93043274}]
2020-03-12 20:00:20 INFO: prepare candles [CandleItem(low=136.6, high=139.65, open=137.05, close=138.1, color='GREEN'), CandleItem(low=136.7, high=143.0, open=141.95, close=137.05, color='RED'), CandleItem(low=138.7, high=145.9, open=139.3, close=141.95, color='GREEN')]
2020-03-12 20:00:20 INFO: skip by colors first_candle=CandleItem(low=138.7, high=145.9, open=139.3, close=141.95, color='GREEN') second_candle=CandleItem(low=136.7, high=143.0, open=141.95, close=137.05, color='RED') last_candle=CandleItem(low=136.6, high=139.65, open=137.05, close=138.1, color='GREEN')
2020-03-12 20:00:21 INFO: check need new order None
2020-03-12 20:00:21 INFO: init new order end
2020-03-12 20:00:21 INFO: 
2020-03-12 20:00:21 INFO: 
2020-03-12 20:00:21 INFO: 
2020-03-12 20:00:21 INFO: 
2020-03-12 20:02:00 INFO: 
2020-03-12 20:02:00 INFO: 
2020-03-12 20:02:00 INFO: 
2020-03-12 20:02:00 INFO: 
2020-03-12 20:02:00 INFO: clearing start
2020-03-12 20:02:00 INFO: clearing end
2020-03-12 20:02:00 INFO: 
2020-03-12 20:02:00 INFO: 
2020-03-12 20:02:00 INFO: 
2020-03-12 20:02:00 INFO: 
2020-03-12 21:00:20 INFO: 
2020-03-12 21:00:20 INFO: 
2020-03-12 21:00:20 INFO: 
2020-03-12 21:00:20 INFO: 
2020-03-12 21:00:20 INFO: init new order start
2020-03-12 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.1, 'high': 139.05, 'low': 124.25, 'close': 128.35, 'trades': 23677, 'volume': 61940809, 'vwap': 132.3, 'lastSize': 15, 'turnover': 819449096645, 'homeNotional': 363097.99011615827, 'foreignNotional': 48060615.686951704}, {'timestamp': datetime.datetime(2020, 3, 12, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.05, 'high': 139.65, 'low': 136.6, 'close': 138.1, 'trades': 10071, 'volume': 32533680, 'vwap': 138.16, 'lastSize': 20, 'turnover': 449484379765, 'homeNotional': 196623.49599716972, 'foreignNotional': 27165695.87128433}, {'timestamp': datetime.datetime(2020, 3, 12, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.95, 'high': 143.0, 'low': 136.7, 'close': 137.05, 'trades': 12653, 'volume': 38378223, 'vwap': 140.05, 'lastSize': 80, 'turnover': 537464809815, 'homeNotional': 233502.98014540895, 'foreignNotional': 32703306.14550992}]
2020-03-12 21:00:20 INFO: prepare candles [CandleItem(low=124.25, high=139.05, open=138.1, close=128.35, color='RED'), CandleItem(low=136.6, high=139.65, open=137.05, close=138.1, color='GREEN'), CandleItem(low=136.7, high=143.0, open=141.95, close=137.05, color='RED')]
2020-03-12 21:00:20 INFO: skip by colors first_candle=CandleItem(low=136.7, high=143.0, open=141.95, close=137.05, color='RED') second_candle=CandleItem(low=136.6, high=139.65, open=137.05, close=138.1, color='GREEN') last_candle=CandleItem(low=124.25, high=139.05, open=138.1, close=128.35, color='RED')
2020-03-12 21:00:20 INFO: check need new order None
2020-03-12 21:00:20 INFO: init new order end
2020-03-12 21:00:20 INFO: 
2020-03-12 21:00:20 INFO: 
2020-03-12 21:00:20 INFO: 
2020-03-12 21:00:20 INFO: 
2020-03-12 21:02:00 INFO: 
2020-03-12 21:02:00 INFO: 
2020-03-12 21:02:00 INFO: 
2020-03-12 21:02:00 INFO: 
2020-03-12 21:02:00 INFO: clearing start
2020-03-12 21:02:01 INFO: clearing end
2020-03-12 21:02:01 INFO: 
2020-03-12 21:02:01 INFO: 
2020-03-12 21:02:01 INFO: 
2020-03-12 21:02:01 INFO: 
2020-03-12 22:00:20 INFO: 
2020-03-12 22:00:20 INFO: 
2020-03-12 22:00:20 INFO: 
2020-03-12 22:00:20 INFO: 
2020-03-12 22:00:20 INFO: init new order start
2020-03-12 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.35, 'high': 132.0, 'low': 124.65, 'close': 130.45, 'trades': 15905, 'volume': 32650526, 'vwap': 128.46, 'lastSize': 1762, 'turnover': 419416802595, 'homeNotional': 185679.77224062153, 'foreignNotional': 23855396.015135925}, {'timestamp': datetime.datetime(2020, 3, 12, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.1, 'high': 139.05, 'low': 124.25, 'close': 128.35, 'trades': 23677, 'volume': 61940809, 'vwap': 132.3, 'lastSize': 15, 'turnover': 819449096645, 'homeNotional': 363097.99011615827, 'foreignNotional': 48060615.686951704}, {'timestamp': datetime.datetime(2020, 3, 12, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.05, 'high': 139.65, 'low': 136.6, 'close': 138.1, 'trades': 10071, 'volume': 32533680, 'vwap': 138.16, 'lastSize': 20, 'turnover': 449484379765, 'homeNotional': 196623.49599716972, 'foreignNotional': 27165695.87128433}]
2020-03-12 22:00:20 INFO: prepare candles [CandleItem(low=124.65, high=132.0, open=128.35, close=130.45, color='GREEN'), CandleItem(low=124.25, high=139.05, open=138.1, close=128.35, color='RED'), CandleItem(low=136.6, high=139.65, open=137.05, close=138.1, color='GREEN')]
2020-03-12 22:00:20 INFO: skip by colors first_candle=CandleItem(low=136.6, high=139.65, open=137.05, close=138.1, color='GREEN') second_candle=CandleItem(low=124.25, high=139.05, open=138.1, close=128.35, color='RED') last_candle=CandleItem(low=124.65, high=132.0, open=128.35, close=130.45, color='GREEN')
2020-03-12 22:00:20 INFO: check need new order None
2020-03-12 22:00:20 INFO: init new order end
2020-03-12 22:00:20 INFO: 
2020-03-12 22:00:20 INFO: 
2020-03-12 22:00:20 INFO: 
2020-03-12 22:00:20 INFO: 
2020-03-12 22:02:00 INFO: 
2020-03-12 22:02:00 INFO: 
2020-03-12 22:02:00 INFO: 
2020-03-12 22:02:00 INFO: 
2020-03-12 22:02:00 INFO: clearing start
2020-03-12 22:02:00 INFO: clearing end
2020-03-12 22:02:00 INFO: 
2020-03-12 22:02:00 INFO: 
2020-03-12 22:02:00 INFO: 
2020-03-12 22:02:00 INFO: 
2020-03-12 23:00:20 INFO: 
2020-03-12 23:00:20 INFO: 
2020-03-12 23:00:20 INFO: 
2020-03-12 23:00:20 INFO: 
2020-03-12 23:00:20 INFO: init new order start
2020-03-12 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.45, 'high': 133.95, 'low': 125.75, 'close': 126.95, 'trades': 18059, 'volume': 68607559, 'vwap': 129.71, 'lastSize': 300, 'turnover': 889850870235, 'homeNotional': 398745.8510122594, 'foreignNotional': 51722356.087383896}, {'timestamp': datetime.datetime(2020, 3, 12, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.35, 'high': 132.0, 'low': 124.65, 'close': 130.45, 'trades': 15905, 'volume': 32650526, 'vwap': 128.46, 'lastSize': 1762, 'turnover': 419416802595, 'homeNotional': 185679.77224062153, 'foreignNotional': 23855396.015135925}, {'timestamp': datetime.datetime(2020, 3, 12, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.1, 'high': 139.05, 'low': 124.25, 'close': 128.35, 'trades': 23677, 'volume': 61940809, 'vwap': 132.3, 'lastSize': 15, 'turnover': 819449096645, 'homeNotional': 363097.99011615827, 'foreignNotional': 48060615.686951704}]
2020-03-12 23:00:20 INFO: prepare candles [CandleItem(low=125.75, high=133.95, open=130.45, close=126.95, color='RED'), CandleItem(low=124.65, high=132.0, open=128.35, close=130.45, color='GREEN'), CandleItem(low=124.25, high=139.05, open=138.1, close=128.35, color='RED')]
2020-03-12 23:00:20 INFO: skip by colors first_candle=CandleItem(low=124.25, high=139.05, open=138.1, close=128.35, color='RED') second_candle=CandleItem(low=124.65, high=132.0, open=128.35, close=130.45, color='GREEN') last_candle=CandleItem(low=125.75, high=133.95, open=130.45, close=126.95, color='RED')
2020-03-12 23:00:20 INFO: check need new order None
2020-03-12 23:00:20 INFO: init new order end
2020-03-12 23:00:20 INFO: 
2020-03-12 23:00:20 INFO: 
2020-03-12 23:00:20 INFO: 
2020-03-12 23:00:20 INFO: 
2020-03-12 23:02:00 INFO: 
2020-03-12 23:02:00 INFO: 
2020-03-12 23:02:00 INFO: 
2020-03-12 23:02:00 INFO: 
2020-03-12 23:02:00 INFO: clearing start
2020-03-12 23:02:00 INFO: clearing end
2020-03-12 23:02:00 INFO: 
2020-03-12 23:02:00 INFO: 
2020-03-12 23:02:00 INFO: 
2020-03-12 23:02:00 INFO: 
2020-03-13 00:00:20 INFO: 
2020-03-13 00:00:20 INFO: 
2020-03-13 00:00:20 INFO: 
2020-03-13 00:00:20 INFO: 
2020-03-13 00:00:20 INFO: init new order start
2020-03-13 00:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 126.95, 'low': 97.2, 'close': 105.8, 'trades': 39362, 'volume': 128443672, 'vwap': 110.8, 'lastSize': 440, 'turnover': 1423035052065, 'homeNotional': 657957.778820685, 'foreignNotional': 73247006.94333178}, {'timestamp': datetime.datetime(2020, 3, 12, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.45, 'high': 133.95, 'low': 125.75, 'close': 126.95, 'trades': 18059, 'volume': 68607559, 'vwap': 129.71, 'lastSize': 300, 'turnover': 889850870235, 'homeNotional': 398745.8510122594, 'foreignNotional': 51722356.087383896}, {'timestamp': datetime.datetime(2020, 3, 12, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.35, 'high': 132.0, 'low': 124.65, 'close': 130.45, 'trades': 15905, 'volume': 32650526, 'vwap': 128.46, 'lastSize': 1762, 'turnover': 419416802595, 'homeNotional': 185679.77224062153, 'foreignNotional': 23855396.015135925}]
2020-03-13 00:00:21 INFO: prepare candles [CandleItem(low=97.2, high=126.95, open=126.95, close=105.8, color='RED'), CandleItem(low=125.75, high=133.95, open=130.45, close=126.95, color='RED'), CandleItem(low=124.65, high=132.0, open=128.35, close=130.45, color='GREEN')]
2020-03-13 00:00:21 INFO: skip by colors first_candle=CandleItem(low=124.65, high=132.0, open=128.35, close=130.45, color='GREEN') second_candle=CandleItem(low=125.75, high=133.95, open=130.45, close=126.95, color='RED') last_candle=CandleItem(low=97.2, high=126.95, open=126.95, close=105.8, color='RED')
2020-03-13 00:00:21 INFO: check need new order None
2020-03-13 00:00:21 INFO: init new order end
2020-03-13 00:00:21 INFO: 
2020-03-13 00:00:21 INFO: 
2020-03-13 00:00:21 INFO: 
2020-03-13 00:00:21 INFO: 
2020-03-13 00:02:00 INFO: 
2020-03-13 00:02:00 INFO: 
2020-03-13 00:02:00 INFO: 
2020-03-13 00:02:00 INFO: 
2020-03-13 00:02:00 INFO: clearing start
2020-03-13 00:02:00 INFO: clearing end
2020-03-13 00:02:00 INFO: 
2020-03-13 00:02:00 INFO: 
2020-03-13 00:02:00 INFO: 
2020-03-13 00:02:00 INFO: 
2020-03-13 01:00:20 INFO: 
2020-03-13 01:00:20 INFO: 
2020-03-13 01:00:20 INFO: 
2020-03-13 01:00:20 INFO: 
2020-03-13 01:00:20 INFO: init new order start
2020-03-13 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 105.8, 'high': 113.6, 'low': 102.85, 'close': 106.8, 'trades': 32729, 'volume': 126014063, 'vwap': 107.82, 'lastSize': 40, 'turnover': 1358630699470, 'homeNotional': 602560.4218713741, 'foreignNotional': 64993964.92920043}, {'timestamp': datetime.datetime(2020, 3, 13, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 126.95, 'low': 97.2, 'close': 105.8, 'trades': 39362, 'volume': 128443672, 'vwap': 110.8, 'lastSize': 440, 'turnover': 1423035052065, 'homeNotional': 657957.778820685, 'foreignNotional': 73247006.94333178}, {'timestamp': datetime.datetime(2020, 3, 12, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.45, 'high': 133.95, 'low': 125.75, 'close': 126.95, 'trades': 18059, 'volume': 68607559, 'vwap': 129.71, 'lastSize': 300, 'turnover': 889850870235, 'homeNotional': 398745.8510122594, 'foreignNotional': 51722356.087383896}]
2020-03-13 01:00:20 INFO: prepare candles [CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN'), CandleItem(low=97.2, high=126.95, open=126.95, close=105.8, color='RED'), CandleItem(low=125.75, high=133.95, open=130.45, close=126.95, color='RED')]
2020-03-13 01:00:20 INFO: last_candle=CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN')
2020-03-13 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-13 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN')
2020-03-13 01:00:20 INFO: skip by CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-13 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-13 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN')
2020-03-13 01:00:20 INFO: skip by CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-13 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-13 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN')
2020-03-13 01:00:20 INFO: skip by CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-13 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-13 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN')
2020-03-13 01:00:20 INFO: skip by CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-13 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-13 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN')
2020-03-13 01:00:20 INFO: skip by CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-13 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.59)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.5, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)))
2020-03-13 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)) to candle=CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN')
2020-03-13 01:00:20 INFO: skip by CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0))
2020-03-13 01:00:20 INFO: not found applicable config for candle
2020-03-13 01:00:20 INFO: check need new order None
2020-03-13 01:00:20 INFO: init new order end
2020-03-13 01:00:20 INFO: 
2020-03-13 01:00:20 INFO: 
2020-03-13 01:00:20 INFO: 
2020-03-13 01:00:20 INFO: 
2020-03-13 01:02:00 INFO: 
2020-03-13 01:02:00 INFO: 
2020-03-13 01:02:00 INFO: 
2020-03-13 01:02:00 INFO: 
2020-03-13 01:02:00 INFO: clearing start
2020-03-13 01:02:01 INFO: clearing end
2020-03-13 01:02:01 INFO: 
2020-03-13 01:02:01 INFO: 
2020-03-13 01:02:01 INFO: 
2020-03-13 01:02:01 INFO: 
2020-03-13 02:00:20 INFO: 
2020-03-13 02:00:20 INFO: 
2020-03-13 02:00:20 INFO: 
2020-03-13 02:00:20 INFO: 
2020-03-13 02:00:20 INFO: init new order start
2020-03-13 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 106.8, 'high': 110.0, 'low': 93.75, 'close': 95.5, 'trades': 23770, 'volume': 38746912, 'vwap': 104.44, 'lastSize': 134, 'turnover': 404637387245, 'homeNotional': 176668.65228544257, 'foreignNotional': 18481493.902576428}, {'timestamp': datetime.datetime(2020, 3, 13, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 105.8, 'high': 113.6, 'low': 102.85, 'close': 106.8, 'trades': 32729, 'volume': 126014063, 'vwap': 107.82, 'lastSize': 40, 'turnover': 1358630699470, 'homeNotional': 602560.4218713741, 'foreignNotional': 64993964.92920043}, {'timestamp': datetime.datetime(2020, 3, 13, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 126.95, 'low': 97.2, 'close': 105.8, 'trades': 39362, 'volume': 128443672, 'vwap': 110.8, 'lastSize': 440, 'turnover': 1423035052065, 'homeNotional': 657957.778820685, 'foreignNotional': 73247006.94333178}]
2020-03-13 02:00:20 INFO: prepare candles [CandleItem(low=93.75, high=110.0, open=106.8, close=95.5, color='RED'), CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN'), CandleItem(low=97.2, high=126.95, open=126.95, close=105.8, color='RED')]
2020-03-13 02:00:20 INFO: skip by colors first_candle=CandleItem(low=97.2, high=126.95, open=126.95, close=105.8, color='RED') second_candle=CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN') last_candle=CandleItem(low=93.75, high=110.0, open=106.8, close=95.5, color='RED')
2020-03-13 02:00:20 INFO: check need new order None
2020-03-13 02:00:20 INFO: init new order end
2020-03-13 02:00:20 INFO: 
2020-03-13 02:00:20 INFO: 
2020-03-13 02:00:20 INFO: 
2020-03-13 02:00:20 INFO: 
2020-03-13 02:02:00 INFO: 
2020-03-13 02:02:00 INFO: 
2020-03-13 02:02:00 INFO: 
2020-03-13 02:02:00 INFO: 
2020-03-13 02:02:00 INFO: clearing start
2020-03-13 02:02:00 INFO: clearing end
2020-03-13 02:02:00 INFO: 
2020-03-13 02:02:00 INFO: 
2020-03-13 02:02:00 INFO: 
2020-03-13 02:02:00 INFO: 
2020-03-13 02:23:34 ERROR: Error : Connection is already closed.
2020-03-13 02:23:34 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5a0fc9bc10>>: Connection is already closed.
2020-03-13 02:23:34 INFO: Websocket Closed
2020-03-13 02:23:35 WARNING: reconnect to socket
2020-03-13 02:23:35 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 02:23:35 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 02:23:35 INFO: Authenticating with API Key.
2020-03-13 02:23:40 ERROR: Couldn't connect to WS! Exiting.
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 107, in main
    WS_CLIENT = connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 155, in connect
    return CustomBitmexWS(endpoint=client_rest.swagger_spec.api_url, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/current/app/bitmex_ws.py", line 37, in __init__
    self.__connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 69, in __connect
    raise websocket.WebSocketTimeoutException('Couldn\'t connect to WS! Exiting.')
websocket._exceptions.WebSocketTimeoutException: Couldn't connect to WS! Exiting.
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-13 02:23:43 INFO: 
2020-03-13 02:23:43 INFO: 
2020-03-13 02:23:43 INFO: 
2020-03-13 02:23:43 INFO: 
2020-03-13 02:23:43 INFO: start trader process
2020-03-13 02:23:43 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 02:23:43 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 02:23:43 INFO: Authenticating with API Key.
2020-03-13 02:23:44 INFO: Connected to WS.
2020-03-13 02:26:43 ERROR: Error : Connection is already closed.
2020-03-13 02:26:43 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f9187fd0b80>>: Connection is already closed.
2020-03-13 02:26:43 INFO: Websocket Closed
2020-03-13 02:26:44 WARNING: reconnect to socket
2020-03-13 02:26:44 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 02:26:44 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 02:26:44 INFO: Authenticating with API Key.
2020-03-13 02:26:49 ERROR: Couldn't connect to WS! Exiting.
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 107, in main
    WS_CLIENT = connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 155, in connect
    return CustomBitmexWS(endpoint=client_rest.swagger_spec.api_url, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/current/app/bitmex_ws.py", line 37, in __init__
    self.__connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 69, in __connect
    raise websocket.WebSocketTimeoutException('Couldn\'t connect to WS! Exiting.')
websocket._exceptions.WebSocketTimeoutException: Couldn't connect to WS! Exiting.
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-13 02:26:52 INFO: 
2020-03-13 02:26:52 INFO: 
2020-03-13 02:26:52 INFO: 
2020-03-13 02:26:52 INFO: 
2020-03-13 02:26:52 INFO: start trader process
2020-03-13 02:26:52 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 02:26:52 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 02:26:52 INFO: Authenticating with API Key.
2020-03-13 02:26:57 ERROR: Couldn't connect to WS! Exiting.
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 61, in main
    WS_CLIENT = connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 155, in connect
    return CustomBitmexWS(endpoint=client_rest.swagger_spec.api_url, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/current/app/bitmex_ws.py", line 37, in __init__
    self.__connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 69, in __connect
    raise websocket.WebSocketTimeoutException('Couldn\'t connect to WS! Exiting.')
websocket._exceptions.WebSocketTimeoutException: Couldn't connect to WS! Exiting.
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-13 02:27:00 INFO: 
2020-03-13 02:27:00 INFO: 
2020-03-13 02:27:00 INFO: 
2020-03-13 02:27:00 INFO: 
2020-03-13 02:27:00 INFO: start trader process
2020-03-13 02:27:00 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 02:27:00 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 02:27:00 INFO: Authenticating with API Key.
2020-03-13 02:27:05 ERROR: Couldn't connect to WS! Exiting.
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 61, in main
    WS_CLIENT = connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 155, in connect
    return CustomBitmexWS(endpoint=client_rest.swagger_spec.api_url, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/current/app/bitmex_ws.py", line 37, in __init__
    self.__connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 69, in __connect
    raise websocket.WebSocketTimeoutException('Couldn\'t connect to WS! Exiting.')
websocket._exceptions.WebSocketTimeoutException: Couldn't connect to WS! Exiting.
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-13 02:27:09 INFO: 
2020-03-13 02:27:09 INFO: 
2020-03-13 02:27:09 INFO: 
2020-03-13 02:27:09 INFO: 
2020-03-13 02:27:09 INFO: start trader process
2020-03-13 02:27:09 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 02:27:09 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 02:27:09 INFO: Authenticating with API Key.
2020-03-13 02:27:14 ERROR: Couldn't connect to WS! Exiting.
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 61, in main
    WS_CLIENT = connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 155, in connect
    return CustomBitmexWS(endpoint=client_rest.swagger_spec.api_url, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/current/app/bitmex_ws.py", line 37, in __init__
    self.__connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 69, in __connect
    raise websocket.WebSocketTimeoutException('Couldn\'t connect to WS! Exiting.')
websocket._exceptions.WebSocketTimeoutException: Couldn't connect to WS! Exiting.
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-13 02:27:17 INFO: 
2020-03-13 02:27:17 INFO: 
2020-03-13 02:27:17 INFO: 
2020-03-13 02:27:17 INFO: 
2020-03-13 02:27:17 INFO: start trader process
2020-03-13 02:27:17 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 02:27:17 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 02:27:17 INFO: Authenticating with API Key.
2020-03-13 02:27:22 ERROR: Couldn't connect to WS! Exiting.
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 61, in main
    WS_CLIENT = connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 155, in connect
    return CustomBitmexWS(endpoint=client_rest.swagger_spec.api_url, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/current/app/bitmex_ws.py", line 37, in __init__
    self.__connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 69, in __connect
    raise websocket.WebSocketTimeoutException('Couldn\'t connect to WS! Exiting.')
websocket._exceptions.WebSocketTimeoutException: Couldn't connect to WS! Exiting.
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-13 02:27:26 INFO: 
2020-03-13 02:27:26 INFO: 
2020-03-13 02:27:26 INFO: 
2020-03-13 02:27:26 INFO: 
2020-03-13 02:27:26 INFO: start trader process
2020-03-13 02:27:26 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 02:27:26 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 02:27:26 INFO: Authenticating with API Key.
2020-03-13 02:27:31 ERROR: Couldn't connect to WS! Exiting.
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 61, in main
    WS_CLIENT = connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 155, in connect
    return CustomBitmexWS(endpoint=client_rest.swagger_spec.api_url, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/current/app/bitmex_ws.py", line 37, in __init__
    self.__connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 69, in __connect
    raise websocket.WebSocketTimeoutException('Couldn\'t connect to WS! Exiting.')
websocket._exceptions.WebSocketTimeoutException: Couldn't connect to WS! Exiting.
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-13 02:27:34 INFO: 
2020-03-13 02:27:34 INFO: 
2020-03-13 02:27:34 INFO: 
2020-03-13 02:27:34 INFO: 
2020-03-13 02:27:34 INFO: start trader process
2020-03-13 02:27:34 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 02:27:34 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 02:27:34 INFO: Authenticating with API Key.
2020-03-13 02:27:35 INFO: Connected to WS.
2020-03-13 03:00:20 INFO: 
2020-03-13 03:00:20 INFO: 
2020-03-13 03:00:20 INFO: 
2020-03-13 03:00:20 INFO: 
2020-03-13 03:00:20 INFO: init new order start
2020-03-13 03:00:22 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 95.5, 'high': 176.35, 'low': 85.9, 'close': 111.55, 'trades': 23655, 'volume': 49213092, 'vwap': 101.78, 'lastSize': 929, 'turnover': 500875177615, 'homeNotional': 222912.671929517, 'foreignNotional': 22954133.767772567}, {'timestamp': datetime.datetime(2020, 3, 13, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 106.8, 'high': 110.0, 'low': 93.75, 'close': 95.5, 'trades': 23770, 'volume': 38746912, 'vwap': 104.44, 'lastSize': 134, 'turnover': 404637387245, 'homeNotional': 176668.65228544257, 'foreignNotional': 18481493.902576428}, {'timestamp': datetime.datetime(2020, 3, 13, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 105.8, 'high': 113.6, 'low': 102.85, 'close': 106.8, 'trades': 32729, 'volume': 126014063, 'vwap': 107.82, 'lastSize': 40, 'turnover': 1358630699470, 'homeNotional': 602560.4218713741, 'foreignNotional': 64993964.92920043}]
2020-03-13 03:00:22 INFO: prepare candles [CandleItem(low=85.9, high=176.35, open=95.5, close=111.55, color='GREEN'), CandleItem(low=93.75, high=110.0, open=106.8, close=95.5, color='RED'), CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN')]
2020-03-13 03:00:22 INFO: skip by colors first_candle=CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN') second_candle=CandleItem(low=93.75, high=110.0, open=106.8, close=95.5, color='RED') last_candle=CandleItem(low=85.9, high=176.35, open=95.5, close=111.55, color='GREEN')
2020-03-13 03:00:22 INFO: check need new order None
2020-03-13 03:00:22 INFO: init new order end
2020-03-13 03:00:22 INFO: 
2020-03-13 03:00:22 INFO: 
2020-03-13 03:00:22 INFO: 
2020-03-13 03:00:22 INFO: 
2020-03-13 03:02:00 INFO: 
2020-03-13 03:02:00 INFO: 
2020-03-13 03:02:00 INFO: 
2020-03-13 03:02:00 INFO: 
2020-03-13 03:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-03-13 03:02:00 INFO: clearing end
2020-03-13 03:02:00 INFO: 
2020-03-13 03:02:00 INFO: 
2020-03-13 03:02:00 INFO: 
2020-03-13 03:02:00 INFO: 
2020-03-13 04:00:20 INFO: 
2020-03-13 04:00:20 INFO: 
2020-03-13 04:00:20 INFO: 
2020-03-13 04:00:20 INFO: 
2020-03-13 04:00:20 INFO: init new order start
2020-03-13 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 111.55, 'high': 147.0, 'low': 110.85, 'close': 126.35, 'trades': 26861, 'volume': 48408319, 'vwap': 127.63, 'lastSize': 1000, 'turnover': 617808279235, 'homeNotional': 263049.19955196365, 'foreignNotional': 33652011.29873641}, {'timestamp': datetime.datetime(2020, 3, 13, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 95.5, 'high': 176.35, 'low': 85.9, 'close': 111.55, 'trades': 23655, 'volume': 49213092, 'vwap': 101.78, 'lastSize': 929, 'turnover': 500875177615, 'homeNotional': 222912.671929517, 'foreignNotional': 22954133.767772567}, {'timestamp': datetime.datetime(2020, 3, 13, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 106.8, 'high': 110.0, 'low': 93.75, 'close': 95.5, 'trades': 23770, 'volume': 38746912, 'vwap': 104.44, 'lastSize': 134, 'turnover': 404637387245, 'homeNotional': 176668.65228544257, 'foreignNotional': 18481493.902576428}]
2020-03-13 04:00:20 INFO: prepare candles [CandleItem(low=110.85, high=147.0, open=111.55, close=126.35, color='GREEN'), CandleItem(low=85.9, high=176.35, open=95.5, close=111.55, color='GREEN'), CandleItem(low=93.75, high=110.0, open=106.8, close=95.5, color='RED')]
2020-03-13 04:00:20 INFO: skip by colors first_candle=CandleItem(low=93.75, high=110.0, open=106.8, close=95.5, color='RED') second_candle=CandleItem(low=85.9, high=176.35, open=95.5, close=111.55, color='GREEN') last_candle=CandleItem(low=110.85, high=147.0, open=111.55, close=126.35, color='GREEN')
2020-03-13 04:00:20 INFO: check need new order None
2020-03-13 04:00:20 INFO: init new order end
2020-03-13 04:00:20 INFO: 
2020-03-13 04:00:20 INFO: 
2020-03-13 04:00:20 INFO: 
2020-03-13 04:00:20 INFO: 
2020-03-13 04:02:00 INFO: 
2020-03-13 04:02:00 INFO: 
2020-03-13 04:02:00 INFO: 
2020-03-13 04:02:00 INFO: 
2020-03-13 04:02:00 INFO: clearing start
2020-03-13 04:02:00 INFO: clearing end
2020-03-13 04:02:00 INFO: 
2020-03-13 04:02:00 INFO: 
2020-03-13 04:02:00 INFO: 
2020-03-13 04:02:00 INFO: 
2020-03-13 05:00:20 INFO: 
2020-03-13 05:00:20 INFO: 
2020-03-13 05:00:20 INFO: 
2020-03-13 05:00:20 INFO: 
2020-03-13 05:00:20 INFO: init new order start
2020-03-13 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.35, 'high': 130.05, 'low': 110.0, 'close': 113.6, 'trades': 22937, 'volume': 50976803, 'vwap': 120.96, 'lastSize': 150, 'turnover': 616603834570, 'homeNotional': 261889.59450490843, 'foreignNotional': 31704605.504479792}, {'timestamp': datetime.datetime(2020, 3, 13, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 111.55, 'high': 147.0, 'low': 110.85, 'close': 126.35, 'trades': 26861, 'volume': 48408319, 'vwap': 127.63, 'lastSize': 1000, 'turnover': 617808279235, 'homeNotional': 263049.19955196365, 'foreignNotional': 33652011.29873641}, {'timestamp': datetime.datetime(2020, 3, 13, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 95.5, 'high': 176.35, 'low': 85.9, 'close': 111.55, 'trades': 23655, 'volume': 49213092, 'vwap': 101.78, 'lastSize': 929, 'turnover': 500875177615, 'homeNotional': 222912.671929517, 'foreignNotional': 22954133.767772567}]
2020-03-13 05:00:20 INFO: prepare candles [CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED'), CandleItem(low=110.85, high=147.0, open=111.55, close=126.35, color='GREEN'), CandleItem(low=85.9, high=176.35, open=95.5, close=111.55, color='GREEN')]
2020-03-13 05:00:20 INFO: last_candle=CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED')
2020-03-13 05:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-13 05:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED')
2020-03-13 05:00:20 INFO: skip by CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-13 05:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-13 05:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED')
2020-03-13 05:00:20 INFO: skip by CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-13 05:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-13 05:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED')
2020-03-13 05:00:20 INFO: skip by CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-13 05:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-13 05:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED')
2020-03-13 05:00:20 INFO: skip by CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-13 05:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-13 05:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED')
2020-03-13 05:00:20 INFO: skip by CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-13 05:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.59)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.5, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)))
2020-03-13 05:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)) to candle=CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED')
2020-03-13 05:00:20 INFO: skip by CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0))
2020-03-13 05:00:20 INFO: not found applicable config for candle
2020-03-13 05:00:20 INFO: check need new order None
2020-03-13 05:00:20 INFO: init new order end
2020-03-13 05:00:20 INFO: 
2020-03-13 05:00:20 INFO: 
2020-03-13 05:00:20 INFO: 
2020-03-13 05:00:20 INFO: 
2020-03-13 05:02:00 INFO: 
2020-03-13 05:02:00 INFO: 
2020-03-13 05:02:00 INFO: 
2020-03-13 05:02:00 INFO: 
2020-03-13 05:02:00 INFO: clearing start
2020-03-13 05:02:00 INFO: clearing end
2020-03-13 05:02:00 INFO: 
2020-03-13 05:02:00 INFO: 
2020-03-13 05:02:00 INFO: 
2020-03-13 05:02:00 INFO: 
2020-03-13 06:00:20 INFO: 
2020-03-13 06:00:20 INFO: 
2020-03-13 06:00:20 INFO: 
2020-03-13 06:00:20 INFO: 
2020-03-13 06:00:20 INFO: init new order start
2020-03-13 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 113.6, 'high': 128.05, 'low': 112.8, 'close': 120.0, 'trades': 20290, 'volume': 37761878, 'vwap': 122.58, 'lastSize': 400, 'turnover': 462849924380, 'homeNotional': 191896.80672835722, 'foreignNotional': 23525837.697982885}, {'timestamp': datetime.datetime(2020, 3, 13, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.35, 'high': 130.05, 'low': 110.0, 'close': 113.6, 'trades': 22937, 'volume': 50976803, 'vwap': 120.96, 'lastSize': 150, 'turnover': 616603834570, 'homeNotional': 261889.59450490843, 'foreignNotional': 31704605.504479792}, {'timestamp': datetime.datetime(2020, 3, 13, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 111.55, 'high': 147.0, 'low': 110.85, 'close': 126.35, 'trades': 26861, 'volume': 48408319, 'vwap': 127.63, 'lastSize': 1000, 'turnover': 617808279235, 'homeNotional': 263049.19955196365, 'foreignNotional': 33652011.29873641}]
2020-03-13 06:00:20 INFO: prepare candles [CandleItem(low=112.8, high=128.05, open=113.6, close=120.0, color='GREEN'), CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED'), CandleItem(low=110.85, high=147.0, open=111.55, close=126.35, color='GREEN')]
2020-03-13 06:00:20 INFO: skip by colors first_candle=CandleItem(low=110.85, high=147.0, open=111.55, close=126.35, color='GREEN') second_candle=CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED') last_candle=CandleItem(low=112.8, high=128.05, open=113.6, close=120.0, color='GREEN')
2020-03-13 06:00:20 INFO: check need new order None
2020-03-13 06:00:20 INFO: init new order end
2020-03-13 06:00:20 INFO: 
2020-03-13 06:00:20 INFO: 
2020-03-13 06:00:20 INFO: 
2020-03-13 06:00:20 INFO: 
2020-03-13 06:02:00 INFO: 
2020-03-13 06:02:00 INFO: 
2020-03-13 06:02:00 INFO: 
2020-03-13 06:02:00 INFO: 
2020-03-13 06:02:00 INFO: clearing start
2020-03-13 06:02:00 INFO: clearing end
2020-03-13 06:02:00 INFO: 
2020-03-13 06:02:00 INFO: 
2020-03-13 06:02:00 INFO: 
2020-03-13 06:02:00 INFO: 
2020-03-13 07:00:20 INFO: 
2020-03-13 07:00:20 INFO: 
2020-03-13 07:00:20 INFO: 
2020-03-13 07:00:20 INFO: 
2020-03-13 07:00:20 INFO: init new order start
2020-03-13 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 120.0, 'high': 131.0, 'low': 117.15, 'close': 129.45, 'trades': 21000, 'volume': 24281179, 'vwap': 122.3, 'lastSize': 570, 'turnover': 296938992415, 'homeNotional': 122964.34742402032, 'foreignNotional': 15042387.2583252}, {'timestamp': datetime.datetime(2020, 3, 13, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 113.6, 'high': 128.05, 'low': 112.8, 'close': 120.0, 'trades': 20290, 'volume': 37761878, 'vwap': 122.58, 'lastSize': 400, 'turnover': 462849924380, 'homeNotional': 191896.80672835722, 'foreignNotional': 23525837.697982885}, {'timestamp': datetime.datetime(2020, 3, 13, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.35, 'high': 130.05, 'low': 110.0, 'close': 113.6, 'trades': 22937, 'volume': 50976803, 'vwap': 120.96, 'lastSize': 150, 'turnover': 616603834570, 'homeNotional': 261889.59450490843, 'foreignNotional': 31704605.504479792}]
2020-03-13 07:00:20 INFO: prepare candles [CandleItem(low=117.15, high=131.0, open=120.0, close=129.45, color='GREEN'), CandleItem(low=112.8, high=128.05, open=113.6, close=120.0, color='GREEN'), CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED')]
2020-03-13 07:00:20 INFO: skip by colors first_candle=CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED') second_candle=CandleItem(low=112.8, high=128.05, open=113.6, close=120.0, color='GREEN') last_candle=CandleItem(low=117.15, high=131.0, open=120.0, close=129.45, color='GREEN')
2020-03-13 07:00:20 INFO: check need new order None
2020-03-13 07:00:20 INFO: init new order end
2020-03-13 07:00:20 INFO: 
2020-03-13 07:00:20 INFO: 
2020-03-13 07:00:20 INFO: 
2020-03-13 07:00:20 INFO: 
2020-03-13 07:02:00 INFO: 
2020-03-13 07:02:00 INFO: 
2020-03-13 07:02:00 INFO: 
2020-03-13 07:02:00 INFO: 
2020-03-13 07:02:00 INFO: clearing start
2020-03-13 07:02:00 INFO: clearing end
2020-03-13 07:02:00 INFO: 
2020-03-13 07:02:00 INFO: 
2020-03-13 07:02:00 INFO: 
2020-03-13 07:02:00 INFO: 
2020-03-13 08:00:20 INFO: 
2020-03-13 08:00:20 INFO: 
2020-03-13 08:00:20 INFO: 
2020-03-13 08:00:20 INFO: 
2020-03-13 08:00:20 INFO: init new order start
2020-03-13 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.45, 'high': 132.0, 'low': 123.2, 'close': 130.45, 'trades': 16677, 'volume': 18824943, 'vwap': 126.46, 'lastSize': 31, 'turnover': 238057825915, 'homeNotional': 98277.58933266927, 'foreignNotional': 12431302.647550333}, {'timestamp': datetime.datetime(2020, 3, 13, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 120.0, 'high': 131.0, 'low': 117.15, 'close': 129.45, 'trades': 21000, 'volume': 24281179, 'vwap': 122.3, 'lastSize': 570, 'turnover': 296938992415, 'homeNotional': 122964.34742402032, 'foreignNotional': 15042387.2583252}, {'timestamp': datetime.datetime(2020, 3, 13, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 113.6, 'high': 128.05, 'low': 112.8, 'close': 120.0, 'trades': 20290, 'volume': 37761878, 'vwap': 122.58, 'lastSize': 400, 'turnover': 462849924380, 'homeNotional': 191896.80672835722, 'foreignNotional': 23525837.697982885}]
2020-03-13 08:00:20 INFO: prepare candles [CandleItem(low=123.2, high=132.0, open=129.45, close=130.45, color='GREEN'), CandleItem(low=117.15, high=131.0, open=120.0, close=129.45, color='GREEN'), CandleItem(low=112.8, high=128.05, open=113.6, close=120.0, color='GREEN')]
2020-03-13 08:00:20 INFO: skip by colors first_candle=CandleItem(low=112.8, high=128.05, open=113.6, close=120.0, color='GREEN') second_candle=CandleItem(low=117.15, high=131.0, open=120.0, close=129.45, color='GREEN') last_candle=CandleItem(low=123.2, high=132.0, open=129.45, close=130.45, color='GREEN')
2020-03-13 08:00:20 INFO: check need new order None
2020-03-13 08:00:20 INFO: init new order end
2020-03-13 08:00:20 INFO: 
2020-03-13 08:00:20 INFO: 
2020-03-13 08:00:20 INFO: 
2020-03-13 08:00:20 INFO: 
2020-03-13 08:02:00 INFO: 
2020-03-13 08:02:00 INFO: 
2020-03-13 08:02:00 INFO: 
2020-03-13 08:02:00 INFO: 
2020-03-13 08:02:00 INFO: clearing start
2020-03-13 08:02:00 INFO: clearing end
2020-03-13 08:02:00 INFO: 
2020-03-13 08:02:00 INFO: 
2020-03-13 08:02:00 INFO: 
2020-03-13 08:02:00 INFO: 
2020-03-13 09:00:20 INFO: 
2020-03-13 09:00:20 INFO: 
2020-03-13 09:00:20 INFO: 
2020-03-13 09:00:20 INFO: 
2020-03-13 09:00:20 INFO: init new order start
2020-03-13 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.45, 'high': 134.6, 'low': 123.0, 'close': 127.85, 'trades': 18888, 'volume': 26201168, 'vwap': 129.3, 'lastSize': 38, 'turnover': 338760938145, 'homeNotional': 142186.3897656412, 'foreignNotional': 18390865.735796344}, {'timestamp': datetime.datetime(2020, 3, 13, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.45, 'high': 132.0, 'low': 123.2, 'close': 130.45, 'trades': 16677, 'volume': 18824943, 'vwap': 126.46, 'lastSize': 31, 'turnover': 238057825915, 'homeNotional': 98277.58933266927, 'foreignNotional': 12431302.647550333}, {'timestamp': datetime.datetime(2020, 3, 13, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 120.0, 'high': 131.0, 'low': 117.15, 'close': 129.45, 'trades': 21000, 'volume': 24281179, 'vwap': 122.3, 'lastSize': 570, 'turnover': 296938992415, 'homeNotional': 122964.34742402032, 'foreignNotional': 15042387.2583252}]
2020-03-13 09:00:20 INFO: prepare candles [CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED'), CandleItem(low=123.2, high=132.0, open=129.45, close=130.45, color='GREEN'), CandleItem(low=117.15, high=131.0, open=120.0, close=129.45, color='GREEN')]
2020-03-13 09:00:20 INFO: last_candle=CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED')
2020-03-13 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-13 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED')
2020-03-13 09:00:20 INFO: skip by CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-13 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-13 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED')
2020-03-13 09:00:20 INFO: skip by CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-13 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-13 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED')
2020-03-13 09:00:20 INFO: skip by CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-13 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-13 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED')
2020-03-13 09:00:20 INFO: skip by CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-13 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-13 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED')
2020-03-13 09:00:20 INFO: skip by CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-13 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.59)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.5, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)))
2020-03-13 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)) to candle=CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED')
2020-03-13 09:00:20 INFO: skip by CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED') and CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0))
2020-03-13 09:00:20 INFO: not found applicable config for candle
2020-03-13 09:00:20 INFO: check need new order None
2020-03-13 09:00:20 INFO: init new order end
2020-03-13 09:00:20 INFO: 
2020-03-13 09:00:20 INFO: 
2020-03-13 09:00:20 INFO: 
2020-03-13 09:00:20 INFO: 
2020-03-13 09:02:00 INFO: 
2020-03-13 09:02:00 INFO: 
2020-03-13 09:02:00 INFO: 
2020-03-13 09:02:00 INFO: 
2020-03-13 09:02:00 INFO: clearing start
2020-03-13 09:02:00 INFO: clearing end
2020-03-13 09:02:00 INFO: 
2020-03-13 09:02:00 INFO: 
2020-03-13 09:02:00 INFO: 
2020-03-13 09:02:00 INFO: 
2020-03-13 10:00:20 INFO: 
2020-03-13 10:00:20 INFO: 
2020-03-13 10:00:20 INFO: 
2020-03-13 10:00:20 INFO: 
2020-03-13 10:00:20 INFO: init new order start
2020-03-13 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.85, 'high': 137.5, 'low': 127.35, 'close': 133.75, 'trades': 17098, 'volume': 17775545, 'vwap': 131.5, 'lastSize': 20, 'turnover': 233746815500, 'homeNotional': 98943.69126618726, 'foreignNotional': 13018644.63462776}, {'timestamp': datetime.datetime(2020, 3, 13, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.45, 'high': 134.6, 'low': 123.0, 'close': 127.85, 'trades': 18888, 'volume': 26201168, 'vwap': 129.3, 'lastSize': 38, 'turnover': 338760938145, 'homeNotional': 142186.3897656412, 'foreignNotional': 18390865.735796344}, {'timestamp': datetime.datetime(2020, 3, 13, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.45, 'high': 132.0, 'low': 123.2, 'close': 130.45, 'trades': 16677, 'volume': 18824943, 'vwap': 126.46, 'lastSize': 31, 'turnover': 238057825915, 'homeNotional': 98277.58933266927, 'foreignNotional': 12431302.647550333}]
2020-03-13 10:00:21 INFO: prepare candles [CandleItem(low=127.35, high=137.5, open=127.85, close=133.75, color='GREEN'), CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED'), CandleItem(low=123.2, high=132.0, open=129.45, close=130.45, color='GREEN')]
2020-03-13 10:00:21 INFO: skip by colors first_candle=CandleItem(low=123.2, high=132.0, open=129.45, close=130.45, color='GREEN') second_candle=CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED') last_candle=CandleItem(low=127.35, high=137.5, open=127.85, close=133.75, color='GREEN')
2020-03-13 10:00:21 INFO: check need new order None
2020-03-13 10:00:21 INFO: init new order end
2020-03-13 10:00:21 INFO: 
2020-03-13 10:00:21 INFO: 
2020-03-13 10:00:21 INFO: 
2020-03-13 10:00:21 INFO: 
2020-03-13 10:02:00 INFO: 
2020-03-13 10:02:00 INFO: 
2020-03-13 10:02:00 INFO: 
2020-03-13 10:02:00 INFO: 
2020-03-13 10:02:00 INFO: clearing start
2020-03-13 10:02:00 INFO: clearing end
2020-03-13 10:02:00 INFO: 
2020-03-13 10:02:00 INFO: 
2020-03-13 10:02:00 INFO: 
2020-03-13 10:02:00 INFO: 
2020-03-13 11:00:20 INFO: 
2020-03-13 11:00:20 INFO: 
2020-03-13 11:00:20 INFO: 
2020-03-13 11:00:20 INFO: 
2020-03-13 11:00:20 INFO: init new order start
2020-03-13 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.75, 'high': 137.25, 'low': 129.8, 'close': 134.3, 'trades': 15823, 'volume': 18174935, 'vwap': 134.06, 'lastSize': 30, 'turnover': 243637544550, 'homeNotional': 103208.00032478278, 'foreignNotional': 13836051.401755925}, {'timestamp': datetime.datetime(2020, 3, 13, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.85, 'high': 137.5, 'low': 127.35, 'close': 133.75, 'trades': 17098, 'volume': 17775545, 'vwap': 131.5, 'lastSize': 20, 'turnover': 233746815500, 'homeNotional': 98943.69126618726, 'foreignNotional': 13018644.63462776}, {'timestamp': datetime.datetime(2020, 3, 13, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.45, 'high': 134.6, 'low': 123.0, 'close': 127.85, 'trades': 18888, 'volume': 26201168, 'vwap': 129.3, 'lastSize': 38, 'turnover': 338760938145, 'homeNotional': 142186.3897656412, 'foreignNotional': 18390865.735796344}]
2020-03-13 11:00:20 INFO: prepare candles [CandleItem(low=129.8, high=137.25, open=133.75, close=134.3, color='GREEN'), CandleItem(low=127.35, high=137.5, open=127.85, close=133.75, color='GREEN'), CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED')]
2020-03-13 11:00:20 INFO: skip by colors first_candle=CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED') second_candle=CandleItem(low=127.35, high=137.5, open=127.85, close=133.75, color='GREEN') last_candle=CandleItem(low=129.8, high=137.25, open=133.75, close=134.3, color='GREEN')
2020-03-13 11:00:20 INFO: check need new order None
2020-03-13 11:00:20 INFO: init new order end
2020-03-13 11:00:20 INFO: 
2020-03-13 11:00:20 INFO: 
2020-03-13 11:00:20 INFO: 
2020-03-13 11:00:20 INFO: 
2020-03-13 11:02:00 INFO: 
2020-03-13 11:02:00 INFO: 
2020-03-13 11:02:00 INFO: 
2020-03-13 11:02:00 INFO: 
2020-03-13 11:02:00 INFO: clearing start
2020-03-13 11:02:01 INFO: clearing end
2020-03-13 11:02:01 INFO: 
2020-03-13 11:02:01 INFO: 
2020-03-13 11:02:01 INFO: 
2020-03-13 11:02:01 INFO: 
2020-03-13 12:00:17 ERROR: Error : Connection is already closed.
2020-03-13 12:00:17 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7fece02fcbb0>>: Connection is already closed.
2020-03-13 12:00:17 INFO: Websocket Closed
2020-03-13 12:00:17 WARNING: reconnect to socket
2020-03-13 12:00:17 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 12:00:17 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 12:00:17 INFO: Authenticating with API Key.
2020-03-13 12:00:22 ERROR: Couldn't connect to WS! Exiting.
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 107, in main
    WS_CLIENT = connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 155, in connect
    return CustomBitmexWS(endpoint=client_rest.swagger_spec.api_url, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/current/app/bitmex_ws.py", line 37, in __init__
    self.__connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 69, in __connect
    raise websocket.WebSocketTimeoutException('Couldn\'t connect to WS! Exiting.')
websocket._exceptions.WebSocketTimeoutException: Couldn't connect to WS! Exiting.
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-13 12:00:26 INFO: 
2020-03-13 12:00:26 INFO: 
2020-03-13 12:00:26 INFO: 
2020-03-13 12:00:26 INFO: 
2020-03-13 12:00:26 INFO: start trader process
2020-03-13 12:00:26 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 12:00:26 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 12:00:26 INFO: Authenticating with API Key.
2020-03-13 12:00:27 INFO: Connected to WS.
2020-03-13 12:03:26 ERROR: Error : Connection is already closed.
2020-03-13 12:03:26 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f58ef246be0>>: Connection is already closed.
2020-03-13 12:03:26 INFO: Websocket Closed
2020-03-13 12:03:27 WARNING: reconnect to socket
2020-03-13 12:03:27 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 12:03:27 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 12:03:27 INFO: Authenticating with API Key.
2020-03-13 12:03:28 INFO: Connected to WS.
2020-03-13 12:06:27 ERROR: Error : Connection is already closed.
2020-03-13 12:06:27 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f58ef246910>>: Connection is already closed.
2020-03-13 12:06:27 INFO: Websocket Closed
2020-03-13 12:06:27 WARNING: reconnect to socket
2020-03-13 12:06:27 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 12:06:27 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 12:06:27 INFO: Authenticating with API Key.
2020-03-13 12:06:28 INFO: Connected to WS.
2020-03-13 12:09:27 ERROR: Error : Connection is already closed.
2020-03-13 12:09:27 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f58ef15f610>>: Connection is already closed.
2020-03-13 12:09:27 INFO: Websocket Closed
2020-03-13 12:09:28 WARNING: reconnect to socket
2020-03-13 12:09:28 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 12:09:28 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 12:09:28 INFO: Authenticating with API Key.
2020-03-13 12:09:29 INFO: Connected to WS.
2020-03-13 12:12:28 ERROR: Error : Connection is already closed.
2020-03-13 12:12:28 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f58ef15fcd0>>: Connection is already closed.
2020-03-13 12:12:28 INFO: Websocket Closed
2020-03-13 12:12:28 WARNING: reconnect to socket
2020-03-13 12:12:28 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 12:12:28 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 12:12:28 INFO: Authenticating with API Key.
2020-03-13 12:12:29 INFO: Connected to WS.
2020-03-13 12:15:34 ERROR: Error : Connection is already closed.
2020-03-13 12:15:34 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f58ef156220>>: Connection is already closed.
2020-03-13 12:15:34 INFO: Websocket Closed
2020-03-13 12:15:35 WARNING: reconnect to socket
2020-03-13 12:15:35 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 12:15:35 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 12:15:35 INFO: Authenticating with API Key.
2020-03-13 12:15:36 INFO: Connected to WS.
2020-03-13 12:18:35 ERROR: Error : Connection is already closed.
2020-03-13 12:18:35 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f58ef1568b0>>: Connection is already closed.
2020-03-13 12:18:35 INFO: Websocket Closed
2020-03-13 12:18:35 WARNING: reconnect to socket
2020-03-13 12:18:35 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 12:18:35 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 12:18:35 INFO: Authenticating with API Key.
2020-03-13 12:18:36 INFO: Connected to WS.
2020-03-13 12:20:28 INFO: Websocket Closed
2020-03-13 12:20:29 WARNING: reconnect to socket
2020-03-13 12:20:29 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 12:20:29 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 12:20:29 INFO: Authenticating with API Key.
2020-03-13 12:20:29 ERROR: Error : Handshake status 404 Not Found
2020-03-13 12:20:29 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f58ef1560a0>>: Handshake status 404 Not Found
2020-03-13 12:20:29 INFO: Websocket Closed