2020-07-08 08:00:20 INFO: init new order end 2020-07-08 08:00:20 INFO: 2020-07-08 08:00:20 INFO: 2020-07-08 08:00:20 INFO: 2020-07-08 08:00:20 INFO: 2020-07-08 08:00:21 INFO: process event {'orderID': '3c01e2c3-62de-cfbd-f64a-66b8f4ede86c', 'clOrdID': '604ee561eea84baaadacc55d19cf600b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 168, 'price': 238.6, 'displayQty': None, 'stopPx': 238.65, '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': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-07-08T05:00:20.716Z', 'timestamp': '2020-07-08T05:00:20.716Z'} 2020-07-08 08:00:21 INFO: skip event 604ee561eea84baaadacc55d19cf600b New 2020-07-08 08:02:00 INFO: 2020-07-08 08:02:00 INFO: 2020-07-08 08:02:00 INFO: 2020-07-08 08:02:00 INFO: 2020-07-08 08:02:00 INFO: clearing start 2020-07-08 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, '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': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())} 2020-07-08 08:02:00 INFO: skip by not found init order into storage 2020-07-08 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, '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': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())} 2020-07-08 08:02:00 INFO: skip by not found init order into storage 2020-07-08 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())} 2020-07-08 08:02:00 INFO: skip by not found init order into storage 2020-07-08 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())} 2020-07-08 08:02:00 INFO: skip by not found init order into storage 2020-07-08 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3c01e2c3-62de-cfbd-f64a-66b8f4ede86c', 'clOrdID': '604ee561eea84baaadacc55d19cf600b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 168, 'price': 238.6, 'displayQty': None, 'stopPx': 238.65, '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': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 8, 5, 0, 20, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 5, 0, 20, 716000, tzinfo=tzutc())} 2020-07-08 08:02:00 INFO: order time=2020-07-08 05:00:20.716000+00:00; delta from now UTC=0:01:40.283532 time_delta.total_seconds()=100.283532; time_diff_offset='3600' 2020-07-08 08:02:00 INFO: skip by time diff 2020-07-08 05:00:20.716000+00:00 2020-07-08 08:02:00 INFO: clearing end 2020-07-08 08:02:00 INFO: 2020-07-08 08:02:00 INFO: 2020-07-08 08:02:00 INFO: 2020-07-08 08:02:00 INFO: 2020-07-08 08:30:33 INFO: process event {'orderID': '3c01e2c3-62de-cfbd-f64a-66b8f4ede86c', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-07-08T05:30:33.594Z', 'clOrdID': '604ee561eea84baaadacc55d19cf600b', 'account': 605536, 'symbol': 'ETHUSD'} 2020-07-08 08:30:33 INFO: skip event 604ee561eea84baaadacc55d19cf600b 2020-07-08 08:30:33 INFO: process event {'orderID': '3c01e2c3-62de-cfbd-f64a-66b8f4ede86c', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 168, 'avgPx': 238.7, 'transactTime': '2020-07-08T05:30:33.594Z', 'clOrdID': '604ee561eea84baaadacc55d19cf600b', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-08T05:30:33.594Z'} 2020-07-08 08:30:33 INFO: add new event={'uid': '604ee561eea84baaadacc55d19cf600b', 'status': 'Filled'} 2020-07-08 08:30:34 INFO: 2020-07-08 08:30:34 INFO: 2020-07-08 08:30:34 INFO: 2020-07-08 08:30:34 INFO: 2020-07-08 08:30:34 INFO: process event start 2020-07-08 08:30:34 INFO: fetch new order event 604ee561eea84baaadacc55d19cf600b 2020-07-08 08:30:34 INFO: fetch orders by event init={'stop': '243.400000000000005684341886080801486968994140625', 'take': '215.09999999999990905052982270717620849609375', 'qty': '168', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-07-08 08:30:34 INFO: process init order filled 2020-07-08 08:30:34 INFO: save profit orders to storage stop=df696f11fc3c42eca478e61f2e5cba57 take=8625d4ad447047feac27c23de79d461e 2020-07-08 08:30:34 INFO: place profit orders take_price=215.09999999999990905052982270717620849609375, stop_price=243.400000000000005684341886080801486968994140625, qty=168, color=RED, ticker=ETHUSD df696f11fc3c42eca478e61f2e5cba57 8625d4ad447047feac27c23de79d461e 2020-07-08 08:30:34 INFO: place stop order ETHUSD: qty=168, stop_price=243.400000000000005684341886080801486968994140625, stop_uid=df696f11fc3c42eca478e61f2e5cba57 2020-07-08 08:30:34 INFO: exchange resp for stop order={'orderID': '1e22d315-5d03-71c3-6f84-a8c59cbd2700', 'clOrdID': 'df696f11fc3c42eca478e61f2e5cba57', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 168, 'price': None, 'displayQty': None, 'stopPx': 243.4, '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': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 5, 30, 34, 191000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 5, 30, 34, 191000, tzinfo=tzutc())} 2020-07-08 08:30:34 INFO: place limit order ETHUSD: qty=168, price=215.09999999999990905052982270717620849609375, take_uid=8625d4ad447047feac27c23de79d461e 2020-07-08 08:30:34 INFO: process event {'orderID': '1e22d315-5d03-71c3-6f84-a8c59cbd2700', 'clOrdID': 'df696f11fc3c42eca478e61f2e5cba57', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 168, 'price': None, 'displayQty': None, 'stopPx': 243.4, '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': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-07-08T05:30:34.191Z', 'timestamp': '2020-07-08T05:30:34.191Z'} 2020-07-08 08:30:34 INFO: skip event df696f11fc3c42eca478e61f2e5cba57 New 2020-07-08 08:30:34 INFO: process event {'orderID': 'ddbbc7ac-fa3d-acde-b9ed-0276d5f06e04', 'clOrdID': '8625d4ad447047feac27c23de79d461e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 168, 'price': 215.1, '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': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-07-08T05:30:34.230Z', 'timestamp': '2020-07-08T05:30:34.230Z'} 2020-07-08 08:30:34 INFO: skip event 8625d4ad447047feac27c23de79d461e New 2020-07-08 08:30:34 INFO: process event {'orderID': 'ddbbc7ac-fa3d-acde-b9ed-0276d5f06e04', 'workingIndicator': True, 'clOrdID': '8625d4ad447047feac27c23de79d461e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-08T05:30:34.230Z'} 2020-07-08 08:30:34 INFO: skip event 8625d4ad447047feac27c23de79d461e 2020-07-08 08:30:34 INFO: exchange resp for take profit order={'orderID': 'ddbbc7ac-fa3d-acde-b9ed-0276d5f06e04', 'clOrdID': '8625d4ad447047feac27c23de79d461e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 168, 'price': 215.1, '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': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 5, 30, 34, 230000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 5, 30, 34, 230000, tzinfo=tzutc())} 2020-07-08 08:30:34 INFO: place profit orders={'stop': {'response': {'orderID': '1e22d315-5d03-71c3-6f84-a8c59cbd2700', 'clOrdID': 'df696f11fc3c42eca478e61f2e5cba57', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 168, 'price': None, 'displayQty': None, 'stopPx': 243.4, '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': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 5, 30, 34, 191000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 5, 30, 34, 191000, tzinfo=tzutc())}, 'qty': Decimal('168'), 'uid': 'df696f11fc3c42eca478e61f2e5cba57', 'price': Decimal('243.400000000000005684341886080801486968994140625')}, 'take': {'response': {'orderID': 'ddbbc7ac-fa3d-acde-b9ed-0276d5f06e04', 'clOrdID': '8625d4ad447047feac27c23de79d461e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 168, 'price': 215.1, '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': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 5, 30, 34, 230000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 5, 30, 34, 230000, tzinfo=tzutc())}, 'qty': Decimal('168'), 'uid': '8625d4ad447047feac27c23de79d461e', 'price': Decimal('215.09999999999990905052982270717620849609375')}} 2020-07-08 08:30:34 INFO: rm init order from db 604ee561eea84baaadacc55d19cf600b 2020-07-08 08:30:34 INFO: end process event_processing_result='proceed init order' 2020-07-08 08:30:34 INFO: 2020-07-08 08:30:34 INFO: 2020-07-08 08:30:34 INFO: 2020-07-08 08:30:34 INFO: 2020-07-08 09:00:20 INFO: 2020-07-08 09:00:20 INFO: 2020-07-08 09:00:20 INFO: 2020-07-08 09:00:20 INFO: 2020-07-08 09:00:20 INFO: init new order start 2020-07-08 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.25, 'high': 240.0, 'low': 238.5, 'close': 239.5, 'trades': 2031, 'volume': 3465691, 'vwap': 239.29, 'lastSize': 45, 'turnover': 82928889950, 'homeNotional': 32114.57242831358, 'foreignNotional': 7684553.115240469}, {'timestamp': datetime.datetime(2020, 7, 8, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.0, 'high': 243.4, 'low': 238.7, 'close': 239.25, 'trades': 5026, 'volume': 6737848, 'vwap': 240.83, 'lastSize': 860, 'turnover': 162266483255, 'homeNotional': 62576.742054013346, 'foreignNotional': 15070409.829939736}, {'timestamp': datetime.datetime(2020, 7, 8, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.8, 'high': 242.4, 'low': 241.15, 'close': 242.0, 'trades': 2287, 'volume': 3797491, 'vwap': 241.82, 'lastSize': 5000, 'turnover': 91827815650, 'homeNotional': 35327.952335900525, 'foreignNotional': 8542723.9394244}] 2020-07-08 09:00:20 INFO: prepare candles [CandleItem(low=238.5, high=240.0, open=239.25, close=239.5, color='GREEN'), CandleItem(low=238.7, high=243.4, open=242.0, close=239.25, color='RED'), CandleItem(low=241.15, high=242.4, open=241.8, close=242.0, color='GREEN')] 2020-07-08 09:00:20 INFO: skip by colors first_candle=CandleItem(low=241.15, high=242.4, open=241.8, close=242.0, color='GREEN') second_candle=CandleItem(low=238.7, high=243.4, open=242.0, close=239.25, color='RED') last_candle=CandleItem(low=238.5, high=240.0, open=239.25, close=239.5, color='GREEN') 2020-07-08 09:00:20 INFO: check need new order None 2020-07-08 09:00:20 INFO: init new order end 2020-07-08 09:00:20 INFO: 2020-07-08 09:00:20 INFO: 2020-07-08 09:00:20 INFO: 2020-07-08 09:00:20 INFO: 2020-07-08 09:02:00 INFO: 2020-07-08 09:02:00 INFO: 2020-07-08 09:02:00 INFO: 2020-07-08 09:02:00 INFO: 2020-07-08 09:02:00 INFO: clearing start 2020-07-08 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, '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': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())} 2020-07-08 09:02:00 INFO: skip by not found init order into storage 2020-07-08 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, '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': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())} 2020-07-08 09:02:00 INFO: skip by not found init order into storage 2020-07-08 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())} 2020-07-08 09:02:00 INFO: skip by not found init order into storage 2020-07-08 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())} 2020-07-08 09:02:00 INFO: skip by not found init order into storage 2020-07-08 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e22d315-5d03-71c3-6f84-a8c59cbd2700', 'clOrdID': 'df696f11fc3c42eca478e61f2e5cba57', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 168, 'price': None, 'displayQty': None, 'stopPx': 243.4, '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': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 5, 30, 34, 191000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 5, 30, 34, 191000, tzinfo=tzutc())} 2020-07-08 09:02:00 INFO: skip by not found init order into storage 2020-07-08 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ddbbc7ac-fa3d-acde-b9ed-0276d5f06e04', 'clOrdID': '8625d4ad447047feac27c23de79d461e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 168, 'price': 215.1, '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': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 5, 30, 34, 230000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 5, 30, 34, 230000, tzinfo=tzutc())} 2020-07-08 09:02:00 INFO: skip by not found init order into storage 2020-07-08 09:02:00 INFO: clearing end 2020-07-08 09:02:00 INFO: 2020-07-08 09:02:00 INFO: 2020-07-08 09:02:00 INFO: 2020-07-08 09:02:00 INFO: 2020-07-08 10:00:20 INFO: 2020-07-08 10:00:20 INFO: 2020-07-08 10:00:20 INFO: 2020-07-08 10:00:20 INFO: 2020-07-08 10:00:20 INFO: init new order start 2020-07-08 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.5, 'high': 240.55, 'low': 239.45, 'close': 240.2, 'trades': 1125, 'volume': 1339415, 'vwap': 240.06, 'lastSize': 1000, 'turnover': 32152824955, 'homeNotional': 12418.065061613157, 'foreignNotional': 2980972.4846920767}, {'timestamp': datetime.datetime(2020, 7, 8, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.25, 'high': 240.0, 'low': 238.5, 'close': 239.5, 'trades': 2031, 'volume': 3465691, 'vwap': 239.29, 'lastSize': 45, 'turnover': 82928889950, 'homeNotional': 32114.57242831358, 'foreignNotional': 7684553.115240469}, {'timestamp': datetime.datetime(2020, 7, 8, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.0, 'high': 243.4, 'low': 238.7, 'close': 239.25, 'trades': 5026, 'volume': 6737848, 'vwap': 240.83, 'lastSize': 860, 'turnover': 162266483255, 'homeNotional': 62576.742054013346, 'foreignNotional': 15070409.829939736}] 2020-07-08 10:00:20 INFO: prepare candles [CandleItem(low=239.45, high=240.55, open=239.5, close=240.2, color='GREEN'), CandleItem(low=238.5, high=240.0, open=239.25, close=239.5, color='GREEN'), CandleItem(low=238.7, high=243.4, open=242.0, close=239.25, color='RED')] 2020-07-08 10:00:20 INFO: skip by colors first_candle=CandleItem(low=238.7, high=243.4, open=242.0, close=239.25, color='RED') second_candle=CandleItem(low=238.5, high=240.0, open=239.25, close=239.5, color='GREEN') last_candle=CandleItem(low=239.45, high=240.55, open=239.5, close=240.2, color='GREEN') 2020-07-08 10:00:20 INFO: check need new order None 2020-07-08 10:00:20 INFO: init new order end 2020-07-08 10:00:20 INFO: 2020-07-08 10:00:20 INFO: 2020-07-08 10:00:20 INFO: 2020-07-08 10:00:20 INFO: 2020-07-08 10:02:00 INFO: 2020-07-08 10:02:00 INFO: 2020-07-08 10:02:00 INFO: 2020-07-08 10:02:00 INFO: 2020-07-08 10:02:00 INFO: clearing start 2020-07-08 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, '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': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())} 2020-07-08 10:02:00 INFO: skip by not found init order into storage 2020-07-08 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, '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': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())} 2020-07-08 10:02:00 INFO: skip by not found init order into storage 2020-07-08 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())} 2020-07-08 10:02:00 INFO: skip by not found init order into storage 2020-07-08 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())} 2020-07-08 10:02:00 INFO: skip by not found init order into storage 2020-07-08 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e22d315-5d03-71c3-6f84-a8c59cbd2700', 'clOrdID': 'df696f11fc3c42eca478e61f2e5cba57', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 168, 'price': None, 'displayQty': None, 'stopPx': 243.4, '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': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 5, 30, 34, 191000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 5, 30, 34, 191000, tzinfo=tzutc())} 2020-07-08 10:02:00 INFO: skip by not found init order into storage 2020-07-08 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ddbbc7ac-fa3d-acde-b9ed-0276d5f06e04', 'clOrdID': '8625d4ad447047feac27c23de79d461e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 168, 'price': 215.1, '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': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 5, 30, 34, 230000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 5, 30, 34, 230000, tzinfo=tzutc())} 2020-07-08 10:02:00 INFO: skip by not found init order into storage 2020-07-08 10:02:00 INFO: clearing end 2020-07-08 10:02:00 INFO: 2020-07-08 10:02:00 INFO: 2020-07-08 10:02:00 INFO: 2020-07-08 10:02:00 INFO: 2020-07-08 10:53:38 ERROR: Error : Connection is already closed. 2020-07-08 10:53:38 ERROR: error from callback >: Connection is already closed. 2020-07-08 10:53:38 INFO: Websocket Closed 2020-07-08 10:53:39 WARNING: reconnect to socket 2020-07-08 10:53:39 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-07-08 10:53:39 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-07-08 10:53:39 INFO: Authenticating with API Key. 2020-07-08 10:53:40 INFO: Connected to WS. 2020-07-08 11:00:20 INFO: 2020-07-08 11:00:20 INFO: 2020-07-08 11:00:20 INFO: 2020-07-08 11:00:20 INFO: 2020-07-08 11:00:20 INFO: init new order start 2020-07-08 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.2, 'high': 241.75, 'low': 239.7, 'close': 241.1, 'trades': 2277, 'volume': 3908256, 'vwap': 241.01, 'lastSize': 2952, 'turnover': 94189813370, 'homeNotional': 36263.53085238999, 'foreignNotional': 8739609.1265795}, {'timestamp': datetime.datetime(2020, 7, 8, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.5, 'high': 240.55, 'low': 239.45, 'close': 240.2, 'trades': 1125, 'volume': 1339415, 'vwap': 240.06, 'lastSize': 1000, 'turnover': 32152824955, 'homeNotional': 12418.065061613157, 'foreignNotional': 2980972.4846920767}, {'timestamp': datetime.datetime(2020, 7, 8, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.25, 'high': 240.0, 'low': 238.5, 'close': 239.5, 'trades': 2031, 'volume': 3465691, 'vwap': 239.29, 'lastSize': 45, 'turnover': 82928889950, 'homeNotional': 32114.57242831358, 'foreignNotional': 7684553.115240469}] 2020-07-08 11:00:20 INFO: prepare candles [CandleItem(low=239.7, high=241.75, open=240.2, close=241.1, color='GREEN'), CandleItem(low=239.45, high=240.55, open=239.5, close=240.2, color='GREEN'), CandleItem(low=238.5, high=240.0, open=239.25, close=239.5, color='GREEN')] 2020-07-08 11:00:20 INFO: skip by colors first_candle=CandleItem(low=238.5, high=240.0, open=239.25, close=239.5, color='GREEN') second_candle=CandleItem(low=239.45, high=240.55, open=239.5, close=240.2, color='GREEN') last_candle=CandleItem(low=239.7, high=241.75, open=240.2, close=241.1, color='GREEN') 2020-07-08 11:00:20 INFO: check need new order None 2020-07-08 11:00:20 INFO: init new order end 2020-07-08 11:00:20 INFO: 2020-07-08 11:00:20 INFO: 2020-07-08 11:00:20 INFO: 2020-07-08 11:00:20 INFO: 2020-07-08 11:02:00 INFO: 2020-07-08 11:02:00 INFO: 2020-07-08 11:02:00 INFO: 2020-07-08 11:02:00 INFO: 2020-07-08 11:02:00 INFO: clearing start 2020-07-08 11:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, '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': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())} 2020-07-08 11:02:01 INFO: skip by not found init order into storage 2020-07-08 11:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, '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': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())} 2020-07-08 11:02:01 INFO: skip by not found init order into storage 2020-07-08 11:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())} 2020-07-08 11:02:01 INFO: skip by not found init order into storage 2020-07-08 11:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())} 2020-07-08 11:02:01 INFO: skip by not found init order into storage 2020-07-08 11:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '1e22d315-5d03-71c3-6f84-a8c59cbd2700', 'clOrdID': 'df696f11fc3c42eca478e61f2e5cba57', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 168, 'price': None, 'displayQty': None, 'stopPx': 243.4, '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': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 5, 30, 34, 191000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 5, 30, 34, 191000, tzinfo=tzutc())} 2020-07-08 11:02:01 INFO: skip by not found init order into storage 2020-07-08 11:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'ddbbc7ac-fa3d-acde-b9ed-0276d5f06e04', 'clOrdID': '8625d4ad447047feac27c23de79d461e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 168, 'price': 215.1, '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': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 5, 30, 34, 230000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 5, 30, 34, 230000, tzinfo=tzutc())} 2020-07-08 11:02:01 INFO: skip by not found init order into storage 2020-07-08 11:02:01 INFO: clearing end 2020-07-08 11:02:01 INFO: 2020-07-08 11:02:01 INFO: 2020-07-08 11:02:01 INFO: 2020-07-08 11:02:01 INFO: 2020-07-08 12:00:20 INFO: 2020-07-08 12:00:20 INFO: 2020-07-08 12:00:20 INFO: 2020-07-08 12:00:20 INFO: 2020-07-08 12:00:20 INFO: init new order start 2020-07-08 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.1, 'high': 241.75, 'low': 240.55, 'close': 241.0, 'trades': 1415, 'volume': 2861490, 'vwap': 241.1, 'lastSize': 5089, 'turnover': 68988782635, 'homeNotional': 26569.128506055546, 'foreignNotional': 6405663.7690872615}, {'timestamp': datetime.datetime(2020, 7, 8, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.2, 'high': 241.75, 'low': 239.7, 'close': 241.1, 'trades': 2277, 'volume': 3908256, 'vwap': 241.01, 'lastSize': 2952, 'turnover': 94189813370, 'homeNotional': 36263.53085238999, 'foreignNotional': 8739609.1265795}, {'timestamp': datetime.datetime(2020, 7, 8, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.5, 'high': 240.55, 'low': 239.45, 'close': 240.2, 'trades': 1125, 'volume': 1339415, 'vwap': 240.06, 'lastSize': 1000, 'turnover': 32152824955, 'homeNotional': 12418.065061613157, 'foreignNotional': 2980972.4846920767}] 2020-07-08 12:00:20 INFO: prepare candles [CandleItem(low=240.55, high=241.75, open=241.1, close=241.0, color='RED'), CandleItem(low=239.7, high=241.75, open=240.2, close=241.1, color='GREEN'), CandleItem(low=239.45, high=240.55, open=239.5, close=240.2, color='GREEN')] 2020-07-08 12:00:20 INFO: last_candle=CandleItem(low=240.55, high=241.75, open=241.1, close=241.0, color='RED') 2020-07-08 12:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-07-08 12:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=240.55, high=241.75, open=241.1, close=241.0, color='RED') 2020-07-08 12:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=239.7, high=241.75, open=240.2, close=241.1, color='GREEN') 2020-07-08 12:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=239.45, high=240.55, open=239.5, close=240.2, color='GREEN') 2020-07-08 12:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=240.55, high=241.75, open=241.1, close=241.0, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-07-08 12:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=240.55, high=241.75, open=241.1, close=241.0, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-07-08 12:00:20 INFO: place order: start candle=CandleItem(low=240.55, high=241.75, open=241.1, close=241.0, color='RED') ticker='ETHUSD' price_offset=0.1 2020-07-08 12:00:20 INFO: place order: side_factor=1 init_trigger_price=240.5 init_order_price=240.45000000000002 stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=241.75 take_price=233.25000000000009 2020-07-08 12:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('240.5') init_order_price=Decimal('240.450000000000017053025658242404460906982421875') stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=Decimal('241.75') take_price=Decimal('233.250000000000085265128291212022304534912109375') 2020-07-08 12:00:20 INFO: place order: compute qty=-640 2020-07-08 12:00:20 INFO: place order: save order to db d97f90ab6e964b48b64607412a4cd599; response=True 2020-07-08 12:00:20 INFO: post order to exchange resp={'orderID': '0c002eed-157d-2a6a-93d4-05b14ac2f0a6', 'clOrdID': 'd97f90ab6e964b48b64607412a4cd599', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 240.45, 'displayQty': None, 'stopPx': 240.5, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 8, 9, 0, 20, 638000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 9, 0, 20, 638000, tzinfo=tzutc())} 2020-07-08 12:00:20 INFO: place new init order {'qty': -640, 'init_price': Decimal('240.5'), 'stop_price': Decimal('241.75'), 'take_price': Decimal('233.250000000000085265128291212022304534912109375'), 'order_uid': 'd97f90ab6e964b48b64607412a4cd599', 'response': {'orderID': '0c002eed-157d-2a6a-93d4-05b14ac2f0a6', 'clOrdID': 'd97f90ab6e964b48b64607412a4cd599', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 240.45, 'displayQty': None, 'stopPx': 240.5, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 8, 9, 0, 20, 638000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 9, 0, 20, 638000, tzinfo=tzutc())}} 2020-07-08 12:00:20 INFO: init new order end 2020-07-08 12:00:20 INFO: 2020-07-08 12:00:20 INFO: 2020-07-08 12:00:20 INFO: 2020-07-08 12:00:20 INFO: 2020-07-08 12:00:20 INFO: process event {'orderID': '0c002eed-157d-2a6a-93d4-05b14ac2f0a6', 'clOrdID': 'd97f90ab6e964b48b64607412a4cd599', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 240.45, 'displayQty': None, 'stopPx': 240.5, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-07-08T09:00:20.638Z', 'timestamp': '2020-07-08T09:00:20.638Z'} 2020-07-08 12:00:20 INFO: skip event d97f90ab6e964b48b64607412a4cd599 New 2020-07-08 12:02:00 INFO: 2020-07-08 12:02:00 INFO: 2020-07-08 12:02:00 INFO: 2020-07-08 12:02:00 INFO: 2020-07-08 12:02:00 INFO: clearing start 2020-07-08 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, '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': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())} 2020-07-08 12:02:00 INFO: skip by not found init order into storage 2020-07-08 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, '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': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())} 2020-07-08 12:02:00 INFO: skip by not found init order into storage 2020-07-08 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())} 2020-07-08 12:02:00 INFO: skip by not found init order into storage 2020-07-08 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())} 2020-07-08 12:02:00 INFO: skip by not found init order into storage 2020-07-08 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e22d315-5d03-71c3-6f84-a8c59cbd2700', 'clOrdID': 'df696f11fc3c42eca478e61f2e5cba57', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 168, 'price': None, 'displayQty': None, 'stopPx': 243.4, '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': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 5, 30, 34, 191000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 5, 30, 34, 191000, tzinfo=tzutc())} 2020-07-08 12:02:00 INFO: skip by not found init order into storage 2020-07-08 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ddbbc7ac-fa3d-acde-b9ed-0276d5f06e04', 'clOrdID': '8625d4ad447047feac27c23de79d461e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 168, 'price': 215.1, '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': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 5, 30, 34, 230000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 5, 30, 34, 230000, tzinfo=tzutc())} 2020-07-08 12:02:00 INFO: skip by not found init order into storage 2020-07-08 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c002eed-157d-2a6a-93d4-05b14ac2f0a6', 'clOrdID': 'd97f90ab6e964b48b64607412a4cd599', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 240.45, 'displayQty': None, 'stopPx': 240.5, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 8, 9, 0, 20, 638000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 9, 0, 20, 638000, tzinfo=tzutc())} 2020-07-08 12:02:00 INFO: order time=2020-07-08 09:00:20.638000+00:00; delta from now UTC=0:01:40.227415 time_delta.total_seconds()=100.227415; time_diff_offset='3600' 2020-07-08 12:02:00 INFO: skip by time diff 2020-07-08 09:00:20.638000+00:00 2020-07-08 12:02:00 INFO: clearing end 2020-07-08 12:02:00 INFO: 2020-07-08 12:02:00 INFO: 2020-07-08 12:02:00 INFO: 2020-07-08 12:02:00 INFO: 2020-07-08 12:46:36 INFO: process event {'orderID': '0c002eed-157d-2a6a-93d4-05b14ac2f0a6', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-07-08T09:46:36.192Z', 'clOrdID': 'd97f90ab6e964b48b64607412a4cd599', 'account': 605536, 'symbol': 'ETHUSD'} 2020-07-08 12:46:36 INFO: skip event d97f90ab6e964b48b64607412a4cd599 2020-07-08 12:46:36 INFO: process event {'orderID': '0c002eed-157d-2a6a-93d4-05b14ac2f0a6', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 640, 'avgPx': 240.5, 'transactTime': '2020-07-08T09:46:36.192Z', 'clOrdID': 'd97f90ab6e964b48b64607412a4cd599', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-08T09:46:36.192Z'} 2020-07-08 12:46:36 INFO: add new event={'uid': 'd97f90ab6e964b48b64607412a4cd599', 'status': 'Filled'} 2020-07-08 12:46:36 INFO: 2020-07-08 12:46:36 INFO: 2020-07-08 12:46:36 INFO: 2020-07-08 12:46:36 INFO: 2020-07-08 12:46:36 INFO: process event start 2020-07-08 12:46:36 INFO: fetch new order event d97f90ab6e964b48b64607412a4cd599 2020-07-08 12:46:36 INFO: fetch orders by event init={'stop': '241.75', 'take': '233.250000000000085265128291212022304534912109375', 'qty': '640', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-07-08 12:46:36 INFO: process init order filled 2020-07-08 12:46:36 INFO: save profit orders to storage stop=baa6f0d697a0443aaf4ab356979db2dd take=263e58bc842c4497953c3ef16698097b 2020-07-08 12:46:36 INFO: place profit orders take_price=233.250000000000085265128291212022304534912109375, stop_price=241.75, qty=640, color=RED, ticker=ETHUSD baa6f0d697a0443aaf4ab356979db2dd 263e58bc842c4497953c3ef16698097b 2020-07-08 12:46:36 INFO: place stop order ETHUSD: qty=640, stop_price=241.75, stop_uid=baa6f0d697a0443aaf4ab356979db2dd 2020-07-08 12:46:36 INFO: process event {'orderID': 'c407c57b-e413-a013-6291-72521640d4fb', 'clOrdID': 'baa6f0d697a0443aaf4ab356979db2dd', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 241.75, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-07-08T09:46:36.402Z', 'timestamp': '2020-07-08T09:46:36.402Z'} 2020-07-08 12:46:36 INFO: skip event baa6f0d697a0443aaf4ab356979db2dd New 2020-07-08 12:46:36 INFO: exchange resp for stop order={'orderID': 'c407c57b-e413-a013-6291-72521640d4fb', 'clOrdID': 'baa6f0d697a0443aaf4ab356979db2dd', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 241.75, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 9, 46, 36, 402000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 9, 46, 36, 402000, tzinfo=tzutc())} 2020-07-08 12:46:36 INFO: place limit order ETHUSD: qty=640, price=233.250000000000085265128291212022304534912109375, take_uid=263e58bc842c4497953c3ef16698097b 2020-07-08 12:46:36 INFO: exchange resp for take profit order={'orderID': 'd519193e-9266-82f9-b800-5999aca54082', 'clOrdID': '263e58bc842c4497953c3ef16698097b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 233.25, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 9, 46, 36, 437000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 9, 46, 36, 437000, tzinfo=tzutc())} 2020-07-08 12:46:36 INFO: process event {'orderID': 'd519193e-9266-82f9-b800-5999aca54082', 'clOrdID': '263e58bc842c4497953c3ef16698097b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 233.25, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-07-08T09:46:36.437Z', 'timestamp': '2020-07-08T09:46:36.437Z'} 2020-07-08 12:46:36 INFO: skip event 263e58bc842c4497953c3ef16698097b New 2020-07-08 12:46:36 INFO: place profit orders={'stop': {'response': {'orderID': 'c407c57b-e413-a013-6291-72521640d4fb', 'clOrdID': 'baa6f0d697a0443aaf4ab356979db2dd', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 241.75, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 9, 46, 36, 402000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 9, 46, 36, 402000, tzinfo=tzutc())}, 'qty': Decimal('640'), 'uid': 'baa6f0d697a0443aaf4ab356979db2dd', 'price': Decimal('241.75')}, 'take': {'response': {'orderID': 'd519193e-9266-82f9-b800-5999aca54082', 'clOrdID': '263e58bc842c4497953c3ef16698097b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 233.25, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 9, 46, 36, 437000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 9, 46, 36, 437000, tzinfo=tzutc())}, 'qty': Decimal('640'), 'uid': '263e58bc842c4497953c3ef16698097b', 'price': Decimal('233.250000000000085265128291212022304534912109375')}} 2020-07-08 12:46:36 INFO: process event {'orderID': 'd519193e-9266-82f9-b800-5999aca54082', 'workingIndicator': True, 'clOrdID': '263e58bc842c4497953c3ef16698097b', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-08T09:46:36.437Z'} 2020-07-08 12:46:36 INFO: skip event 263e58bc842c4497953c3ef16698097b 2020-07-08 12:46:36 INFO: rm init order from db d97f90ab6e964b48b64607412a4cd599 2020-07-08 12:46:36 INFO: end process event_processing_result='proceed init order' 2020-07-08 12:46:36 INFO: 2020-07-08 12:46:36 INFO: 2020-07-08 12:46:36 INFO: 2020-07-08 12:46:36 INFO: 2020-07-08 13:00:20 INFO: 2020-07-08 13:00:20 INFO: 2020-07-08 13:00:20 INFO: 2020-07-08 13:00:20 INFO: 2020-07-08 13:00:20 INFO: init new order start 2020-07-08 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.0, 'high': 241.9, 'low': 240.5, 'close': 241.35, 'trades': 2121, 'volume': 2266118, 'vwap': 241.27, 'lastSize': 629, 'turnover': 54673115645, 'homeNotional': 21028.30725362333, 'foreignNotional': 5073365.049912596}, {'timestamp': datetime.datetime(2020, 7, 8, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.1, 'high': 241.75, 'low': 240.55, 'close': 241.0, 'trades': 1415, 'volume': 2861490, 'vwap': 241.1, 'lastSize': 5089, 'turnover': 68988782635, 'homeNotional': 26569.128506055546, 'foreignNotional': 6405663.7690872615}, {'timestamp': datetime.datetime(2020, 7, 8, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.2, 'high': 241.75, 'low': 239.7, 'close': 241.1, 'trades': 2277, 'volume': 3908256, 'vwap': 241.01, 'lastSize': 2952, 'turnover': 94189813370, 'homeNotional': 36263.53085238999, 'foreignNotional': 8739609.1265795}] 2020-07-08 13:00:20 INFO: prepare candles [CandleItem(low=240.5, high=241.9, open=241.0, close=241.35, color='GREEN'), CandleItem(low=240.55, high=241.75, open=241.1, close=241.0, color='RED'), CandleItem(low=239.7, high=241.75, open=240.2, close=241.1, color='GREEN')] 2020-07-08 13:00:20 INFO: skip by colors first_candle=CandleItem(low=239.7, high=241.75, open=240.2, close=241.1, color='GREEN') second_candle=CandleItem(low=240.55, high=241.75, open=241.1, close=241.0, color='RED') last_candle=CandleItem(low=240.5, high=241.9, open=241.0, close=241.35, color='GREEN') 2020-07-08 13:00:20 INFO: check need new order None 2020-07-08 13:00:20 INFO: init new order end 2020-07-08 13:00:20 INFO: 2020-07-08 13:00:20 INFO: 2020-07-08 13:00:20 INFO: 2020-07-08 13:00:20 INFO: 2020-07-08 13:02:00 INFO: 2020-07-08 13:02:00 INFO: 2020-07-08 13:02:00 INFO: 2020-07-08 13:02:00 INFO: 2020-07-08 13:02:00 INFO: clearing start 2020-07-08 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, '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': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())} 2020-07-08 13:02:00 INFO: skip by not found init order into storage 2020-07-08 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, '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': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())} 2020-07-08 13:02:00 INFO: skip by not found init order into storage 2020-07-08 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())} 2020-07-08 13:02:00 INFO: skip by not found init order into storage 2020-07-08 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())} 2020-07-08 13:02:00 INFO: skip by not found init order into storage 2020-07-08 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e22d315-5d03-71c3-6f84-a8c59cbd2700', 'clOrdID': 'df696f11fc3c42eca478e61f2e5cba57', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 168, 'price': None, 'displayQty': None, 'stopPx': 243.4, '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': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 5, 30, 34, 191000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 5, 30, 34, 191000, tzinfo=tzutc())} 2020-07-08 13:02:00 INFO: skip by not found init order into storage 2020-07-08 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ddbbc7ac-fa3d-acde-b9ed-0276d5f06e04', 'clOrdID': '8625d4ad447047feac27c23de79d461e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 168, 'price': 215.1, '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': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 5, 30, 34, 230000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 5, 30, 34, 230000, tzinfo=tzutc())} 2020-07-08 13:02:00 INFO: skip by not found init order into storage 2020-07-08 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c407c57b-e413-a013-6291-72521640d4fb', 'clOrdID': 'baa6f0d697a0443aaf4ab356979db2dd', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 241.75, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 9, 46, 36, 402000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 9, 46, 36, 402000, tzinfo=tzutc())} 2020-07-08 13:02:00 INFO: skip by not found init order into storage 2020-07-08 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd519193e-9266-82f9-b800-5999aca54082', 'clOrdID': '263e58bc842c4497953c3ef16698097b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 233.25, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 8, 9, 46, 36, 437000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 9, 46, 36, 437000, tzinfo=tzutc())} 2020-07-08 13:02:00 INFO: skip by not found init order into storage 2020-07-08 13:02:00 INFO: clearing end 2020-07-08 13:02:00 INFO: 2020-07-08 13:02:00 INFO: 2020-07-08 13:02:00 INFO: 2020-07-08 13:02:00 INFO: 2020-07-08 13:07:01 INFO: process event {'orderID': 'c407c57b-e413-a013-6291-72521640d4fb', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-07-08T10:07:01.706Z', 'clOrdID': 'baa6f0d697a0443aaf4ab356979db2dd', 'account': 605536, 'symbol': 'ETHUSD'} 2020-07-08 13:07:01 INFO: skip event baa6f0d697a0443aaf4ab356979db2dd 2020-07-08 13:07:01 INFO: process event {'orderID': 'c407c57b-e413-a013-6291-72521640d4fb', 'price': 241.75, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 640, 'avgPx': 241.75, 'transactTime': '2020-07-08T10:07:01.706Z', 'clOrdID': 'baa6f0d697a0443aaf4ab356979db2dd', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-08T10:07:01.706Z'} 2020-07-08 13:07:01 INFO: add new event={'uid': 'baa6f0d697a0443aaf4ab356979db2dd', 'status': 'Filled'} 2020-07-08 13:07:02 INFO: 2020-07-08 13:07:02 INFO: 2020-07-08 13:07:02 INFO: 2020-07-08 13:07:02 INFO: 2020-07-08 13:07:02 INFO: process event start 2020-07-08 13:07:02 INFO: fetch new order event baa6f0d697a0443aaf4ab356979db2dd 2020-07-08 13:07:02 INFO: fetch orders by event init=None profit_pair=263e58bc842c4497953c3ef16698097b 2020-07-08 13:07:02 INFO: process profit order filled 2020-07-08 13:07:02 INFO: process event {'orderID': 'd519193e-9266-82f9-b800-5999aca54082', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-07-08T10:07:02.354Z', 'clOrdID': '263e58bc842c4497953c3ef16698097b', 'account': 605536, 'symbol': 'ETHUSD'} 2020-07-08 13:07:02 INFO: skip event 263e58bc842c4497953c3ef16698097b Canceled 2020-07-08 13:07:02 INFO: cancel order=263e58bc842c4497953c3ef16698097b [{'orderID': 'd519193e-9266-82f9-b800-5999aca54082', 'clOrdID': '263e58bc842c4497953c3ef16698097b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 233.25, '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, 7, 8, 9, 46, 36, 437000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 10, 7, 2, 354000, tzinfo=tzutc())}] 2020-07-08 13:07:02 INFO: end process event_processing_result='proceed profit order' 2020-07-08 13:07:02 INFO: 2020-07-08 13:07:02 INFO: 2020-07-08 13:07:02 INFO: 2020-07-08 13:07:02 INFO: 2020-07-08 13:53:49 INFO: process event {'orderID': '1e22d315-5d03-71c3-6f84-a8c59cbd2700', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-07-08T10:53:49.920Z', 'clOrdID': 'df696f11fc3c42eca478e61f2e5cba57', 'account': 605536, 'symbol': 'ETHUSD'} 2020-07-08 13:53:49 INFO: skip event df696f11fc3c42eca478e61f2e5cba57 2020-07-08 13:53:49 INFO: process event {'orderID': '1e22d315-5d03-71c3-6f84-a8c59cbd2700', 'price': 243.4, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 168, 'avgPx': 243.4, 'transactTime': '2020-07-08T10:53:49.920Z', 'clOrdID': 'df696f11fc3c42eca478e61f2e5cba57', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-08T10:53:49.920Z'} 2020-07-08 13:53:49 INFO: add new event={'uid': 'df696f11fc3c42eca478e61f2e5cba57', 'status': 'Filled'} 2020-07-08 13:53:50 INFO: 2020-07-08 13:53:50 INFO: 2020-07-08 13:53:50 INFO: 2020-07-08 13:53:50 INFO: 2020-07-08 13:53:50 INFO: process event start 2020-07-08 13:53:50 INFO: fetch new order event df696f11fc3c42eca478e61f2e5cba57 2020-07-08 13:53:50 INFO: fetch orders by event init=None profit_pair=8625d4ad447047feac27c23de79d461e 2020-07-08 13:53:50 INFO: process profit order filled 2020-07-08 13:53:50 INFO: cancel order=8625d4ad447047feac27c23de79d461e [{'orderID': 'ddbbc7ac-fa3d-acde-b9ed-0276d5f06e04', 'clOrdID': '8625d4ad447047feac27c23de79d461e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 168, 'price': 215.1, '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, 7, 8, 5, 30, 34, 230000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 10, 53, 50, 886000, tzinfo=tzutc())}] 2020-07-08 13:53:50 INFO: end process event_processing_result='proceed profit order' 2020-07-08 13:53:50 INFO: 2020-07-08 13:53:50 INFO: 2020-07-08 13:53:50 INFO: 2020-07-08 13:53:50 INFO: 2020-07-08 13:53:50 INFO: process event {'orderID': 'ddbbc7ac-fa3d-acde-b9ed-0276d5f06e04', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-07-08T10:53:50.886Z', 'clOrdID': '8625d4ad447047feac27c23de79d461e', 'account': 605536, 'symbol': 'ETHUSD'} 2020-07-08 13:53:50 INFO: skip event 8625d4ad447047feac27c23de79d461e Canceled 2020-07-08 14:00:20 INFO: 2020-07-08 14:00:20 INFO: 2020-07-08 14:00:20 INFO: 2020-07-08 14:00:20 INFO: 2020-07-08 14:00:20 INFO: init new order start 2020-07-08 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.35, 'high': 244.7, 'low': 241.3, 'close': 244.0, 'trades': 5165, 'volume': 6850142, 'vwap': 243.35, 'lastSize': 1243, 'turnover': 166695140290, 'homeNotional': 63675.02914170241, 'foreignNotional': 15495067.378648512}, {'timestamp': datetime.datetime(2020, 7, 8, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.0, 'high': 241.9, 'low': 240.5, 'close': 241.35, 'trades': 2121, 'volume': 2266118, 'vwap': 241.27, 'lastSize': 629, 'turnover': 54673115645, 'homeNotional': 21028.30725362333, 'foreignNotional': 5073365.049912596}, {'timestamp': datetime.datetime(2020, 7, 8, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.1, 'high': 241.75, 'low': 240.55, 'close': 241.0, 'trades': 1415, 'volume': 2861490, 'vwap': 241.1, 'lastSize': 5089, 'turnover': 68988782635, 'homeNotional': 26569.128506055546, 'foreignNotional': 6405663.7690872615}] 2020-07-08 14:00:20 INFO: prepare candles [CandleItem(low=241.3, high=244.7, open=241.35, close=244.0, color='GREEN'), CandleItem(low=240.5, high=241.9, open=241.0, close=241.35, color='GREEN'), CandleItem(low=240.55, high=241.75, open=241.1, close=241.0, color='RED')] 2020-07-08 14:00:20 INFO: skip by colors first_candle=CandleItem(low=240.55, high=241.75, open=241.1, close=241.0, color='RED') second_candle=CandleItem(low=240.5, high=241.9, open=241.0, close=241.35, color='GREEN') last_candle=CandleItem(low=241.3, high=244.7, open=241.35, close=244.0, color='GREEN') 2020-07-08 14:00:20 INFO: check need new order None 2020-07-08 14:00:20 INFO: init new order end 2020-07-08 14:00:20 INFO: 2020-07-08 14:00:20 INFO: 2020-07-08 14:00:20 INFO: 2020-07-08 14:00:20 INFO: 2020-07-08 14:02:00 INFO: 2020-07-08 14:02:00 INFO: 2020-07-08 14:02:00 INFO: 2020-07-08 14:02:00 INFO: 2020-07-08 14:02:00 INFO: clearing start 2020-07-08 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, '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': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())} 2020-07-08 14:02:00 INFO: skip by not found init order into storage 2020-07-08 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, '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': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())} 2020-07-08 14:02:00 INFO: skip by not found init order into storage 2020-07-08 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())} 2020-07-08 14:02:00 INFO: skip by not found init order into storage 2020-07-08 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())} 2020-07-08 14:02:00 INFO: skip by not found init order into storage 2020-07-08 14:02:00 INFO: clearing end 2020-07-08 14:02:00 INFO: 2020-07-08 14:02:00 INFO: 2020-07-08 14:02:00 INFO: 2020-07-08 14:02:00 INFO: 2020-07-08 14:02:11 INFO: process event {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 213, 'avgPx': 244.8, 'timestamp': '2020-07-08T11:02:11.098Z', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'account': 605536, 'symbol': 'ETHUSD'} 2020-07-08 14:02:11 INFO: add new event={'uid': '710a4e66bc0e4c5fbddfbd6ecd458347', 'status': 'Filled'} 2020-07-08 14:02:11 INFO: 2020-07-08 14:02:11 INFO: 2020-07-08 14:02:11 INFO: 2020-07-08 14:02:11 INFO: 2020-07-08 14:02:11 INFO: process event start 2020-07-08 14:02:11 INFO: fetch new order event 710a4e66bc0e4c5fbddfbd6ecd458347 2020-07-08 14:02:11 INFO: fetch orders by event init=None profit_pair=ff1ad0d8e6be4bf2a3780c5c0915635e 2020-07-08 14:02:11 INFO: process profit order filled 2020-07-08 14:02:11 INFO: process event {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-07-08T11:02:11.957Z', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'account': 605536, 'symbol': 'ETHUSD'} 2020-07-08 14:02:11 INFO: skip event ff1ad0d8e6be4bf2a3780c5c0915635e Canceled 2020-07-08 14:02:11 INFO: cancel order=ff1ad0d8e6be4bf2a3780c5c0915635e [{'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', '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: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 11, 2, 11, 957000, tzinfo=tzutc())}] 2020-07-08 14:02:11 INFO: end process event_processing_result='proceed profit order' 2020-07-08 14:02:11 INFO: 2020-07-08 14:02:11 INFO: 2020-07-08 14:02:11 INFO: 2020-07-08 14:02:11 INFO: 2020-07-08 15:00:20 INFO: 2020-07-08 15:00:20 INFO: 2020-07-08 15:00:20 INFO: 2020-07-08 15:00:20 INFO: 2020-07-08 15:00:20 INFO: init new order start 2020-07-08 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.0, 'high': 244.95, 'low': 242.65, 'close': 244.3, 'trades': 3937, 'volume': 5457754, 'vwap': 243.75, 'lastSize': 72, 'turnover': 133030841135, 'homeNotional': 50743.40981361553, 'foreignNotional': 12368541.31742314}, {'timestamp': datetime.datetime(2020, 7, 8, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.35, 'high': 244.7, 'low': 241.3, 'close': 244.0, 'trades': 5165, 'volume': 6850142, 'vwap': 243.35, 'lastSize': 1243, 'turnover': 166695140290, 'homeNotional': 63675.02914170241, 'foreignNotional': 15495067.378648512}, {'timestamp': datetime.datetime(2020, 7, 8, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.0, 'high': 241.9, 'low': 240.5, 'close': 241.35, 'trades': 2121, 'volume': 2266118, 'vwap': 241.27, 'lastSize': 629, 'turnover': 54673115645, 'homeNotional': 21028.30725362333, 'foreignNotional': 5073365.049912596}] 2020-07-08 15:00:20 INFO: prepare candles [CandleItem(low=242.65, high=244.95, open=244.0, close=244.3, color='GREEN'), CandleItem(low=241.3, high=244.7, open=241.35, close=244.0, color='GREEN'), CandleItem(low=240.5, high=241.9, open=241.0, close=241.35, color='GREEN')] 2020-07-08 15:00:20 INFO: skip by colors first_candle=CandleItem(low=240.5, high=241.9, open=241.0, close=241.35, color='GREEN') second_candle=CandleItem(low=241.3, high=244.7, open=241.35, close=244.0, color='GREEN') last_candle=CandleItem(low=242.65, high=244.95, open=244.0, close=244.3, color='GREEN') 2020-07-08 15:00:20 INFO: check need new order None 2020-07-08 15:00:20 INFO: init new order end 2020-07-08 15:00:20 INFO: 2020-07-08 15:00:20 INFO: 2020-07-08 15:00:20 INFO: 2020-07-08 15:00:20 INFO: 2020-07-08 15:02:00 INFO: 2020-07-08 15:02:00 INFO: 2020-07-08 15:02:00 INFO: 2020-07-08 15:02:00 INFO: 2020-07-08 15:02:00 INFO: clearing start 2020-07-08 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())} 2020-07-08 15:02:00 INFO: skip by not found init order into storage 2020-07-08 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())} 2020-07-08 15:02:00 INFO: skip by not found init order into storage 2020-07-08 15:02:00 INFO: clearing end 2020-07-08 15:02:00 INFO: 2020-07-08 15:02:00 INFO: 2020-07-08 15:02:00 INFO: 2020-07-08 15:02:00 INFO: 2020-07-08 16:00:20 INFO: 2020-07-08 16:00:20 INFO: 2020-07-08 16:00:20 INFO: 2020-07-08 16:00:20 INFO: 2020-07-08 16:00:20 INFO: init new order start 2020-07-08 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.3, 'high': 244.95, 'low': 241.3, 'close': 242.25, 'trades': 4954, 'volume': 6382956, 'vwap': 242.65, 'lastSize': 950, 'turnover': 154879000820, 'homeNotional': 59356.49006310445, 'foreignNotional': 14402580.10275961}, {'timestamp': datetime.datetime(2020, 7, 8, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.0, 'high': 244.95, 'low': 242.65, 'close': 244.3, 'trades': 3937, 'volume': 5457754, 'vwap': 243.75, 'lastSize': 72, 'turnover': 133030841135, 'homeNotional': 50743.40981361553, 'foreignNotional': 12368541.31742314}, {'timestamp': datetime.datetime(2020, 7, 8, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.35, 'high': 244.7, 'low': 241.3, 'close': 244.0, 'trades': 5165, 'volume': 6850142, 'vwap': 243.35, 'lastSize': 1243, 'turnover': 166695140290, 'homeNotional': 63675.02914170241, 'foreignNotional': 15495067.378648512}] 2020-07-08 16:00:20 INFO: prepare candles [CandleItem(low=241.3, high=244.95, open=244.3, close=242.25, color='RED'), CandleItem(low=242.65, high=244.95, open=244.0, close=244.3, color='GREEN'), CandleItem(low=241.3, high=244.7, open=241.35, close=244.0, color='GREEN')] 2020-07-08 16:00:20 INFO: last_candle=CandleItem(low=241.3, high=244.95, open=244.3, close=242.25, color='RED') 2020-07-08 16:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-07-08 16:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.3, high=244.95, open=244.3, close=242.25, color='RED') 2020-07-08 16:00:20 INFO: skip by CandleItem(low=241.3, high=244.95, open=244.3, close=242.25, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-07-08 16:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-07-08 16:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.3, high=244.95, open=244.3, close=242.25, color='RED') 2020-07-08 16:00:20 INFO: skip by CandleItem(low=241.3, high=244.95, open=244.3, close=242.25, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-07-08 16:00:20 INFO: not found applicable config for candle 2020-07-08 16:00:20 INFO: check need new order None 2020-07-08 16:00:20 INFO: init new order end 2020-07-08 16:00:20 INFO: 2020-07-08 16:00:20 INFO: 2020-07-08 16:00:20 INFO: 2020-07-08 16:00:20 INFO: 2020-07-08 16:02:00 INFO: 2020-07-08 16:02:00 INFO: 2020-07-08 16:02:00 INFO: 2020-07-08 16:02:00 INFO: 2020-07-08 16:02:00 INFO: clearing start 2020-07-08 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())} 2020-07-08 16:02:00 INFO: skip by not found init order into storage 2020-07-08 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())} 2020-07-08 16:02:00 INFO: skip by not found init order into storage 2020-07-08 16:02:00 INFO: clearing end 2020-07-08 16:02:00 INFO: 2020-07-08 16:02:00 INFO: 2020-07-08 16:02:00 INFO: 2020-07-08 16:02:00 INFO: 2020-07-08 17:00:20 INFO: 2020-07-08 17:00:20 INFO: 2020-07-08 17:00:20 INFO: 2020-07-08 17:00:20 INFO: 2020-07-08 17:00:20 INFO: init new order start 2020-07-08 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.25, 'high': 247.5, 'low': 242.2, 'close': 246.9, 'trades': 6605, 'volume': 11023039, 'vwap': 245.22, 'lastSize': 30, 'turnover': 270306749935, 'homeNotional': 103305.37563335347, 'foreignNotional': 25333169.105476838}, {'timestamp': datetime.datetime(2020, 7, 8, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.3, 'high': 244.95, 'low': 241.3, 'close': 242.25, 'trades': 4954, 'volume': 6382956, 'vwap': 242.65, 'lastSize': 950, 'turnover': 154879000820, 'homeNotional': 59356.49006310445, 'foreignNotional': 14402580.10275961}, {'timestamp': datetime.datetime(2020, 7, 8, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.0, 'high': 244.95, 'low': 242.65, 'close': 244.3, 'trades': 3937, 'volume': 5457754, 'vwap': 243.75, 'lastSize': 72, 'turnover': 133030841135, 'homeNotional': 50743.40981361553, 'foreignNotional': 12368541.31742314}] 2020-07-08 17:00:20 INFO: prepare candles [CandleItem(low=242.2, high=247.5, open=242.25, close=246.9, color='GREEN'), CandleItem(low=241.3, high=244.95, open=244.3, close=242.25, color='RED'), CandleItem(low=242.65, high=244.95, open=244.0, close=244.3, color='GREEN')] 2020-07-08 17:00:20 INFO: skip by colors first_candle=CandleItem(low=242.65, high=244.95, open=244.0, close=244.3, color='GREEN') second_candle=CandleItem(low=241.3, high=244.95, open=244.3, close=242.25, color='RED') last_candle=CandleItem(low=242.2, high=247.5, open=242.25, close=246.9, color='GREEN') 2020-07-08 17:00:20 INFO: check need new order None 2020-07-08 17:00:20 INFO: init new order end 2020-07-08 17:00:20 INFO: 2020-07-08 17:00:20 INFO: 2020-07-08 17:00:20 INFO: 2020-07-08 17:00:20 INFO: 2020-07-08 17:02:00 INFO: 2020-07-08 17:02:00 INFO: 2020-07-08 17:02:00 INFO: 2020-07-08 17:02:00 INFO: 2020-07-08 17:02:00 INFO: clearing start 2020-07-08 17:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())} 2020-07-08 17:02:01 INFO: skip by not found init order into storage 2020-07-08 17:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())} 2020-07-08 17:02:01 INFO: skip by not found init order into storage 2020-07-08 17:02:01 INFO: clearing end 2020-07-08 17:02:01 INFO: 2020-07-08 17:02:01 INFO: 2020-07-08 17:02:01 INFO: 2020-07-08 17:02:01 INFO: 2020-07-08 18:00:20 INFO: 2020-07-08 18:00:20 INFO: 2020-07-08 18:00:20 INFO: 2020-07-08 18:00:20 INFO: 2020-07-08 18:00:20 INFO: init new order start 2020-07-08 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.9, 'high': 248.25, 'low': 245.5, 'close': 246.0, 'trades': 5997, 'volume': 7867854, 'vwap': 246.92, 'lastSize': 4765, 'turnover': 194268830475, 'homeNotional': 74293.20285395916, 'foreignNotional': 18344146.281362813}, {'timestamp': datetime.datetime(2020, 7, 8, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.25, 'high': 247.5, 'low': 242.2, 'close': 246.9, 'trades': 6605, 'volume': 11023039, 'vwap': 245.22, 'lastSize': 30, 'turnover': 270306749935, 'homeNotional': 103305.37563335347, 'foreignNotional': 25333169.105476838}, {'timestamp': datetime.datetime(2020, 7, 8, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.3, 'high': 244.95, 'low': 241.3, 'close': 242.25, 'trades': 4954, 'volume': 6382956, 'vwap': 242.65, 'lastSize': 950, 'turnover': 154879000820, 'homeNotional': 59356.49006310445, 'foreignNotional': 14402580.10275961}] 2020-07-08 18:00:21 INFO: prepare candles [CandleItem(low=245.5, high=248.25, open=246.9, close=246.0, color='RED'), CandleItem(low=242.2, high=247.5, open=242.25, close=246.9, color='GREEN'), CandleItem(low=241.3, high=244.95, open=244.3, close=242.25, color='RED')] 2020-07-08 18:00:21 INFO: skip by colors first_candle=CandleItem(low=241.3, high=244.95, open=244.3, close=242.25, color='RED') second_candle=CandleItem(low=242.2, high=247.5, open=242.25, close=246.9, color='GREEN') last_candle=CandleItem(low=245.5, high=248.25, open=246.9, close=246.0, color='RED') 2020-07-08 18:00:21 INFO: check need new order None 2020-07-08 18:00:21 INFO: init new order end 2020-07-08 18:00:21 INFO: 2020-07-08 18:00:21 INFO: 2020-07-08 18:00:21 INFO: 2020-07-08 18:00:21 INFO: 2020-07-08 18:02:00 INFO: 2020-07-08 18:02:00 INFO: 2020-07-08 18:02:00 INFO: 2020-07-08 18:02:00 INFO: 2020-07-08 18:02:00 INFO: clearing start 2020-07-08 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())} 2020-07-08 18:02:00 INFO: skip by not found init order into storage 2020-07-08 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())} 2020-07-08 18:02:00 INFO: skip by not found init order into storage 2020-07-08 18:02:00 INFO: clearing end 2020-07-08 18:02:00 INFO: 2020-07-08 18:02:00 INFO: 2020-07-08 18:02:00 INFO: 2020-07-08 18:02:00 INFO: 2020-07-08 19:00:20 INFO: 2020-07-08 19:00:20 INFO: 2020-07-08 19:00:20 INFO: 2020-07-08 19:00:20 INFO: 2020-07-08 19:00:20 INFO: init new order start 2020-07-08 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.0, 'high': 246.9, 'low': 245.0, 'close': 246.3, 'trades': 3015, 'volume': 5774348, 'vwap': 246.11, 'lastSize': 10000, 'turnover': 142108142895, 'homeNotional': 54420.00227810184, 'foreignNotional': 13392925.207175843}, {'timestamp': datetime.datetime(2020, 7, 8, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.9, 'high': 248.25, 'low': 245.5, 'close': 246.0, 'trades': 5997, 'volume': 7867854, 'vwap': 246.92, 'lastSize': 4765, 'turnover': 194268830475, 'homeNotional': 74293.20285395916, 'foreignNotional': 18344146.281362813}, {'timestamp': datetime.datetime(2020, 7, 8, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.25, 'high': 247.5, 'low': 242.2, 'close': 246.9, 'trades': 6605, 'volume': 11023039, 'vwap': 245.22, 'lastSize': 30, 'turnover': 270306749935, 'homeNotional': 103305.37563335347, 'foreignNotional': 25333169.105476838}] 2020-07-08 19:00:20 INFO: prepare candles [CandleItem(low=245.0, high=246.9, open=246.0, close=246.3, color='GREEN'), CandleItem(low=245.5, high=248.25, open=246.9, close=246.0, color='RED'), CandleItem(low=242.2, high=247.5, open=242.25, close=246.9, color='GREEN')] 2020-07-08 19:00:20 INFO: skip by colors first_candle=CandleItem(low=242.2, high=247.5, open=242.25, close=246.9, color='GREEN') second_candle=CandleItem(low=245.5, high=248.25, open=246.9, close=246.0, color='RED') last_candle=CandleItem(low=245.0, high=246.9, open=246.0, close=246.3, color='GREEN') 2020-07-08 19:00:20 INFO: check need new order None 2020-07-08 19:00:20 INFO: init new order end 2020-07-08 19:00:20 INFO: 2020-07-08 19:00:20 INFO: 2020-07-08 19:00:20 INFO: 2020-07-08 19:00:20 INFO: 2020-07-08 19:02:00 INFO: 2020-07-08 19:02:00 INFO: 2020-07-08 19:02:00 INFO: 2020-07-08 19:02:00 INFO: 2020-07-08 19:02:00 INFO: clearing start 2020-07-08 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())} 2020-07-08 19:02:00 INFO: skip by not found init order into storage 2020-07-08 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())} 2020-07-08 19:02:00 INFO: skip by not found init order into storage 2020-07-08 19:02:00 INFO: clearing end 2020-07-08 19:02:00 INFO: 2020-07-08 19:02:00 INFO: 2020-07-08 19:02:00 INFO: 2020-07-08 19:02:00 INFO: 2020-07-08 20:00:20 INFO: 2020-07-08 20:00:20 INFO: 2020-07-08 20:00:20 INFO: 2020-07-08 20:00:20 INFO: 2020-07-08 20:00:20 INFO: init new order start 2020-07-08 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.3, 'high': 247.3, 'low': 245.5, 'close': 245.95, 'trades': 2316, 'volume': 2723074, 'vwap': 246.4, 'lastSize': 50, 'turnover': 67094674700, 'homeNotional': 25632.08311889336, 'foreignNotional': 6315583.479331941}, {'timestamp': datetime.datetime(2020, 7, 8, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.0, 'high': 246.9, 'low': 245.0, 'close': 246.3, 'trades': 3015, 'volume': 5774348, 'vwap': 246.11, 'lastSize': 10000, 'turnover': 142108142895, 'homeNotional': 54420.00227810184, 'foreignNotional': 13392925.207175843}, {'timestamp': datetime.datetime(2020, 7, 8, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.9, 'high': 248.25, 'low': 245.5, 'close': 246.0, 'trades': 5997, 'volume': 7867854, 'vwap': 246.92, 'lastSize': 4765, 'turnover': 194268830475, 'homeNotional': 74293.20285395916, 'foreignNotional': 18344146.281362813}] 2020-07-08 20:00:20 INFO: prepare candles [CandleItem(low=245.5, high=247.3, open=246.3, close=245.95, color='RED'), CandleItem(low=245.0, high=246.9, open=246.0, close=246.3, color='GREEN'), CandleItem(low=245.5, high=248.25, open=246.9, close=246.0, color='RED')] 2020-07-08 20:00:20 INFO: skip by colors first_candle=CandleItem(low=245.5, high=248.25, open=246.9, close=246.0, color='RED') second_candle=CandleItem(low=245.0, high=246.9, open=246.0, close=246.3, color='GREEN') last_candle=CandleItem(low=245.5, high=247.3, open=246.3, close=245.95, color='RED') 2020-07-08 20:00:20 INFO: check need new order None 2020-07-08 20:00:20 INFO: init new order end 2020-07-08 20:00:20 INFO: 2020-07-08 20:00:20 INFO: 2020-07-08 20:00:20 INFO: 2020-07-08 20:00:20 INFO: 2020-07-08 20:02:00 INFO: 2020-07-08 20:02:00 INFO: 2020-07-08 20:02:00 INFO: 2020-07-08 20:02:00 INFO: 2020-07-08 20:02:00 INFO: clearing start 2020-07-08 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())} 2020-07-08 20:02:00 INFO: skip by not found init order into storage 2020-07-08 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())} 2020-07-08 20:02:00 INFO: skip by not found init order into storage 2020-07-08 20:02:00 INFO: clearing end 2020-07-08 20:02:00 INFO: 2020-07-08 20:02:00 INFO: 2020-07-08 20:02:00 INFO: 2020-07-08 20:02:00 INFO: 2020-07-08 21:00:20 INFO: 2020-07-08 21:00:20 INFO: 2020-07-08 21:00:20 INFO: 2020-07-08 21:00:20 INFO: 2020-07-08 21:00:20 INFO: init new order start 2020-07-08 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.95, 'high': 247.2, 'low': 245.4, 'close': 247.2, 'trades': 1555, 'volume': 1720727, 'vwap': 246.19, 'lastSize': 124, 'turnover': 42361492430, 'homeNotional': 16204.30637637894, 'foreignNotional': 3989240.0627759034}, {'timestamp': datetime.datetime(2020, 7, 8, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.3, 'high': 247.3, 'low': 245.5, 'close': 245.95, 'trades': 2316, 'volume': 2723074, 'vwap': 246.4, 'lastSize': 50, 'turnover': 67094674700, 'homeNotional': 25632.08311889336, 'foreignNotional': 6315583.479331941}, {'timestamp': datetime.datetime(2020, 7, 8, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.0, 'high': 246.9, 'low': 245.0, 'close': 246.3, 'trades': 3015, 'volume': 5774348, 'vwap': 246.11, 'lastSize': 10000, 'turnover': 142108142895, 'homeNotional': 54420.00227810184, 'foreignNotional': 13392925.207175843}] 2020-07-08 21:00:20 INFO: prepare candles [CandleItem(low=245.4, high=247.2, open=245.95, close=247.2, color='GREEN'), CandleItem(low=245.5, high=247.3, open=246.3, close=245.95, color='RED'), CandleItem(low=245.0, high=246.9, open=246.0, close=246.3, color='GREEN')] 2020-07-08 21:00:20 INFO: skip by colors first_candle=CandleItem(low=245.0, high=246.9, open=246.0, close=246.3, color='GREEN') second_candle=CandleItem(low=245.5, high=247.3, open=246.3, close=245.95, color='RED') last_candle=CandleItem(low=245.4, high=247.2, open=245.95, close=247.2, color='GREEN') 2020-07-08 21:00:20 INFO: check need new order None 2020-07-08 21:00:20 INFO: init new order end 2020-07-08 21:00:20 INFO: 2020-07-08 21:00:20 INFO: 2020-07-08 21:00:20 INFO: 2020-07-08 21:00:20 INFO: 2020-07-08 21:02:00 INFO: 2020-07-08 21:02:00 INFO: 2020-07-08 21:02:00 INFO: 2020-07-08 21:02:00 INFO: 2020-07-08 21:02:00 INFO: clearing start 2020-07-08 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())} 2020-07-08 21:02:00 INFO: skip by not found init order into storage 2020-07-08 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())} 2020-07-08 21:02:00 INFO: skip by not found init order into storage 2020-07-08 21:02:00 INFO: clearing end 2020-07-08 21:02:00 INFO: 2020-07-08 21:02:00 INFO: 2020-07-08 21:02:00 INFO: 2020-07-08 21:02:00 INFO: 2020-07-08 22:00:20 INFO: 2020-07-08 22:00:20 INFO: 2020-07-08 22:00:20 INFO: 2020-07-08 22:00:20 INFO: 2020-07-08 22:00:20 INFO: init new order start 2020-07-08 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.2, 'high': 247.7, 'low': 246.2, 'close': 246.85, 'trades': 2134, 'volume': 1834616, 'vwap': 246.95, 'lastSize': 2000, 'turnover': 45305066430, 'homeNotional': 17285.756214309342, 'foreignNotional': 4268647.952560552}, {'timestamp': datetime.datetime(2020, 7, 8, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.95, 'high': 247.2, 'low': 245.4, 'close': 247.2, 'trades': 1555, 'volume': 1720727, 'vwap': 246.19, 'lastSize': 124, 'turnover': 42361492430, 'homeNotional': 16204.30637637894, 'foreignNotional': 3989240.0627759034}, {'timestamp': datetime.datetime(2020, 7, 8, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.3, 'high': 247.3, 'low': 245.5, 'close': 245.95, 'trades': 2316, 'volume': 2723074, 'vwap': 246.4, 'lastSize': 50, 'turnover': 67094674700, 'homeNotional': 25632.08311889336, 'foreignNotional': 6315583.479331941}] 2020-07-08 22:00:20 INFO: prepare candles [CandleItem(low=246.2, high=247.7, open=247.2, close=246.85, color='RED'), CandleItem(low=245.4, high=247.2, open=245.95, close=247.2, color='GREEN'), CandleItem(low=245.5, high=247.3, open=246.3, close=245.95, color='RED')] 2020-07-08 22:00:20 INFO: skip by colors first_candle=CandleItem(low=245.5, high=247.3, open=246.3, close=245.95, color='RED') second_candle=CandleItem(low=245.4, high=247.2, open=245.95, close=247.2, color='GREEN') last_candle=CandleItem(low=246.2, high=247.7, open=247.2, close=246.85, color='RED') 2020-07-08 22:00:20 INFO: check need new order None 2020-07-08 22:00:20 INFO: init new order end 2020-07-08 22:00:20 INFO: 2020-07-08 22:00:20 INFO: 2020-07-08 22:00:20 INFO: 2020-07-08 22:00:20 INFO: 2020-07-08 22:02:00 INFO: 2020-07-08 22:02:00 INFO: 2020-07-08 22:02:00 INFO: 2020-07-08 22:02:00 INFO: 2020-07-08 22:02:00 INFO: clearing start 2020-07-08 22:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())} 2020-07-08 22:02:01 INFO: skip by not found init order into storage 2020-07-08 22:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())} 2020-07-08 22:02:01 INFO: skip by not found init order into storage 2020-07-08 22:02:01 INFO: clearing end 2020-07-08 22:02:01 INFO: 2020-07-08 22:02:01 INFO: 2020-07-08 22:02:01 INFO: 2020-07-08 22:02:01 INFO: 2020-07-08 22:33:30 INFO: process event {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 190, 'avgPx': 248.55, 'timestamp': '2020-07-08T19:33:30.942Z', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'account': 605536, 'symbol': 'ETHUSD'} 2020-07-08 22:33:30 INFO: add new event={'uid': '77ef79736c204aadaecccf450bf1c3ab', 'status': 'Filled'} 2020-07-08 22:33:31 INFO: 2020-07-08 22:33:31 INFO: 2020-07-08 22:33:31 INFO: 2020-07-08 22:33:31 INFO: 2020-07-08 22:33:31 INFO: process event start 2020-07-08 22:33:31 INFO: fetch new order event 77ef79736c204aadaecccf450bf1c3ab 2020-07-08 22:33:31 INFO: fetch orders by event init=None profit_pair=c6de9374be3b4b49a077bc02332dbe0e 2020-07-08 22:33:31 INFO: process profit order filled 2020-07-08 22:33:32 INFO: cancel order=c6de9374be3b4b49a077bc02332dbe0e [{'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', '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: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 19, 33, 32, 271000, tzinfo=tzutc())}] 2020-07-08 22:33:32 INFO: process event {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-07-08T19:33:32.271Z', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'account': 605536, 'symbol': 'ETHUSD'} 2020-07-08 22:33:32 INFO: skip event c6de9374be3b4b49a077bc02332dbe0e Canceled 2020-07-08 22:33:32 INFO: end process event_processing_result='proceed profit order' 2020-07-08 22:33:32 INFO: 2020-07-08 22:33:32 INFO: 2020-07-08 22:33:32 INFO: 2020-07-08 22:33:32 INFO: 2020-07-08 23:00:20 INFO: 2020-07-08 23:00:20 INFO: 2020-07-08 23:00:20 INFO: 2020-07-08 23:00:20 INFO: 2020-07-08 23:00:20 INFO: init new order start 2020-07-08 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.85, 'high': 249.1, 'low': 246.8, 'close': 248.8, 'trades': 3784, 'volume': 4059395, 'vwap': 248.24, 'lastSize': 200, 'turnover': 100768693845, 'homeNotional': 38306.677475878874, 'foreignNotional': 9509101.910914728}, {'timestamp': datetime.datetime(2020, 7, 8, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.2, 'high': 247.7, 'low': 246.2, 'close': 246.85, 'trades': 2134, 'volume': 1834616, 'vwap': 246.95, 'lastSize': 2000, 'turnover': 45305066430, 'homeNotional': 17285.756214309342, 'foreignNotional': 4268647.952560552}, {'timestamp': datetime.datetime(2020, 7, 8, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.95, 'high': 247.2, 'low': 245.4, 'close': 247.2, 'trades': 1555, 'volume': 1720727, 'vwap': 246.19, 'lastSize': 124, 'turnover': 42361492430, 'homeNotional': 16204.30637637894, 'foreignNotional': 3989240.0627759034}] 2020-07-08 23:00:20 INFO: prepare candles [CandleItem(low=246.8, high=249.1, open=246.85, close=248.8, color='GREEN'), CandleItem(low=246.2, high=247.7, open=247.2, close=246.85, color='RED'), CandleItem(low=245.4, high=247.2, open=245.95, close=247.2, color='GREEN')] 2020-07-08 23:00:20 INFO: skip by colors first_candle=CandleItem(low=245.4, high=247.2, open=245.95, close=247.2, color='GREEN') second_candle=CandleItem(low=246.2, high=247.7, open=247.2, close=246.85, color='RED') last_candle=CandleItem(low=246.8, high=249.1, open=246.85, close=248.8, color='GREEN') 2020-07-08 23:00:20 INFO: check need new order None 2020-07-08 23:00:20 INFO: init new order end 2020-07-08 23:00:20 INFO: 2020-07-08 23:00:20 INFO: 2020-07-08 23:00:20 INFO: 2020-07-08 23:00:20 INFO: 2020-07-08 23:02:00 INFO: 2020-07-08 23:02:00 INFO: 2020-07-08 23:02:00 INFO: 2020-07-08 23:02:00 INFO: 2020-07-08 23:02:00 INFO: clearing start 2020-07-08 23:02:00 INFO: clearing end 2020-07-08 23:02:00 INFO: 2020-07-08 23:02:00 INFO: 2020-07-08 23:02:00 INFO: 2020-07-08 23:02:00 INFO: 2020-07-09 00:00:20 INFO: 2020-07-09 00:00:20 INFO: 2020-07-09 00:00:20 INFO: 2020-07-09 00:00:20 INFO: 2020-07-09 00:00:20 INFO: init new order start 2020-07-09 00:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.8, 'high': 249.15, 'low': 246.35, 'close': 246.85, 'trades': 3813, 'volume': 3970182, 'vwap': 247.71, 'lastSize': 10, 'turnover': 98344494245, 'homeNotional': 37462.04970428201, 'foreignNotional': 9279660.19615056}, {'timestamp': datetime.datetime(2020, 7, 8, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.85, 'high': 249.1, 'low': 246.8, 'close': 248.8, 'trades': 3784, 'volume': 4059395, 'vwap': 248.24, 'lastSize': 200, 'turnover': 100768693845, 'homeNotional': 38306.677475878874, 'foreignNotional': 9509101.910914728}, {'timestamp': datetime.datetime(2020, 7, 8, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.2, 'high': 247.7, 'low': 246.2, 'close': 246.85, 'trades': 2134, 'volume': 1834616, 'vwap': 246.95, 'lastSize': 2000, 'turnover': 45305066430, 'homeNotional': 17285.756214309342, 'foreignNotional': 4268647.952560552}] 2020-07-09 00:00:21 INFO: prepare candles [CandleItem(low=246.35, high=249.15, open=248.8, close=246.85, color='RED'), CandleItem(low=246.8, high=249.1, open=246.85, close=248.8, color='GREEN'), CandleItem(low=246.2, high=247.7, open=247.2, close=246.85, color='RED')] 2020-07-09 00:00:21 INFO: skip by colors first_candle=CandleItem(low=246.2, high=247.7, open=247.2, close=246.85, color='RED') second_candle=CandleItem(low=246.8, high=249.1, open=246.85, close=248.8, color='GREEN') last_candle=CandleItem(low=246.35, high=249.15, open=248.8, close=246.85, color='RED') 2020-07-09 00:00:21 INFO: check need new order None 2020-07-09 00:00:21 INFO: init new order end 2020-07-09 00:00:21 INFO: 2020-07-09 00:00:21 INFO: 2020-07-09 00:00:21 INFO: 2020-07-09 00:00:21 INFO: 2020-07-09 00:02:00 INFO: 2020-07-09 00:02:00 INFO: 2020-07-09 00:02:00 INFO: 2020-07-09 00:02:00 INFO: 2020-07-09 00:02:00 INFO: clearing start 2020-07-09 00:02:00 INFO: clearing end 2020-07-09 00:02:00 INFO: 2020-07-09 00:02:00 INFO: 2020-07-09 00:02:00 INFO: 2020-07-09 00:02:00 INFO: 2020-07-09 01:00:20 INFO: 2020-07-09 01:00:20 INFO: 2020-07-09 01:00:20 INFO: 2020-07-09 01:00:20 INFO: 2020-07-09 01:00:20 INFO: init new order start 2020-07-09 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.85, 'high': 248.35, 'low': 246.7, 'close': 247.9, 'trades': 1807, 'volume': 1968534, 'vwap': 247.61, 'lastSize': 855, 'turnover': 48742061920, 'homeNotional': 18557.361994452916, 'foreignNotional': 4594914.991528543}, {'timestamp': datetime.datetime(2020, 7, 8, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.8, 'high': 249.15, 'low': 246.35, 'close': 246.85, 'trades': 3813, 'volume': 3970182, 'vwap': 247.71, 'lastSize': 10, 'turnover': 98344494245, 'homeNotional': 37462.04970428201, 'foreignNotional': 9279660.19615056}, {'timestamp': datetime.datetime(2020, 7, 8, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.85, 'high': 249.1, 'low': 246.8, 'close': 248.8, 'trades': 3784, 'volume': 4059395, 'vwap': 248.24, 'lastSize': 200, 'turnover': 100768693845, 'homeNotional': 38306.677475878874, 'foreignNotional': 9509101.910914728}] 2020-07-09 01:00:20 INFO: prepare candles [CandleItem(low=246.7, high=248.35, open=246.85, close=247.9, color='GREEN'), CandleItem(low=246.35, high=249.15, open=248.8, close=246.85, color='RED'), CandleItem(low=246.8, high=249.1, open=246.85, close=248.8, color='GREEN')] 2020-07-09 01:00:20 INFO: skip by colors first_candle=CandleItem(low=246.8, high=249.1, open=246.85, close=248.8, color='GREEN') second_candle=CandleItem(low=246.35, high=249.15, open=248.8, close=246.85, color='RED') last_candle=CandleItem(low=246.7, high=248.35, open=246.85, close=247.9, color='GREEN') 2020-07-09 01:00:20 INFO: check need new order None 2020-07-09 01:00:20 INFO: init new order end 2020-07-09 01:00:20 INFO: 2020-07-09 01:00:20 INFO: 2020-07-09 01:00:20 INFO: 2020-07-09 01:00:20 INFO: 2020-07-09 01:02:00 INFO: 2020-07-09 01:02:00 INFO: 2020-07-09 01:02:00 INFO: 2020-07-09 01:02:00 INFO: 2020-07-09 01:02:00 INFO: clearing start 2020-07-09 01:02:01 INFO: clearing end 2020-07-09 01:02:01 INFO: 2020-07-09 01:02:01 INFO: 2020-07-09 01:02:01 INFO: 2020-07-09 01:02:01 INFO: 2020-07-09 02:00:20 INFO: 2020-07-09 02:00:20 INFO: 2020-07-09 02:00:20 INFO: 2020-07-09 02:00:20 INFO: 2020-07-09 02:00:20 INFO: init new order start 2020-07-09 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.9, 'high': 248.75, 'low': 247.15, 'close': 247.75, 'trades': 1848, 'volume': 2352482, 'vwap': 247.94, 'lastSize': 5889, 'turnover': 58326679175, 'homeNotional': 22236.91687476711, 'foreignNotional': 5513357.904689601}, {'timestamp': datetime.datetime(2020, 7, 8, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.85, 'high': 248.35, 'low': 246.7, 'close': 247.9, 'trades': 1807, 'volume': 1968534, 'vwap': 247.61, 'lastSize': 855, 'turnover': 48742061920, 'homeNotional': 18557.361994452916, 'foreignNotional': 4594914.991528543}, {'timestamp': datetime.datetime(2020, 7, 8, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.8, 'high': 249.15, 'low': 246.35, 'close': 246.85, 'trades': 3813, 'volume': 3970182, 'vwap': 247.71, 'lastSize': 10, 'turnover': 98344494245, 'homeNotional': 37462.04970428201, 'foreignNotional': 9279660.19615056}] 2020-07-09 02:00:20 INFO: prepare candles [CandleItem(low=247.15, high=248.75, open=247.9, close=247.75, color='RED'), CandleItem(low=246.7, high=248.35, open=246.85, close=247.9, color='GREEN'), CandleItem(low=246.35, high=249.15, open=248.8, close=246.85, color='RED')] 2020-07-09 02:00:20 INFO: skip by colors first_candle=CandleItem(low=246.35, high=249.15, open=248.8, close=246.85, color='RED') second_candle=CandleItem(low=246.7, high=248.35, open=246.85, close=247.9, color='GREEN') last_candle=CandleItem(low=247.15, high=248.75, open=247.9, close=247.75, color='RED') 2020-07-09 02:00:20 INFO: check need new order None 2020-07-09 02:00:20 INFO: init new order end 2020-07-09 02:00:20 INFO: 2020-07-09 02:00:20 INFO: 2020-07-09 02:00:20 INFO: 2020-07-09 02:00:20 INFO: 2020-07-09 02:02:00 INFO: 2020-07-09 02:02:00 INFO: 2020-07-09 02:02:00 INFO: 2020-07-09 02:02:00 INFO: 2020-07-09 02:02:00 INFO: clearing start 2020-07-09 02:02:00 INFO: clearing end 2020-07-09 02:02:00 INFO: 2020-07-09 02:02:00 INFO: 2020-07-09 02:02:00 INFO: 2020-07-09 02:02:00 INFO: 2020-07-09 03:00:20 INFO: 2020-07-09 03:00:20 INFO: 2020-07-09 03:00:20 INFO: 2020-07-09 03:00:20 INFO: 2020-07-09 03:00:20 INFO: init new order start 2020-07-09 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.75, 'high': 247.8, 'low': 246.55, 'close': 247.45, 'trades': 1754, 'volume': 2057851, 'vwap': 247.11, 'lastSize': 200, 'turnover': 50851373765, 'homeNotional': 19424.00637184705, 'foreignNotional': 4799852.7042544205}, {'timestamp': datetime.datetime(2020, 7, 8, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.9, 'high': 248.75, 'low': 247.15, 'close': 247.75, 'trades': 1848, 'volume': 2352482, 'vwap': 247.94, 'lastSize': 5889, 'turnover': 58326679175, 'homeNotional': 22236.91687476711, 'foreignNotional': 5513357.904689601}, {'timestamp': datetime.datetime(2020, 7, 8, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.85, 'high': 248.35, 'low': 246.7, 'close': 247.9, 'trades': 1807, 'volume': 1968534, 'vwap': 247.61, 'lastSize': 855, 'turnover': 48742061920, 'homeNotional': 18557.361994452916, 'foreignNotional': 4594914.991528543}] 2020-07-09 03:00:20 INFO: prepare candles [CandleItem(low=246.55, high=247.8, open=247.75, close=247.45, color='RED'), CandleItem(low=247.15, high=248.75, open=247.9, close=247.75, color='RED'), CandleItem(low=246.7, high=248.35, open=246.85, close=247.9, color='GREEN')] 2020-07-09 03:00:20 INFO: skip by colors first_candle=CandleItem(low=246.7, high=248.35, open=246.85, close=247.9, color='GREEN') second_candle=CandleItem(low=247.15, high=248.75, open=247.9, close=247.75, color='RED') last_candle=CandleItem(low=246.55, high=247.8, open=247.75, close=247.45, color='RED') 2020-07-09 03:00:20 INFO: check need new order None 2020-07-09 03:00:20 INFO: init new order end 2020-07-09 03:00:20 INFO: 2020-07-09 03:00:20 INFO: 2020-07-09 03:00:20 INFO: 2020-07-09 03:00:20 INFO: 2020-07-09 03:02:00 INFO: 2020-07-09 03:02:00 INFO: 2020-07-09 03:02:00 INFO: 2020-07-09 03:02:00 INFO: 2020-07-09 03:02:00 INFO: clearing start 2020-07-09 03:02:00 INFO: clearing end 2020-07-09 03:02:00 INFO: 2020-07-09 03:02:00 INFO: 2020-07-09 03:02:00 INFO: 2020-07-09 03:02:00 INFO: 2020-07-09 04:00:20 INFO: 2020-07-09 04:00:20 INFO: 2020-07-09 04:00:20 INFO: 2020-07-09 04:00:20 INFO: 2020-07-09 04:00:20 INFO: init new order start 2020-07-09 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.45, 'high': 247.45, 'low': 245.1, 'close': 246.1, 'trades': 2970, 'volume': 5353734, 'vwap': 245.98, 'lastSize': 5000, 'turnover': 131689677145, 'homeNotional': 50435.5565418006, 'foreignNotional': 12406013.797721134}, {'timestamp': datetime.datetime(2020, 7, 9, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.75, 'high': 247.8, 'low': 246.55, 'close': 247.45, 'trades': 1754, 'volume': 2057851, 'vwap': 247.11, 'lastSize': 200, 'turnover': 50851373765, 'homeNotional': 19424.00637184705, 'foreignNotional': 4799852.7042544205}, {'timestamp': datetime.datetime(2020, 7, 8, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.9, 'high': 248.75, 'low': 247.15, 'close': 247.75, 'trades': 1848, 'volume': 2352482, 'vwap': 247.94, 'lastSize': 5889, 'turnover': 58326679175, 'homeNotional': 22236.91687476711, 'foreignNotional': 5513357.904689601}] 2020-07-09 04:00:20 INFO: prepare candles [CandleItem(low=245.1, high=247.45, open=247.45, close=246.1, color='RED'), CandleItem(low=246.55, high=247.8, open=247.75, close=247.45, color='RED'), CandleItem(low=247.15, high=248.75, open=247.9, close=247.75, color='RED')] 2020-07-09 04:00:20 INFO: skip by colors first_candle=CandleItem(low=247.15, high=248.75, open=247.9, close=247.75, color='RED') second_candle=CandleItem(low=246.55, high=247.8, open=247.75, close=247.45, color='RED') last_candle=CandleItem(low=245.1, high=247.45, open=247.45, close=246.1, color='RED') 2020-07-09 04:00:20 INFO: check need new order None 2020-07-09 04:00:20 INFO: init new order end 2020-07-09 04:00:20 INFO: 2020-07-09 04:00:20 INFO: 2020-07-09 04:00:20 INFO: 2020-07-09 04:00:20 INFO: 2020-07-09 04:02:00 INFO: 2020-07-09 04:02:00 INFO: 2020-07-09 04:02:00 INFO: 2020-07-09 04:02:00 INFO: 2020-07-09 04:02:00 INFO: clearing start 2020-07-09 04:02:00 INFO: clearing end 2020-07-09 04:02:00 INFO: 2020-07-09 04:02:00 INFO: 2020-07-09 04:02:00 INFO: 2020-07-09 04:02:00 INFO: 2020-07-09 05:00:20 INFO: 2020-07-09 05:00:20 INFO: 2020-07-09 05:00:20 INFO: 2020-07-09 05:00:20 INFO: 2020-07-09 05:00:20 INFO: init new order start 2020-07-09 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.1, 'high': 246.05, 'low': 244.95, 'close': 244.95, 'trades': 1780, 'volume': 2301165, 'vwap': 245.46, 'lastSize': 1, 'turnover': 56482695390, 'homeNotional': 21628.59640971228, 'foreignNotional': 5308798.506555579}, {'timestamp': datetime.datetime(2020, 7, 9, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.45, 'high': 247.45, 'low': 245.1, 'close': 246.1, 'trades': 2970, 'volume': 5353734, 'vwap': 245.98, 'lastSize': 5000, 'turnover': 131689677145, 'homeNotional': 50435.5565418006, 'foreignNotional': 12406013.797721134}, {'timestamp': datetime.datetime(2020, 7, 9, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.75, 'high': 247.8, 'low': 246.55, 'close': 247.45, 'trades': 1754, 'volume': 2057851, 'vwap': 247.11, 'lastSize': 200, 'turnover': 50851373765, 'homeNotional': 19424.00637184705, 'foreignNotional': 4799852.7042544205}] 2020-07-09 05:00:20 INFO: prepare candles [CandleItem(low=244.95, high=246.05, open=246.1, close=244.95, color='RED'), CandleItem(low=245.1, high=247.45, open=247.45, close=246.1, color='RED'), CandleItem(low=246.55, high=247.8, open=247.75, close=247.45, color='RED')] 2020-07-09 05:00:20 INFO: skip by colors first_candle=CandleItem(low=246.55, high=247.8, open=247.75, close=247.45, color='RED') second_candle=CandleItem(low=245.1, high=247.45, open=247.45, close=246.1, color='RED') last_candle=CandleItem(low=244.95, high=246.05, open=246.1, close=244.95, color='RED') 2020-07-09 05:00:20 INFO: check need new order None 2020-07-09 05:00:20 INFO: init new order end 2020-07-09 05:00:20 INFO: 2020-07-09 05:00:20 INFO: 2020-07-09 05:00:20 INFO: 2020-07-09 05:00:20 INFO: 2020-07-09 05:02:00 INFO: 2020-07-09 05:02:00 INFO: 2020-07-09 05:02:00 INFO: 2020-07-09 05:02:00 INFO: 2020-07-09 05:02:00 INFO: clearing start 2020-07-09 05:02:00 INFO: clearing end 2020-07-09 05:02:00 INFO: 2020-07-09 05:02:00 INFO: 2020-07-09 05:02:00 INFO: 2020-07-09 05:02:00 INFO: 2020-07-09 06:00:20 INFO: 2020-07-09 06:00:20 INFO: 2020-07-09 06:00:20 INFO: 2020-07-09 06:00:20 INFO: 2020-07-09 06:00:20 INFO: init new order start 2020-07-09 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.95, 'high': 245.95, 'low': 243.4, 'close': 244.85, 'trades': 2866, 'volume': 3388424, 'vwap': 244.55, 'lastSize': 2900, 'turnover': 82862337960, 'homeNotional': 31789.746398151095, 'foreignNotional': 7774058.629885555}, {'timestamp': datetime.datetime(2020, 7, 9, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.1, 'high': 246.05, 'low': 244.95, 'close': 244.95, 'trades': 1780, 'volume': 2301165, 'vwap': 245.46, 'lastSize': 1, 'turnover': 56482695390, 'homeNotional': 21628.59640971228, 'foreignNotional': 5308798.506555579}, {'timestamp': datetime.datetime(2020, 7, 9, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.45, 'high': 247.45, 'low': 245.1, 'close': 246.1, 'trades': 2970, 'volume': 5353734, 'vwap': 245.98, 'lastSize': 5000, 'turnover': 131689677145, 'homeNotional': 50435.5565418006, 'foreignNotional': 12406013.797721134}] 2020-07-09 06:00:20 INFO: prepare candles [CandleItem(low=243.4, high=245.95, open=244.95, close=244.85, color='RED'), CandleItem(low=244.95, high=246.05, open=246.1, close=244.95, color='RED'), CandleItem(low=245.1, high=247.45, open=247.45, close=246.1, color='RED')] 2020-07-09 06:00:20 INFO: skip by colors first_candle=CandleItem(low=245.1, high=247.45, open=247.45, close=246.1, color='RED') second_candle=CandleItem(low=244.95, high=246.05, open=246.1, close=244.95, color='RED') last_candle=CandleItem(low=243.4, high=245.95, open=244.95, close=244.85, color='RED') 2020-07-09 06:00:20 INFO: check need new order None 2020-07-09 06:00:20 INFO: init new order end 2020-07-09 06:00:20 INFO: 2020-07-09 06:00:20 INFO: 2020-07-09 06:00:20 INFO: 2020-07-09 06:00:20 INFO: 2020-07-09 06:02:00 INFO: 2020-07-09 06:02:00 INFO: 2020-07-09 06:02:00 INFO: 2020-07-09 06:02:00 INFO: 2020-07-09 06:02:00 INFO: clearing start 2020-07-09 06:02:00 INFO: clearing end 2020-07-09 06:02:00 INFO: 2020-07-09 06:02:00 INFO: 2020-07-09 06:02:00 INFO: 2020-07-09 06:02:00 INFO: 2020-07-09 07:00:20 INFO: 2020-07-09 07:00:20 INFO: 2020-07-09 07:00:20 INFO: 2020-07-09 07:00:20 INFO: 2020-07-09 07:00:20 INFO: init new order start 2020-07-09 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.85, 'high': 245.05, 'low': 244.15, 'close': 244.85, 'trades': 1363, 'volume': 2010346, 'vwap': 244.71, 'lastSize': 20896, 'turnover': 49194427020, 'homeNotional': 18862.373608774174, 'foreignNotional': 4615742.819616748}, {'timestamp': datetime.datetime(2020, 7, 9, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.95, 'high': 245.95, 'low': 243.4, 'close': 244.85, 'trades': 2866, 'volume': 3388424, 'vwap': 244.55, 'lastSize': 2900, 'turnover': 82862337960, 'homeNotional': 31789.746398151095, 'foreignNotional': 7774058.629885555}, {'timestamp': datetime.datetime(2020, 7, 9, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.1, 'high': 246.05, 'low': 244.95, 'close': 244.95, 'trades': 1780, 'volume': 2301165, 'vwap': 245.46, 'lastSize': 1, 'turnover': 56482695390, 'homeNotional': 21628.59640971228, 'foreignNotional': 5308798.506555579}] 2020-07-09 07:00:20 INFO: skip by found empty buckets 2020-07-09 07:00:20 INFO: check need new order None 2020-07-09 07:00:20 INFO: init new order end 2020-07-09 07:00:20 INFO: 2020-07-09 07:00:20 INFO: 2020-07-09 07:00:20 INFO: 2020-07-09 07:00:20 INFO: 2020-07-09 07:02:00 INFO: 2020-07-09 07:02:00 INFO: 2020-07-09 07:02:00 INFO: 2020-07-09 07:02:00 INFO: 2020-07-09 07:02:00 INFO: clearing start 2020-07-09 07:02:00 INFO: clearing end 2020-07-09 07:02:00 INFO: 2020-07-09 07:02:00 INFO: 2020-07-09 07:02:00 INFO: 2020-07-09 07:02:00 INFO: 2020-07-09 08:00:20 INFO: 2020-07-09 08:00:20 INFO: 2020-07-09 08:00:20 INFO: 2020-07-09 08:00:20 INFO: 2020-07-09 08:00:20 INFO: init new order start 2020-07-09 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.85, 'high': 245.65, 'low': 244.65, 'close': 245.2, 'trades': 1191, 'volume': 1604078, 'vwap': 245.12, 'lastSize': 500, 'turnover': 39317926835, 'homeNotional': 15059.701641392665, 'foreignNotional': 3691321.1733044214}, {'timestamp': datetime.datetime(2020, 7, 9, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.85, 'high': 245.05, 'low': 244.15, 'close': 244.85, 'trades': 1363, 'volume': 2010346, 'vwap': 244.71, 'lastSize': 20896, 'turnover': 49194427020, 'homeNotional': 18862.373608774174, 'foreignNotional': 4615742.819616748}, {'timestamp': datetime.datetime(2020, 7, 9, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.95, 'high': 245.95, 'low': 243.4, 'close': 244.85, 'trades': 2866, 'volume': 3388424, 'vwap': 244.55, 'lastSize': 2900, 'turnover': 82862337960, 'homeNotional': 31789.746398151095, 'foreignNotional': 7774058.629885555}] 2020-07-09 08:00:20 INFO: skip by found empty buckets 2020-07-09 08:00:20 INFO: check need new order None 2020-07-09 08:00:20 INFO: init new order end 2020-07-09 08:00:20 INFO: 2020-07-09 08:00:20 INFO: 2020-07-09 08:00:20 INFO: 2020-07-09 08:00:20 INFO: 2020-07-09 08:02:00 INFO: 2020-07-09 08:02:00 INFO: 2020-07-09 08:02:00 INFO: 2020-07-09 08:02:00 INFO: 2020-07-09 08:02:00 INFO: clearing start 2020-07-09 08:02:00 INFO: clearing end 2020-07-09 08:02:00 INFO: 2020-07-09 08:02:00 INFO: 2020-07-09 08:02:00 INFO: 2020-07-09 08:02:00 INFO: 2020-07-09 09:00:20 INFO: 2020-07-09 09:00:20 INFO: 2020-07-09 09:00:20 INFO: 2020-07-09 09:00:20 INFO: 2020-07-09 09:00:20 INFO: init new order start 2020-07-09 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.2, 'high': 245.8, 'low': 244.85, 'close': 245.35, 'trades': 1504, 'volume': 2407347, 'vwap': 245.35, 'lastSize': 62, 'turnover': 59062240050, 'homeNotional': 22602.412816117212, 'foreignNotional': 5545314.18655487}, {'timestamp': datetime.datetime(2020, 7, 9, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.85, 'high': 245.65, 'low': 244.65, 'close': 245.2, 'trades': 1191, 'volume': 1604078, 'vwap': 245.12, 'lastSize': 500, 'turnover': 39317926835, 'homeNotional': 15059.701641392665, 'foreignNotional': 3691321.1733044214}, {'timestamp': datetime.datetime(2020, 7, 9, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.85, 'high': 245.05, 'low': 244.15, 'close': 244.85, 'trades': 1363, 'volume': 2010346, 'vwap': 244.71, 'lastSize': 20896, 'turnover': 49194427020, 'homeNotional': 18862.373608774174, 'foreignNotional': 4615742.819616748}] 2020-07-09 09:00:20 INFO: skip by found empty buckets 2020-07-09 09:00:20 INFO: check need new order None 2020-07-09 09:00:20 INFO: init new order end 2020-07-09 09:00:20 INFO: 2020-07-09 09:00:20 INFO: 2020-07-09 09:00:20 INFO: 2020-07-09 09:00:20 INFO: 2020-07-09 09:02:00 INFO: 2020-07-09 09:02:00 INFO: 2020-07-09 09:02:00 INFO: 2020-07-09 09:02:00 INFO: 2020-07-09 09:02:00 INFO: clearing start 2020-07-09 09:02:00 INFO: clearing end 2020-07-09 09:02:00 INFO: 2020-07-09 09:02:00 INFO: 2020-07-09 09:02:00 INFO: 2020-07-09 09:02:00 INFO: 2020-07-09 10:00:20 INFO: 2020-07-09 10:00:20 INFO: 2020-07-09 10:00:20 INFO: 2020-07-09 10:00:20 INFO: 2020-07-09 10:00:20 INFO: init new order start 2020-07-09 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.35, 'high': 247.55, 'low': 245.25, 'close': 247.55, 'trades': 2519, 'volume': 2541103, 'vwap': 246.63, 'lastSize': 4386, 'turnover': 62669464555, 'homeNotional': 23884.825264531963, 'foreignNotional': 5890564.945574979}, {'timestamp': datetime.datetime(2020, 7, 9, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.2, 'high': 245.8, 'low': 244.85, 'close': 245.35, 'trades': 1504, 'volume': 2407347, 'vwap': 245.35, 'lastSize': 62, 'turnover': 59062240050, 'homeNotional': 22602.412816117212, 'foreignNotional': 5545314.18655487}, {'timestamp': datetime.datetime(2020, 7, 9, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.85, 'high': 245.65, 'low': 244.65, 'close': 245.2, 'trades': 1191, 'volume': 1604078, 'vwap': 245.12, 'lastSize': 500, 'turnover': 39317926835, 'homeNotional': 15059.701641392665, 'foreignNotional': 3691321.1733044214}] 2020-07-09 10:00:20 INFO: prepare candles [CandleItem(low=245.25, high=247.55, open=245.35, close=247.55, color='GREEN'), CandleItem(low=244.85, high=245.8, open=245.2, close=245.35, color='GREEN'), CandleItem(low=244.65, high=245.65, open=244.85, close=245.2, color='GREEN')] 2020-07-09 10:00:20 INFO: skip by colors first_candle=CandleItem(low=244.65, high=245.65, open=244.85, close=245.2, color='GREEN') second_candle=CandleItem(low=244.85, high=245.8, open=245.2, close=245.35, color='GREEN') last_candle=CandleItem(low=245.25, high=247.55, open=245.35, close=247.55, color='GREEN') 2020-07-09 10:00:20 INFO: check need new order None 2020-07-09 10:00:20 INFO: init new order end 2020-07-09 10:00:20 INFO: 2020-07-09 10:00:20 INFO: 2020-07-09 10:00:20 INFO: 2020-07-09 10:00:20 INFO: 2020-07-09 10:02:00 INFO: 2020-07-09 10:02:00 INFO: 2020-07-09 10:02:00 INFO: 2020-07-09 10:02:00 INFO: 2020-07-09 10:02:00 INFO: clearing start 2020-07-09 10:02:01 INFO: clearing end 2020-07-09 10:02:01 INFO: 2020-07-09 10:02:01 INFO: 2020-07-09 10:02:01 INFO: 2020-07-09 10:02:01 INFO: 2020-07-09 11:00:20 INFO: 2020-07-09 11:00:20 INFO: 2020-07-09 11:00:20 INFO: 2020-07-09 11:00:20 INFO: 2020-07-09 11:00:20 INFO: init new order start 2020-07-09 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.55, 'high': 247.55, 'low': 246.55, 'close': 246.85, 'trades': 1615, 'volume': 2260748, 'vwap': 246.94, 'lastSize': 1000, 'turnover': 55826375490, 'homeNotional': 21254.879241988427, 'foreignNotional': 5248630.624167913}, {'timestamp': datetime.datetime(2020, 7, 9, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.35, 'high': 247.55, 'low': 245.25, 'close': 247.55, 'trades': 2519, 'volume': 2541103, 'vwap': 246.63, 'lastSize': 4386, 'turnover': 62669464555, 'homeNotional': 23884.825264531963, 'foreignNotional': 5890564.945574979}, {'timestamp': datetime.datetime(2020, 7, 9, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.2, 'high': 245.8, 'low': 244.85, 'close': 245.35, 'trades': 1504, 'volume': 2407347, 'vwap': 245.35, 'lastSize': 62, 'turnover': 59062240050, 'homeNotional': 22602.412816117212, 'foreignNotional': 5545314.18655487}] 2020-07-09 11:00:20 INFO: prepare candles [CandleItem(low=246.55, high=247.55, open=247.55, close=246.85, color='RED'), CandleItem(low=245.25, high=247.55, open=245.35, close=247.55, color='GREEN'), CandleItem(low=244.85, high=245.8, open=245.2, close=245.35, color='GREEN')] 2020-07-09 11:00:20 INFO: last_candle=CandleItem(low=246.55, high=247.55, open=247.55, close=246.85, color='RED') 2020-07-09 11:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-07-09 11:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=246.55, high=247.55, open=247.55, close=246.85, color='RED') 2020-07-09 11:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=245.25, high=247.55, open=245.35, close=247.55, color='GREEN') 2020-07-09 11:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=244.85, high=245.8, open=245.2, close=245.35, color='GREEN') 2020-07-09 11:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=246.55, high=247.55, open=247.55, close=246.85, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-07-09 11:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=246.55, high=247.55, open=247.55, close=246.85, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-07-09 11:00:20 INFO: place order: start candle=CandleItem(low=246.55, high=247.55, open=247.55, close=246.85, color='RED') ticker='ETHUSD' price_offset=0.1 2020-07-09 11:00:20 INFO: place order: side_factor=1 init_trigger_price=246.5 init_order_price=246.45000000000002 stop_price_offset=0.0 candle.size=1.0 stop_price=247.55 take_price=240.45000000000002 2020-07-09 11:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('246.5') init_order_price=Decimal('246.450000000000017053025658242404460906982421875') stop_price_offset=0.0 candle.size=1.0 stop_price=Decimal('247.55000000000001136868377216160297393798828125') take_price=Decimal('240.450000000000017053025658242404460906982421875') 2020-07-09 11:00:20 INFO: place order: compute qty=-762 2020-07-09 11:00:20 INFO: place order: save order to db 746d6463c02849a89419ca21481db3f9; response=True 2020-07-09 11:00:20 INFO: post order to exchange resp={'orderID': 'd0129cbc-4afe-6778-4ab8-a4bcf7182fe3', 'clOrdID': '746d6463c02849a89419ca21481db3f9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 246.45, 'displayQty': None, 'stopPx': 246.5, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 9, 8, 0, 20, 648000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 8, 0, 20, 648000, tzinfo=tzutc())} 2020-07-09 11:00:20 INFO: place new init order {'qty': -762, 'init_price': Decimal('246.5'), 'stop_price': Decimal('247.55000000000001136868377216160297393798828125'), 'take_price': Decimal('240.450000000000017053025658242404460906982421875'), 'order_uid': '746d6463c02849a89419ca21481db3f9', 'response': {'orderID': 'd0129cbc-4afe-6778-4ab8-a4bcf7182fe3', 'clOrdID': '746d6463c02849a89419ca21481db3f9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 246.45, 'displayQty': None, 'stopPx': 246.5, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 9, 8, 0, 20, 648000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 8, 0, 20, 648000, tzinfo=tzutc())}} 2020-07-09 11:00:20 INFO: init new order end 2020-07-09 11:00:20 INFO: 2020-07-09 11:00:20 INFO: 2020-07-09 11:00:20 INFO: 2020-07-09 11:00:20 INFO: 2020-07-09 11:00:20 INFO: process event {'orderID': 'd0129cbc-4afe-6778-4ab8-a4bcf7182fe3', 'clOrdID': '746d6463c02849a89419ca21481db3f9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 246.45, 'displayQty': None, 'stopPx': 246.5, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-07-09T08:00:20.648Z', 'timestamp': '2020-07-09T08:00:20.648Z'} 2020-07-09 11:00:20 INFO: skip event 746d6463c02849a89419ca21481db3f9 New 2020-07-09 11:02:00 INFO: 2020-07-09 11:02:00 INFO: 2020-07-09 11:02:00 INFO: 2020-07-09 11:02:00 INFO: 2020-07-09 11:02:00 INFO: clearing start 2020-07-09 11:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'd0129cbc-4afe-6778-4ab8-a4bcf7182fe3', 'clOrdID': '746d6463c02849a89419ca21481db3f9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 246.45, 'displayQty': None, 'stopPx': 246.5, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 9, 8, 0, 20, 648000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 8, 0, 20, 648000, tzinfo=tzutc())} 2020-07-09 11:02:01 INFO: order time=2020-07-09 08:00:20.648000+00:00; delta from now UTC=0:01:40.574022 time_delta.total_seconds()=100.574022; time_diff_offset='3600' 2020-07-09 11:02:01 INFO: skip by time diff 2020-07-09 08:00:20.648000+00:00 2020-07-09 11:02:01 INFO: clearing end 2020-07-09 11:02:01 INFO: 2020-07-09 11:02:01 INFO: 2020-07-09 11:02:01 INFO: 2020-07-09 11:02:01 INFO: 2020-07-09 11:03:15 INFO: process event {'orderID': 'd0129cbc-4afe-6778-4ab8-a4bcf7182fe3', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-07-09T08:03:15.976Z', 'clOrdID': '746d6463c02849a89419ca21481db3f9', 'account': 605536, 'symbol': 'ETHUSD'} 2020-07-09 11:03:15 INFO: skip event 746d6463c02849a89419ca21481db3f9 2020-07-09 11:03:15 INFO: process event {'orderID': 'd0129cbc-4afe-6778-4ab8-a4bcf7182fe3', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 762, 'avgPx': 246.5, 'transactTime': '2020-07-09T08:03:15.976Z', 'clOrdID': '746d6463c02849a89419ca21481db3f9', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-09T08:03:15.976Z'} 2020-07-09 11:03:15 INFO: add new event={'uid': '746d6463c02849a89419ca21481db3f9', 'status': 'Filled'} 2020-07-09 11:03:16 INFO: 2020-07-09 11:03:16 INFO: 2020-07-09 11:03:16 INFO: 2020-07-09 11:03:16 INFO: 2020-07-09 11:03:16 INFO: process event start 2020-07-09 11:03:16 INFO: fetch new order event 746d6463c02849a89419ca21481db3f9 2020-07-09 11:03:16 INFO: fetch orders by event init={'stop': '247.55000000000001136868377216160297393798828125', 'take': '240.450000000000017053025658242404460906982421875', 'qty': '762', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-07-09 11:03:16 INFO: process init order filled 2020-07-09 11:03:16 INFO: save profit orders to storage stop=5795bb6e2e194ced8ea34ee01c005e3c take=ff706ebad75548e282e9761219a84789 2020-07-09 11:03:16 INFO: place profit orders take_price=240.450000000000017053025658242404460906982421875, stop_price=247.55000000000001136868377216160297393798828125, qty=762, color=RED, ticker=ETHUSD 5795bb6e2e194ced8ea34ee01c005e3c ff706ebad75548e282e9761219a84789 2020-07-09 11:03:16 INFO: place stop order ETHUSD: qty=762, stop_price=247.55000000000001136868377216160297393798828125, stop_uid=5795bb6e2e194ced8ea34ee01c005e3c 2020-07-09 11:03:16 INFO: exchange resp for stop order={'orderID': '3d20167e-32ff-6259-7a74-521037080e04', 'clOrdID': '5795bb6e2e194ced8ea34ee01c005e3c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 247.55, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 8, 3, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 8, 3, 16, 380000, tzinfo=tzutc())} 2020-07-09 11:03:16 INFO: process event {'orderID': '3d20167e-32ff-6259-7a74-521037080e04', 'clOrdID': '5795bb6e2e194ced8ea34ee01c005e3c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 247.55, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-07-09T08:03:16.380Z', 'timestamp': '2020-07-09T08:03:16.380Z'} 2020-07-09 11:03:16 INFO: place limit order ETHUSD: qty=762, price=240.450000000000017053025658242404460906982421875, take_uid=ff706ebad75548e282e9761219a84789 2020-07-09 11:03:16 INFO: skip event 5795bb6e2e194ced8ea34ee01c005e3c New 2020-07-09 11:03:16 INFO: process event {'orderID': 'da04a0bb-9d2f-7d44-65d0-1cd1a3ca1eab', 'clOrdID': 'ff706ebad75548e282e9761219a84789', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 240.45, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-07-09T08:03:16.457Z', 'timestamp': '2020-07-09T08:03:16.457Z'} 2020-07-09 11:03:16 INFO: skip event ff706ebad75548e282e9761219a84789 New 2020-07-09 11:03:16 INFO: exchange resp for take profit order={'orderID': 'da04a0bb-9d2f-7d44-65d0-1cd1a3ca1eab', 'clOrdID': 'ff706ebad75548e282e9761219a84789', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 240.45, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 8, 3, 16, 457000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 8, 3, 16, 457000, tzinfo=tzutc())} 2020-07-09 11:03:16 INFO: place profit orders={'stop': {'response': {'orderID': '3d20167e-32ff-6259-7a74-521037080e04', 'clOrdID': '5795bb6e2e194ced8ea34ee01c005e3c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 247.55, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 8, 3, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 8, 3, 16, 380000, tzinfo=tzutc())}, 'qty': Decimal('762'), 'uid': '5795bb6e2e194ced8ea34ee01c005e3c', 'price': Decimal('247.55000000000001136868377216160297393798828125')}, 'take': {'response': {'orderID': 'da04a0bb-9d2f-7d44-65d0-1cd1a3ca1eab', 'clOrdID': 'ff706ebad75548e282e9761219a84789', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 240.45, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 8, 3, 16, 457000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 8, 3, 16, 457000, tzinfo=tzutc())}, 'qty': Decimal('762'), 'uid': 'ff706ebad75548e282e9761219a84789', 'price': Decimal('240.450000000000017053025658242404460906982421875')}} 2020-07-09 11:03:16 INFO: process event {'orderID': 'da04a0bb-9d2f-7d44-65d0-1cd1a3ca1eab', 'workingIndicator': True, 'clOrdID': 'ff706ebad75548e282e9761219a84789', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-09T08:03:16.457Z'} 2020-07-09 11:03:16 INFO: skip event ff706ebad75548e282e9761219a84789 2020-07-09 11:03:16 INFO: rm init order from db 746d6463c02849a89419ca21481db3f9 2020-07-09 11:03:16 INFO: end process event_processing_result='proceed init order' 2020-07-09 11:03:16 INFO: 2020-07-09 11:03:16 INFO: 2020-07-09 11:03:16 INFO: 2020-07-09 11:03:16 INFO: 2020-07-09 12:00:20 INFO: 2020-07-09 12:00:20 INFO: 2020-07-09 12:00:20 INFO: 2020-07-09 12:00:20 INFO: 2020-07-09 12:00:20 INFO: init new order start 2020-07-09 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.85, 'high': 246.9, 'low': 245.85, 'close': 246.35, 'trades': 1455, 'volume': 1317938, 'vwap': 246.33, 'lastSize': 20, 'turnover': 32464089575, 'homeNotional': 12382.100670879176, 'foreignNotional': 3050020.384747578}, {'timestamp': datetime.datetime(2020, 7, 9, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.55, 'high': 247.55, 'low': 246.55, 'close': 246.85, 'trades': 1615, 'volume': 2260748, 'vwap': 246.94, 'lastSize': 1000, 'turnover': 55826375490, 'homeNotional': 21254.879241988427, 'foreignNotional': 5248630.624167913}, {'timestamp': datetime.datetime(2020, 7, 9, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.35, 'high': 247.55, 'low': 245.25, 'close': 247.55, 'trades': 2519, 'volume': 2541103, 'vwap': 246.63, 'lastSize': 4386, 'turnover': 62669464555, 'homeNotional': 23884.825264531963, 'foreignNotional': 5890564.945574979}] 2020-07-09 12:00:20 INFO: prepare candles [CandleItem(low=245.85, high=246.9, open=246.85, close=246.35, color='RED'), CandleItem(low=246.55, high=247.55, open=247.55, close=246.85, color='RED'), CandleItem(low=245.25, high=247.55, open=245.35, close=247.55, color='GREEN')] 2020-07-09 12:00:20 INFO: skip by colors first_candle=CandleItem(low=245.25, high=247.55, open=245.35, close=247.55, color='GREEN') second_candle=CandleItem(low=246.55, high=247.55, open=247.55, close=246.85, color='RED') last_candle=CandleItem(low=245.85, high=246.9, open=246.85, close=246.35, color='RED') 2020-07-09 12:00:20 INFO: check need new order None 2020-07-09 12:00:20 INFO: init new order end 2020-07-09 12:00:20 INFO: 2020-07-09 12:00:20 INFO: 2020-07-09 12:00:20 INFO: 2020-07-09 12:00:20 INFO: 2020-07-09 12:02:00 INFO: 2020-07-09 12:02:00 INFO: 2020-07-09 12:02:00 INFO: 2020-07-09 12:02:00 INFO: 2020-07-09 12:02:00 INFO: clearing start 2020-07-09 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3d20167e-32ff-6259-7a74-521037080e04', 'clOrdID': '5795bb6e2e194ced8ea34ee01c005e3c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 247.55, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 8, 3, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 8, 3, 16, 380000, tzinfo=tzutc())} 2020-07-09 12:02:00 INFO: skip by not found init order into storage 2020-07-09 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'da04a0bb-9d2f-7d44-65d0-1cd1a3ca1eab', 'clOrdID': 'ff706ebad75548e282e9761219a84789', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 240.45, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 8, 3, 16, 457000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 8, 3, 16, 457000, tzinfo=tzutc())} 2020-07-09 12:02:00 INFO: skip by not found init order into storage 2020-07-09 12:02:00 INFO: clearing end 2020-07-09 12:02:00 INFO: 2020-07-09 12:02:00 INFO: 2020-07-09 12:02:00 INFO: 2020-07-09 12:02:00 INFO: 2020-07-09 13:00:20 INFO: 2020-07-09 13:00:20 INFO: 2020-07-09 13:00:20 INFO: 2020-07-09 13:00:20 INFO: 2020-07-09 13:00:20 INFO: init new order start 2020-07-09 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.35, 'high': 246.85, 'low': 245.75, 'close': 246.3, 'trades': 1185, 'volume': 1860836, 'vwap': 246.31, 'lastSize': 2, 'turnover': 45833359575, 'homeNotional': 17468.80069896205, 'foreignNotional': 4302657.606914721}, {'timestamp': datetime.datetime(2020, 7, 9, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.85, 'high': 246.9, 'low': 245.85, 'close': 246.35, 'trades': 1455, 'volume': 1317938, 'vwap': 246.33, 'lastSize': 20, 'turnover': 32464089575, 'homeNotional': 12382.100670879176, 'foreignNotional': 3050020.384747578}, {'timestamp': datetime.datetime(2020, 7, 9, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.55, 'high': 247.55, 'low': 246.55, 'close': 246.85, 'trades': 1615, 'volume': 2260748, 'vwap': 246.94, 'lastSize': 1000, 'turnover': 55826375490, 'homeNotional': 21254.879241988427, 'foreignNotional': 5248630.624167913}] 2020-07-09 13:00:21 INFO: prepare candles [CandleItem(low=245.75, high=246.85, open=246.35, close=246.3, color='RED'), CandleItem(low=245.85, high=246.9, open=246.85, close=246.35, color='RED'), CandleItem(low=246.55, high=247.55, open=247.55, close=246.85, color='RED')] 2020-07-09 13:00:21 INFO: skip by colors first_candle=CandleItem(low=246.55, high=247.55, open=247.55, close=246.85, color='RED') second_candle=CandleItem(low=245.85, high=246.9, open=246.85, close=246.35, color='RED') last_candle=CandleItem(low=245.75, high=246.85, open=246.35, close=246.3, color='RED') 2020-07-09 13:00:21 INFO: check need new order None 2020-07-09 13:00:21 INFO: init new order end 2020-07-09 13:00:21 INFO: 2020-07-09 13:00:21 INFO: 2020-07-09 13:00:21 INFO: 2020-07-09 13:00:21 INFO: 2020-07-09 13:02:00 INFO: 2020-07-09 13:02:00 INFO: 2020-07-09 13:02:00 INFO: 2020-07-09 13:02:00 INFO: 2020-07-09 13:02:00 INFO: clearing start 2020-07-09 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3d20167e-32ff-6259-7a74-521037080e04', 'clOrdID': '5795bb6e2e194ced8ea34ee01c005e3c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 247.55, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 8, 3, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 8, 3, 16, 380000, tzinfo=tzutc())} 2020-07-09 13:02:00 INFO: skip by not found init order into storage 2020-07-09 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'da04a0bb-9d2f-7d44-65d0-1cd1a3ca1eab', 'clOrdID': 'ff706ebad75548e282e9761219a84789', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 240.45, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 8, 3, 16, 457000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 8, 3, 16, 457000, tzinfo=tzutc())} 2020-07-09 13:02:00 INFO: skip by not found init order into storage 2020-07-09 13:02:00 INFO: clearing end 2020-07-09 13:02:00 INFO: 2020-07-09 13:02:00 INFO: 2020-07-09 13:02:00 INFO: 2020-07-09 13:02:00 INFO: 2020-07-09 14:00:20 INFO: 2020-07-09 14:00:20 INFO: 2020-07-09 14:00:20 INFO: 2020-07-09 14:00:20 INFO: 2020-07-09 14:00:20 INFO: init new order start 2020-07-09 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.3, 'high': 246.4, 'low': 244.7, 'close': 245.0, 'trades': 1914, 'volume': 2555701, 'vwap': 245.42, 'lastSize': 1743, 'turnover': 62720874140, 'homeNotional': 23948.062239014984, 'foreignNotional': 5877233.661976838}, {'timestamp': datetime.datetime(2020, 7, 9, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.35, 'high': 246.85, 'low': 245.75, 'close': 246.3, 'trades': 1185, 'volume': 1860836, 'vwap': 246.31, 'lastSize': 2, 'turnover': 45833359575, 'homeNotional': 17468.80069896205, 'foreignNotional': 4302657.606914721}, {'timestamp': datetime.datetime(2020, 7, 9, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.85, 'high': 246.9, 'low': 245.85, 'close': 246.35, 'trades': 1455, 'volume': 1317938, 'vwap': 246.33, 'lastSize': 20, 'turnover': 32464089575, 'homeNotional': 12382.100670879176, 'foreignNotional': 3050020.384747578}] 2020-07-09 14:00:20 INFO: prepare candles [CandleItem(low=244.7, high=246.4, open=246.3, close=245.0, color='RED'), CandleItem(low=245.75, high=246.85, open=246.35, close=246.3, color='RED'), CandleItem(low=245.85, high=246.9, open=246.85, close=246.35, color='RED')] 2020-07-09 14:00:20 INFO: skip by colors first_candle=CandleItem(low=245.85, high=246.9, open=246.85, close=246.35, color='RED') second_candle=CandleItem(low=245.75, high=246.85, open=246.35, close=246.3, color='RED') last_candle=CandleItem(low=244.7, high=246.4, open=246.3, close=245.0, color='RED') 2020-07-09 14:00:20 INFO: check need new order None 2020-07-09 14:00:20 INFO: init new order end 2020-07-09 14:00:20 INFO: 2020-07-09 14:00:20 INFO: 2020-07-09 14:00:20 INFO: 2020-07-09 14:00:20 INFO: 2020-07-09 14:02:00 INFO: 2020-07-09 14:02:00 INFO: 2020-07-09 14:02:00 INFO: 2020-07-09 14:02:00 INFO: 2020-07-09 14:02:00 INFO: clearing start 2020-07-09 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3d20167e-32ff-6259-7a74-521037080e04', 'clOrdID': '5795bb6e2e194ced8ea34ee01c005e3c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 247.55, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 8, 3, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 8, 3, 16, 380000, tzinfo=tzutc())} 2020-07-09 14:02:00 INFO: skip by not found init order into storage 2020-07-09 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'da04a0bb-9d2f-7d44-65d0-1cd1a3ca1eab', 'clOrdID': 'ff706ebad75548e282e9761219a84789', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 240.45, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 8, 3, 16, 457000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 8, 3, 16, 457000, tzinfo=tzutc())} 2020-07-09 14:02:00 INFO: skip by not found init order into storage 2020-07-09 14:02:00 INFO: clearing end 2020-07-09 14:02:00 INFO: 2020-07-09 14:02:00 INFO: 2020-07-09 14:02:00 INFO: 2020-07-09 14:02:00 INFO: 2020-07-09 15:00:20 INFO: 2020-07-09 15:00:20 INFO: 2020-07-09 15:00:20 INFO: 2020-07-09 15:00:20 INFO: 2020-07-09 15:00:20 INFO: init new order start 2020-07-09 15:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.0, 'high': 246.55, 'low': 244.55, 'close': 246.5, 'trades': 2151, 'volume': 2991209, 'vwap': 245.88, 'lastSize': 29, 'turnover': 73547660110, 'homeNotional': 28065.76004199488, 'foreignNotional': 6900811.546612006}, {'timestamp': datetime.datetime(2020, 7, 9, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.3, 'high': 246.4, 'low': 244.7, 'close': 245.0, 'trades': 1914, 'volume': 2555701, 'vwap': 245.42, 'lastSize': 1743, 'turnover': 62720874140, 'homeNotional': 23948.062239014984, 'foreignNotional': 5877233.661976838}, {'timestamp': datetime.datetime(2020, 7, 9, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.35, 'high': 246.85, 'low': 245.75, 'close': 246.3, 'trades': 1185, 'volume': 1860836, 'vwap': 246.31, 'lastSize': 2, 'turnover': 45833359575, 'homeNotional': 17468.80069896205, 'foreignNotional': 4302657.606914721}] 2020-07-09 15:00:21 INFO: prepare candles [CandleItem(low=244.55, high=246.55, open=245.0, close=246.5, color='GREEN'), CandleItem(low=244.7, high=246.4, open=246.3, close=245.0, color='RED'), CandleItem(low=245.75, high=246.85, open=246.35, close=246.3, color='RED')] 2020-07-09 15:00:21 INFO: last_candle=CandleItem(low=244.55, high=246.55, open=245.0, close=246.5, color='GREEN') 2020-07-09 15:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-07-09 15:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=244.55, high=246.55, open=245.0, close=246.5, color='GREEN') 2020-07-09 15:00:21 INFO: skip by CandleItem(low=244.55, high=246.55, open=245.0, close=246.5, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-07-09 15:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-07-09 15:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=244.55, high=246.55, open=245.0, close=246.5, color='GREEN') 2020-07-09 15:00:21 INFO: skip by CandleItem(low=244.55, high=246.55, open=245.0, close=246.5, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-07-09 15:00:21 INFO: not found applicable config for candle 2020-07-09 15:00:21 INFO: check need new order None 2020-07-09 15:00:21 INFO: init new order end 2020-07-09 15:00:21 INFO: 2020-07-09 15:00:21 INFO: 2020-07-09 15:00:21 INFO: 2020-07-09 15:00:21 INFO: 2020-07-09 15:02:00 INFO: 2020-07-09 15:02:00 INFO: 2020-07-09 15:02:00 INFO: 2020-07-09 15:02:00 INFO: 2020-07-09 15:02:00 INFO: clearing start 2020-07-09 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3d20167e-32ff-6259-7a74-521037080e04', 'clOrdID': '5795bb6e2e194ced8ea34ee01c005e3c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 247.55, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 8, 3, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 8, 3, 16, 380000, tzinfo=tzutc())} 2020-07-09 15:02:00 INFO: skip by not found init order into storage 2020-07-09 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'da04a0bb-9d2f-7d44-65d0-1cd1a3ca1eab', 'clOrdID': 'ff706ebad75548e282e9761219a84789', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 240.45, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 8, 3, 16, 457000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 8, 3, 16, 457000, tzinfo=tzutc())} 2020-07-09 15:02:00 INFO: skip by not found init order into storage 2020-07-09 15:02:00 INFO: clearing end 2020-07-09 15:02:00 INFO: 2020-07-09 15:02:00 INFO: 2020-07-09 15:02:00 INFO: 2020-07-09 15:02:00 INFO: 2020-07-09 15:57:31 INFO: process event {'orderID': '3d20167e-32ff-6259-7a74-521037080e04', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-07-09T12:57:31.693Z', 'clOrdID': '5795bb6e2e194ced8ea34ee01c005e3c', 'account': 605536, 'symbol': 'ETHUSD'} 2020-07-09 15:57:31 INFO: skip event 5795bb6e2e194ced8ea34ee01c005e3c 2020-07-09 15:57:31 INFO: process event {'orderID': '3d20167e-32ff-6259-7a74-521037080e04', 'price': 247.55, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 762, 'avgPx': 247.55, 'transactTime': '2020-07-09T12:57:31.693Z', 'clOrdID': '5795bb6e2e194ced8ea34ee01c005e3c', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-09T12:57:31.693Z'} 2020-07-09 15:57:31 INFO: add new event={'uid': '5795bb6e2e194ced8ea34ee01c005e3c', 'status': 'Filled'} 2020-07-09 15:57:32 INFO: 2020-07-09 15:57:32 INFO: 2020-07-09 15:57:32 INFO: 2020-07-09 15:57:32 INFO: 2020-07-09 15:57:32 INFO: process event start 2020-07-09 15:57:32 INFO: fetch new order event 5795bb6e2e194ced8ea34ee01c005e3c 2020-07-09 15:57:32 INFO: fetch orders by event init=None profit_pair=ff706ebad75548e282e9761219a84789 2020-07-09 15:57:32 INFO: process profit order filled 2020-07-09 15:57:32 INFO: process event {'orderID': 'da04a0bb-9d2f-7d44-65d0-1cd1a3ca1eab', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-07-09T12:57:32.481Z', 'clOrdID': 'ff706ebad75548e282e9761219a84789', 'account': 605536, 'symbol': 'ETHUSD'} 2020-07-09 15:57:32 INFO: skip event ff706ebad75548e282e9761219a84789 Canceled 2020-07-09 15:57:32 INFO: cancel order=ff706ebad75548e282e9761219a84789 [{'orderID': 'da04a0bb-9d2f-7d44-65d0-1cd1a3ca1eab', 'clOrdID': 'ff706ebad75548e282e9761219a84789', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 240.45, '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, 7, 9, 8, 3, 16, 457000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 12, 57, 32, 481000, tzinfo=tzutc())}] 2020-07-09 15:57:32 INFO: end process event_processing_result='proceed profit order' 2020-07-09 15:57:32 INFO: 2020-07-09 15:57:32 INFO: 2020-07-09 15:57:32 INFO: 2020-07-09 15:57:32 INFO: 2020-07-09 16:00:20 INFO: 2020-07-09 16:00:20 INFO: 2020-07-09 16:00:20 INFO: 2020-07-09 16:00:20 INFO: 2020-07-09 16:00:20 INFO: init new order start 2020-07-09 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.5, 'high': 247.9, 'low': 246.45, 'close': 247.6, 'trades': 2357, 'volume': 2671930, 'vwap': 247.1, 'lastSize': 50, 'turnover': 66021429725, 'homeNotional': 25149.018249182103, 'foreignNotional': 6214148.52780065}, {'timestamp': datetime.datetime(2020, 7, 9, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.0, 'high': 246.55, 'low': 244.55, 'close': 246.5, 'trades': 2151, 'volume': 2991209, 'vwap': 245.88, 'lastSize': 29, 'turnover': 73547660110, 'homeNotional': 28065.76004199488, 'foreignNotional': 6900811.546612006}, {'timestamp': datetime.datetime(2020, 7, 9, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.3, 'high': 246.4, 'low': 244.7, 'close': 245.0, 'trades': 1914, 'volume': 2555701, 'vwap': 245.42, 'lastSize': 1743, 'turnover': 62720874140, 'homeNotional': 23948.062239014984, 'foreignNotional': 5877233.661976838}] 2020-07-09 16:00:20 INFO: prepare candles [CandleItem(low=246.45, high=247.9, open=246.5, close=247.6, color='GREEN'), CandleItem(low=244.55, high=246.55, open=245.0, close=246.5, color='GREEN'), CandleItem(low=244.7, high=246.4, open=246.3, close=245.0, color='RED')] 2020-07-09 16:00:20 INFO: skip by colors first_candle=CandleItem(low=244.7, high=246.4, open=246.3, close=245.0, color='RED') second_candle=CandleItem(low=244.55, high=246.55, open=245.0, close=246.5, color='GREEN') last_candle=CandleItem(low=246.45, high=247.9, open=246.5, close=247.6, color='GREEN') 2020-07-09 16:00:20 INFO: check need new order None 2020-07-09 16:00:20 INFO: init new order end 2020-07-09 16:00:20 INFO: 2020-07-09 16:00:20 INFO: 2020-07-09 16:00:20 INFO: 2020-07-09 16:00:20 INFO: 2020-07-09 16:02:00 INFO: 2020-07-09 16:02:00 INFO: 2020-07-09 16:02:00 INFO: 2020-07-09 16:02:00 INFO: 2020-07-09 16:02:00 INFO: clearing start 2020-07-09 16:02:01 INFO: clearing end 2020-07-09 16:02:01 INFO: 2020-07-09 16:02:01 INFO: 2020-07-09 16:02:01 INFO: 2020-07-09 16:02:01 INFO: 2020-07-09 17:00:20 INFO: 2020-07-09 17:00:20 INFO: 2020-07-09 17:00:20 INFO: 2020-07-09 17:00:20 INFO: 2020-07-09 17:00:20 INFO: init new order start 2020-07-09 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.6, 'high': 247.75, 'low': 245.25, 'close': 245.9, 'trades': 2373, 'volume': 3642593, 'vwap': 246.05, 'lastSize': 500, 'turnover': 89623734315, 'homeNotional': 34238.960931728165, 'foreignNotional': 8424301.476954948}, {'timestamp': datetime.datetime(2020, 7, 9, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.5, 'high': 247.9, 'low': 246.45, 'close': 247.6, 'trades': 2357, 'volume': 2671930, 'vwap': 247.1, 'lastSize': 50, 'turnover': 66021429725, 'homeNotional': 25149.018249182103, 'foreignNotional': 6214148.52780065}, {'timestamp': datetime.datetime(2020, 7, 9, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.0, 'high': 246.55, 'low': 244.55, 'close': 246.5, 'trades': 2151, 'volume': 2991209, 'vwap': 245.88, 'lastSize': 29, 'turnover': 73547660110, 'homeNotional': 28065.76004199488, 'foreignNotional': 6900811.546612006}] 2020-07-09 17:00:20 INFO: prepare candles [CandleItem(low=245.25, high=247.75, open=247.6, close=245.9, color='RED'), CandleItem(low=246.45, high=247.9, open=246.5, close=247.6, color='GREEN'), CandleItem(low=244.55, high=246.55, open=245.0, close=246.5, color='GREEN')] 2020-07-09 17:00:20 INFO: last_candle=CandleItem(low=245.25, high=247.75, open=247.6, close=245.9, color='RED') 2020-07-09 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-07-09 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=245.25, high=247.75, open=247.6, close=245.9, color='RED') 2020-07-09 17:00:20 INFO: skip by CandleItem(low=245.25, high=247.75, open=247.6, close=245.9, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-07-09 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-07-09 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=245.25, high=247.75, open=247.6, close=245.9, color='RED') 2020-07-09 17:00:20 INFO: skip by CandleItem(low=245.25, high=247.75, open=247.6, close=245.9, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-07-09 17:00:20 INFO: not found applicable config for candle 2020-07-09 17:00:20 INFO: check need new order None 2020-07-09 17:00:20 INFO: init new order end 2020-07-09 17:00:20 INFO: 2020-07-09 17:00:20 INFO: 2020-07-09 17:00:20 INFO: 2020-07-09 17:00:20 INFO: 2020-07-09 17:02:00 INFO: 2020-07-09 17:02:00 INFO: 2020-07-09 17:02:00 INFO: 2020-07-09 17:02:00 INFO: 2020-07-09 17:02:00 INFO: clearing start 2020-07-09 17:02:00 INFO: clearing end 2020-07-09 17:02:00 INFO: 2020-07-09 17:02:00 INFO: 2020-07-09 17:02:00 INFO: 2020-07-09 17:02:00 INFO: 2020-07-09 18:00:20 INFO: 2020-07-09 18:00:20 INFO: 2020-07-09 18:00:20 INFO: 2020-07-09 18:00:20 INFO: 2020-07-09 18:00:20 INFO: init new order start 2020-07-09 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.9, 'high': 246.05, 'low': 241.3, 'close': 242.4, 'trades': 7876, 'volume': 13338939, 'vwap': 243.52, 'lastSize': 100, 'turnover': 324820707530, 'homeNotional': 124479.20310281099, 'foreignNotional': 30312940.36368032}, {'timestamp': datetime.datetime(2020, 7, 9, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.6, 'high': 247.75, 'low': 245.25, 'close': 245.9, 'trades': 2373, 'volume': 3642593, 'vwap': 246.05, 'lastSize': 500, 'turnover': 89623734315, 'homeNotional': 34238.960931728165, 'foreignNotional': 8424301.476954948}, {'timestamp': datetime.datetime(2020, 7, 9, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.5, 'high': 247.9, 'low': 246.45, 'close': 247.6, 'trades': 2357, 'volume': 2671930, 'vwap': 247.1, 'lastSize': 50, 'turnover': 66021429725, 'homeNotional': 25149.018249182103, 'foreignNotional': 6214148.52780065}] 2020-07-09 18:00:20 INFO: prepare candles [CandleItem(low=241.3, high=246.05, open=245.9, close=242.4, color='RED'), CandleItem(low=245.25, high=247.75, open=247.6, close=245.9, color='RED'), CandleItem(low=246.45, high=247.9, open=246.5, close=247.6, color='GREEN')] 2020-07-09 18:00:20 INFO: skip by colors first_candle=CandleItem(low=246.45, high=247.9, open=246.5, close=247.6, color='GREEN') second_candle=CandleItem(low=245.25, high=247.75, open=247.6, close=245.9, color='RED') last_candle=CandleItem(low=241.3, high=246.05, open=245.9, close=242.4, color='RED') 2020-07-09 18:00:20 INFO: check need new order None 2020-07-09 18:00:20 INFO: init new order end 2020-07-09 18:00:20 INFO: 2020-07-09 18:00:20 INFO: 2020-07-09 18:00:20 INFO: 2020-07-09 18:00:20 INFO: 2020-07-09 18:02:00 INFO: 2020-07-09 18:02:00 INFO: 2020-07-09 18:02:00 INFO: 2020-07-09 18:02:00 INFO: 2020-07-09 18:02:00 INFO: clearing start 2020-07-09 18:02:01 INFO: clearing end 2020-07-09 18:02:01 INFO: 2020-07-09 18:02:01 INFO: 2020-07-09 18:02:01 INFO: 2020-07-09 18:02:01 INFO: 2020-07-09 19:00:20 INFO: 2020-07-09 19:00:20 INFO: 2020-07-09 19:00:20 INFO: 2020-07-09 19:00:20 INFO: 2020-07-09 19:00:20 INFO: init new order start 2020-07-09 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.4, 'high': 242.4, 'low': 238.3, 'close': 240.0, 'trades': 10364, 'volume': 16657370, 'vwap': 240.12, 'lastSize': 425, 'turnover': 399969045365, 'homeNotional': 153759.99574863445, 'foreignNotional': 36920451.599796884}, {'timestamp': datetime.datetime(2020, 7, 9, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.9, 'high': 246.05, 'low': 241.3, 'close': 242.4, 'trades': 7876, 'volume': 13338939, 'vwap': 243.52, 'lastSize': 100, 'turnover': 324820707530, 'homeNotional': 124479.20310281099, 'foreignNotional': 30312940.36368032}, {'timestamp': datetime.datetime(2020, 7, 9, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.6, 'high': 247.75, 'low': 245.25, 'close': 245.9, 'trades': 2373, 'volume': 3642593, 'vwap': 246.05, 'lastSize': 500, 'turnover': 89623734315, 'homeNotional': 34238.960931728165, 'foreignNotional': 8424301.476954948}] 2020-07-09 19:00:20 INFO: prepare candles [CandleItem(low=238.3, high=242.4, open=242.4, close=240.0, color='RED'), CandleItem(low=241.3, high=246.05, open=245.9, close=242.4, color='RED'), CandleItem(low=245.25, high=247.75, open=247.6, close=245.9, color='RED')] 2020-07-09 19:00:20 INFO: skip by colors first_candle=CandleItem(low=245.25, high=247.75, open=247.6, close=245.9, color='RED') second_candle=CandleItem(low=241.3, high=246.05, open=245.9, close=242.4, color='RED') last_candle=CandleItem(low=238.3, high=242.4, open=242.4, close=240.0, color='RED') 2020-07-09 19:00:20 INFO: check need new order None 2020-07-09 19:00:20 INFO: init new order end 2020-07-09 19:00:20 INFO: 2020-07-09 19:00:20 INFO: 2020-07-09 19:00:20 INFO: 2020-07-09 19:00:20 INFO: 2020-07-09 19:02:00 INFO: 2020-07-09 19:02:00 INFO: 2020-07-09 19:02:00 INFO: 2020-07-09 19:02:00 INFO: 2020-07-09 19:02:00 INFO: clearing start 2020-07-09 19:02:00 INFO: clearing end 2020-07-09 19:02:00 INFO: 2020-07-09 19:02:00 INFO: 2020-07-09 19:02:00 INFO: 2020-07-09 19:02:00 INFO: 2020-07-09 20:00:20 INFO: 2020-07-09 20:00:20 INFO: 2020-07-09 20:00:20 INFO: 2020-07-09 20:00:20 INFO: 2020-07-09 20:00:20 INFO: init new order start 2020-07-09 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.0, 'high': 240.85, 'low': 239.5, 'close': 240.35, 'trades': 3295, 'volume': 3400143, 'vwap': 240.14, 'lastSize': 489, 'turnover': 81650134800, 'homeNotional': 31323.216225294702, 'foreignNotional': 7521882.036251731}, {'timestamp': datetime.datetime(2020, 7, 9, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.4, 'high': 242.4, 'low': 238.3, 'close': 240.0, 'trades': 10364, 'volume': 16657370, 'vwap': 240.12, 'lastSize': 425, 'turnover': 399969045365, 'homeNotional': 153759.99574863445, 'foreignNotional': 36920451.599796884}, {'timestamp': datetime.datetime(2020, 7, 9, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.9, 'high': 246.05, 'low': 241.3, 'close': 242.4, 'trades': 7876, 'volume': 13338939, 'vwap': 243.52, 'lastSize': 100, 'turnover': 324820707530, 'homeNotional': 124479.20310281099, 'foreignNotional': 30312940.36368032}] 2020-07-09 20:00:20 INFO: prepare candles [CandleItem(low=239.5, high=240.85, open=240.0, close=240.35, color='GREEN'), CandleItem(low=238.3, high=242.4, open=242.4, close=240.0, color='RED'), CandleItem(low=241.3, high=246.05, open=245.9, close=242.4, color='RED')] 2020-07-09 20:00:20 INFO: last_candle=CandleItem(low=239.5, high=240.85, open=240.0, close=240.35, color='GREEN') 2020-07-09 20:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-07-09 20:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=239.5, high=240.85, open=240.0, close=240.35, color='GREEN') 2020-07-09 20:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=238.3, high=242.4, open=242.4, close=240.0, color='RED') 2020-07-09 20:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.3, high=246.05, open=245.9, close=242.4, color='RED') 2020-07-09 20:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=239.5, high=240.85, open=240.0, close=240.35, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-07-09 20:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=239.5, high=240.85, open=240.0, close=240.35, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-07-09 20:00:20 INFO: place order: start candle=CandleItem(low=239.5, high=240.85, open=240.0, close=240.35, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-07-09 20:00:20 INFO: place order: side_factor=-1 init_trigger_price=240.9 init_order_price=240.95 stop_price_offset=0.0 candle.size=1.3499999999999943 stop_price=239.5 take_price=249.04999999999995 2020-07-09 20:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('240.900000000000005684341886080801486968994140625') init_order_price=Decimal('240.94999999999998863131622783839702606201171875') stop_price_offset=0.0 candle.size=1.3499999999999943 stop_price=Decimal('239.5') take_price=Decimal('249.049999999999954525264911353588104248046875') 2020-07-09 20:00:20 INFO: place order: compute qty=571 2020-07-09 20:00:20 INFO: place order: save order to db 85b14184243946bf9812fd8df9dc0a27; response=True 2020-07-09 20:00:21 INFO: post order to exchange resp={'orderID': 'bb319888-17b3-bb14-d84e-c1fdb0e4daaf', 'clOrdID': '85b14184243946bf9812fd8df9dc0a27', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 240.95, 'displayQty': None, 'stopPx': 240.9, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 9, 17, 0, 21, 4000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 17, 0, 21, 4000, tzinfo=tzutc())} 2020-07-09 20:00:21 INFO: place new init order {'qty': 571, 'init_price': Decimal('240.900000000000005684341886080801486968994140625'), 'stop_price': Decimal('239.5'), 'take_price': Decimal('249.049999999999954525264911353588104248046875'), 'order_uid': '85b14184243946bf9812fd8df9dc0a27', 'response': {'orderID': 'bb319888-17b3-bb14-d84e-c1fdb0e4daaf', 'clOrdID': '85b14184243946bf9812fd8df9dc0a27', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 240.95, 'displayQty': None, 'stopPx': 240.9, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 9, 17, 0, 21, 4000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 17, 0, 21, 4000, tzinfo=tzutc())}} 2020-07-09 20:00:21 INFO: init new order end 2020-07-09 20:00:21 INFO: 2020-07-09 20:00:21 INFO: 2020-07-09 20:00:21 INFO: 2020-07-09 20:00:21 INFO: 2020-07-09 20:00:21 INFO: process event {'orderID': 'bb319888-17b3-bb14-d84e-c1fdb0e4daaf', 'clOrdID': '85b14184243946bf9812fd8df9dc0a27', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 240.95, 'displayQty': None, 'stopPx': 240.9, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-07-09T17:00:21.004Z', 'timestamp': '2020-07-09T17:00:21.004Z'} 2020-07-09 20:00:21 INFO: skip event 85b14184243946bf9812fd8df9dc0a27 New 2020-07-09 20:02:00 INFO: 2020-07-09 20:02:00 INFO: 2020-07-09 20:02:00 INFO: 2020-07-09 20:02:00 INFO: 2020-07-09 20:02:00 INFO: clearing start 2020-07-09 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb319888-17b3-bb14-d84e-c1fdb0e4daaf', 'clOrdID': '85b14184243946bf9812fd8df9dc0a27', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 240.95, 'displayQty': None, 'stopPx': 240.9, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 9, 17, 0, 21, 4000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 17, 0, 21, 4000, tzinfo=tzutc())} 2020-07-09 20:02:00 INFO: order time=2020-07-09 17:00:21.004000+00:00; delta from now UTC=0:01:39.249279 time_delta.total_seconds()=99.249279; time_diff_offset='3600' 2020-07-09 20:02:00 INFO: skip by time diff 2020-07-09 17:00:21.004000+00:00 2020-07-09 20:02:00 INFO: clearing end 2020-07-09 20:02:00 INFO: 2020-07-09 20:02:00 INFO: 2020-07-09 20:02:00 INFO: 2020-07-09 20:02:00 INFO: 2020-07-09 20:05:25 INFO: process event {'orderID': 'bb319888-17b3-bb14-d84e-c1fdb0e4daaf', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-07-09T17:05:25.909Z', 'clOrdID': '85b14184243946bf9812fd8df9dc0a27', 'account': 605536, 'symbol': 'ETHUSD'} 2020-07-09 20:05:26 INFO: skip event 85b14184243946bf9812fd8df9dc0a27 2020-07-09 20:05:26 INFO: process event {'orderID': 'bb319888-17b3-bb14-d84e-c1fdb0e4daaf', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 571, 'avgPx': 240.9, 'transactTime': '2020-07-09T17:05:25.909Z', 'clOrdID': '85b14184243946bf9812fd8df9dc0a27', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-09T17:05:25.909Z'} 2020-07-09 20:05:26 INFO: add new event={'uid': '85b14184243946bf9812fd8df9dc0a27', 'status': 'Filled'} 2020-07-09 20:05:26 INFO: 2020-07-09 20:05:26 INFO: 2020-07-09 20:05:26 INFO: 2020-07-09 20:05:26 INFO: 2020-07-09 20:05:26 INFO: process event start 2020-07-09 20:05:26 INFO: fetch new order event 85b14184243946bf9812fd8df9dc0a27 2020-07-09 20:05:26 INFO: fetch orders by event init={'stop': '239.5', 'take': '249.049999999999954525264911353588104248046875', 'qty': '571', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-07-09 20:05:26 INFO: process init order filled 2020-07-09 20:05:26 INFO: save profit orders to storage stop=f9131c42dbe847f0b7a9c5c99cdfe72c take=466798d50a2f4fd79cc52937fb9537de 2020-07-09 20:05:26 INFO: place profit orders take_price=249.049999999999954525264911353588104248046875, stop_price=239.5, qty=571, color=GREEN, ticker=ETHUSD f9131c42dbe847f0b7a9c5c99cdfe72c 466798d50a2f4fd79cc52937fb9537de 2020-07-09 20:05:26 INFO: place stop order ETHUSD: qty=-571, stop_price=239.5, stop_uid=f9131c42dbe847f0b7a9c5c99cdfe72c 2020-07-09 20:05:26 INFO: exchange resp for stop order={'orderID': '681f6872-e740-b8a3-d07a-01e7d352c3ab', 'clOrdID': 'f9131c42dbe847f0b7a9c5c99cdfe72c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 571, 'price': None, 'displayQty': None, 'stopPx': 239.5, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 17, 5, 26, 630000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 17, 5, 26, 630000, tzinfo=tzutc())} 2020-07-09 20:05:26 INFO: place limit order ETHUSD: qty=-571, price=249.049999999999954525264911353588104248046875, take_uid=466798d50a2f4fd79cc52937fb9537de 2020-07-09 20:05:26 INFO: process event {'orderID': '681f6872-e740-b8a3-d07a-01e7d352c3ab', 'clOrdID': 'f9131c42dbe847f0b7a9c5c99cdfe72c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 571, 'price': None, 'displayQty': None, 'stopPx': 239.5, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-07-09T17:05:26.630Z', 'timestamp': '2020-07-09T17:05:26.630Z'} 2020-07-09 20:05:26 INFO: skip event f9131c42dbe847f0b7a9c5c99cdfe72c New 2020-07-09 20:05:26 INFO: exchange resp for take profit order={'orderID': '99560018-7d09-3c55-d93c-26c36b5caa9a', 'clOrdID': '466798d50a2f4fd79cc52937fb9537de', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 571, 'price': 249.05, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 17, 5, 26, 669000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 17, 5, 26, 669000, tzinfo=tzutc())} 2020-07-09 20:05:26 INFO: place profit orders={'stop': {'response': {'orderID': '681f6872-e740-b8a3-d07a-01e7d352c3ab', 'clOrdID': 'f9131c42dbe847f0b7a9c5c99cdfe72c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 571, 'price': None, 'displayQty': None, 'stopPx': 239.5, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 17, 5, 26, 630000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 17, 5, 26, 630000, tzinfo=tzutc())}, 'qty': Decimal('-571'), 'uid': 'f9131c42dbe847f0b7a9c5c99cdfe72c', 'price': Decimal('239.5')}, 'take': {'response': {'orderID': '99560018-7d09-3c55-d93c-26c36b5caa9a', 'clOrdID': '466798d50a2f4fd79cc52937fb9537de', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 571, 'price': 249.05, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 17, 5, 26, 669000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 17, 5, 26, 669000, tzinfo=tzutc())}, 'qty': Decimal('-571'), 'uid': '466798d50a2f4fd79cc52937fb9537de', 'price': Decimal('249.049999999999954525264911353588104248046875')}} 2020-07-09 20:05:26 INFO: process event {'orderID': '99560018-7d09-3c55-d93c-26c36b5caa9a', 'clOrdID': '466798d50a2f4fd79cc52937fb9537de', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 571, 'price': 249.05, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-07-09T17:05:26.669Z', 'timestamp': '2020-07-09T17:05:26.669Z'} 2020-07-09 20:05:26 INFO: skip event 466798d50a2f4fd79cc52937fb9537de New 2020-07-09 20:05:26 INFO: process event {'orderID': '99560018-7d09-3c55-d93c-26c36b5caa9a', 'workingIndicator': True, 'clOrdID': '466798d50a2f4fd79cc52937fb9537de', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-09T17:05:26.669Z'} 2020-07-09 20:05:26 INFO: skip event 466798d50a2f4fd79cc52937fb9537de 2020-07-09 20:05:26 INFO: rm init order from db 85b14184243946bf9812fd8df9dc0a27 2020-07-09 20:05:26 INFO: end process event_processing_result='proceed init order' 2020-07-09 20:05:26 INFO: 2020-07-09 20:05:26 INFO: 2020-07-09 20:05:26 INFO: 2020-07-09 20:05:26 INFO: 2020-07-09 21:00:20 INFO: 2020-07-09 21:00:20 INFO: 2020-07-09 21:00:20 INFO: 2020-07-09 21:00:20 INFO: 2020-07-09 21:00:20 INFO: init new order start 2020-07-09 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.35, 'high': 240.95, 'low': 239.6, 'close': 240.15, 'trades': 1950, 'volume': 3170059, 'vwap': 240.35, 'lastSize': 1831, 'turnover': 76190879815, 'homeNotional': 29230.124360127047, 'foreignNotional': 7025330.173817898}, {'timestamp': datetime.datetime(2020, 7, 9, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.0, 'high': 240.85, 'low': 239.5, 'close': 240.35, 'trades': 3295, 'volume': 3400143, 'vwap': 240.14, 'lastSize': 489, 'turnover': 81650134800, 'homeNotional': 31323.216225294702, 'foreignNotional': 7521882.036251731}, {'timestamp': datetime.datetime(2020, 7, 9, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.4, 'high': 242.4, 'low': 238.3, 'close': 240.0, 'trades': 10364, 'volume': 16657370, 'vwap': 240.12, 'lastSize': 425, 'turnover': 399969045365, 'homeNotional': 153759.99574863445, 'foreignNotional': 36920451.599796884}] 2020-07-09 21:00:20 INFO: prepare candles [CandleItem(low=239.6, high=240.95, open=240.35, close=240.15, color='RED'), CandleItem(low=239.5, high=240.85, open=240.0, close=240.35, color='GREEN'), CandleItem(low=238.3, high=242.4, open=242.4, close=240.0, color='RED')] 2020-07-09 21:00:20 INFO: skip by colors first_candle=CandleItem(low=238.3, high=242.4, open=242.4, close=240.0, color='RED') second_candle=CandleItem(low=239.5, high=240.85, open=240.0, close=240.35, color='GREEN') last_candle=CandleItem(low=239.6, high=240.95, open=240.35, close=240.15, color='RED') 2020-07-09 21:00:20 INFO: check need new order None 2020-07-09 21:00:20 INFO: init new order end 2020-07-09 21:00:20 INFO: 2020-07-09 21:00:20 INFO: 2020-07-09 21:00:20 INFO: 2020-07-09 21:00:20 INFO: 2020-07-09 21:02:00 INFO: 2020-07-09 21:02:00 INFO: 2020-07-09 21:02:00 INFO: 2020-07-09 21:02:00 INFO: 2020-07-09 21:02:00 INFO: clearing start 2020-07-09 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '681f6872-e740-b8a3-d07a-01e7d352c3ab', 'clOrdID': 'f9131c42dbe847f0b7a9c5c99cdfe72c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 571, 'price': None, 'displayQty': None, 'stopPx': 239.5, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 17, 5, 26, 630000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 17, 5, 26, 630000, tzinfo=tzutc())} 2020-07-09 21:02:00 INFO: skip by not found init order into storage 2020-07-09 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '99560018-7d09-3c55-d93c-26c36b5caa9a', 'clOrdID': '466798d50a2f4fd79cc52937fb9537de', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 571, 'price': 249.05, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 17, 5, 26, 669000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 17, 5, 26, 669000, tzinfo=tzutc())} 2020-07-09 21:02:01 INFO: skip by not found init order into storage 2020-07-09 21:02:01 INFO: clearing end 2020-07-09 21:02:01 INFO: 2020-07-09 21:02:01 INFO: 2020-07-09 21:02:01 INFO: 2020-07-09 21:02:01 INFO: 2020-07-09 22:00:20 INFO: 2020-07-09 22:00:20 INFO: 2020-07-09 22:00:20 INFO: 2020-07-09 22:00:20 INFO: 2020-07-09 22:00:20 INFO: init new order start 2020-07-09 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.15, 'high': 240.85, 'low': 239.9, 'close': 240.55, 'trades': 1237, 'volume': 1750359, 'vwap': 240.33, 'lastSize': 6528, 'turnover': 42065444365, 'homeNotional': 16127.359226592369, 'foreignNotional': 3875804.8369152043}, {'timestamp': datetime.datetime(2020, 7, 9, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.35, 'high': 240.95, 'low': 239.6, 'close': 240.15, 'trades': 1950, 'volume': 3170059, 'vwap': 240.35, 'lastSize': 1831, 'turnover': 76190879815, 'homeNotional': 29230.124360127047, 'foreignNotional': 7025330.173817898}, {'timestamp': datetime.datetime(2020, 7, 9, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.0, 'high': 240.85, 'low': 239.5, 'close': 240.35, 'trades': 3295, 'volume': 3400143, 'vwap': 240.14, 'lastSize': 489, 'turnover': 81650134800, 'homeNotional': 31323.216225294702, 'foreignNotional': 7521882.036251731}] 2020-07-09 22:00:20 INFO: prepare candles [CandleItem(low=239.9, high=240.85, open=240.15, close=240.55, color='GREEN'), CandleItem(low=239.6, high=240.95, open=240.35, close=240.15, color='RED'), CandleItem(low=239.5, high=240.85, open=240.0, close=240.35, color='GREEN')] 2020-07-09 22:00:20 INFO: skip by colors first_candle=CandleItem(low=239.5, high=240.85, open=240.0, close=240.35, color='GREEN') second_candle=CandleItem(low=239.6, high=240.95, open=240.35, close=240.15, color='RED') last_candle=CandleItem(low=239.9, high=240.85, open=240.15, close=240.55, color='GREEN') 2020-07-09 22:00:20 INFO: check need new order None 2020-07-09 22:00:20 INFO: init new order end 2020-07-09 22:00:20 INFO: 2020-07-09 22:00:20 INFO: 2020-07-09 22:00:20 INFO: 2020-07-09 22:00:20 INFO: 2020-07-09 22:02:00 INFO: 2020-07-09 22:02:00 INFO: 2020-07-09 22:02:00 INFO: 2020-07-09 22:02:00 INFO: 2020-07-09 22:02:00 INFO: clearing start 2020-07-09 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '681f6872-e740-b8a3-d07a-01e7d352c3ab', 'clOrdID': 'f9131c42dbe847f0b7a9c5c99cdfe72c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 571, 'price': None, 'displayQty': None, 'stopPx': 239.5, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 17, 5, 26, 630000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 17, 5, 26, 630000, tzinfo=tzutc())} 2020-07-09 22:02:00 INFO: skip by not found init order into storage 2020-07-09 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '99560018-7d09-3c55-d93c-26c36b5caa9a', 'clOrdID': '466798d50a2f4fd79cc52937fb9537de', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 571, 'price': 249.05, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 9, 17, 5, 26, 669000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 17, 5, 26, 669000, tzinfo=tzutc())} 2020-07-09 22:02:00 INFO: skip by not found init order into storage 2020-07-09 22:02:00 INFO: clearing end 2020-07-09 22:02:00 INFO: 2020-07-09 22:02:00 INFO: 2020-07-09 22:02:00 INFO: 2020-07-09 22:02:00 INFO: 2020-07-09 22:30:33 INFO: process event {'orderID': '681f6872-e740-b8a3-d07a-01e7d352c3ab', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-07-09T19:30:33.017Z', 'clOrdID': 'f9131c42dbe847f0b7a9c5c99cdfe72c', 'account': 605536, 'symbol': 'ETHUSD'} 2020-07-09 22:30:33 INFO: skip event f9131c42dbe847f0b7a9c5c99cdfe72c 2020-07-09 22:30:33 INFO: process event {'orderID': '681f6872-e740-b8a3-d07a-01e7d352c3ab', 'price': 239.5, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 571, 'avgPx': 239.5, 'transactTime': '2020-07-09T19:30:33.017Z', 'clOrdID': 'f9131c42dbe847f0b7a9c5c99cdfe72c', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-09T19:30:33.017Z'} 2020-07-09 22:30:33 INFO: add new event={'uid': 'f9131c42dbe847f0b7a9c5c99cdfe72c', 'status': 'Filled'} 2020-07-09 22:30:33 INFO: 2020-07-09 22:30:33 INFO: 2020-07-09 22:30:33 INFO: 2020-07-09 22:30:33 INFO: 2020-07-09 22:30:33 INFO: process event start 2020-07-09 22:30:33 INFO: fetch new order event f9131c42dbe847f0b7a9c5c99cdfe72c 2020-07-09 22:30:33 INFO: fetch orders by event init=None profit_pair=466798d50a2f4fd79cc52937fb9537de 2020-07-09 22:30:33 INFO: process profit order filled 2020-07-09 22:30:34 INFO: process event {'orderID': '99560018-7d09-3c55-d93c-26c36b5caa9a', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-07-09T19:30:34.544Z', 'clOrdID': '466798d50a2f4fd79cc52937fb9537de', 'account': 605536, 'symbol': 'ETHUSD'} 2020-07-09 22:30:34 INFO: skip event 466798d50a2f4fd79cc52937fb9537de Canceled 2020-07-09 22:30:34 INFO: cancel order=466798d50a2f4fd79cc52937fb9537de [{'orderID': '99560018-7d09-3c55-d93c-26c36b5caa9a', 'clOrdID': '466798d50a2f4fd79cc52937fb9537de', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 571, 'price': 249.05, '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, 7, 9, 17, 5, 26, 669000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 9, 19, 30, 34, 544000, tzinfo=tzutc())}] 2020-07-09 22:30:34 INFO: end process event_processing_result='proceed profit order' 2020-07-09 22:30:34 INFO: 2020-07-09 22:30:34 INFO: 2020-07-09 22:30:34 INFO: 2020-07-09 22:30:34 INFO: 2020-07-09 23:00:20 INFO: 2020-07-09 23:00:20 INFO: 2020-07-09 23:00:20 INFO: 2020-07-09 23:00:20 INFO: 2020-07-09 23:00:20 INFO: init new order start 2020-07-09 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.55, 'high': 240.55, 'low': 238.5, 'close': 239.95, 'trades': 2591, 'volume': 2204496, 'vwap': 239.4, 'lastSize': 1800, 'turnover': 52773537595, 'homeNotional': 20306.39660420337, 'foreignNotional': 4861165.558407722}, {'timestamp': datetime.datetime(2020, 7, 9, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.15, 'high': 240.85, 'low': 239.9, 'close': 240.55, 'trades': 1237, 'volume': 1750359, 'vwap': 240.33, 'lastSize': 6528, 'turnover': 42065444365, 'homeNotional': 16127.359226592369, 'foreignNotional': 3875804.8369152043}, {'timestamp': datetime.datetime(2020, 7, 9, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.35, 'high': 240.95, 'low': 239.6, 'close': 240.15, 'trades': 1950, 'volume': 3170059, 'vwap': 240.35, 'lastSize': 1831, 'turnover': 76190879815, 'homeNotional': 29230.124360127047, 'foreignNotional': 7025330.173817898}] 2020-07-09 23:00:20 INFO: prepare candles [CandleItem(low=238.5, high=240.55, open=240.55, close=239.95, color='RED'), CandleItem(low=239.9, high=240.85, open=240.15, close=240.55, color='GREEN'), CandleItem(low=239.6, high=240.95, open=240.35, close=240.15, color='RED')] 2020-07-09 23:00:20 INFO: skip by colors first_candle=CandleItem(low=239.6, high=240.95, open=240.35, close=240.15, color='RED') second_candle=CandleItem(low=239.9, high=240.85, open=240.15, close=240.55, color='GREEN') last_candle=CandleItem(low=238.5, high=240.55, open=240.55, close=239.95, color='RED') 2020-07-09 23:00:20 INFO: check need new order None 2020-07-09 23:00:20 INFO: init new order end 2020-07-09 23:00:20 INFO: 2020-07-09 23:00:20 INFO: 2020-07-09 23:00:20 INFO: 2020-07-09 23:00:20 INFO: 2020-07-09 23:02:00 INFO: 2020-07-09 23:02:00 INFO: 2020-07-09 23:02:00 INFO: 2020-07-09 23:02:00 INFO: 2020-07-09 23:02:00 INFO: clearing start 2020-07-09 23:02:01 INFO: clearing end 2020-07-09 23:02:01 INFO: 2020-07-09 23:02:01 INFO: 2020-07-09 23:02:01 INFO: 2020-07-09 23:02:01 INFO: 2020-07-10 00:00:20 INFO: 2020-07-10 00:00:20 INFO: 2020-07-10 00:00:20 INFO: 2020-07-10 00:00:20 INFO: 2020-07-10 00:00:20 INFO: init new order start 2020-07-10 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.95, 'high': 241.8, 'low': 239.7, 'close': 241.5, 'trades': 2014, 'volume': 2179255, 'vwap': 241.02, 'lastSize': 440, 'turnover': 52522691150, 'homeNotional': 20113.80896165892, 'foreignNotional': 4847683.7323120395}, {'timestamp': datetime.datetime(2020, 7, 9, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.55, 'high': 240.55, 'low': 238.5, 'close': 239.95, 'trades': 2591, 'volume': 2204496, 'vwap': 239.4, 'lastSize': 1800, 'turnover': 52773537595, 'homeNotional': 20306.39660420337, 'foreignNotional': 4861165.558407722}, {'timestamp': datetime.datetime(2020, 7, 9, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.15, 'high': 240.85, 'low': 239.9, 'close': 240.55, 'trades': 1237, 'volume': 1750359, 'vwap': 240.33, 'lastSize': 6528, 'turnover': 42065444365, 'homeNotional': 16127.359226592369, 'foreignNotional': 3875804.8369152043}] 2020-07-10 00:00:20 INFO: prepare candles [CandleItem(low=239.7, high=241.8, open=239.95, close=241.5, color='GREEN'), CandleItem(low=238.5, high=240.55, open=240.55, close=239.95, color='RED'), CandleItem(low=239.9, high=240.85, open=240.15, close=240.55, color='GREEN')] 2020-07-10 00:00:20 INFO: skip by colors first_candle=CandleItem(low=239.9, high=240.85, open=240.15, close=240.55, color='GREEN') second_candle=CandleItem(low=238.5, high=240.55, open=240.55, close=239.95, color='RED') last_candle=CandleItem(low=239.7, high=241.8, open=239.95, close=241.5, color='GREEN') 2020-07-10 00:00:20 INFO: check need new order None 2020-07-10 00:00:20 INFO: init new order end 2020-07-10 00:00:20 INFO: 2020-07-10 00:00:20 INFO: 2020-07-10 00:00:20 INFO: 2020-07-10 00:00:20 INFO: 2020-07-10 00:02:00 INFO: 2020-07-10 00:02:00 INFO: 2020-07-10 00:02:00 INFO: 2020-07-10 00:02:00 INFO: 2020-07-10 00:02:00 INFO: clearing start 2020-07-10 00:02:00 INFO: clearing end 2020-07-10 00:02:00 INFO: 2020-07-10 00:02:00 INFO: 2020-07-10 00:02:00 INFO: 2020-07-10 00:02:00 INFO: 2020-07-10 01:00:20 INFO: 2020-07-10 01:00:20 INFO: 2020-07-10 01:00:20 INFO: 2020-07-10 01:00:20 INFO: 2020-07-10 01:00:20 INFO: init new order start 2020-07-10 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.5, 'high': 241.95, 'low': 241.1, 'close': 241.9, 'trades': 1365, 'volume': 1729147, 'vwap': 241.55, 'lastSize': 1102, 'turnover': 41766871800, 'homeNotional': 15985.188543632776, 'foreignNotional': 3861160.675202759}, {'timestamp': datetime.datetime(2020, 7, 9, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.95, 'high': 241.8, 'low': 239.7, 'close': 241.5, 'trades': 2014, 'volume': 2179255, 'vwap': 241.02, 'lastSize': 440, 'turnover': 52522691150, 'homeNotional': 20113.80896165892, 'foreignNotional': 4847683.7323120395}, {'timestamp': datetime.datetime(2020, 7, 9, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.55, 'high': 240.55, 'low': 238.5, 'close': 239.95, 'trades': 2591, 'volume': 2204496, 'vwap': 239.4, 'lastSize': 1800, 'turnover': 52773537595, 'homeNotional': 20306.39660420337, 'foreignNotional': 4861165.558407722}] 2020-07-10 01:00:20 INFO: prepare candles [CandleItem(low=241.1, high=241.95, open=241.5, close=241.9, color='GREEN'), CandleItem(low=239.7, high=241.8, open=239.95, close=241.5, color='GREEN'), CandleItem(low=238.5, high=240.55, open=240.55, close=239.95, color='RED')] 2020-07-10 01:00:20 INFO: skip by colors first_candle=CandleItem(low=238.5, high=240.55, open=240.55, close=239.95, color='RED') second_candle=CandleItem(low=239.7, high=241.8, open=239.95, close=241.5, color='GREEN') last_candle=CandleItem(low=241.1, high=241.95, open=241.5, close=241.9, color='GREEN') 2020-07-10 01:00:20 INFO: check need new order None 2020-07-10 01:00:20 INFO: init new order end 2020-07-10 01:00:20 INFO: 2020-07-10 01:00:20 INFO: 2020-07-10 01:00:20 INFO: 2020-07-10 01:00:20 INFO: 2020-07-10 01:02:00 INFO: 2020-07-10 01:02:00 INFO: 2020-07-10 01:02:00 INFO: 2020-07-10 01:02:00 INFO: 2020-07-10 01:02:00 INFO: clearing start 2020-07-10 01:02:00 INFO: clearing end 2020-07-10 01:02:00 INFO: 2020-07-10 01:02:00 INFO: 2020-07-10 01:02:00 INFO: 2020-07-10 01:02:00 INFO: 2020-07-10 02:00:20 INFO: 2020-07-10 02:00:20 INFO: 2020-07-10 02:00:20 INFO: 2020-07-10 02:00:20 INFO: 2020-07-10 02:00:20 INFO: init new order start 2020-07-10 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 9, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.9, 'high': 242.25, 'low': 241.15, 'close': 242.0, 'trades': 1158, 'volume': 1433771, 'vwap': 241.81, 'lastSize': 1000, 'turnover': 34668969145, 'homeNotional': 13240.439261664034, 'foreignNotional': 3201573.5627702917}, {'timestamp': datetime.datetime(2020, 7, 9, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.5, 'high': 241.95, 'low': 241.1, 'close': 241.9, 'trades': 1365, 'volume': 1729147, 'vwap': 241.55, 'lastSize': 1102, 'turnover': 41766871800, 'homeNotional': 15985.188543632776, 'foreignNotional': 3861160.675202759}, {'timestamp': datetime.datetime(2020, 7, 9, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.95, 'high': 241.8, 'low': 239.7, 'close': 241.5, 'trades': 2014, 'volume': 2179255, 'vwap': 241.02, 'lastSize': 440, 'turnover': 52522691150, 'homeNotional': 20113.80896165892, 'foreignNotional': 4847683.7323120395}] 2020-07-10 02:00:20 INFO: prepare candles [CandleItem(low=241.15, high=242.25, open=241.9, close=242.0, color='GREEN'), CandleItem(low=241.1, high=241.95, open=241.5, close=241.9, color='GREEN'), CandleItem(low=239.7, high=241.8, open=239.95, close=241.5, color='GREEN')] 2020-07-10 02:00:20 INFO: skip by colors first_candle=CandleItem(low=239.7, high=241.8, open=239.95, close=241.5, color='GREEN') second_candle=CandleItem(low=241.1, high=241.95, open=241.5, close=241.9, color='GREEN') last_candle=CandleItem(low=241.15, high=242.25, open=241.9, close=242.0, color='GREEN') 2020-07-10 02:00:20 INFO: check need new order None 2020-07-10 02:00:20 INFO: init new order end 2020-07-10 02:00:20 INFO: 2020-07-10 02:00:20 INFO: 2020-07-10 02:00:20 INFO: 2020-07-10 02:00:20 INFO: 2020-07-10 02:02:00 INFO: 2020-07-10 02:02:00 INFO: 2020-07-10 02:02:00 INFO: 2020-07-10 02:02:00 INFO: 2020-07-10 02:02:00 INFO: clearing start 2020-07-10 02:02:00 INFO: clearing end 2020-07-10 02:02:00 INFO: 2020-07-10 02:02:00 INFO: 2020-07-10 02:02:00 INFO: 2020-07-10 02:02:00 INFO: 2020-07-10 03:00:20 INFO: 2020-07-10 03:00:20 INFO: 2020-07-10 03:00:20 INFO: 2020-07-10 03:00:20 INFO: 2020-07-10 03:00:20 INFO: init new order start 2020-07-10 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 10, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.0, 'high': 242.25, 'low': 241.05, 'close': 241.95, 'trades': 1062, 'volume': 1422527, 'vwap': 241.75, 'lastSize': 1000, 'turnover': 34389586215, 'homeNotional': 13134.424390416856, 'foreignNotional': 3175248.6489922614}, {'timestamp': datetime.datetime(2020, 7, 9, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.9, 'high': 242.25, 'low': 241.15, 'close': 242.0, 'trades': 1158, 'volume': 1433771, 'vwap': 241.81, 'lastSize': 1000, 'turnover': 34668969145, 'homeNotional': 13240.439261664034, 'foreignNotional': 3201573.5627702917}, {'timestamp': datetime.datetime(2020, 7, 9, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.5, 'high': 241.95, 'low': 241.1, 'close': 241.9, 'trades': 1365, 'volume': 1729147, 'vwap': 241.55, 'lastSize': 1102, 'turnover': 41766871800, 'homeNotional': 15985.188543632776, 'foreignNotional': 3861160.675202759}] 2020-07-10 03:00:20 INFO: prepare candles [CandleItem(low=241.05, high=242.25, open=242.0, close=241.95, color='RED'), CandleItem(low=241.15, high=242.25, open=241.9, close=242.0, color='GREEN'), CandleItem(low=241.1, high=241.95, open=241.5, close=241.9, color='GREEN')] 2020-07-10 03:00:20 INFO: last_candle=CandleItem(low=241.05, high=242.25, open=242.0, close=241.95, color='RED') 2020-07-10 03:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-07-10 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.05, high=242.25, open=242.0, close=241.95, color='RED') 2020-07-10 03:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.15, high=242.25, open=241.9, close=242.0, color='GREEN') 2020-07-10 03:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.1, high=241.95, open=241.5, close=241.9, color='GREEN') 2020-07-10 03:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=241.05, high=242.25, open=242.0, close=241.95, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-07-10 03:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=241.05, high=242.25, open=242.0, close=241.95, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-07-10 03:00:20 INFO: place order: start candle=CandleItem(low=241.05, high=242.25, open=242.0, close=241.95, color='RED') ticker='ETHUSD' price_offset=0.1 2020-07-10 03:00:20 INFO: place order: side_factor=1 init_trigger_price=241.0 init_order_price=240.95000000000002 stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=242.25 take_price=233.75000000000009 2020-07-10 03:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('241') init_order_price=Decimal('240.950000000000017053025658242404460906982421875') stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=Decimal('242.25') take_price=Decimal('233.750000000000085265128291212022304534912109375') 2020-07-10 03:00:20 INFO: place order: compute qty=-640 2020-07-10 03:00:20 INFO: place order: save order to db 96a37c6f2df44563b99de34e6a1fbdbf; response=True 2020-07-10 03:00:20 INFO: post order to exchange resp={'orderID': '2833c53e-510e-219d-5dad-f125fe9e7c78', 'clOrdID': '96a37c6f2df44563b99de34e6a1fbdbf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 240.95, 'displayQty': None, 'stopPx': 241.0, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 10, 0, 0, 20, 720000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 0, 0, 20, 720000, tzinfo=tzutc())} 2020-07-10 03:00:20 INFO: place new init order {'qty': -640, 'init_price': Decimal('241'), 'stop_price': Decimal('242.25'), 'take_price': Decimal('233.750000000000085265128291212022304534912109375'), 'order_uid': '96a37c6f2df44563b99de34e6a1fbdbf', 'response': {'orderID': '2833c53e-510e-219d-5dad-f125fe9e7c78', 'clOrdID': '96a37c6f2df44563b99de34e6a1fbdbf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 240.95, 'displayQty': None, 'stopPx': 241.0, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 10, 0, 0, 20, 720000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 0, 0, 20, 720000, tzinfo=tzutc())}} 2020-07-10 03:00:20 INFO: init new order end 2020-07-10 03:00:20 INFO: 2020-07-10 03:00:20 INFO: 2020-07-10 03:00:20 INFO: 2020-07-10 03:00:20 INFO: 2020-07-10 03:00:20 INFO: process event {'orderID': '2833c53e-510e-219d-5dad-f125fe9e7c78', 'clOrdID': '96a37c6f2df44563b99de34e6a1fbdbf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 240.95, 'displayQty': None, 'stopPx': 241, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-07-10T00:00:20.720Z', 'timestamp': '2020-07-10T00:00:20.720Z'} 2020-07-10 03:00:20 INFO: skip event 96a37c6f2df44563b99de34e6a1fbdbf New 2020-07-10 03:02:00 INFO: 2020-07-10 03:02:00 INFO: 2020-07-10 03:02:00 INFO: 2020-07-10 03:02:00 INFO: 2020-07-10 03:02:00 INFO: clearing start 2020-07-10 03:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '2833c53e-510e-219d-5dad-f125fe9e7c78', 'clOrdID': '96a37c6f2df44563b99de34e6a1fbdbf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 240.95, 'displayQty': None, 'stopPx': 241.0, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 10, 0, 0, 20, 720000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 0, 0, 20, 720000, tzinfo=tzutc())} 2020-07-10 03:02:01 INFO: order time=2020-07-10 00:00:20.720000+00:00; delta from now UTC=0:01:40.623918 time_delta.total_seconds()=100.623918; time_diff_offset='3600' 2020-07-10 03:02:01 INFO: skip by time diff 2020-07-10 00:00:20.720000+00:00 2020-07-10 03:02:01 INFO: clearing end 2020-07-10 03:02:01 INFO: 2020-07-10 03:02:01 INFO: 2020-07-10 03:02:01 INFO: 2020-07-10 03:02:01 INFO: 2020-07-10 03:07:32 INFO: process event {'orderID': '2833c53e-510e-219d-5dad-f125fe9e7c78', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-07-10T00:07:32.538Z', 'clOrdID': '96a37c6f2df44563b99de34e6a1fbdbf', 'account': 605536, 'symbol': 'ETHUSD'} 2020-07-10 03:07:32 INFO: skip event 96a37c6f2df44563b99de34e6a1fbdbf 2020-07-10 03:07:32 INFO: process event {'orderID': '2833c53e-510e-219d-5dad-f125fe9e7c78', 'workingIndicator': True, 'transactTime': '2020-07-10T00:07:32.538Z', 'clOrdID': '96a37c6f2df44563b99de34e6a1fbdbf', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-10T00:07:32.538Z'} 2020-07-10 03:07:32 INFO: skip event 96a37c6f2df44563b99de34e6a1fbdbf 2020-07-10 03:08:08 INFO: process event {'orderID': '2833c53e-510e-219d-5dad-f125fe9e7c78', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 640, 'avgPx': 240.95, 'timestamp': '2020-07-10T00:08:08.060Z', 'clOrdID': '96a37c6f2df44563b99de34e6a1fbdbf', 'account': 605536, 'symbol': 'ETHUSD'} 2020-07-10 03:08:08 INFO: add new event={'uid': '96a37c6f2df44563b99de34e6a1fbdbf', 'status': 'Filled'} 2020-07-10 03:08:08 INFO: 2020-07-10 03:08:08 INFO: 2020-07-10 03:08:08 INFO: 2020-07-10 03:08:08 INFO: 2020-07-10 03:08:08 INFO: process event start 2020-07-10 03:08:08 INFO: fetch new order event 96a37c6f2df44563b99de34e6a1fbdbf 2020-07-10 03:08:08 INFO: fetch orders by event init={'stop': '242.25', 'take': '233.750000000000085265128291212022304534912109375', 'qty': '640', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-07-10 03:08:08 INFO: process init order filled 2020-07-10 03:08:08 INFO: save profit orders to storage stop=a339e8b12967459686b06de5adc4f2d3 take=4f3d6c99bf7944a4bfcb40c3d52dfedf 2020-07-10 03:08:08 INFO: place profit orders take_price=233.750000000000085265128291212022304534912109375, stop_price=242.25, qty=640, color=RED, ticker=ETHUSD a339e8b12967459686b06de5adc4f2d3 4f3d6c99bf7944a4bfcb40c3d52dfedf 2020-07-10 03:08:08 INFO: place stop order ETHUSD: qty=640, stop_price=242.25, stop_uid=a339e8b12967459686b06de5adc4f2d3 2020-07-10 03:08:08 INFO: process event {'orderID': 'cfc4e66a-3a21-abbb-2e74-706580ebcd04', 'clOrdID': 'a339e8b12967459686b06de5adc4f2d3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 242.25, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-07-10T00:08:08.916Z', 'timestamp': '2020-07-10T00:08:08.916Z'} 2020-07-10 03:08:08 INFO: skip event a339e8b12967459686b06de5adc4f2d3 New 2020-07-10 03:08:08 INFO: exchange resp for stop order={'orderID': 'cfc4e66a-3a21-abbb-2e74-706580ebcd04', 'clOrdID': 'a339e8b12967459686b06de5adc4f2d3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 242.25, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 10, 0, 8, 8, 916000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 0, 8, 8, 916000, tzinfo=tzutc())} 2020-07-10 03:08:08 INFO: place limit order ETHUSD: qty=640, price=233.750000000000085265128291212022304534912109375, take_uid=4f3d6c99bf7944a4bfcb40c3d52dfedf 2020-07-10 03:08:08 INFO: process event {'orderID': '9751597f-dbff-4aad-d8ec-30fbc5597068', 'clOrdID': '4f3d6c99bf7944a4bfcb40c3d52dfedf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 233.75, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-07-10T00:08:08.958Z', 'timestamp': '2020-07-10T00:08:08.958Z'} 2020-07-10 03:08:08 INFO: skip event 4f3d6c99bf7944a4bfcb40c3d52dfedf New 2020-07-10 03:08:08 INFO: process event {'orderID': '9751597f-dbff-4aad-d8ec-30fbc5597068', 'workingIndicator': True, 'clOrdID': '4f3d6c99bf7944a4bfcb40c3d52dfedf', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-10T00:08:08.958Z'} 2020-07-10 03:08:08 INFO: skip event 4f3d6c99bf7944a4bfcb40c3d52dfedf 2020-07-10 03:08:08 INFO: exchange resp for take profit order={'orderID': '9751597f-dbff-4aad-d8ec-30fbc5597068', 'clOrdID': '4f3d6c99bf7944a4bfcb40c3d52dfedf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 233.75, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 10, 0, 8, 8, 958000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 0, 8, 8, 958000, tzinfo=tzutc())} 2020-07-10 03:08:08 INFO: place profit orders={'stop': {'response': {'orderID': 'cfc4e66a-3a21-abbb-2e74-706580ebcd04', 'clOrdID': 'a339e8b12967459686b06de5adc4f2d3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 242.25, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 10, 0, 8, 8, 916000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 0, 8, 8, 916000, tzinfo=tzutc())}, 'qty': Decimal('640'), 'uid': 'a339e8b12967459686b06de5adc4f2d3', 'price': Decimal('242.25')}, 'take': {'response': {'orderID': '9751597f-dbff-4aad-d8ec-30fbc5597068', 'clOrdID': '4f3d6c99bf7944a4bfcb40c3d52dfedf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 233.75, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 10, 0, 8, 8, 958000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 0, 8, 8, 958000, tzinfo=tzutc())}, 'qty': Decimal('640'), 'uid': '4f3d6c99bf7944a4bfcb40c3d52dfedf', 'price': Decimal('233.750000000000085265128291212022304534912109375')}} 2020-07-10 03:08:08 INFO: rm init order from db 96a37c6f2df44563b99de34e6a1fbdbf 2020-07-10 03:08:08 INFO: end process event_processing_result='proceed init order' 2020-07-10 03:08:08 INFO: 2020-07-10 03:08:08 INFO: 2020-07-10 03:08:08 INFO: 2020-07-10 03:08:08 INFO: 2020-07-10 04:00:20 INFO: 2020-07-10 04:00:20 INFO: 2020-07-10 04:00:20 INFO: 2020-07-10 04:00:20 INFO: 2020-07-10 04:00:20 INFO: init new order start 2020-07-10 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 10, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.95, 'high': 242.2, 'low': 240.75, 'close': 240.75, 'trades': 1915, 'volume': 1928543, 'vwap': 241.38, 'lastSize': 1, 'turnover': 46550493925, 'homeNotional': 17787.82598734712, 'foreignNotional': 4293568.291279161}, {'timestamp': datetime.datetime(2020, 7, 10, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.0, 'high': 242.25, 'low': 241.05, 'close': 241.95, 'trades': 1062, 'volume': 1422527, 'vwap': 241.75, 'lastSize': 1000, 'turnover': 34389586215, 'homeNotional': 13134.424390416856, 'foreignNotional': 3175248.6489922614}, {'timestamp': datetime.datetime(2020, 7, 9, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.9, 'high': 242.25, 'low': 241.15, 'close': 242.0, 'trades': 1158, 'volume': 1433771, 'vwap': 241.81, 'lastSize': 1000, 'turnover': 34668969145, 'homeNotional': 13240.439261664034, 'foreignNotional': 3201573.5627702917}] 2020-07-10 04:00:20 INFO: prepare candles [CandleItem(low=240.75, high=242.2, open=241.95, close=240.75, color='RED'), CandleItem(low=241.05, high=242.25, open=242.0, close=241.95, color='RED'), CandleItem(low=241.15, high=242.25, open=241.9, close=242.0, color='GREEN')] 2020-07-10 04:00:20 INFO: skip by colors first_candle=CandleItem(low=241.15, high=242.25, open=241.9, close=242.0, color='GREEN') second_candle=CandleItem(low=241.05, high=242.25, open=242.0, close=241.95, color='RED') last_candle=CandleItem(low=240.75, high=242.2, open=241.95, close=240.75, color='RED') 2020-07-10 04:00:20 INFO: check need new order None 2020-07-10 04:00:20 INFO: init new order end 2020-07-10 04:00:20 INFO: 2020-07-10 04:00:20 INFO: 2020-07-10 04:00:20 INFO: 2020-07-10 04:00:20 INFO: 2020-07-10 04:02:00 INFO: 2020-07-10 04:02:00 INFO: 2020-07-10 04:02:00 INFO: 2020-07-10 04:02:00 INFO: 2020-07-10 04:02:00 INFO: clearing start 2020-07-10 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cfc4e66a-3a21-abbb-2e74-706580ebcd04', 'clOrdID': 'a339e8b12967459686b06de5adc4f2d3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 242.25, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 10, 0, 8, 8, 916000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 0, 8, 8, 916000, tzinfo=tzutc())} 2020-07-10 04:02:00 INFO: skip by not found init order into storage 2020-07-10 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9751597f-dbff-4aad-d8ec-30fbc5597068', 'clOrdID': '4f3d6c99bf7944a4bfcb40c3d52dfedf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 233.75, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 10, 0, 8, 8, 958000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 0, 8, 8, 958000, tzinfo=tzutc())} 2020-07-10 04:02:00 INFO: skip by not found init order into storage 2020-07-10 04:02:00 INFO: clearing end 2020-07-10 04:02:00 INFO: 2020-07-10 04:02:00 INFO: 2020-07-10 04:02:00 INFO: 2020-07-10 04:02:00 INFO: 2020-07-10 05:00:20 INFO: 2020-07-10 05:00:20 INFO: 2020-07-10 05:00:20 INFO: 2020-07-10 05:00:20 INFO: 2020-07-10 05:00:20 INFO: init new order start 2020-07-10 05:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 10, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.75, 'high': 241.45, 'low': 240.3, 'close': 240.95, 'trades': 1510, 'volume': 1502822, 'vwap': 240.91, 'lastSize': 1, 'turnover': 36203365415, 'homeNotional': 13852.099755258268, 'foreignNotional': 3337007.0878753434}, {'timestamp': datetime.datetime(2020, 7, 10, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.95, 'high': 242.2, 'low': 240.75, 'close': 240.75, 'trades': 1915, 'volume': 1928543, 'vwap': 241.38, 'lastSize': 1, 'turnover': 46550493925, 'homeNotional': 17787.82598734712, 'foreignNotional': 4293568.291279161}, {'timestamp': datetime.datetime(2020, 7, 10, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.0, 'high': 242.25, 'low': 241.05, 'close': 241.95, 'trades': 1062, 'volume': 1422527, 'vwap': 241.75, 'lastSize': 1000, 'turnover': 34389586215, 'homeNotional': 13134.424390416856, 'foreignNotional': 3175248.6489922614}] 2020-07-10 05:00:21 INFO: prepare candles [CandleItem(low=240.3, high=241.45, open=240.75, close=240.95, color='GREEN'), CandleItem(low=240.75, high=242.2, open=241.95, close=240.75, color='RED'), CandleItem(low=241.05, high=242.25, open=242.0, close=241.95, color='RED')] 2020-07-10 05:00:21 INFO: last_candle=CandleItem(low=240.3, high=241.45, open=240.75, close=240.95, color='GREEN') 2020-07-10 05:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-07-10 05:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=240.3, high=241.45, open=240.75, close=240.95, color='GREEN') 2020-07-10 05:00:21 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=240.75, high=242.2, open=241.95, close=240.75, color='RED') 2020-07-10 05:00:21 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.05, high=242.25, open=242.0, close=241.95, color='RED') 2020-07-10 05:00:21 INFO: hit candle order=OrderProperties(candle=CandleItem(low=240.3, high=241.45, open=240.75, close=240.95, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-07-10 05:00:21 INFO: check need new order OrderProperties(candle=CandleItem(low=240.3, high=241.45, open=240.75, close=240.95, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-07-10 05:00:21 INFO: place order: start candle=CandleItem(low=240.3, high=241.45, open=240.75, close=240.95, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-07-10 05:00:21 INFO: place order: side_factor=-1 init_trigger_price=241.5 init_order_price=241.54999999999998 stop_price_offset=0.0 candle.size=1.1499999999999773 stop_price=240.3 take_price=248.44999999999985 2020-07-10 05:00:21 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('241.5') init_order_price=Decimal('241.549999999999982946974341757595539093017578125') stop_price_offset=0.0 candle.size=1.1499999999999773 stop_price=Decimal('240.30000000000001136868377216160297393798828125') take_price=Decimal('248.449999999999846522769075818359851837158203125') 2020-07-10 05:00:21 INFO: place order: compute qty=667 2020-07-10 05:00:21 INFO: place order: save order to db 1ee3513cb0e245ca9d31c801ea3154a3; response=True 2020-07-10 05:00:21 INFO: process event {'orderID': '1c17ab5c-54f7-1d63-9848-2b2b6e838c1c', 'clOrdID': '1ee3513cb0e245ca9d31c801ea3154a3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 241.55, 'displayQty': None, 'stopPx': 241.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-07-10T02:00:21.091Z', 'timestamp': '2020-07-10T02:00:21.091Z'} 2020-07-10 05:00:21 INFO: skip event 1ee3513cb0e245ca9d31c801ea3154a3 New 2020-07-10 05:00:21 INFO: post order to exchange resp={'orderID': '1c17ab5c-54f7-1d63-9848-2b2b6e838c1c', 'clOrdID': '1ee3513cb0e245ca9d31c801ea3154a3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 241.55, 'displayQty': None, 'stopPx': 241.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 10, 2, 0, 21, 91000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 2, 0, 21, 91000, tzinfo=tzutc())} 2020-07-10 05:00:21 INFO: place new init order {'qty': 667, 'init_price': Decimal('241.5'), 'stop_price': Decimal('240.30000000000001136868377216160297393798828125'), 'take_price': Decimal('248.449999999999846522769075818359851837158203125'), 'order_uid': '1ee3513cb0e245ca9d31c801ea3154a3', 'response': {'orderID': '1c17ab5c-54f7-1d63-9848-2b2b6e838c1c', 'clOrdID': '1ee3513cb0e245ca9d31c801ea3154a3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 241.55, 'displayQty': None, 'stopPx': 241.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 10, 2, 0, 21, 91000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 2, 0, 21, 91000, tzinfo=tzutc())}} 2020-07-10 05:00:21 INFO: init new order end 2020-07-10 05:00:21 INFO: 2020-07-10 05:00:21 INFO: 2020-07-10 05:00:21 INFO: 2020-07-10 05:00:21 INFO: 2020-07-10 05:02:00 INFO: 2020-07-10 05:02:00 INFO: 2020-07-10 05:02:00 INFO: 2020-07-10 05:02:00 INFO: 2020-07-10 05:02:00 INFO: clearing start 2020-07-10 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cfc4e66a-3a21-abbb-2e74-706580ebcd04', 'clOrdID': 'a339e8b12967459686b06de5adc4f2d3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 242.25, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 10, 0, 8, 8, 916000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 0, 8, 8, 916000, tzinfo=tzutc())} 2020-07-10 05:02:00 INFO: skip by not found init order into storage 2020-07-10 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9751597f-dbff-4aad-d8ec-30fbc5597068', 'clOrdID': '4f3d6c99bf7944a4bfcb40c3d52dfedf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 233.75, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 10, 0, 8, 8, 958000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 0, 8, 8, 958000, tzinfo=tzutc())} 2020-07-10 05:02:00 INFO: skip by not found init order into storage 2020-07-10 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1c17ab5c-54f7-1d63-9848-2b2b6e838c1c', 'clOrdID': '1ee3513cb0e245ca9d31c801ea3154a3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 241.55, 'displayQty': None, 'stopPx': 241.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 10, 2, 0, 21, 91000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 2, 0, 21, 91000, tzinfo=tzutc())} 2020-07-10 05:02:00 INFO: order time=2020-07-10 02:00:21.091000+00:00; delta from now UTC=0:01:39.217573 time_delta.total_seconds()=99.217573; time_diff_offset='3600' 2020-07-10 05:02:00 INFO: skip by time diff 2020-07-10 02:00:21.091000+00:00 2020-07-10 05:02:00 INFO: clearing end 2020-07-10 05:02:00 INFO: 2020-07-10 05:02:00 INFO: 2020-07-10 05:02:00 INFO: 2020-07-10 05:02:00 INFO: 2020-07-10 06:00:20 INFO: 2020-07-10 06:00:20 INFO: 2020-07-10 06:00:20 INFO: 2020-07-10 06:00:20 INFO: 2020-07-10 06:00:20 INFO: init new order start 2020-07-10 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 10, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.95, 'high': 241.15, 'low': 240.05, 'close': 240.95, 'trades': 1817, 'volume': 2149089, 'vwap': 240.52, 'lastSize': 1, 'turnover': 51688685145, 'homeNotional': 19794.377393101226, 'foreignNotional': 4760836.101788359}, {'timestamp': datetime.datetime(2020, 7, 10, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.75, 'high': 241.45, 'low': 240.3, 'close': 240.95, 'trades': 1510, 'volume': 1502822, 'vwap': 240.91, 'lastSize': 1, 'turnover': 36203365415, 'homeNotional': 13852.099755258268, 'foreignNotional': 3337007.0878753434}, {'timestamp': datetime.datetime(2020, 7, 10, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.95, 'high': 242.2, 'low': 240.75, 'close': 240.75, 'trades': 1915, 'volume': 1928543, 'vwap': 241.38, 'lastSize': 1, 'turnover': 46550493925, 'homeNotional': 17787.82598734712, 'foreignNotional': 4293568.291279161}] 2020-07-10 06:00:20 INFO: skip by found empty buckets 2020-07-10 06:00:20 INFO: check need new order None 2020-07-10 06:00:20 INFO: init new order end 2020-07-10 06:00:20 INFO: 2020-07-10 06:00:20 INFO: 2020-07-10 06:00:20 INFO: 2020-07-10 06:00:20 INFO: 2020-07-10 06:02:00 INFO: 2020-07-10 06:02:00 INFO: 2020-07-10 06:02:00 INFO: 2020-07-10 06:02:00 INFO: 2020-07-10 06:02:00 INFO: clearing start 2020-07-10 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cfc4e66a-3a21-abbb-2e74-706580ebcd04', 'clOrdID': 'a339e8b12967459686b06de5adc4f2d3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 242.25, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 10, 0, 8, 8, 916000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 0, 8, 8, 916000, tzinfo=tzutc())} 2020-07-10 06:02:00 INFO: skip by not found init order into storage 2020-07-10 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9751597f-dbff-4aad-d8ec-30fbc5597068', 'clOrdID': '4f3d6c99bf7944a4bfcb40c3d52dfedf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 233.75, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 10, 0, 8, 8, 958000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 0, 8, 8, 958000, tzinfo=tzutc())} 2020-07-10 06:02:00 INFO: skip by not found init order into storage 2020-07-10 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1c17ab5c-54f7-1d63-9848-2b2b6e838c1c', 'clOrdID': '1ee3513cb0e245ca9d31c801ea3154a3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 241.55, 'displayQty': None, 'stopPx': 241.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 10, 2, 0, 21, 91000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 2, 0, 21, 91000, tzinfo=tzutc())} 2020-07-10 06:02:00 INFO: order time=2020-07-10 02:00:21.091000+00:00; delta from now UTC=1:01:39.451385 time_delta.total_seconds()=3699.451385; time_diff_offset='3600' 2020-07-10 06:02:00 INFO: clear order 1ee3513cb0e245ca9d31c801ea3154a3 2020-07-10 06:02:00 INFO: cancel order resp=[{'orderID': '1c17ab5c-54f7-1d63-9848-2b2b6e838c1c', 'clOrdID': '1ee3513cb0e245ca9d31c801ea3154a3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 241.55, 'displayQty': None, 'stopPx': 241.5, '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, 7, 10, 2, 0, 21, 91000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 3, 2, 0, 589000, tzinfo=tzutc())}] 2020-07-10 06:02:00 INFO: clearing end 2020-07-10 06:02:00 INFO: 2020-07-10 06:02:00 INFO: 2020-07-10 06:02:00 INFO: 2020-07-10 06:02:00 INFO: 2020-07-10 06:02:00 INFO: process event {'orderID': '1c17ab5c-54f7-1d63-9848-2b2b6e838c1c', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-07-10T03:02:00.589Z', 'clOrdID': '1ee3513cb0e245ca9d31c801ea3154a3', 'account': 605536, 'symbol': 'ETHUSD'} 2020-07-10 06:02:00 INFO: skip event 1ee3513cb0e245ca9d31c801ea3154a3 Canceled 2020-07-10 07:00:20 INFO: 2020-07-10 07:00:20 INFO: 2020-07-10 07:00:20 INFO: 2020-07-10 07:00:20 INFO: 2020-07-10 07:00:20 INFO: init new order start 2020-07-10 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 10, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.95, 'high': 241.2, 'low': 240.25, 'close': 240.65, 'trades': 827, 'volume': 1312774, 'vwap': 240.74, 'lastSize': 153, 'turnover': 31603359220, 'homeNotional': 12098.619097350453, 'foreignNotional': 2912589.209549575}, {'timestamp': datetime.datetime(2020, 7, 10, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.95, 'high': 241.15, 'low': 240.05, 'close': 240.95, 'trades': 1817, 'volume': 2149089, 'vwap': 240.52, 'lastSize': 1, 'turnover': 51688685145, 'homeNotional': 19794.377393101226, 'foreignNotional': 4760836.101788359}, {'timestamp': datetime.datetime(2020, 7, 10, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.75, 'high': 241.45, 'low': 240.3, 'close': 240.95, 'trades': 1510, 'volume': 1502822, 'vwap': 240.91, 'lastSize': 1, 'turnover': 36203365415, 'homeNotional': 13852.099755258268, 'foreignNotional': 3337007.0878753434}] 2020-07-10 07:00:20 INFO: skip by found empty buckets 2020-07-10 07:00:20 INFO: check need new order None 2020-07-10 07:00:20 INFO: init new order end 2020-07-10 07:00:20 INFO: 2020-07-10 07:00:20 INFO: 2020-07-10 07:00:20 INFO: 2020-07-10 07:00:20 INFO: 2020-07-10 07:02:00 INFO: 2020-07-10 07:02:00 INFO: 2020-07-10 07:02:00 INFO: 2020-07-10 07:02:00 INFO: 2020-07-10 07:02:00 INFO: clearing start 2020-07-10 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cfc4e66a-3a21-abbb-2e74-706580ebcd04', 'clOrdID': 'a339e8b12967459686b06de5adc4f2d3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 242.25, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 10, 0, 8, 8, 916000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 0, 8, 8, 916000, tzinfo=tzutc())} 2020-07-10 07:02:00 INFO: skip by not found init order into storage 2020-07-10 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9751597f-dbff-4aad-d8ec-30fbc5597068', 'clOrdID': '4f3d6c99bf7944a4bfcb40c3d52dfedf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 233.75, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 10, 0, 8, 8, 958000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 0, 8, 8, 958000, tzinfo=tzutc())} 2020-07-10 07:02:00 INFO: skip by not found init order into storage 2020-07-10 07:02:00 INFO: clearing end 2020-07-10 07:02:00 INFO: 2020-07-10 07:02:00 INFO: 2020-07-10 07:02:00 INFO: 2020-07-10 07:02:00 INFO: 2020-07-10 08:00:20 INFO: 2020-07-10 08:00:20 INFO: 2020-07-10 08:00:20 INFO: 2020-07-10 08:00:20 INFO: 2020-07-10 08:00:20 INFO: init new order start 2020-07-10 08:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 10, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.65, 'high': 240.7, 'low': 236.3, 'close': 237.2, 'trades': 4775, 'volume': 5852227, 'vwap': 238.61, 'lastSize': 18032, 'turnover': 139636656395, 'homeNotional': 53632.9152684065, 'foreignNotional': 12797178.343289107}, {'timestamp': datetime.datetime(2020, 7, 10, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.95, 'high': 241.2, 'low': 240.25, 'close': 240.65, 'trades': 827, 'volume': 1312774, 'vwap': 240.74, 'lastSize': 153, 'turnover': 31603359220, 'homeNotional': 12098.619097350453, 'foreignNotional': 2912589.209549575}, {'timestamp': datetime.datetime(2020, 7, 10, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.95, 'high': 241.15, 'low': 240.05, 'close': 240.95, 'trades': 1817, 'volume': 2149089, 'vwap': 240.52, 'lastSize': 1, 'turnover': 51688685145, 'homeNotional': 19794.377393101226, 'foreignNotional': 4760836.101788359}] 2020-07-10 08:00:21 INFO: skip by found empty buckets 2020-07-10 08:00:21 INFO: check need new order None 2020-07-10 08:00:21 INFO: init new order end 2020-07-10 08:00:21 INFO: 2020-07-10 08:00:21 INFO: 2020-07-10 08:00:21 INFO: 2020-07-10 08:00:21 INFO: 2020-07-10 08:02:00 INFO: 2020-07-10 08:02:00 INFO: 2020-07-10 08:02:00 INFO: 2020-07-10 08:02:00 INFO: 2020-07-10 08:02:00 INFO: clearing start 2020-07-10 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cfc4e66a-3a21-abbb-2e74-706580ebcd04', 'clOrdID': 'a339e8b12967459686b06de5adc4f2d3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 242.25, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 10, 0, 8, 8, 916000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 0, 8, 8, 916000, tzinfo=tzutc())} 2020-07-10 08:02:00 INFO: skip by not found init order into storage 2020-07-10 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9751597f-dbff-4aad-d8ec-30fbc5597068', 'clOrdID': '4f3d6c99bf7944a4bfcb40c3d52dfedf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 233.75, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 10, 0, 8, 8, 958000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 10, 0, 8, 8, 958000, tzinfo=tzutc())} 2020-07-10 08:02:00 INFO: skip by not found init order into storage 2020-07-10 08:02:00 INFO: clearing end 2020-07-10 08:02:00 INFO: 2020-07-10 08:02:00 INFO: 2020-07-10 08:02:00 INFO: 2020-07-10 08:02:00 INFO: