2020-09-19 06:00:23 INFO: exchange resp for stop order={'orderID': '92a7c44a-266b-0001-e60d-2d934e5905ae', 'clOrdID': '1e0371bd06ff4125a72978c6d7660acc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': None, 'displayQty': None, 'stopPx': 382.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 19, 3, 0, 23, 672000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 19, 3, 0, 23, 672000, tzinfo=tzutc())} 2020-09-19 06:00:23 INFO: place limit order ETHUSD: qty=-1118, price=394.2499999999998863131622783839702606201171875, take_uid=64c20c51f19043b88a80cad92f78025c 2020-09-19 06:00:23 INFO: process event {'orderID': '448741af-fde8-4184-3622-8531deb4286a', 'clOrdID': '64c20c51f19043b88a80cad92f78025c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': 394.25, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-09-19T03:00:23.709Z', 'timestamp': '2020-09-19T03:00:23.709Z'} 2020-09-19 06:00:23 INFO: skip event 64c20c51f19043b88a80cad92f78025c New 2020-09-19 06:00:23 INFO: exchange resp for take profit order={'orderID': '448741af-fde8-4184-3622-8531deb4286a', 'clOrdID': '64c20c51f19043b88a80cad92f78025c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': 394.25, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 19, 3, 0, 23, 709000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 19, 3, 0, 23, 709000, tzinfo=tzutc())} 2020-09-19 06:00:23 INFO: place profit orders={'stop': {'response': {'orderID': '92a7c44a-266b-0001-e60d-2d934e5905ae', 'clOrdID': '1e0371bd06ff4125a72978c6d7660acc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': None, 'displayQty': None, 'stopPx': 382.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 19, 3, 0, 23, 672000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 19, 3, 0, 23, 672000, tzinfo=tzutc())}, 'qty': Decimal('-1118'), 'uid': '1e0371bd06ff4125a72978c6d7660acc', 'price': Decimal('382.6000000000000227373675443232059478759765625')}, 'take': {'response': {'orderID': '448741af-fde8-4184-3622-8531deb4286a', 'clOrdID': '64c20c51f19043b88a80cad92f78025c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': 394.25, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 19, 3, 0, 23, 709000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 19, 3, 0, 23, 709000, tzinfo=tzutc())}, 'qty': Decimal('-1118'), 'uid': '64c20c51f19043b88a80cad92f78025c', 'price': Decimal('394.2499999999998863131622783839702606201171875')}} 2020-09-19 06:00:23 INFO: rm init order from db 45b523d558d5443ab2dbd1d454266a09 2020-09-19 06:00:23 INFO: end process event_processing_result='proceed init order' 2020-09-19 06:00:23 INFO: 2020-09-19 06:00:23 INFO: 2020-09-19 06:00:23 INFO: 2020-09-19 06:00:23 INFO: 2020-09-19 06:02:00 INFO: 2020-09-19 06:02:00 INFO: 2020-09-19 06:02:00 INFO: 2020-09-19 06:02:00 INFO: 2020-09-19 06:02:00 INFO: clearing start 2020-09-19 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-19 06:02:00 INFO: skip by not found init order into storage 2020-09-19 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-19 06:02:00 INFO: skip by not found init order into storage 2020-09-19 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '92a7c44a-266b-0001-e60d-2d934e5905ae', 'clOrdID': '1e0371bd06ff4125a72978c6d7660acc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': None, 'displayQty': None, 'stopPx': 382.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 19, 3, 0, 23, 672000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 19, 3, 0, 23, 672000, tzinfo=tzutc())} 2020-09-19 06:02:00 INFO: skip by not found init order into storage 2020-09-19 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '448741af-fde8-4184-3622-8531deb4286a', 'clOrdID': '64c20c51f19043b88a80cad92f78025c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': 394.25, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 19, 3, 0, 23, 709000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 19, 3, 0, 23, 709000, tzinfo=tzutc())} 2020-09-19 06:02:00 INFO: skip by not found init order into storage 2020-09-19 06:02:00 INFO: clearing end 2020-09-19 06:02:00 INFO: 2020-09-19 06:02:00 INFO: 2020-09-19 06:02:00 INFO: 2020-09-19 06:02:00 INFO: 2020-09-19 06:23:07 INFO: process event {'orderID': '92a7c44a-266b-0001-e60d-2d934e5905ae', 'price': 382.6, 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 1118, 'avgPx': 382.6, 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'transactTime': '2020-09-19T03:23:07.199Z', 'timestamp': '2020-09-19T03:23:07.199Z', 'clOrdID': '1e0371bd06ff4125a72978c6d7660acc', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-19 06:23:07 INFO: add new event={'uid': '1e0371bd06ff4125a72978c6d7660acc', 'status': 'Filled'} 2020-09-19 06:23:07 INFO: 2020-09-19 06:23:07 INFO: 2020-09-19 06:23:07 INFO: 2020-09-19 06:23:07 INFO: 2020-09-19 06:23:07 INFO: process event start 2020-09-19 06:23:07 INFO: fetch new order event 1e0371bd06ff4125a72978c6d7660acc 2020-09-19 06:23:07 INFO: fetch orders by event init=None profit_pair=64c20c51f19043b88a80cad92f78025c 2020-09-19 06:23:07 INFO: process profit order filled 2020-09-19 06:23:07 INFO: cancel order=64c20c51f19043b88a80cad92f78025c [{'orderID': '448741af-fde8-4184-3622-8531deb4286a', 'clOrdID': '64c20c51f19043b88a80cad92f78025c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': 394.25, '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, 9, 19, 3, 0, 23, 709000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 19, 3, 23, 7, 760000, tzinfo=tzutc())}] 2020-09-19 06:23:07 INFO: process event {'orderID': '448741af-fde8-4184-3622-8531deb4286a', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-09-19T03:23:07.760Z', 'clOrdID': '64c20c51f19043b88a80cad92f78025c', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-19 06:23:07 INFO: skip event 64c20c51f19043b88a80cad92f78025c Canceled 2020-09-19 06:23:07 INFO: end process event_processing_result='proceed profit order' 2020-09-19 06:23:07 INFO: 2020-09-19 06:23:07 INFO: 2020-09-19 06:23:07 INFO: 2020-09-19 06:23:07 INFO: 2020-09-19 07:00:20 INFO: 2020-09-19 07:00:20 INFO: 2020-09-19 07:00:20 INFO: 2020-09-19 07:00:20 INFO: 2020-09-19 07:00:20 INFO: init new order start 2020-09-19 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.2, 'high': 384.5, 'low': 382.3, 'close': 383.4, 'trades': 1517, 'volume': 1512513, 'vwap': 383.28, 'lastSize': 2000, 'turnover': 57971301615, 'homeNotional': 16591.892892385946, 'foreignNotional': 6359311.590363546}, {'timestamp': datetime.datetime(2020, 9, 19, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 382.65, 'high': 384.25, 'low': 382.6, 'close': 384.2, 'trades': 1492, 'volume': 1263571, 'vwap': 383.73, 'lastSize': 30, 'turnover': 48485873965, 'homeNotional': 13850.356499725885, 'foreignNotional': 5314673.805226376}, {'timestamp': datetime.datetime(2020, 9, 19, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.05, 'high': 384.35, 'low': 381.8, 'close': 382.65, 'trades': 2080, 'volume': 1619745, 'vwap': 382.94, 'lastSize': 1, 'turnover': 62025642440, 'homeNotional': 17744.794516378883, 'foreignNotional': 6795105.738518973}] 2020-09-19 07:00:20 INFO: prepare candles [CandleItem(low=382.3, high=384.5, open=384.2, close=383.4, color='RED'), CandleItem(low=382.6, high=384.25, open=382.65, close=384.2, color='GREEN'), CandleItem(low=381.8, high=384.35, open=384.05, close=382.65, color='RED')] 2020-09-19 07:00:20 INFO: skip by colors first_candle=CandleItem(low=381.8, high=384.35, open=384.05, close=382.65, color='RED') second_candle=CandleItem(low=382.6, high=384.25, open=382.65, close=384.2, color='GREEN') last_candle=CandleItem(low=382.3, high=384.5, open=384.2, close=383.4, color='RED') 2020-09-19 07:00:20 INFO: check need new order None 2020-09-19 07:00:20 INFO: init new order end 2020-09-19 07:00:20 INFO: 2020-09-19 07:00:20 INFO: 2020-09-19 07:00:20 INFO: 2020-09-19 07:00:20 INFO: 2020-09-19 07:02:00 INFO: 2020-09-19 07:02:00 INFO: 2020-09-19 07:02:00 INFO: 2020-09-19 07:02:00 INFO: 2020-09-19 07:02:00 INFO: clearing start 2020-09-19 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-19 07:02:00 INFO: skip by not found init order into storage 2020-09-19 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-19 07:02:00 INFO: skip by not found init order into storage 2020-09-19 07:02:00 INFO: clearing end 2020-09-19 07:02:00 INFO: 2020-09-19 07:02:00 INFO: 2020-09-19 07:02:00 INFO: 2020-09-19 07:02:00 INFO: 2020-09-19 08:00:20 INFO: 2020-09-19 08:00:20 INFO: 2020-09-19 08:00:20 INFO: 2020-09-19 08:00:20 INFO: 2020-09-19 08:00:20 INFO: init new order start 2020-09-19 08:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 383.4, 'high': 383.5, 'low': 381.25, 'close': 382.8, 'trades': 1479, 'volume': 970364, 'vwap': 382.53, 'lastSize': 169, 'turnover': 37119216950, 'homeNotional': 10639.980888881793, 'foreignNotional': 4070100.5194581454}, {'timestamp': datetime.datetime(2020, 9, 19, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.2, 'high': 384.5, 'low': 382.3, 'close': 383.4, 'trades': 1517, 'volume': 1512513, 'vwap': 383.28, 'lastSize': 2000, 'turnover': 57971301615, 'homeNotional': 16591.892892385946, 'foreignNotional': 6359311.590363546}, {'timestamp': datetime.datetime(2020, 9, 19, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 382.65, 'high': 384.25, 'low': 382.6, 'close': 384.2, 'trades': 1492, 'volume': 1263571, 'vwap': 383.73, 'lastSize': 30, 'turnover': 48485873965, 'homeNotional': 13850.356499725885, 'foreignNotional': 5314673.805226376}] 2020-09-19 08:00:21 INFO: prepare candles [CandleItem(low=381.25, high=383.5, open=383.4, close=382.8, color='RED'), CandleItem(low=382.3, high=384.5, open=384.2, close=383.4, color='RED'), CandleItem(low=382.6, high=384.25, open=382.65, close=384.2, color='GREEN')] 2020-09-19 08:00:21 INFO: skip by colors first_candle=CandleItem(low=382.6, high=384.25, open=382.65, close=384.2, color='GREEN') second_candle=CandleItem(low=382.3, high=384.5, open=384.2, close=383.4, color='RED') last_candle=CandleItem(low=381.25, high=383.5, open=383.4, close=382.8, color='RED') 2020-09-19 08:00:21 INFO: check need new order None 2020-09-19 08:00:21 INFO: init new order end 2020-09-19 08:00:21 INFO: 2020-09-19 08:00:21 INFO: 2020-09-19 08:00:21 INFO: 2020-09-19 08:00:21 INFO: 2020-09-19 08:02:00 INFO: 2020-09-19 08:02:00 INFO: 2020-09-19 08:02:00 INFO: 2020-09-19 08:02:00 INFO: 2020-09-19 08:02:00 INFO: clearing start 2020-09-19 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-19 08:02:00 INFO: skip by not found init order into storage 2020-09-19 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-19 08:02:00 INFO: skip by not found init order into storage 2020-09-19 08:02:00 INFO: clearing end 2020-09-19 08:02:00 INFO: 2020-09-19 08:02:00 INFO: 2020-09-19 08:02:00 INFO: 2020-09-19 08:02:00 INFO: 2020-09-19 09:00:20 INFO: 2020-09-19 09:00:20 INFO: 2020-09-19 09:00:20 INFO: 2020-09-19 09:00:20 INFO: 2020-09-19 09:00:20 INFO: init new order start 2020-09-19 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 382.8, 'high': 382.95, 'low': 378.4, 'close': 379.7, 'trades': 2823, 'volume': 1814003, 'vwap': 380.25, 'lastSize': 1, 'turnover': 68977329880, 'homeNotional': 19849.441043775776, 'foreignNotional': 7547752.888304316}, {'timestamp': datetime.datetime(2020, 9, 19, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 383.4, 'high': 383.5, 'low': 381.25, 'close': 382.8, 'trades': 1479, 'volume': 970364, 'vwap': 382.53, 'lastSize': 169, 'turnover': 37119216950, 'homeNotional': 10639.980888881793, 'foreignNotional': 4070100.5194581454}, {'timestamp': datetime.datetime(2020, 9, 19, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.2, 'high': 384.5, 'low': 382.3, 'close': 383.4, 'trades': 1517, 'volume': 1512513, 'vwap': 383.28, 'lastSize': 2000, 'turnover': 57971301615, 'homeNotional': 16591.892892385946, 'foreignNotional': 6359311.590363546}] 2020-09-19 09:00:20 INFO: prepare candles [CandleItem(low=378.4, high=382.95, open=382.8, close=379.7, color='RED'), CandleItem(low=381.25, high=383.5, open=383.4, close=382.8, color='RED'), CandleItem(low=382.3, high=384.5, open=384.2, close=383.4, color='RED')] 2020-09-19 09:00:20 INFO: skip by colors first_candle=CandleItem(low=382.3, high=384.5, open=384.2, close=383.4, color='RED') second_candle=CandleItem(low=381.25, high=383.5, open=383.4, close=382.8, color='RED') last_candle=CandleItem(low=378.4, high=382.95, open=382.8, close=379.7, color='RED') 2020-09-19 09:00:20 INFO: check need new order None 2020-09-19 09:00:20 INFO: init new order end 2020-09-19 09:00:20 INFO: 2020-09-19 09:00:20 INFO: 2020-09-19 09:00:20 INFO: 2020-09-19 09:00:20 INFO: 2020-09-19 09:02:00 INFO: 2020-09-19 09:02:00 INFO: 2020-09-19 09:02:00 INFO: 2020-09-19 09:02:00 INFO: 2020-09-19 09:02:00 INFO: clearing start 2020-09-19 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-19 09:02:01 INFO: skip by not found init order into storage 2020-09-19 09:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-19 09:02:01 INFO: skip by not found init order into storage 2020-09-19 09:02:01 INFO: clearing end 2020-09-19 09:02:01 INFO: 2020-09-19 09:02:01 INFO: 2020-09-19 09:02:01 INFO: 2020-09-19 09:02:01 INFO: 2020-09-19 10:00:20 INFO: 2020-09-19 10:00:20 INFO: 2020-09-19 10:00:20 INFO: 2020-09-19 10:00:20 INFO: 2020-09-19 10:00:20 INFO: init new order start 2020-09-19 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 379.7, 'high': 381.0, 'low': 379.0, 'close': 380.8, 'trades': 2075, 'volume': 1558783, 'vwap': 379.7, 'lastSize': 251, 'turnover': 59186273720, 'homeNotional': 17055.717140906265, 'foreignNotional': 6475981.347774794}, {'timestamp': datetime.datetime(2020, 9, 19, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 382.8, 'high': 382.95, 'low': 378.4, 'close': 379.7, 'trades': 2823, 'volume': 1814003, 'vwap': 380.25, 'lastSize': 1, 'turnover': 68977329880, 'homeNotional': 19849.441043775776, 'foreignNotional': 7547752.888304316}, {'timestamp': datetime.datetime(2020, 9, 19, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 383.4, 'high': 383.5, 'low': 381.25, 'close': 382.8, 'trades': 1479, 'volume': 970364, 'vwap': 382.53, 'lastSize': 169, 'turnover': 37119216950, 'homeNotional': 10639.980888881793, 'foreignNotional': 4070100.5194581454}] 2020-09-19 10:00:20 INFO: prepare candles [CandleItem(low=379.0, high=381.0, open=379.7, close=380.8, color='GREEN'), CandleItem(low=378.4, high=382.95, open=382.8, close=379.7, color='RED'), CandleItem(low=381.25, high=383.5, open=383.4, close=382.8, color='RED')] 2020-09-19 10:00:20 INFO: last_candle=CandleItem(low=379.0, high=381.0, open=379.7, close=380.8, color='GREEN') 2020-09-19 10:00:20 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))) 2020-09-19 10:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=379.0, high=381.0, open=379.7, close=380.8, color='GREEN') 2020-09-19 10:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=378.4, high=382.95, open=382.8, close=379.7, color='RED') 2020-09-19 10:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=381.25, high=383.5, open=383.4, close=382.8, color='RED') 2020-09-19 10:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=379.0, high=381.0, open=379.7, close=380.8, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-19 10:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=379.0, high=381.0, open=379.7, close=380.8, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-19 10:00:20 INFO: place order: start candle=CandleItem(low=379.0, high=381.0, open=379.7, close=380.8, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-09-19 10:00:20 INFO: place order: side_factor=-1 init_trigger_price=381.05 init_order_price=381.1 stop_price_offset=0.0 candle.size=2.0 stop_price=379.0 take_price=393.1 2020-09-19 10:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('381.05000000000001136868377216160297393798828125') init_order_price=Decimal('381.1000000000000227373675443232059478759765625') stop_price_offset=0.0 candle.size=2.0 stop_price=Decimal('379') take_price=Decimal('393.1000000000000227373675443232059478759765625') 2020-09-19 10:00:20 INFO: place order: compute qty=927 2020-09-19 10:00:20 INFO: place order: save order to db 162a55f676404b5c8651f5db338d25d5; response=True 2020-09-19 10:00:20 INFO: post order to exchange resp={'orderID': '6e33d4dc-9a56-93e7-403a-dc27c9cbde9b', 'clOrdID': '162a55f676404b5c8651f5db338d25d5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 927, 'price': 381.1, 'displayQty': None, 'stopPx': 381.05, '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': 927, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 19, 7, 0, 20, 173000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 19, 7, 0, 20, 173000, tzinfo=tzutc())} 2020-09-19 10:00:20 INFO: place new init order {'qty': 927, 'init_price': Decimal('381.05000000000001136868377216160297393798828125'), 'stop_price': Decimal('379'), 'take_price': Decimal('393.1000000000000227373675443232059478759765625'), 'order_uid': '162a55f676404b5c8651f5db338d25d5', 'response': {'orderID': '6e33d4dc-9a56-93e7-403a-dc27c9cbde9b', 'clOrdID': '162a55f676404b5c8651f5db338d25d5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 927, 'price': 381.1, 'displayQty': None, 'stopPx': 381.05, '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': 927, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 19, 7, 0, 20, 173000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 19, 7, 0, 20, 173000, tzinfo=tzutc())}} 2020-09-19 10:00:20 INFO: init new order end 2020-09-19 10:00:20 INFO: 2020-09-19 10:00:20 INFO: 2020-09-19 10:00:20 INFO: 2020-09-19 10:00:20 INFO: 2020-09-19 10:00:20 INFO: process event {'orderID': '6e33d4dc-9a56-93e7-403a-dc27c9cbde9b', 'clOrdID': '162a55f676404b5c8651f5db338d25d5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 927, 'price': 381.1, 'displayQty': None, 'stopPx': 381.05, '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': 927, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-09-19T07:00:20.173Z', 'timestamp': '2020-09-19T07:00:20.173Z'} 2020-09-19 10:00:20 INFO: skip event 162a55f676404b5c8651f5db338d25d5 New 2020-09-19 10:00:20 INFO: process event {'orderID': '6e33d4dc-9a56-93e7-403a-dc27c9cbde9b', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': '2020-09-19T07:00:20.176Z', 'timestamp': '2020-09-19T07:00:20.176Z', 'clOrdID': '162a55f676404b5c8651f5db338d25d5', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-19 10:00:20 INFO: skip event 162a55f676404b5c8651f5db338d25d5 2020-09-19 10:02:00 INFO: 2020-09-19 10:02:00 INFO: 2020-09-19 10:02:00 INFO: 2020-09-19 10:02:00 INFO: 2020-09-19 10:02:00 INFO: clearing start 2020-09-19 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-19 10:02:00 INFO: skip by not found init order into storage 2020-09-19 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-19 10:02:00 INFO: skip by not found init order into storage 2020-09-19 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6e33d4dc-9a56-93e7-403a-dc27c9cbde9b', 'clOrdID': '162a55f676404b5c8651f5db338d25d5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 927, 'price': 381.1, 'displayQty': None, 'stopPx': 381.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 927, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 19, 7, 0, 20, 176000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 19, 7, 0, 20, 176000, tzinfo=tzutc())} 2020-09-19 10:02:00 INFO: order time=2020-09-19 07:00:20.176000+00:00; delta from now UTC=0:01:40.178796 time_delta.total_seconds()=100.178796; time_diff_offset='3600' 2020-09-19 10:02:00 INFO: skip by time diff 2020-09-19 07:00:20.176000+00:00 2020-09-19 10:02:00 INFO: clearing end 2020-09-19 10:02:00 INFO: 2020-09-19 10:02:00 INFO: 2020-09-19 10:02:00 INFO: 2020-09-19 10:02:00 INFO: 2020-09-19 10:04:20 INFO: process event {'orderID': '6e33d4dc-9a56-93e7-403a-dc27c9cbde9b', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 927, 'avgPx': 381.1, 'timestamp': '2020-09-19T07:04:20.185Z', 'clOrdID': '162a55f676404b5c8651f5db338d25d5', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-19 10:04:20 INFO: add new event={'uid': '162a55f676404b5c8651f5db338d25d5', 'status': 'Filled'} 2020-09-19 10:04:20 INFO: 2020-09-19 10:04:20 INFO: 2020-09-19 10:04:20 INFO: 2020-09-19 10:04:20 INFO: 2020-09-19 10:04:20 INFO: process event start 2020-09-19 10:04:20 INFO: fetch new order event 162a55f676404b5c8651f5db338d25d5 2020-09-19 10:04:20 INFO: fetch orders by event init={'stop': '379', 'take': '393.1000000000000227373675443232059478759765625', 'qty': '927', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-09-19 10:04:20 INFO: process init order filled 2020-09-19 10:04:20 INFO: save profit orders to storage stop=5e97d768f0f34c29bb3484a38735078c take=39d82ba36cb44e6d9e4270513926bc49 2020-09-19 10:04:20 INFO: place profit orders take_price=393.1000000000000227373675443232059478759765625, stop_price=379, qty=927, color=GREEN, ticker=ETHUSD 5e97d768f0f34c29bb3484a38735078c 39d82ba36cb44e6d9e4270513926bc49 2020-09-19 10:04:20 INFO: place stop order ETHUSD: qty=-927, stop_price=379, stop_uid=5e97d768f0f34c29bb3484a38735078c 2020-09-19 10:04:20 INFO: exchange resp for stop order={'orderID': '9e20134a-9794-dd70-25c2-6ec45ff2c8b0', 'clOrdID': '5e97d768f0f34c29bb3484a38735078c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 927, 'price': None, 'displayQty': None, 'stopPx': 379.0, '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': 927, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 19, 7, 4, 20, 605000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 19, 7, 4, 20, 605000, tzinfo=tzutc())} 2020-09-19 10:04:20 INFO: place limit order ETHUSD: qty=-927, price=393.1000000000000227373675443232059478759765625, take_uid=39d82ba36cb44e6d9e4270513926bc49 2020-09-19 10:04:20 INFO: process event {'orderID': '9e20134a-9794-dd70-25c2-6ec45ff2c8b0', 'clOrdID': '5e97d768f0f34c29bb3484a38735078c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 927, 'price': None, 'displayQty': None, 'stopPx': 379, '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': 927, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-09-19T07:04:20.605Z', 'timestamp': '2020-09-19T07:04:20.605Z'} 2020-09-19 10:04:20 INFO: skip event 5e97d768f0f34c29bb3484a38735078c New 2020-09-19 10:04:20 INFO: process event {'orderID': '0df6dbbb-cbb7-82a8-0435-4aa7bbdb689c', 'clOrdID': '39d82ba36cb44e6d9e4270513926bc49', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 927, 'price': 393.1, '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': 927, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-09-19T07:04:20.645Z', 'timestamp': '2020-09-19T07:04:20.645Z'} 2020-09-19 10:04:20 INFO: skip event 39d82ba36cb44e6d9e4270513926bc49 New 2020-09-19 10:04:20 INFO: exchange resp for take profit order={'orderID': '0df6dbbb-cbb7-82a8-0435-4aa7bbdb689c', 'clOrdID': '39d82ba36cb44e6d9e4270513926bc49', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 927, 'price': 393.1, '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': 927, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 19, 7, 4, 20, 645000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 19, 7, 4, 20, 645000, tzinfo=tzutc())} 2020-09-19 10:04:20 INFO: place profit orders={'stop': {'response': {'orderID': '9e20134a-9794-dd70-25c2-6ec45ff2c8b0', 'clOrdID': '5e97d768f0f34c29bb3484a38735078c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 927, 'price': None, 'displayQty': None, 'stopPx': 379.0, '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': 927, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 19, 7, 4, 20, 605000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 19, 7, 4, 20, 605000, tzinfo=tzutc())}, 'qty': Decimal('-927'), 'uid': '5e97d768f0f34c29bb3484a38735078c', 'price': Decimal('379')}, 'take': {'response': {'orderID': '0df6dbbb-cbb7-82a8-0435-4aa7bbdb689c', 'clOrdID': '39d82ba36cb44e6d9e4270513926bc49', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 927, 'price': 393.1, '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': 927, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 19, 7, 4, 20, 645000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 19, 7, 4, 20, 645000, tzinfo=tzutc())}, 'qty': Decimal('-927'), 'uid': '39d82ba36cb44e6d9e4270513926bc49', 'price': Decimal('393.1000000000000227373675443232059478759765625')}} 2020-09-19 10:04:20 INFO: rm init order from db 162a55f676404b5c8651f5db338d25d5 2020-09-19 10:04:20 INFO: end process event_processing_result='proceed init order' 2020-09-19 10:04:20 INFO: 2020-09-19 10:04:20 INFO: 2020-09-19 10:04:20 INFO: 2020-09-19 10:04:20 INFO: 2020-09-19 10:37:29 INFO: process event {'orderID': '9e20134a-9794-dd70-25c2-6ec45ff2c8b0', 'price': 378.95, 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 927, 'avgPx': 378.95, 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'transactTime': '2020-09-19T07:37:29.615Z', 'timestamp': '2020-09-19T07:37:29.615Z', 'clOrdID': '5e97d768f0f34c29bb3484a38735078c', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-19 10:37:29 INFO: add new event={'uid': '5e97d768f0f34c29bb3484a38735078c', 'status': 'Filled'} 2020-09-19 10:37:30 INFO: 2020-09-19 10:37:30 INFO: 2020-09-19 10:37:30 INFO: 2020-09-19 10:37:30 INFO: 2020-09-19 10:37:30 INFO: process event start 2020-09-19 10:37:30 INFO: fetch new order event 5e97d768f0f34c29bb3484a38735078c 2020-09-19 10:37:30 INFO: fetch orders by event init=None profit_pair=39d82ba36cb44e6d9e4270513926bc49 2020-09-19 10:37:30 INFO: process profit order filled 2020-09-19 10:37:31 INFO: cancel order=39d82ba36cb44e6d9e4270513926bc49 [{'orderID': '0df6dbbb-cbb7-82a8-0435-4aa7bbdb689c', 'clOrdID': '39d82ba36cb44e6d9e4270513926bc49', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 927, 'price': 393.1, '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, 9, 19, 7, 4, 20, 645000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 19, 7, 37, 31, 24000, tzinfo=tzutc())}] 2020-09-19 10:37:31 INFO: end process event_processing_result='proceed profit order' 2020-09-19 10:37:31 INFO: 2020-09-19 10:37:31 INFO: 2020-09-19 10:37:31 INFO: 2020-09-19 10:37:31 INFO: 2020-09-19 10:37:31 INFO: process event {'orderID': '0df6dbbb-cbb7-82a8-0435-4aa7bbdb689c', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-09-19T07:37:31.024Z', 'clOrdID': '39d82ba36cb44e6d9e4270513926bc49', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-19 10:37:31 INFO: skip event 39d82ba36cb44e6d9e4270513926bc49 Canceled 2020-09-19 11:00:20 INFO: 2020-09-19 11:00:20 INFO: 2020-09-19 11:00:20 INFO: 2020-09-19 11:00:20 INFO: 2020-09-19 11:00:20 INFO: init new order start 2020-09-19 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.8, 'high': 381.5, 'low': 377.75, 'close': 377.8, 'trades': 3350, 'volume': 2613607, 'vwap': 379.64, 'lastSize': 2474, 'turnover': 99222122005, 'homeNotional': 28559.589317488946, 'foreignNotional': 10842300.103210365}, {'timestamp': datetime.datetime(2020, 9, 19, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 379.7, 'high': 381.0, 'low': 379.0, 'close': 380.8, 'trades': 2075, 'volume': 1558783, 'vwap': 379.7, 'lastSize': 251, 'turnover': 59186273720, 'homeNotional': 17055.717140906265, 'foreignNotional': 6475981.347774794}, {'timestamp': datetime.datetime(2020, 9, 19, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 382.8, 'high': 382.95, 'low': 378.4, 'close': 379.7, 'trades': 2823, 'volume': 1814003, 'vwap': 380.25, 'lastSize': 1, 'turnover': 68977329880, 'homeNotional': 19849.441043775776, 'foreignNotional': 7547752.888304316}] 2020-09-19 11:00:20 INFO: prepare candles [CandleItem(low=377.75, high=381.5, open=380.8, close=377.8, color='RED'), CandleItem(low=379.0, high=381.0, open=379.7, close=380.8, color='GREEN'), CandleItem(low=378.4, high=382.95, open=382.8, close=379.7, color='RED')] 2020-09-19 11:00:20 INFO: skip by colors first_candle=CandleItem(low=378.4, high=382.95, open=382.8, close=379.7, color='RED') second_candle=CandleItem(low=379.0, high=381.0, open=379.7, close=380.8, color='GREEN') last_candle=CandleItem(low=377.75, high=381.5, open=380.8, close=377.8, color='RED') 2020-09-19 11:00:20 INFO: check need new order None 2020-09-19 11:00:20 INFO: init new order end 2020-09-19 11:00:20 INFO: 2020-09-19 11:00:20 INFO: 2020-09-19 11:00:20 INFO: 2020-09-19 11:00:20 INFO: 2020-09-19 11:02:00 INFO: 2020-09-19 11:02:00 INFO: 2020-09-19 11:02:00 INFO: 2020-09-19 11:02:00 INFO: 2020-09-19 11:02:00 INFO: clearing start 2020-09-19 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-19 11:02:00 INFO: skip by not found init order into storage 2020-09-19 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-19 11:02:00 INFO: skip by not found init order into storage 2020-09-19 11:02:00 INFO: clearing end 2020-09-19 11:02:00 INFO: 2020-09-19 11:02:00 INFO: 2020-09-19 11:02:00 INFO: 2020-09-19 11:02:00 INFO: 2020-09-19 12:00:20 INFO: 2020-09-19 12:00:20 INFO: 2020-09-19 12:00:20 INFO: 2020-09-19 12:00:20 INFO: 2020-09-19 12:00:20 INFO: init new order start 2020-09-19 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 377.8, 'high': 380.3, 'low': 377.4, 'close': 380.2, 'trades': 2472, 'volume': 1920068, 'vwap': 378.81, 'lastSize': 501, 'turnover': 72732606555, 'homeNotional': 20944.30617531202, 'foreignNotional': 7933759.47341091}, {'timestamp': datetime.datetime(2020, 9, 19, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.8, 'high': 381.5, 'low': 377.75, 'close': 377.8, 'trades': 3350, 'volume': 2613607, 'vwap': 379.64, 'lastSize': 2474, 'turnover': 99222122005, 'homeNotional': 28559.589317488946, 'foreignNotional': 10842300.103210365}, {'timestamp': datetime.datetime(2020, 9, 19, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 379.7, 'high': 381.0, 'low': 379.0, 'close': 380.8, 'trades': 2075, 'volume': 1558783, 'vwap': 379.7, 'lastSize': 251, 'turnover': 59186273720, 'homeNotional': 17055.717140906265, 'foreignNotional': 6475981.347774794}] 2020-09-19 12:00:20 INFO: prepare candles [CandleItem(low=377.4, high=380.3, open=377.8, close=380.2, color='GREEN'), CandleItem(low=377.75, high=381.5, open=380.8, close=377.8, color='RED'), CandleItem(low=379.0, high=381.0, open=379.7, close=380.8, color='GREEN')] 2020-09-19 12:00:20 INFO: skip by colors first_candle=CandleItem(low=379.0, high=381.0, open=379.7, close=380.8, color='GREEN') second_candle=CandleItem(low=377.75, high=381.5, open=380.8, close=377.8, color='RED') last_candle=CandleItem(low=377.4, high=380.3, open=377.8, close=380.2, color='GREEN') 2020-09-19 12:00:20 INFO: check need new order None 2020-09-19 12:00:20 INFO: init new order end 2020-09-19 12:00:20 INFO: 2020-09-19 12:00:20 INFO: 2020-09-19 12:00:20 INFO: 2020-09-19 12:00:20 INFO: 2020-09-19 12:02:00 INFO: 2020-09-19 12:02:00 INFO: 2020-09-19 12:02:00 INFO: 2020-09-19 12:02:00 INFO: 2020-09-19 12:02:00 INFO: clearing start 2020-09-19 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-19 12:02:00 INFO: skip by not found init order into storage 2020-09-19 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-19 12:02:00 INFO: skip by not found init order into storage 2020-09-19 12:02:00 INFO: clearing end 2020-09-19 12:02:00 INFO: 2020-09-19 12:02:00 INFO: 2020-09-19 12:02:00 INFO: 2020-09-19 12:02:00 INFO: 2020-09-19 13:00:20 INFO: 2020-09-19 13:00:20 INFO: 2020-09-19 13:00:20 INFO: 2020-09-19 13:00:20 INFO: 2020-09-19 13:00:20 INFO: init new order start 2020-09-19 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.2, 'high': 381.0, 'low': 380.1, 'close': 380.35, 'trades': 1379, 'volume': 963363, 'vwap': 380.52, 'lastSize': 100, 'turnover': 36657221485, 'homeNotional': 10544.057020722088, 'foreignNotional': 4012151.529281131}, {'timestamp': datetime.datetime(2020, 9, 19, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 377.8, 'high': 380.3, 'low': 377.4, 'close': 380.2, 'trades': 2472, 'volume': 1920068, 'vwap': 378.81, 'lastSize': 501, 'turnover': 72732606555, 'homeNotional': 20944.30617531202, 'foreignNotional': 7933759.47341091}, {'timestamp': datetime.datetime(2020, 9, 19, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.8, 'high': 381.5, 'low': 377.75, 'close': 377.8, 'trades': 3350, 'volume': 2613607, 'vwap': 379.64, 'lastSize': 2474, 'turnover': 99222122005, 'homeNotional': 28559.589317488946, 'foreignNotional': 10842300.103210365}] 2020-09-19 13:00:20 INFO: prepare candles [CandleItem(low=380.1, high=381.0, open=380.2, close=380.35, color='GREEN'), CandleItem(low=377.4, high=380.3, open=377.8, close=380.2, color='GREEN'), CandleItem(low=377.75, high=381.5, open=380.8, close=377.8, color='RED')] 2020-09-19 13:00:20 INFO: skip by colors first_candle=CandleItem(low=377.75, high=381.5, open=380.8, close=377.8, color='RED') second_candle=CandleItem(low=377.4, high=380.3, open=377.8, close=380.2, color='GREEN') last_candle=CandleItem(low=380.1, high=381.0, open=380.2, close=380.35, color='GREEN') 2020-09-19 13:00:20 INFO: check need new order None 2020-09-19 13:00:20 INFO: init new order end 2020-09-19 13:00:20 INFO: 2020-09-19 13:00:20 INFO: 2020-09-19 13:00:20 INFO: 2020-09-19 13:00:20 INFO: 2020-09-19 13:02:00 INFO: 2020-09-19 13:02:00 INFO: 2020-09-19 13:02:00 INFO: 2020-09-19 13:02:00 INFO: 2020-09-19 13:02:00 INFO: clearing start 2020-09-19 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-19 13:02:00 INFO: skip by not found init order into storage 2020-09-19 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-19 13:02:00 INFO: skip by not found init order into storage 2020-09-19 13:02:00 INFO: clearing end 2020-09-19 13:02:00 INFO: 2020-09-19 13:02:00 INFO: 2020-09-19 13:02:00 INFO: 2020-09-19 13:02:00 INFO: 2020-09-19 13:52:57 ERROR: Error : Connection is already closed. 2020-09-19 13:52:57 ERROR: error from callback >: Connection is already closed. 2020-09-19 13:52:57 INFO: Websocket Closed 2020-09-19 13:52:57 WARNING: reconnect to socket 2020-09-19 13:52:57 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-09-19 13:52:57 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-09-19 13:52:57 INFO: Authenticating with API Key. 2020-09-19 13:52:58 INFO: Connected to WS. 2020-09-19 14:00:20 INFO: 2020-09-19 14:00:20 INFO: 2020-09-19 14:00:20 INFO: 2020-09-19 14:00:20 INFO: 2020-09-19 14:00:20 INFO: init new order start 2020-09-19 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.35, 'high': 382.35, 'low': 379.7, 'close': 382.35, 'trades': 1947, 'volume': 1072843, 'vwap': 380.68, 'lastSize': 10, 'turnover': 40840356990, 'homeNotional': 11752.292710431762, 'foreignNotional': 4473803.492339873}, {'timestamp': datetime.datetime(2020, 9, 19, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.2, 'high': 381.0, 'low': 380.1, 'close': 380.35, 'trades': 1379, 'volume': 963363, 'vwap': 380.52, 'lastSize': 100, 'turnover': 36657221485, 'homeNotional': 10544.057020722088, 'foreignNotional': 4012151.529281131}, {'timestamp': datetime.datetime(2020, 9, 19, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 377.8, 'high': 380.3, 'low': 377.4, 'close': 380.2, 'trades': 2472, 'volume': 1920068, 'vwap': 378.81, 'lastSize': 501, 'turnover': 72732606555, 'homeNotional': 20944.30617531202, 'foreignNotional': 7933759.47341091}] 2020-09-19 14:00:20 INFO: prepare candles [CandleItem(low=379.7, high=382.35, open=380.35, close=382.35, color='GREEN'), CandleItem(low=380.1, high=381.0, open=380.2, close=380.35, color='GREEN'), CandleItem(low=377.4, high=380.3, open=377.8, close=380.2, color='GREEN')] 2020-09-19 14:00:20 INFO: skip by colors first_candle=CandleItem(low=377.4, high=380.3, open=377.8, close=380.2, color='GREEN') second_candle=CandleItem(low=380.1, high=381.0, open=380.2, close=380.35, color='GREEN') last_candle=CandleItem(low=379.7, high=382.35, open=380.35, close=382.35, color='GREEN') 2020-09-19 14:00:20 INFO: check need new order None 2020-09-19 14:00:20 INFO: init new order end 2020-09-19 14:00:20 INFO: 2020-09-19 14:00:20 INFO: 2020-09-19 14:00:20 INFO: 2020-09-19 14:00:20 INFO: 2020-09-19 14:02:00 INFO: 2020-09-19 14:02:00 INFO: 2020-09-19 14:02:00 INFO: 2020-09-19 14:02:00 INFO: 2020-09-19 14:02:00 INFO: clearing start 2020-09-19 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-19 14:02:00 INFO: skip by not found init order into storage 2020-09-19 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-19 14:02:00 INFO: skip by not found init order into storage 2020-09-19 14:02:00 INFO: clearing end 2020-09-19 14:02:00 INFO: 2020-09-19 14:02:00 INFO: 2020-09-19 14:02:00 INFO: 2020-09-19 14:02:00 INFO: 2020-09-19 15:00:20 INFO: 2020-09-19 15:00:20 INFO: 2020-09-19 15:00:20 INFO: 2020-09-19 15:00:20 INFO: 2020-09-19 15:00:20 INFO: init new order start 2020-09-19 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 382.35, 'high': 388.25, 'low': 382.05, 'close': 387.55, 'trades': 6346, 'volume': 4544381, 'vwap': 384.34, 'lastSize': 272, 'turnover': 174654625320, 'homeNotional': 50186.85727884888, 'foreignNotional': 19288695.993413962}, {'timestamp': datetime.datetime(2020, 9, 19, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.35, 'high': 382.35, 'low': 379.7, 'close': 382.35, 'trades': 1947, 'volume': 1072843, 'vwap': 380.68, 'lastSize': 10, 'turnover': 40840356990, 'homeNotional': 11752.292710431762, 'foreignNotional': 4473803.492339873}, {'timestamp': datetime.datetime(2020, 9, 19, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.2, 'high': 381.0, 'low': 380.1, 'close': 380.35, 'trades': 1379, 'volume': 963363, 'vwap': 380.52, 'lastSize': 100, 'turnover': 36657221485, 'homeNotional': 10544.057020722088, 'foreignNotional': 4012151.529281131}] 2020-09-19 15:00:20 INFO: prepare candles [CandleItem(low=382.05, high=388.25, open=382.35, close=387.55, color='GREEN'), CandleItem(low=379.7, high=382.35, open=380.35, close=382.35, color='GREEN'), CandleItem(low=380.1, high=381.0, open=380.2, close=380.35, color='GREEN')] 2020-09-19 15:00:20 INFO: skip by colors first_candle=CandleItem(low=380.1, high=381.0, open=380.2, close=380.35, color='GREEN') second_candle=CandleItem(low=379.7, high=382.35, open=380.35, close=382.35, color='GREEN') last_candle=CandleItem(low=382.05, high=388.25, open=382.35, close=387.55, color='GREEN') 2020-09-19 15:00:20 INFO: check need new order None 2020-09-19 15:00:20 INFO: init new order end 2020-09-19 15:00:20 INFO: 2020-09-19 15:00:20 INFO: 2020-09-19 15:00:20 INFO: 2020-09-19 15:00:20 INFO: 2020-09-19 15:02:00 INFO: 2020-09-19 15:02:00 INFO: 2020-09-19 15:02:00 INFO: 2020-09-19 15:02:00 INFO: 2020-09-19 15:02:00 INFO: clearing start 2020-09-19 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-19 15:02:00 INFO: skip by not found init order into storage 2020-09-19 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-19 15:02:00 INFO: skip by not found init order into storage 2020-09-19 15:02:00 INFO: clearing end 2020-09-19 15:02:00 INFO: 2020-09-19 15:02:00 INFO: 2020-09-19 15:02:00 INFO: 2020-09-19 15:02:00 INFO: 2020-09-19 16:00:20 INFO: 2020-09-19 16:00:20 INFO: 2020-09-19 16:00:20 INFO: 2020-09-19 16:00:20 INFO: 2020-09-19 16:00:20 INFO: init new order start 2020-09-19 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 387.55, 'high': 389.45, 'low': 384.25, 'close': 385.6, 'trades': 5253, 'volume': 3384007, 'vwap': 385.93, 'lastSize': 12, 'turnover': 130595816830, 'homeNotional': 37579.38154717055, 'foreignNotional': 14502779.98297209}, {'timestamp': datetime.datetime(2020, 9, 19, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 382.35, 'high': 388.25, 'low': 382.05, 'close': 387.55, 'trades': 6346, 'volume': 4544381, 'vwap': 384.34, 'lastSize': 272, 'turnover': 174654625320, 'homeNotional': 50186.85727884888, 'foreignNotional': 19288695.993413962}, {'timestamp': datetime.datetime(2020, 9, 19, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.35, 'high': 382.35, 'low': 379.7, 'close': 382.35, 'trades': 1947, 'volume': 1072843, 'vwap': 380.68, 'lastSize': 10, 'turnover': 40840356990, 'homeNotional': 11752.292710431762, 'foreignNotional': 4473803.492339873}] 2020-09-19 16:00:20 INFO: prepare candles [CandleItem(low=384.25, high=389.45, open=387.55, close=385.6, color='RED'), CandleItem(low=382.05, high=388.25, open=382.35, close=387.55, color='GREEN'), CandleItem(low=379.7, high=382.35, open=380.35, close=382.35, color='GREEN')] 2020-09-19 16:00:20 INFO: last_candle=CandleItem(low=384.25, high=389.45, open=387.55, close=385.6, color='RED') 2020-09-19 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))) 2020-09-19 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=384.25, high=389.45, open=387.55, close=385.6, color='RED') 2020-09-19 16:00:20 INFO: skip by CandleItem(low=384.25, high=389.45, open=387.55, close=385.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-19 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))) 2020-09-19 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=384.25, high=389.45, open=387.55, close=385.6, color='RED') 2020-09-19 16:00:20 INFO: skip by CandleItem(low=384.25, high=389.45, open=387.55, close=385.6, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-19 16:00:20 INFO: not found applicable config for candle 2020-09-19 16:00:20 INFO: check need new order None 2020-09-19 16:00:20 INFO: init new order end 2020-09-19 16:00:20 INFO: 2020-09-19 16:00:20 INFO: 2020-09-19 16:00:20 INFO: 2020-09-19 16:00:20 INFO: 2020-09-19 16:02:00 INFO: 2020-09-19 16:02:00 INFO: 2020-09-19 16:02:00 INFO: 2020-09-19 16:02:00 INFO: 2020-09-19 16:02:00 INFO: clearing start 2020-09-19 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-19 16:02:00 INFO: skip by not found init order into storage 2020-09-19 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-19 16:02:00 INFO: skip by not found init order into storage 2020-09-19 16:02:00 INFO: clearing end 2020-09-19 16:02:00 INFO: 2020-09-19 16:02:00 INFO: 2020-09-19 16:02:00 INFO: 2020-09-19 16:02:00 INFO: 2020-09-19 17:00:20 INFO: 2020-09-19 17:00:20 INFO: 2020-09-19 17:00:20 INFO: 2020-09-19 17:00:20 INFO: 2020-09-19 17:00:20 INFO: init new order start 2020-09-19 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 385.6, 'high': 387.0, 'low': 384.55, 'close': 386.1, 'trades': 2804, 'volume': 1809738, 'vwap': 385.62, 'lastSize': 91, 'turnover': 69787021360, 'homeNotional': 20091.408623928906, 'foreignNotional': 7747646.149249589}, {'timestamp': datetime.datetime(2020, 9, 19, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 387.55, 'high': 389.45, 'low': 384.25, 'close': 385.6, 'trades': 5253, 'volume': 3384007, 'vwap': 385.93, 'lastSize': 12, 'turnover': 130595816830, 'homeNotional': 37579.38154717055, 'foreignNotional': 14502779.98297209}, {'timestamp': datetime.datetime(2020, 9, 19, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 382.35, 'high': 388.25, 'low': 382.05, 'close': 387.55, 'trades': 6346, 'volume': 4544381, 'vwap': 384.34, 'lastSize': 272, 'turnover': 174654625320, 'homeNotional': 50186.85727884888, 'foreignNotional': 19288695.993413962}] 2020-09-19 17:00:20 INFO: prepare candles [CandleItem(low=384.55, high=387.0, open=385.6, close=386.1, color='GREEN'), CandleItem(low=384.25, high=389.45, open=387.55, close=385.6, color='RED'), CandleItem(low=382.05, high=388.25, open=382.35, close=387.55, color='GREEN')] 2020-09-19 17:00:20 INFO: skip by colors first_candle=CandleItem(low=382.05, high=388.25, open=382.35, close=387.55, color='GREEN') second_candle=CandleItem(low=384.25, high=389.45, open=387.55, close=385.6, color='RED') last_candle=CandleItem(low=384.55, high=387.0, open=385.6, close=386.1, color='GREEN') 2020-09-19 17:00:20 INFO: check need new order None 2020-09-19 17:00:20 INFO: init new order end 2020-09-19 17:00:20 INFO: 2020-09-19 17:00:20 INFO: 2020-09-19 17:00:20 INFO: 2020-09-19 17:00:20 INFO: 2020-09-19 17:02:00 INFO: 2020-09-19 17:02:00 INFO: 2020-09-19 17:02:00 INFO: 2020-09-19 17:02:00 INFO: 2020-09-19 17:02:00 INFO: clearing start 2020-09-19 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-19 17:02:00 INFO: skip by not found init order into storage 2020-09-19 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-19 17:02:00 INFO: skip by not found init order into storage 2020-09-19 17:02:00 INFO: clearing end 2020-09-19 17:02:00 INFO: 2020-09-19 17:02:00 INFO: 2020-09-19 17:02:00 INFO: 2020-09-19 17:02:00 INFO: 2020-09-19 18:00:20 INFO: 2020-09-19 18:00:20 INFO: 2020-09-19 18:00:20 INFO: 2020-09-19 18:00:20 INFO: 2020-09-19 18:00:20 INFO: init new order start 2020-09-19 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.1, 'high': 386.15, 'low': 384.55, 'close': 385.45, 'trades': 2309, 'volume': 1942886, 'vwap': 385.37, 'lastSize': 1, 'turnover': 74872896115, 'homeNotional': 21540.008877706907, 'foreignNotional': 8300869.356603133}, {'timestamp': datetime.datetime(2020, 9, 19, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 385.6, 'high': 387.0, 'low': 384.55, 'close': 386.1, 'trades': 2804, 'volume': 1809738, 'vwap': 385.62, 'lastSize': 91, 'turnover': 69787021360, 'homeNotional': 20091.408623928906, 'foreignNotional': 7747646.149249589}, {'timestamp': datetime.datetime(2020, 9, 19, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 387.55, 'high': 389.45, 'low': 384.25, 'close': 385.6, 'trades': 5253, 'volume': 3384007, 'vwap': 385.93, 'lastSize': 12, 'turnover': 130595816830, 'homeNotional': 37579.38154717055, 'foreignNotional': 14502779.98297209}] 2020-09-19 18:00:20 INFO: prepare candles [CandleItem(low=384.55, high=386.15, open=386.1, close=385.45, color='RED'), CandleItem(low=384.55, high=387.0, open=385.6, close=386.1, color='GREEN'), CandleItem(low=384.25, high=389.45, open=387.55, close=385.6, color='RED')] 2020-09-19 18:00:20 INFO: skip by colors first_candle=CandleItem(low=384.25, high=389.45, open=387.55, close=385.6, color='RED') second_candle=CandleItem(low=384.55, high=387.0, open=385.6, close=386.1, color='GREEN') last_candle=CandleItem(low=384.55, high=386.15, open=386.1, close=385.45, color='RED') 2020-09-19 18:00:20 INFO: check need new order None 2020-09-19 18:00:20 INFO: init new order end 2020-09-19 18:00:20 INFO: 2020-09-19 18:00:20 INFO: 2020-09-19 18:00:20 INFO: 2020-09-19 18:00:20 INFO: 2020-09-19 18:02:00 INFO: 2020-09-19 18:02:00 INFO: 2020-09-19 18:02:00 INFO: 2020-09-19 18:02:00 INFO: 2020-09-19 18:02:00 INFO: clearing start 2020-09-19 18:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-19 18:02:01 INFO: skip by not found init order into storage 2020-09-19 18:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-19 18:02:01 INFO: skip by not found init order into storage 2020-09-19 18:02:01 INFO: clearing end 2020-09-19 18:02:01 INFO: 2020-09-19 18:02:01 INFO: 2020-09-19 18:02:01 INFO: 2020-09-19 18:02:01 INFO: 2020-09-19 19:00:20 INFO: 2020-09-19 19:00:20 INFO: 2020-09-19 19:00:20 INFO: 2020-09-19 19:00:20 INFO: 2020-09-19 19:00:20 INFO: init new order start 2020-09-19 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 385.45, 'high': 385.75, 'low': 383.75, 'close': 384.95, 'trades': 2177, 'volume': 1215653, 'vwap': 384.6, 'lastSize': 12, 'turnover': 46752978665, 'homeNotional': 13460.608642685327, 'foreignNotional': 5176839.941046677}, {'timestamp': datetime.datetime(2020, 9, 19, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.1, 'high': 386.15, 'low': 384.55, 'close': 385.45, 'trades': 2309, 'volume': 1942886, 'vwap': 385.37, 'lastSize': 1, 'turnover': 74872896115, 'homeNotional': 21540.008877706907, 'foreignNotional': 8300869.356603133}, {'timestamp': datetime.datetime(2020, 9, 19, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 385.6, 'high': 387.0, 'low': 384.55, 'close': 386.1, 'trades': 2804, 'volume': 1809738, 'vwap': 385.62, 'lastSize': 91, 'turnover': 69787021360, 'homeNotional': 20091.408623928906, 'foreignNotional': 7747646.149249589}] 2020-09-19 19:00:20 INFO: prepare candles [CandleItem(low=383.75, high=385.75, open=385.45, close=384.95, color='RED'), CandleItem(low=384.55, high=386.15, open=386.1, close=385.45, color='RED'), CandleItem(low=384.55, high=387.0, open=385.6, close=386.1, color='GREEN')] 2020-09-19 19:00:20 INFO: skip by colors first_candle=CandleItem(low=384.55, high=387.0, open=385.6, close=386.1, color='GREEN') second_candle=CandleItem(low=384.55, high=386.15, open=386.1, close=385.45, color='RED') last_candle=CandleItem(low=383.75, high=385.75, open=385.45, close=384.95, color='RED') 2020-09-19 19:00:20 INFO: check need new order None 2020-09-19 19:00:20 INFO: init new order end 2020-09-19 19:00:20 INFO: 2020-09-19 19:00:20 INFO: 2020-09-19 19:00:20 INFO: 2020-09-19 19:00:20 INFO: 2020-09-19 19:02:00 INFO: 2020-09-19 19:02:00 INFO: 2020-09-19 19:02:00 INFO: 2020-09-19 19:02:00 INFO: 2020-09-19 19:02:00 INFO: clearing start 2020-09-19 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-19 19:02:00 INFO: skip by not found init order into storage 2020-09-19 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-19 19:02:00 INFO: skip by not found init order into storage 2020-09-19 19:02:00 INFO: clearing end 2020-09-19 19:02:00 INFO: 2020-09-19 19:02:00 INFO: 2020-09-19 19:02:00 INFO: 2020-09-19 19:02:00 INFO: 2020-09-19 20:00:20 INFO: 2020-09-19 20:00:20 INFO: 2020-09-19 20:00:20 INFO: 2020-09-19 20:00:20 INFO: 2020-09-19 20:00:20 INFO: init new order start 2020-09-19 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.95, 'high': 386.9, 'low': 384.35, 'close': 384.85, 'trades': 2480, 'volume': 1154045, 'vwap': 385.4, 'lastSize': 500, 'turnover': 44476839495, 'homeNotional': 12789.922972089706, 'foreignNotional': 4929233.8041026015}, {'timestamp': datetime.datetime(2020, 9, 19, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 385.45, 'high': 385.75, 'low': 383.75, 'close': 384.95, 'trades': 2177, 'volume': 1215653, 'vwap': 384.6, 'lastSize': 12, 'turnover': 46752978665, 'homeNotional': 13460.608642685327, 'foreignNotional': 5176839.941046677}, {'timestamp': datetime.datetime(2020, 9, 19, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.1, 'high': 386.15, 'low': 384.55, 'close': 385.45, 'trades': 2309, 'volume': 1942886, 'vwap': 385.37, 'lastSize': 1, 'turnover': 74872896115, 'homeNotional': 21540.008877706907, 'foreignNotional': 8300869.356603133}] 2020-09-19 20:00:20 INFO: prepare candles [CandleItem(low=384.35, high=386.9, open=384.95, close=384.85, color='RED'), CandleItem(low=383.75, high=385.75, open=385.45, close=384.95, color='RED'), CandleItem(low=384.55, high=386.15, open=386.1, close=385.45, color='RED')] 2020-09-19 20:00:20 INFO: skip by colors first_candle=CandleItem(low=384.55, high=386.15, open=386.1, close=385.45, color='RED') second_candle=CandleItem(low=383.75, high=385.75, open=385.45, close=384.95, color='RED') last_candle=CandleItem(low=384.35, high=386.9, open=384.95, close=384.85, color='RED') 2020-09-19 20:00:20 INFO: check need new order None 2020-09-19 20:00:20 INFO: init new order end 2020-09-19 20:00:20 INFO: 2020-09-19 20:00:20 INFO: 2020-09-19 20:00:20 INFO: 2020-09-19 20:00:20 INFO: 2020-09-19 20:02:00 INFO: 2020-09-19 20:02:00 INFO: 2020-09-19 20:02:00 INFO: 2020-09-19 20:02:00 INFO: 2020-09-19 20:02:00 INFO: clearing start 2020-09-19 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-19 20:02:00 INFO: skip by not found init order into storage 2020-09-19 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-19 20:02:00 INFO: skip by not found init order into storage 2020-09-19 20:02:00 INFO: clearing end 2020-09-19 20:02:00 INFO: 2020-09-19 20:02:00 INFO: 2020-09-19 20:02:00 INFO: 2020-09-19 20:02:00 INFO: 2020-09-19 21:00:20 INFO: 2020-09-19 21:00:20 INFO: 2020-09-19 21:00:20 INFO: 2020-09-19 21:00:20 INFO: 2020-09-19 21:00:20 INFO: init new order start 2020-09-19 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.85, 'high': 386.3, 'low': 384.85, 'close': 386.25, 'trades': 2128, 'volume': 1061020, 'vwap': 385.8, 'lastSize': 1000, 'turnover': 40933169390, 'homeNotional': 11752.953833777767, 'foreignNotional': 4534182.595057502}, {'timestamp': datetime.datetime(2020, 9, 19, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.95, 'high': 386.9, 'low': 384.35, 'close': 384.85, 'trades': 2480, 'volume': 1154045, 'vwap': 385.4, 'lastSize': 500, 'turnover': 44476839495, 'homeNotional': 12789.922972089706, 'foreignNotional': 4929233.8041026015}, {'timestamp': datetime.datetime(2020, 9, 19, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 385.45, 'high': 385.75, 'low': 383.75, 'close': 384.95, 'trades': 2177, 'volume': 1215653, 'vwap': 384.6, 'lastSize': 12, 'turnover': 46752978665, 'homeNotional': 13460.608642685327, 'foreignNotional': 5176839.941046677}] 2020-09-19 21:00:21 INFO: prepare candles [CandleItem(low=384.85, high=386.3, open=384.85, close=386.25, color='GREEN'), CandleItem(low=384.35, high=386.9, open=384.95, close=384.85, color='RED'), CandleItem(low=383.75, high=385.75, open=385.45, close=384.95, color='RED')] 2020-09-19 21:00:21 INFO: last_candle=CandleItem(low=384.85, high=386.3, open=384.85, close=386.25, color='GREEN') 2020-09-19 21:00:21 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))) 2020-09-19 21:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=384.85, high=386.3, open=384.85, close=386.25, color='GREEN') 2020-09-19 21:00:21 INFO: skip by CandleItem(low=384.85, high=386.3, open=384.85, close=386.25, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-19 21:00:21 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))) 2020-09-19 21:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=384.85, high=386.3, open=384.85, close=386.25, color='GREEN') 2020-09-19 21:00:21 INFO: skip by CandleItem(low=384.85, high=386.3, open=384.85, close=386.25, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-19 21:00:21 INFO: not found applicable config for candle 2020-09-19 21:00:21 INFO: check need new order None 2020-09-19 21:00:21 INFO: init new order end 2020-09-19 21:00:21 INFO: 2020-09-19 21:00:21 INFO: 2020-09-19 21:00:21 INFO: 2020-09-19 21:00:21 INFO: 2020-09-19 21:02:00 INFO: 2020-09-19 21:02:00 INFO: 2020-09-19 21:02:00 INFO: 2020-09-19 21:02:00 INFO: 2020-09-19 21:02:00 INFO: clearing start 2020-09-19 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-19 21:02:00 INFO: skip by not found init order into storage 2020-09-19 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-19 21:02:00 INFO: skip by not found init order into storage 2020-09-19 21:02:00 INFO: clearing end 2020-09-19 21:02:00 INFO: 2020-09-19 21:02:00 INFO: 2020-09-19 21:02:00 INFO: 2020-09-19 21:02:00 INFO: 2020-09-19 22:00:20 INFO: 2020-09-19 22:00:20 INFO: 2020-09-19 22:00:20 INFO: 2020-09-19 22:00:20 INFO: 2020-09-19 22:00:20 INFO: init new order start 2020-09-19 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.25, 'high': 386.25, 'low': 381.9, 'close': 384.35, 'trades': 3882, 'volume': 2942724, 'vwap': 383.51, 'lastSize': 33, 'turnover': 112855547650, 'homeNotional': 32483.02918071669, 'foreignNotional': 12457490.958405875}, {'timestamp': datetime.datetime(2020, 9, 19, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.85, 'high': 386.3, 'low': 384.85, 'close': 386.25, 'trades': 2128, 'volume': 1061020, 'vwap': 385.8, 'lastSize': 1000, 'turnover': 40933169390, 'homeNotional': 11752.953833777767, 'foreignNotional': 4534182.595057502}, {'timestamp': datetime.datetime(2020, 9, 19, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.95, 'high': 386.9, 'low': 384.35, 'close': 384.85, 'trades': 2480, 'volume': 1154045, 'vwap': 385.4, 'lastSize': 500, 'turnover': 44476839495, 'homeNotional': 12789.922972089706, 'foreignNotional': 4929233.8041026015}] 2020-09-19 22:00:20 INFO: prepare candles [CandleItem(low=381.9, high=386.25, open=386.25, close=384.35, color='RED'), CandleItem(low=384.85, high=386.3, open=384.85, close=386.25, color='GREEN'), CandleItem(low=384.35, high=386.9, open=384.95, close=384.85, color='RED')] 2020-09-19 22:00:20 INFO: skip by colors first_candle=CandleItem(low=384.35, high=386.9, open=384.95, close=384.85, color='RED') second_candle=CandleItem(low=384.85, high=386.3, open=384.85, close=386.25, color='GREEN') last_candle=CandleItem(low=381.9, high=386.25, open=386.25, close=384.35, color='RED') 2020-09-19 22:00:20 INFO: check need new order None 2020-09-19 22:00:20 INFO: init new order end 2020-09-19 22:00:20 INFO: 2020-09-19 22:00:20 INFO: 2020-09-19 22:00:20 INFO: 2020-09-19 22:00:20 INFO: 2020-09-19 22:02:00 INFO: 2020-09-19 22:02:00 INFO: 2020-09-19 22:02:00 INFO: 2020-09-19 22:02:00 INFO: 2020-09-19 22:02:00 INFO: clearing start 2020-09-19 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-19 22:02:00 INFO: skip by not found init order into storage 2020-09-19 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-19 22:02:00 INFO: skip by not found init order into storage 2020-09-19 22:02:00 INFO: clearing end 2020-09-19 22:02:00 INFO: 2020-09-19 22:02:00 INFO: 2020-09-19 22:02:00 INFO: 2020-09-19 22:02:00 INFO: 2020-09-19 23:00:20 INFO: 2020-09-19 23:00:20 INFO: 2020-09-19 23:00:20 INFO: 2020-09-19 23:00:20 INFO: 2020-09-19 23:00:20 INFO: init new order start 2020-09-19 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.35, 'high': 385.35, 'low': 383.3, 'close': 384.8, 'trades': 2516, 'volume': 1483377, 'vwap': 384.53, 'lastSize': 400, 'turnover': 57039776600, 'homeNotional': 16409.93284732026, 'foreignNotional': 6310061.643916728}, {'timestamp': datetime.datetime(2020, 9, 19, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.25, 'high': 386.25, 'low': 381.9, 'close': 384.35, 'trades': 3882, 'volume': 2942724, 'vwap': 383.51, 'lastSize': 33, 'turnover': 112855547650, 'homeNotional': 32483.02918071669, 'foreignNotional': 12457490.958405875}, {'timestamp': datetime.datetime(2020, 9, 19, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.85, 'high': 386.3, 'low': 384.85, 'close': 386.25, 'trades': 2128, 'volume': 1061020, 'vwap': 385.8, 'lastSize': 1000, 'turnover': 40933169390, 'homeNotional': 11752.953833777767, 'foreignNotional': 4534182.595057502}] 2020-09-19 23:00:20 INFO: prepare candles [CandleItem(low=383.3, high=385.35, open=384.35, close=384.8, color='GREEN'), CandleItem(low=381.9, high=386.25, open=386.25, close=384.35, color='RED'), CandleItem(low=384.85, high=386.3, open=384.85, close=386.25, color='GREEN')] 2020-09-19 23:00:20 INFO: skip by colors first_candle=CandleItem(low=384.85, high=386.3, open=384.85, close=386.25, color='GREEN') second_candle=CandleItem(low=381.9, high=386.25, open=386.25, close=384.35, color='RED') last_candle=CandleItem(low=383.3, high=385.35, open=384.35, close=384.8, color='GREEN') 2020-09-19 23:00:20 INFO: check need new order None 2020-09-19 23:00:20 INFO: init new order end 2020-09-19 23:00:20 INFO: 2020-09-19 23:00:20 INFO: 2020-09-19 23:00:20 INFO: 2020-09-19 23:00:20 INFO: 2020-09-19 23:02:00 INFO: 2020-09-19 23:02:00 INFO: 2020-09-19 23:02:00 INFO: 2020-09-19 23:02:00 INFO: 2020-09-19 23:02:00 INFO: clearing start 2020-09-19 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-19 23:02:00 INFO: skip by not found init order into storage 2020-09-19 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-19 23:02:00 INFO: skip by not found init order into storage 2020-09-19 23:02:00 INFO: clearing end 2020-09-19 23:02:00 INFO: 2020-09-19 23:02:00 INFO: 2020-09-19 23:02:00 INFO: 2020-09-19 23:02:00 INFO: 2020-09-20 00:00:20 INFO: 2020-09-20 00:00:20 INFO: 2020-09-20 00:00:20 INFO: 2020-09-20 00:00:20 INFO: 2020-09-20 00:00:20 INFO: init new order start 2020-09-20 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.8, 'high': 386.55, 'low': 384.15, 'close': 386.45, 'trades': 2163, 'volume': 1616041, 'vwap': 385.25, 'lastSize': 135, 'turnover': 62257948200, 'homeNotional': 17880.701643759454, 'foreignNotional': 6888551.060831644}, {'timestamp': datetime.datetime(2020, 9, 19, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.35, 'high': 385.35, 'low': 383.3, 'close': 384.8, 'trades': 2516, 'volume': 1483377, 'vwap': 384.53, 'lastSize': 400, 'turnover': 57039776600, 'homeNotional': 16409.93284732026, 'foreignNotional': 6310061.643916728}, {'timestamp': datetime.datetime(2020, 9, 19, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.25, 'high': 386.25, 'low': 381.9, 'close': 384.35, 'trades': 3882, 'volume': 2942724, 'vwap': 383.51, 'lastSize': 33, 'turnover': 112855547650, 'homeNotional': 32483.02918071669, 'foreignNotional': 12457490.958405875}] 2020-09-20 00:00:20 INFO: prepare candles [CandleItem(low=384.15, high=386.55, open=384.8, close=386.45, color='GREEN'), CandleItem(low=383.3, high=385.35, open=384.35, close=384.8, color='GREEN'), CandleItem(low=381.9, high=386.25, open=386.25, close=384.35, color='RED')] 2020-09-20 00:00:20 INFO: skip by colors first_candle=CandleItem(low=381.9, high=386.25, open=386.25, close=384.35, color='RED') second_candle=CandleItem(low=383.3, high=385.35, open=384.35, close=384.8, color='GREEN') last_candle=CandleItem(low=384.15, high=386.55, open=384.8, close=386.45, color='GREEN') 2020-09-20 00:00:20 INFO: check need new order None 2020-09-20 00:00:20 INFO: init new order end 2020-09-20 00:00:20 INFO: 2020-09-20 00:00:20 INFO: 2020-09-20 00:00:20 INFO: 2020-09-20 00:00:20 INFO: 2020-09-20 00:02:00 INFO: 2020-09-20 00:02:00 INFO: 2020-09-20 00:02:00 INFO: 2020-09-20 00:02:00 INFO: 2020-09-20 00:02:00 INFO: clearing start 2020-09-20 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-20 00:02:00 INFO: skip by not found init order into storage 2020-09-20 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-20 00:02:00 INFO: skip by not found init order into storage 2020-09-20 00:02:00 INFO: clearing end 2020-09-20 00:02:00 INFO: 2020-09-20 00:02:00 INFO: 2020-09-20 00:02:00 INFO: 2020-09-20 00:02:00 INFO: 2020-09-20 01:00:20 INFO: 2020-09-20 01:00:20 INFO: 2020-09-20 01:00:20 INFO: 2020-09-20 01:00:20 INFO: 2020-09-20 01:00:20 INFO: init new order start 2020-09-20 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.45, 'high': 386.5, 'low': 384.1, 'close': 385.6, 'trades': 2153, 'volume': 1183314, 'vwap': 385.27, 'lastSize': 790, 'turnover': 45589421070, 'homeNotional': 13087.157390345868, 'foreignNotional': 5042089.835829391}, {'timestamp': datetime.datetime(2020, 9, 19, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.8, 'high': 386.55, 'low': 384.15, 'close': 386.45, 'trades': 2163, 'volume': 1616041, 'vwap': 385.25, 'lastSize': 135, 'turnover': 62257948200, 'homeNotional': 17880.701643759454, 'foreignNotional': 6888551.060831644}, {'timestamp': datetime.datetime(2020, 9, 19, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.35, 'high': 385.35, 'low': 383.3, 'close': 384.8, 'trades': 2516, 'volume': 1483377, 'vwap': 384.53, 'lastSize': 400, 'turnover': 57039776600, 'homeNotional': 16409.93284732026, 'foreignNotional': 6310061.643916728}] 2020-09-20 01:00:20 INFO: prepare candles [CandleItem(low=384.1, high=386.5, open=386.45, close=385.6, color='RED'), CandleItem(low=384.15, high=386.55, open=384.8, close=386.45, color='GREEN'), CandleItem(low=383.3, high=385.35, open=384.35, close=384.8, color='GREEN')] 2020-09-20 01:00:20 INFO: last_candle=CandleItem(low=384.1, high=386.5, open=386.45, close=385.6, color='RED') 2020-09-20 01:00:20 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))) 2020-09-20 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=384.1, high=386.5, open=386.45, close=385.6, color='RED') 2020-09-20 01:00:20 INFO: skip by CandleItem(low=384.1, high=386.5, open=386.45, close=385.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-20 01:00:20 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))) 2020-09-20 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=384.1, high=386.5, open=386.45, close=385.6, color='RED') 2020-09-20 01:00:20 INFO: skip by CandleItem(low=384.1, high=386.5, open=386.45, close=385.6, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-20 01:00:20 INFO: not found applicable config for candle 2020-09-20 01:00:20 INFO: check need new order None 2020-09-20 01:00:20 INFO: init new order end 2020-09-20 01:00:20 INFO: 2020-09-20 01:00:20 INFO: 2020-09-20 01:00:20 INFO: 2020-09-20 01:00:20 INFO: 2020-09-20 01:02:00 INFO: 2020-09-20 01:02:00 INFO: 2020-09-20 01:02:00 INFO: 2020-09-20 01:02:00 INFO: 2020-09-20 01:02:00 INFO: clearing start 2020-09-20 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-20 01:02:00 INFO: skip by not found init order into storage 2020-09-20 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-20 01:02:00 INFO: skip by not found init order into storage 2020-09-20 01:02:00 INFO: clearing end 2020-09-20 01:02:00 INFO: 2020-09-20 01:02:00 INFO: 2020-09-20 01:02:00 INFO: 2020-09-20 01:02:00 INFO: 2020-09-20 02:00:20 INFO: 2020-09-20 02:00:20 INFO: 2020-09-20 02:00:20 INFO: 2020-09-20 02:00:20 INFO: 2020-09-20 02:00:20 INFO: init new order start 2020-09-20 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 19, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 385.6, 'high': 385.65, 'low': 383.5, 'close': 385.15, 'trades': 1772, 'volume': 991345, 'vwap': 384.6, 'lastSize': 48, 'turnover': 38126989115, 'homeNotional': 10952.19449682328, 'foreignNotional': 4212201.089124113}, {'timestamp': datetime.datetime(2020, 9, 19, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.45, 'high': 386.5, 'low': 384.1, 'close': 385.6, 'trades': 2153, 'volume': 1183314, 'vwap': 385.27, 'lastSize': 790, 'turnover': 45589421070, 'homeNotional': 13087.157390345868, 'foreignNotional': 5042089.835829391}, {'timestamp': datetime.datetime(2020, 9, 19, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.8, 'high': 386.55, 'low': 384.15, 'close': 386.45, 'trades': 2163, 'volume': 1616041, 'vwap': 385.25, 'lastSize': 135, 'turnover': 62257948200, 'homeNotional': 17880.701643759454, 'foreignNotional': 6888551.060831644}] 2020-09-20 02:00:20 INFO: prepare candles [CandleItem(low=383.5, high=385.65, open=385.6, close=385.15, color='RED'), CandleItem(low=384.1, high=386.5, open=386.45, close=385.6, color='RED'), CandleItem(low=384.15, high=386.55, open=384.8, close=386.45, color='GREEN')] 2020-09-20 02:00:20 INFO: skip by colors first_candle=CandleItem(low=384.15, high=386.55, open=384.8, close=386.45, color='GREEN') second_candle=CandleItem(low=384.1, high=386.5, open=386.45, close=385.6, color='RED') last_candle=CandleItem(low=383.5, high=385.65, open=385.6, close=385.15, color='RED') 2020-09-20 02:00:20 INFO: check need new order None 2020-09-20 02:00:20 INFO: init new order end 2020-09-20 02:00:20 INFO: 2020-09-20 02:00:20 INFO: 2020-09-20 02:00:20 INFO: 2020-09-20 02:00:20 INFO: 2020-09-20 02:02:00 INFO: 2020-09-20 02:02:00 INFO: 2020-09-20 02:02:00 INFO: 2020-09-20 02:02:00 INFO: 2020-09-20 02:02:00 INFO: clearing start 2020-09-20 02:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-20 02:02:01 INFO: skip by not found init order into storage 2020-09-20 02:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-20 02:02:01 INFO: skip by not found init order into storage 2020-09-20 02:02:01 INFO: clearing end 2020-09-20 02:02:01 INFO: 2020-09-20 02:02:01 INFO: 2020-09-20 02:02:01 INFO: 2020-09-20 02:02:01 INFO: 2020-09-20 03:00:20 INFO: 2020-09-20 03:00:20 INFO: 2020-09-20 03:00:20 INFO: 2020-09-20 03:00:20 INFO: 2020-09-20 03:00:20 INFO: init new order start 2020-09-20 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 385.15, 'high': 385.95, 'low': 384.05, 'close': 385.9, 'trades': 1865, 'volume': 1190952, 'vwap': 385.29, 'lastSize': 13, 'turnover': 45886095370, 'homeNotional': 13182.616948940977, 'foreignNotional': 5079126.25958363}, {'timestamp': datetime.datetime(2020, 9, 19, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 385.6, 'high': 385.65, 'low': 383.5, 'close': 385.15, 'trades': 1772, 'volume': 991345, 'vwap': 384.6, 'lastSize': 48, 'turnover': 38126989115, 'homeNotional': 10952.19449682328, 'foreignNotional': 4212201.089124113}, {'timestamp': datetime.datetime(2020, 9, 19, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.45, 'high': 386.5, 'low': 384.1, 'close': 385.6, 'trades': 2153, 'volume': 1183314, 'vwap': 385.27, 'lastSize': 790, 'turnover': 45589421070, 'homeNotional': 13087.157390345868, 'foreignNotional': 5042089.835829391}] 2020-09-20 03:00:20 INFO: prepare candles [CandleItem(low=384.05, high=385.95, open=385.15, close=385.9, color='GREEN'), CandleItem(low=383.5, high=385.65, open=385.6, close=385.15, color='RED'), CandleItem(low=384.1, high=386.5, open=386.45, close=385.6, color='RED')] 2020-09-20 03:00:20 INFO: last_candle=CandleItem(low=384.05, high=385.95, open=385.15, close=385.9, color='GREEN') 2020-09-20 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))) 2020-09-20 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=384.05, high=385.95, open=385.15, close=385.9, color='GREEN') 2020-09-20 03:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=383.5, high=385.65, open=385.6, close=385.15, color='RED') 2020-09-20 03:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=384.1, high=386.5, open=386.45, close=385.6, color='RED') 2020-09-20 03:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=384.05, high=385.95, open=385.15, close=385.9, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-20 03:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=384.05, high=385.95, open=385.15, close=385.9, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-20 03:00:20 INFO: place order: start candle=CandleItem(low=384.05, high=385.95, open=385.15, close=385.9, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-09-20 03:00:20 INFO: place order: side_factor=-1 init_trigger_price=386.0 init_order_price=386.05 stop_price_offset=0.0 candle.size=1.8999999999999773 stop_price=384.05 take_price=397.4499999999999 2020-09-20 03:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('386') init_order_price=Decimal('386.05000000000001136868377216160297393798828125') stop_price_offset=0.0 candle.size=1.8999999999999773 stop_price=Decimal('384.05000000000001136868377216160297393798828125') take_price=Decimal('397.44999999999987494447850622236728668212890625') 2020-09-20 03:00:20 INFO: place order: compute qty=974 2020-09-20 03:00:20 INFO: place order: save order to db 1676ac75c62f4c209b36c3863d453527; response=True 2020-09-20 03:00:20 INFO: process event {'orderID': '43112a61-1ce8-83ca-7d35-8af6d024d630', 'clOrdID': '1676ac75c62f4c209b36c3863d453527', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': 386.05, 'displayQty': None, 'stopPx': 386, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-09-20T00:00:20.188Z', 'timestamp': '2020-09-20T00:00:20.188Z'} 2020-09-20 03:00:20 INFO: skip event 1676ac75c62f4c209b36c3863d453527 New 2020-09-20 03:00:20 INFO: post order to exchange resp={'orderID': '43112a61-1ce8-83ca-7d35-8af6d024d630', 'clOrdID': '1676ac75c62f4c209b36c3863d453527', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': 386.05, 'displayQty': None, 'stopPx': 386.0, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 20, 0, 0, 20, 188000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 0, 0, 20, 188000, tzinfo=tzutc())} 2020-09-20 03:00:20 INFO: place new init order {'qty': 974, 'init_price': Decimal('386'), 'stop_price': Decimal('384.05000000000001136868377216160297393798828125'), 'take_price': Decimal('397.44999999999987494447850622236728668212890625'), 'order_uid': '1676ac75c62f4c209b36c3863d453527', 'response': {'orderID': '43112a61-1ce8-83ca-7d35-8af6d024d630', 'clOrdID': '1676ac75c62f4c209b36c3863d453527', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': 386.05, 'displayQty': None, 'stopPx': 386.0, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 20, 0, 0, 20, 188000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 0, 0, 20, 188000, tzinfo=tzutc())}} 2020-09-20 03:00:20 INFO: init new order end 2020-09-20 03:00:20 INFO: 2020-09-20 03:00:20 INFO: 2020-09-20 03:00:20 INFO: 2020-09-20 03:00:20 INFO: 2020-09-20 03:02:00 INFO: 2020-09-20 03:02:00 INFO: 2020-09-20 03:02:00 INFO: 2020-09-20 03:02:00 INFO: 2020-09-20 03:02:00 INFO: clearing start 2020-09-20 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-20 03:02:00 INFO: skip by not found init order into storage 2020-09-20 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-20 03:02:00 INFO: skip by not found init order into storage 2020-09-20 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '43112a61-1ce8-83ca-7d35-8af6d024d630', 'clOrdID': '1676ac75c62f4c209b36c3863d453527', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': 386.05, 'displayQty': None, 'stopPx': 386.0, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 20, 0, 0, 20, 188000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 0, 0, 20, 188000, tzinfo=tzutc())} 2020-09-20 03:02:00 INFO: order time=2020-09-20 00:00:20.188000+00:00; delta from now UTC=0:01:40.181242 time_delta.total_seconds()=100.181242; time_diff_offset='3600' 2020-09-20 03:02:00 INFO: skip by time diff 2020-09-20 00:00:20.188000+00:00 2020-09-20 03:02:00 INFO: clearing end 2020-09-20 03:02:00 INFO: 2020-09-20 03:02:00 INFO: 2020-09-20 03:02:00 INFO: 2020-09-20 03:02:00 INFO: 2020-09-20 04:00:20 INFO: 2020-09-20 04:00:20 INFO: 2020-09-20 04:00:20 INFO: 2020-09-20 04:00:20 INFO: 2020-09-20 04:00:20 INFO: init new order start 2020-09-20 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 385.9, 'high': 385.9, 'low': 384.0, 'close': 384.15, 'trades': 2306, 'volume': 1137469, 'vwap': 384.52, 'lastSize': 1000, 'turnover': 43737195665, 'homeNotional': 12580.887050903766, 'foreignNotional': 4837520.170252411}, {'timestamp': datetime.datetime(2020, 9, 20, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 385.15, 'high': 385.95, 'low': 384.05, 'close': 385.9, 'trades': 1865, 'volume': 1190952, 'vwap': 385.29, 'lastSize': 13, 'turnover': 45886095370, 'homeNotional': 13182.616948940977, 'foreignNotional': 5079126.25958363}, {'timestamp': datetime.datetime(2020, 9, 19, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 385.6, 'high': 385.65, 'low': 383.5, 'close': 385.15, 'trades': 1772, 'volume': 991345, 'vwap': 384.6, 'lastSize': 48, 'turnover': 38126989115, 'homeNotional': 10952.19449682328, 'foreignNotional': 4212201.089124113}] 2020-09-20 04:00:20 INFO: prepare candles [CandleItem(low=384.0, high=385.9, open=385.9, close=384.15, color='RED'), CandleItem(low=384.05, high=385.95, open=385.15, close=385.9, color='GREEN'), CandleItem(low=383.5, high=385.65, open=385.6, close=385.15, color='RED')] 2020-09-20 04:00:20 INFO: skip by colors first_candle=CandleItem(low=383.5, high=385.65, open=385.6, close=385.15, color='RED') second_candle=CandleItem(low=384.05, high=385.95, open=385.15, close=385.9, color='GREEN') last_candle=CandleItem(low=384.0, high=385.9, open=385.9, close=384.15, color='RED') 2020-09-20 04:00:20 INFO: check need new order None 2020-09-20 04:00:20 INFO: init new order end 2020-09-20 04:00:20 INFO: 2020-09-20 04:00:20 INFO: 2020-09-20 04:00:20 INFO: 2020-09-20 04:00:20 INFO: 2020-09-20 04:02:00 INFO: 2020-09-20 04:02:00 INFO: 2020-09-20 04:02:00 INFO: 2020-09-20 04:02:00 INFO: 2020-09-20 04:02:00 INFO: clearing start 2020-09-20 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-20 04:02:00 INFO: skip by not found init order into storage 2020-09-20 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-20 04:02:00 INFO: skip by not found init order into storage 2020-09-20 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '43112a61-1ce8-83ca-7d35-8af6d024d630', 'clOrdID': '1676ac75c62f4c209b36c3863d453527', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': 386.05, 'displayQty': None, 'stopPx': 386.0, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 20, 0, 0, 20, 188000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 0, 0, 20, 188000, tzinfo=tzutc())} 2020-09-20 04:02:00 INFO: order time=2020-09-20 00:00:20.188000+00:00; delta from now UTC=1:01:40.416845 time_delta.total_seconds()=3700.416845; time_diff_offset='3600' 2020-09-20 04:02:00 INFO: clear order 1676ac75c62f4c209b36c3863d453527 2020-09-20 04:02:01 INFO: cancel order resp=[{'orderID': '43112a61-1ce8-83ca-7d35-8af6d024d630', 'clOrdID': '1676ac75c62f4c209b36c3863d453527', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': 386.05, 'displayQty': None, 'stopPx': 386.0, '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, 9, 20, 0, 0, 20, 188000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 1, 2, 1, 303000, tzinfo=tzutc())}] 2020-09-20 04:02:01 INFO: clearing end 2020-09-20 04:02:01 INFO: 2020-09-20 04:02:01 INFO: 2020-09-20 04:02:01 INFO: 2020-09-20 04:02:01 INFO: 2020-09-20 04:02:01 INFO: process event {'orderID': '43112a61-1ce8-83ca-7d35-8af6d024d630', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-09-20T01:02:01.303Z', 'clOrdID': '1676ac75c62f4c209b36c3863d453527', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-20 04:02:01 INFO: skip event 1676ac75c62f4c209b36c3863d453527 Canceled 2020-09-20 05:00:24 INFO: 2020-09-20 05:00:27 INFO: 2020-09-20 05:00:40 INFO: 2020-09-20 05:00:40 INFO: 2020-09-20 05:00:40 INFO: init new order start 2020-09-20 05:00:41 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.15, 'high': 384.2, 'low': 380.75, 'close': 380.95, 'trades': 3978, 'volume': 3380375, 'vwap': 381.59, 'lastSize': 10, 'turnover': 128991611920, 'homeNotional': 37114.40215126643, 'foreignNotional': 14162524.34902308}, {'timestamp': datetime.datetime(2020, 9, 20, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 385.9, 'high': 385.9, 'low': 384.0, 'close': 384.15, 'trades': 2306, 'volume': 1137469, 'vwap': 384.52, 'lastSize': 1000, 'turnover': 43737195665, 'homeNotional': 12580.887050903766, 'foreignNotional': 4837520.170252411}, {'timestamp': datetime.datetime(2020, 9, 20, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 385.15, 'high': 385.95, 'low': 384.05, 'close': 385.9, 'trades': 1865, 'volume': 1190952, 'vwap': 385.29, 'lastSize': 13, 'turnover': 45886095370, 'homeNotional': 13182.616948940977, 'foreignNotional': 5079126.25958363}] 2020-09-20 05:00:41 INFO: prepare candles [CandleItem(low=380.75, high=384.2, open=384.15, close=380.95, color='RED'), CandleItem(low=384.0, high=385.9, open=385.9, close=384.15, color='RED'), CandleItem(low=384.05, high=385.95, open=385.15, close=385.9, color='GREEN')] 2020-09-20 05:00:41 INFO: skip by colors first_candle=CandleItem(low=384.05, high=385.95, open=385.15, close=385.9, color='GREEN') second_candle=CandleItem(low=384.0, high=385.9, open=385.9, close=384.15, color='RED') last_candle=CandleItem(low=380.75, high=384.2, open=384.15, close=380.95, color='RED') 2020-09-20 05:00:41 INFO: check need new order None 2020-09-20 05:00:41 INFO: init new order end 2020-09-20 05:00:41 INFO: 2020-09-20 05:00:41 INFO: 2020-09-20 05:00:41 INFO: 2020-09-20 05:00:41 INFO: 2020-09-20 05:02:00 INFO: 2020-09-20 05:02:00 INFO: 2020-09-20 05:02:00 INFO: 2020-09-20 05:02:00 INFO: 2020-09-20 05:02:00 INFO: clearing start 2020-09-20 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-20 05:02:00 INFO: skip by not found init order into storage 2020-09-20 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-20 05:02:00 INFO: skip by not found init order into storage 2020-09-20 05:02:00 INFO: clearing end 2020-09-20 05:02:00 INFO: 2020-09-20 05:02:00 INFO: 2020-09-20 05:02:00 INFO: 2020-09-20 05:02:00 INFO: 2020-09-20 06:00:20 INFO: 2020-09-20 06:00:20 INFO: 2020-09-20 06:00:20 INFO: 2020-09-20 06:00:20 INFO: 2020-09-20 06:00:20 INFO: init new order start 2020-09-20 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.95, 'high': 381.6, 'low': 380.2, 'close': 380.5, 'trades': 2216, 'volume': 1450746, 'vwap': 380.91, 'lastSize': 1000, 'turnover': 55258941130, 'homeNotional': 15868.005982725357, 'foreignNotional': 6044130.527982667}, {'timestamp': datetime.datetime(2020, 9, 20, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.15, 'high': 384.2, 'low': 380.75, 'close': 380.95, 'trades': 3978, 'volume': 3380375, 'vwap': 381.59, 'lastSize': 10, 'turnover': 128991611920, 'homeNotional': 37114.40215126643, 'foreignNotional': 14162524.34902308}, {'timestamp': datetime.datetime(2020, 9, 20, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 385.9, 'high': 385.9, 'low': 384.0, 'close': 384.15, 'trades': 2306, 'volume': 1137469, 'vwap': 384.52, 'lastSize': 1000, 'turnover': 43737195665, 'homeNotional': 12580.887050903766, 'foreignNotional': 4837520.170252411}] 2020-09-20 06:00:20 INFO: prepare candles [CandleItem(low=380.2, high=381.6, open=380.95, close=380.5, color='RED'), CandleItem(low=380.75, high=384.2, open=384.15, close=380.95, color='RED'), CandleItem(low=384.0, high=385.9, open=385.9, close=384.15, color='RED')] 2020-09-20 06:00:20 INFO: skip by colors first_candle=CandleItem(low=384.0, high=385.9, open=385.9, close=384.15, color='RED') second_candle=CandleItem(low=380.75, high=384.2, open=384.15, close=380.95, color='RED') last_candle=CandleItem(low=380.2, high=381.6, open=380.95, close=380.5, color='RED') 2020-09-20 06:00:20 INFO: check need new order None 2020-09-20 06:00:20 INFO: init new order end 2020-09-20 06:00:20 INFO: 2020-09-20 06:00:20 INFO: 2020-09-20 06:00:20 INFO: 2020-09-20 06:00:20 INFO: 2020-09-20 06:02:00 INFO: 2020-09-20 06:02:00 INFO: 2020-09-20 06:02:00 INFO: 2020-09-20 06:02:00 INFO: 2020-09-20 06:02:00 INFO: clearing start 2020-09-20 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-20 06:02:00 INFO: skip by not found init order into storage 2020-09-20 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-20 06:02:00 INFO: skip by not found init order into storage 2020-09-20 06:02:00 INFO: clearing end 2020-09-20 06:02:00 INFO: 2020-09-20 06:02:00 INFO: 2020-09-20 06:02:00 INFO: 2020-09-20 06:02:00 INFO: 2020-09-20 07:00:21 INFO: 2020-09-20 07:00:21 INFO: 2020-09-20 07:00:21 INFO: 2020-09-20 07:00:21 INFO: 2020-09-20 07:00:21 INFO: init new order start 2020-09-20 07:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.5, 'high': 381.75, 'low': 379.5, 'close': 381.55, 'trades': 2135, 'volume': 1401355, 'vwap': 380.78, 'lastSize': 10, 'turnover': 53360224535, 'homeNotional': 15321.816101041579, 'foreignNotional': 5834191.463672614}, {'timestamp': datetime.datetime(2020, 9, 20, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.95, 'high': 381.6, 'low': 380.2, 'close': 380.5, 'trades': 2216, 'volume': 1450746, 'vwap': 380.91, 'lastSize': 1000, 'turnover': 55258941130, 'homeNotional': 15868.005982725357, 'foreignNotional': 6044130.527982667}, {'timestamp': datetime.datetime(2020, 9, 20, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.15, 'high': 384.2, 'low': 380.75, 'close': 380.95, 'trades': 3978, 'volume': 3380375, 'vwap': 381.59, 'lastSize': 10, 'turnover': 128991611920, 'homeNotional': 37114.40215126643, 'foreignNotional': 14162524.34902308}] 2020-09-20 07:00:21 INFO: prepare candles [CandleItem(low=379.5, high=381.75, open=380.5, close=381.55, color='GREEN'), CandleItem(low=380.2, high=381.6, open=380.95, close=380.5, color='RED'), CandleItem(low=380.75, high=384.2, open=384.15, close=380.95, color='RED')] 2020-09-20 07:00:21 INFO: last_candle=CandleItem(low=379.5, high=381.75, open=380.5, close=381.55, color='GREEN') 2020-09-20 07:00:21 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))) 2020-09-20 07:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=379.5, high=381.75, open=380.5, close=381.55, color='GREEN') 2020-09-20 07:00:21 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=380.2, high=381.6, open=380.95, close=380.5, color='RED') 2020-09-20 07:00:21 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=380.75, high=384.2, open=384.15, close=380.95, color='RED') 2020-09-20 07:00:21 INFO: hit candle order=OrderProperties(candle=CandleItem(low=379.5, high=381.75, open=380.5, close=381.55, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-20 07:00:21 INFO: check need new order OrderProperties(candle=CandleItem(low=379.5, high=381.75, open=380.5, close=381.55, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-20 07:00:21 INFO: place order: start candle=CandleItem(low=379.5, high=381.75, open=380.5, close=381.55, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-09-20 07:00:21 INFO: place order: side_factor=-1 init_trigger_price=381.8 init_order_price=381.85 stop_price_offset=0.0 candle.size=2.25 stop_price=379.5 take_price=395.35 2020-09-20 07:00:21 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('381.80000000000001136868377216160297393798828125') init_order_price=Decimal('381.8500000000000227373675443232059478759765625') stop_price_offset=0.0 candle.size=2.25 stop_price=Decimal('379.5') take_price=Decimal('395.3500000000000227373675443232059478759765625') 2020-09-20 07:00:21 INFO: place order: compute qty=826 2020-09-20 07:00:21 INFO: place order: save order to db f23dd1bd519640c49060a3dfe3772da8; response=True 2020-09-20 07:00:21 INFO: post order to exchange resp={'orderID': 'f85fc4ec-de0e-88b6-bc73-57e3d596a695', 'clOrdID': 'f23dd1bd519640c49060a3dfe3772da8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 826, 'price': 381.85, 'displayQty': None, 'stopPx': 381.8, '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': 826, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 20, 4, 0, 21, 178000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 4, 0, 21, 178000, tzinfo=tzutc())} 2020-09-20 07:00:21 INFO: process event {'orderID': 'f85fc4ec-de0e-88b6-bc73-57e3d596a695', 'clOrdID': 'f23dd1bd519640c49060a3dfe3772da8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 826, 'price': 381.85, 'displayQty': None, 'stopPx': 381.8, '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': 826, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-09-20T04:00:21.178Z', 'timestamp': '2020-09-20T04:00:21.178Z'} 2020-09-20 07:00:21 INFO: skip event f23dd1bd519640c49060a3dfe3772da8 New 2020-09-20 07:00:21 INFO: place new init order {'qty': 826, 'init_price': Decimal('381.80000000000001136868377216160297393798828125'), 'stop_price': Decimal('379.5'), 'take_price': Decimal('395.3500000000000227373675443232059478759765625'), 'order_uid': 'f23dd1bd519640c49060a3dfe3772da8', 'response': {'orderID': 'f85fc4ec-de0e-88b6-bc73-57e3d596a695', 'clOrdID': 'f23dd1bd519640c49060a3dfe3772da8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 826, 'price': 381.85, 'displayQty': None, 'stopPx': 381.8, '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': 826, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 20, 4, 0, 21, 178000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 4, 0, 21, 178000, tzinfo=tzutc())}} 2020-09-20 07:00:21 INFO: init new order end 2020-09-20 07:00:21 INFO: 2020-09-20 07:00:21 INFO: 2020-09-20 07:00:21 INFO: 2020-09-20 07:00:21 INFO: 2020-09-20 07:02:00 INFO: 2020-09-20 07:02:00 INFO: 2020-09-20 07:02:00 INFO: 2020-09-20 07:02:00 INFO: 2020-09-20 07:02:00 INFO: clearing start 2020-09-20 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-20 07:02:00 INFO: skip by not found init order into storage 2020-09-20 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-20 07:02:00 INFO: skip by not found init order into storage 2020-09-20 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f85fc4ec-de0e-88b6-bc73-57e3d596a695', 'clOrdID': 'f23dd1bd519640c49060a3dfe3772da8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 826, 'price': 381.85, 'displayQty': None, 'stopPx': 381.8, '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': 826, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 20, 4, 0, 21, 178000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 4, 0, 21, 178000, tzinfo=tzutc())} 2020-09-20 07:02:00 INFO: order time=2020-09-20 04:00:21.178000+00:00; delta from now UTC=0:01:39.212077 time_delta.total_seconds()=99.212077; time_diff_offset='3600' 2020-09-20 07:02:00 INFO: skip by time diff 2020-09-20 04:00:21.178000+00:00 2020-09-20 07:02:00 INFO: clearing end 2020-09-20 07:02:00 INFO: 2020-09-20 07:02:00 INFO: 2020-09-20 07:02:00 INFO: 2020-09-20 07:02:00 INFO: 2020-09-20 07:28:37 INFO: process event {'orderID': 'f85fc4ec-de0e-88b6-bc73-57e3d596a695', 'ordStatus': 'PartiallyFilled', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'leavesQty': 381, 'cumQty': 445, 'avgPx': 381.85, 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': '2020-09-20T04:28:37.489Z', 'timestamp': '2020-09-20T04:28:37.489Z', 'clOrdID': 'f23dd1bd519640c49060a3dfe3772da8', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-20 07:28:37 INFO: skip event f23dd1bd519640c49060a3dfe3772da8 PartiallyFilled 2020-09-20 07:30:54 INFO: process event {'orderID': 'f85fc4ec-de0e-88b6-bc73-57e3d596a695', 'leavesQty': 281, 'cumQty': 545, 'timestamp': '2020-09-20T04:30:54.943Z', 'clOrdID': 'f23dd1bd519640c49060a3dfe3772da8', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-20 07:30:54 INFO: skip event f23dd1bd519640c49060a3dfe3772da8 2020-09-20 07:30:54 INFO: process event {'orderID': 'f85fc4ec-de0e-88b6-bc73-57e3d596a695', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 826, 'timestamp': '2020-09-20T04:30:54.972Z', 'clOrdID': 'f23dd1bd519640c49060a3dfe3772da8', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-20 07:30:54 INFO: add new event={'uid': 'f23dd1bd519640c49060a3dfe3772da8', 'status': 'Filled'} 2020-09-20 07:30:55 INFO: 2020-09-20 07:30:55 INFO: 2020-09-20 07:30:55 INFO: 2020-09-20 07:30:55 INFO: 2020-09-20 07:30:55 INFO: process event start 2020-09-20 07:30:55 INFO: fetch new order event f23dd1bd519640c49060a3dfe3772da8 2020-09-20 07:30:55 INFO: fetch orders by event init={'stop': '379.5', 'take': '395.3500000000000227373675443232059478759765625', 'qty': '826', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-09-20 07:30:55 INFO: process init order filled 2020-09-20 07:30:55 INFO: save profit orders to storage stop=7fb99f7aa8a84dff952653b946ef92ce take=a4e8c8b35b1647d2a4cde0c130027a2a 2020-09-20 07:30:55 INFO: place profit orders take_price=395.3500000000000227373675443232059478759765625, stop_price=379.5, qty=826, color=GREEN, ticker=ETHUSD 7fb99f7aa8a84dff952653b946ef92ce a4e8c8b35b1647d2a4cde0c130027a2a 2020-09-20 07:30:55 INFO: place stop order ETHUSD: qty=-826, stop_price=379.5, stop_uid=7fb99f7aa8a84dff952653b946ef92ce 2020-09-20 07:30:56 INFO: process event {'orderID': 'e9b5e5cb-a0bd-21ee-f633-8daef5b4296e', 'clOrdID': '7fb99f7aa8a84dff952653b946ef92ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 826, 'price': None, 'displayQty': None, 'stopPx': 379.5, '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': 826, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-09-20T04:30:56.725Z', 'timestamp': '2020-09-20T04:30:56.725Z'} 2020-09-20 07:30:56 INFO: exchange resp for stop order={'orderID': 'e9b5e5cb-a0bd-21ee-f633-8daef5b4296e', 'clOrdID': '7fb99f7aa8a84dff952653b946ef92ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 826, 'price': None, 'displayQty': None, 'stopPx': 379.5, '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': 826, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 4, 30, 56, 725000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 4, 30, 56, 725000, tzinfo=tzutc())} 2020-09-20 07:30:56 INFO: place limit order ETHUSD: qty=-826, price=395.3500000000000227373675443232059478759765625, take_uid=a4e8c8b35b1647d2a4cde0c130027a2a 2020-09-20 07:30:56 INFO: skip event 7fb99f7aa8a84dff952653b946ef92ce New 2020-09-20 07:30:57 INFO: process event {'orderID': '84e7ae69-2ca8-ac49-56d5-2933105d6035', 'clOrdID': 'a4e8c8b35b1647d2a4cde0c130027a2a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 826, 'price': 395.35, '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': 826, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-09-20T04:30:57.374Z', 'timestamp': '2020-09-20T04:30:57.374Z'} 2020-09-20 07:30:57 INFO: exchange resp for take profit order={'orderID': '84e7ae69-2ca8-ac49-56d5-2933105d6035', 'clOrdID': 'a4e8c8b35b1647d2a4cde0c130027a2a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 826, 'price': 395.35, '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': 826, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 4, 30, 57, 374000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 4, 30, 57, 374000, tzinfo=tzutc())} 2020-09-20 07:30:57 INFO: skip event a4e8c8b35b1647d2a4cde0c130027a2a New 2020-09-20 07:30:57 INFO: place profit orders={'stop': {'response': {'orderID': 'e9b5e5cb-a0bd-21ee-f633-8daef5b4296e', 'clOrdID': '7fb99f7aa8a84dff952653b946ef92ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 826, 'price': None, 'displayQty': None, 'stopPx': 379.5, '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': 826, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 4, 30, 56, 725000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 4, 30, 56, 725000, tzinfo=tzutc())}, 'qty': Decimal('-826'), 'uid': '7fb99f7aa8a84dff952653b946ef92ce', 'price': Decimal('379.5')}, 'take': {'response': {'orderID': '84e7ae69-2ca8-ac49-56d5-2933105d6035', 'clOrdID': 'a4e8c8b35b1647d2a4cde0c130027a2a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 826, 'price': 395.35, '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': 826, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 4, 30, 57, 374000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 4, 30, 57, 374000, tzinfo=tzutc())}, 'qty': Decimal('-826'), 'uid': 'a4e8c8b35b1647d2a4cde0c130027a2a', 'price': Decimal('395.3500000000000227373675443232059478759765625')}} 2020-09-20 07:30:57 INFO: rm init order from db f23dd1bd519640c49060a3dfe3772da8 2020-09-20 07:30:57 INFO: end process event_processing_result='proceed init order' 2020-09-20 07:30:57 INFO: 2020-09-20 07:30:57 INFO: 2020-09-20 07:30:57 INFO: 2020-09-20 07:30:57 INFO: 2020-09-20 08:00:20 INFO: 2020-09-20 08:00:20 INFO: 2020-09-20 08:00:20 INFO: 2020-09-20 08:00:20 INFO: 2020-09-20 08:00:20 INFO: init new order start 2020-09-20 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 381.55, 'high': 382.1, 'low': 380.8, 'close': 381.65, 'trades': 1303, 'volume': 1085307, 'vwap': 381.54, 'lastSize': 19, 'turnover': 41408003860, 'homeNotional': 11891.217513051992, 'foreignNotional': 4536891.60755848}, {'timestamp': datetime.datetime(2020, 9, 20, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.5, 'high': 381.75, 'low': 379.5, 'close': 381.55, 'trades': 2135, 'volume': 1401355, 'vwap': 380.78, 'lastSize': 10, 'turnover': 53360224535, 'homeNotional': 15321.816101041579, 'foreignNotional': 5834191.463672614}, {'timestamp': datetime.datetime(2020, 9, 20, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.95, 'high': 381.6, 'low': 380.2, 'close': 380.5, 'trades': 2216, 'volume': 1450746, 'vwap': 380.91, 'lastSize': 1000, 'turnover': 55258941130, 'homeNotional': 15868.005982725357, 'foreignNotional': 6044130.527982667}] 2020-09-20 08:00:20 INFO: prepare candles [CandleItem(low=380.8, high=382.1, open=381.55, close=381.65, color='GREEN'), CandleItem(low=379.5, high=381.75, open=380.5, close=381.55, color='GREEN'), CandleItem(low=380.2, high=381.6, open=380.95, close=380.5, color='RED')] 2020-09-20 08:00:20 INFO: skip by colors first_candle=CandleItem(low=380.2, high=381.6, open=380.95, close=380.5, color='RED') second_candle=CandleItem(low=379.5, high=381.75, open=380.5, close=381.55, color='GREEN') last_candle=CandleItem(low=380.8, high=382.1, open=381.55, close=381.65, color='GREEN') 2020-09-20 08:00:20 INFO: check need new order None 2020-09-20 08:00:20 INFO: init new order end 2020-09-20 08:00:20 INFO: 2020-09-20 08:00:20 INFO: 2020-09-20 08:00:20 INFO: 2020-09-20 08:00:20 INFO: 2020-09-20 08:02:00 INFO: 2020-09-20 08:02:00 INFO: 2020-09-20 08:02:00 INFO: 2020-09-20 08:02:00 INFO: 2020-09-20 08:02:00 INFO: clearing start 2020-09-20 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-20 08:02:00 INFO: skip by not found init order into storage 2020-09-20 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-20 08:02:00 INFO: skip by not found init order into storage 2020-09-20 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e9b5e5cb-a0bd-21ee-f633-8daef5b4296e', 'clOrdID': '7fb99f7aa8a84dff952653b946ef92ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 826, 'price': None, 'displayQty': None, 'stopPx': 379.5, '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': 826, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 4, 30, 56, 725000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 4, 30, 56, 725000, tzinfo=tzutc())} 2020-09-20 08:02:00 INFO: skip by not found init order into storage 2020-09-20 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '84e7ae69-2ca8-ac49-56d5-2933105d6035', 'clOrdID': 'a4e8c8b35b1647d2a4cde0c130027a2a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 826, 'price': 395.35, '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': 826, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 4, 30, 57, 374000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 4, 30, 57, 374000, tzinfo=tzutc())} 2020-09-20 08:02:00 INFO: skip by not found init order into storage 2020-09-20 08:02:00 INFO: clearing end 2020-09-20 08:02:00 INFO: 2020-09-20 08:02:00 INFO: 2020-09-20 08:02:00 INFO: 2020-09-20 08:02:00 INFO: 2020-09-20 09:00:20 INFO: 2020-09-20 09:00:20 INFO: 2020-09-20 09:00:20 INFO: 2020-09-20 09:00:20 INFO: 2020-09-20 09:00:20 INFO: init new order start 2020-09-20 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 381.65, 'high': 382.0, 'low': 380.4, 'close': 380.95, 'trades': 1843, 'volume': 1238124, 'vwap': 381.1, 'lastSize': 1, 'turnover': 47183669625, 'homeNotional': 13558.597991147219, 'foreignNotional': 5167048.180800586}, {'timestamp': datetime.datetime(2020, 9, 20, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 381.55, 'high': 382.1, 'low': 380.8, 'close': 381.65, 'trades': 1303, 'volume': 1085307, 'vwap': 381.54, 'lastSize': 19, 'turnover': 41408003860, 'homeNotional': 11891.217513051992, 'foreignNotional': 4536891.60755848}, {'timestamp': datetime.datetime(2020, 9, 20, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.5, 'high': 381.75, 'low': 379.5, 'close': 381.55, 'trades': 2135, 'volume': 1401355, 'vwap': 380.78, 'lastSize': 10, 'turnover': 53360224535, 'homeNotional': 15321.816101041579, 'foreignNotional': 5834191.463672614}] 2020-09-20 09:00:20 INFO: prepare candles [CandleItem(low=380.4, high=382.0, open=381.65, close=380.95, color='RED'), CandleItem(low=380.8, high=382.1, open=381.55, close=381.65, color='GREEN'), CandleItem(low=379.5, high=381.75, open=380.5, close=381.55, color='GREEN')] 2020-09-20 09:00:20 INFO: last_candle=CandleItem(low=380.4, high=382.0, open=381.65, close=380.95, color='RED') 2020-09-20 09:00:20 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))) 2020-09-20 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=380.4, high=382.0, open=381.65, close=380.95, color='RED') 2020-09-20 09:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=380.8, high=382.1, open=381.55, close=381.65, color='GREEN') 2020-09-20 09:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=379.5, high=381.75, open=380.5, close=381.55, color='GREEN') 2020-09-20 09:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=380.4, high=382.0, open=381.65, close=380.95, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-20 09:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=380.4, high=382.0, open=381.65, close=380.95, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-20 09:00:20 INFO: place order: start candle=CandleItem(low=380.4, high=382.0, open=381.65, close=380.95, color='RED') ticker='ETHUSD' price_offset=0.1 2020-09-20 09:00:20 INFO: place order: side_factor=1 init_trigger_price=380.34999999999997 init_order_price=380.29999999999995 stop_price_offset=0.0 candle.size=1.6000000000000227 stop_price=382.0 take_price=370.6999999999998 2020-09-20 09:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('380.34999999999996589394868351519107818603515625') init_order_price=Decimal('380.299999999999954525264911353588104248046875') stop_price_offset=0.0 candle.size=1.6000000000000227 stop_price=Decimal('382') take_price=Decimal('370.6999999999998181010596454143524169921875') 2020-09-20 09:00:20 INFO: place order: compute qty=-1152 2020-09-20 09:00:20 INFO: place order: save order to db c72c056f795045dc8e11ed1a4e2a766a; response=True 2020-09-20 09:00:20 INFO: post order to exchange resp={'orderID': 'ee42e224-2b2c-0ac6-d2a1-e8eec109deec', 'clOrdID': 'c72c056f795045dc8e11ed1a4e2a766a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1152, 'price': 380.3, 'displayQty': None, 'stopPx': 380.35, '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': 1152, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 20, 6, 0, 20, 721000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 6, 0, 20, 721000, tzinfo=tzutc())} 2020-09-20 09:00:20 INFO: place new init order {'qty': -1152, 'init_price': Decimal('380.34999999999996589394868351519107818603515625'), 'stop_price': Decimal('382'), 'take_price': Decimal('370.6999999999998181010596454143524169921875'), 'order_uid': 'c72c056f795045dc8e11ed1a4e2a766a', 'response': {'orderID': 'ee42e224-2b2c-0ac6-d2a1-e8eec109deec', 'clOrdID': 'c72c056f795045dc8e11ed1a4e2a766a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1152, 'price': 380.3, 'displayQty': None, 'stopPx': 380.35, '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': 1152, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 20, 6, 0, 20, 721000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 6, 0, 20, 721000, tzinfo=tzutc())}} 2020-09-20 09:00:20 INFO: init new order end 2020-09-20 09:00:20 INFO: 2020-09-20 09:00:20 INFO: 2020-09-20 09:00:20 INFO: 2020-09-20 09:00:20 INFO: 2020-09-20 09:00:20 INFO: process event {'orderID': 'ee42e224-2b2c-0ac6-d2a1-e8eec109deec', 'clOrdID': 'c72c056f795045dc8e11ed1a4e2a766a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1152, 'price': 380.3, 'displayQty': None, 'stopPx': 380.35, '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': 1152, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-09-20T06:00:20.721Z', 'timestamp': '2020-09-20T06:00:20.721Z'} 2020-09-20 09:00:20 INFO: skip event c72c056f795045dc8e11ed1a4e2a766a New 2020-09-20 09:02:00 INFO: 2020-09-20 09:02:00 INFO: 2020-09-20 09:02:00 INFO: 2020-09-20 09:02:00 INFO: 2020-09-20 09:02:00 INFO: clearing start 2020-09-20 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-20 09:02:00 INFO: skip by not found init order into storage 2020-09-20 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-20 09:02:00 INFO: skip by not found init order into storage 2020-09-20 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e9b5e5cb-a0bd-21ee-f633-8daef5b4296e', 'clOrdID': '7fb99f7aa8a84dff952653b946ef92ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 826, 'price': None, 'displayQty': None, 'stopPx': 379.5, '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': 826, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 4, 30, 56, 725000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 4, 30, 56, 725000, tzinfo=tzutc())} 2020-09-20 09:02:00 INFO: skip by not found init order into storage 2020-09-20 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '84e7ae69-2ca8-ac49-56d5-2933105d6035', 'clOrdID': 'a4e8c8b35b1647d2a4cde0c130027a2a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 826, 'price': 395.35, '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': 826, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 4, 30, 57, 374000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 4, 30, 57, 374000, tzinfo=tzutc())} 2020-09-20 09:02:00 INFO: skip by not found init order into storage 2020-09-20 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ee42e224-2b2c-0ac6-d2a1-e8eec109deec', 'clOrdID': 'c72c056f795045dc8e11ed1a4e2a766a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1152, 'price': 380.3, 'displayQty': None, 'stopPx': 380.35, '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': 1152, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 20, 6, 0, 20, 721000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 6, 0, 20, 721000, tzinfo=tzutc())} 2020-09-20 09:02:00 INFO: order time=2020-09-20 06:00:20.721000+00:00; delta from now UTC=0:01:40.228935 time_delta.total_seconds()=100.228935; time_diff_offset='3600' 2020-09-20 09:02:00 INFO: skip by time diff 2020-09-20 06:00:20.721000+00:00 2020-09-20 09:02:00 INFO: clearing end 2020-09-20 09:02:00 INFO: 2020-09-20 09:02:00 INFO: 2020-09-20 09:02:00 INFO: 2020-09-20 09:02:00 INFO: 2020-09-20 09:24:14 INFO: process event {'orderID': 'ee42e224-2b2c-0ac6-d2a1-e8eec109deec', 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 1152, 'avgPx': 380.35, 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': '2020-09-20T06:24:14.077Z', 'timestamp': '2020-09-20T06:24:14.077Z', 'clOrdID': 'c72c056f795045dc8e11ed1a4e2a766a', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-20 09:24:14 INFO: add new event={'uid': 'c72c056f795045dc8e11ed1a4e2a766a', 'status': 'Filled'} 2020-09-20 09:24:14 INFO: 2020-09-20 09:24:14 INFO: 2020-09-20 09:24:14 INFO: 2020-09-20 09:24:14 INFO: 2020-09-20 09:24:14 INFO: process event start 2020-09-20 09:24:14 INFO: fetch new order event c72c056f795045dc8e11ed1a4e2a766a 2020-09-20 09:24:14 INFO: fetch orders by event init={'stop': '382', 'take': '370.6999999999998181010596454143524169921875', 'qty': '1152', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-09-20 09:24:14 INFO: process init order filled 2020-09-20 09:24:14 INFO: save profit orders to storage stop=e5cc4a2bbb294517a02af33cb078dd9f take=c0175d4ad3af4e14b36efff6a57f08a6 2020-09-20 09:24:14 INFO: place profit orders take_price=370.6999999999998181010596454143524169921875, stop_price=382, qty=1152, color=RED, ticker=ETHUSD e5cc4a2bbb294517a02af33cb078dd9f c0175d4ad3af4e14b36efff6a57f08a6 2020-09-20 09:24:14 INFO: place stop order ETHUSD: qty=1152, stop_price=382, stop_uid=e5cc4a2bbb294517a02af33cb078dd9f 2020-09-20 09:24:15 INFO: process event {'orderID': '2a3244cf-db44-575d-3774-9aad196ed108', 'clOrdID': 'e5cc4a2bbb294517a02af33cb078dd9f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1152, 'price': None, 'displayQty': None, 'stopPx': 382, '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': 1152, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-09-20T06:24:15.021Z', 'timestamp': '2020-09-20T06:24:15.021Z'} 2020-09-20 09:24:15 INFO: skip event e5cc4a2bbb294517a02af33cb078dd9f New 2020-09-20 09:24:15 INFO: exchange resp for stop order={'orderID': '2a3244cf-db44-575d-3774-9aad196ed108', 'clOrdID': 'e5cc4a2bbb294517a02af33cb078dd9f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1152, 'price': None, 'displayQty': None, 'stopPx': 382.0, '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': 1152, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 6, 24, 15, 21000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 6, 24, 15, 21000, tzinfo=tzutc())} 2020-09-20 09:24:15 INFO: place limit order ETHUSD: qty=1152, price=370.6999999999998181010596454143524169921875, take_uid=c0175d4ad3af4e14b36efff6a57f08a6 2020-09-20 09:24:15 INFO: exchange resp for take profit order={'orderID': '7d6bc4be-32c9-7c93-25a9-78a9d2306a55', 'clOrdID': 'c0175d4ad3af4e14b36efff6a57f08a6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1152, 'price': 370.7, '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': 1152, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 6, 24, 15, 57000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 6, 24, 15, 57000, tzinfo=tzutc())} 2020-09-20 09:24:15 INFO: place profit orders={'stop': {'response': {'orderID': '2a3244cf-db44-575d-3774-9aad196ed108', 'clOrdID': 'e5cc4a2bbb294517a02af33cb078dd9f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1152, 'price': None, 'displayQty': None, 'stopPx': 382.0, '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': 1152, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 6, 24, 15, 21000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 6, 24, 15, 21000, tzinfo=tzutc())}, 'qty': Decimal('1152'), 'uid': 'e5cc4a2bbb294517a02af33cb078dd9f', 'price': Decimal('382')}, 'take': {'response': {'orderID': '7d6bc4be-32c9-7c93-25a9-78a9d2306a55', 'clOrdID': 'c0175d4ad3af4e14b36efff6a57f08a6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1152, 'price': 370.7, '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': 1152, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 6, 24, 15, 57000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 6, 24, 15, 57000, tzinfo=tzutc())}, 'qty': Decimal('1152'), 'uid': 'c0175d4ad3af4e14b36efff6a57f08a6', 'price': Decimal('370.6999999999998181010596454143524169921875')}} 2020-09-20 09:24:15 INFO: rm init order from db c72c056f795045dc8e11ed1a4e2a766a 2020-09-20 09:24:15 INFO: end process event_processing_result='proceed init order' 2020-09-20 09:24:15 INFO: 2020-09-20 09:24:15 INFO: 2020-09-20 09:24:15 INFO: 2020-09-20 09:24:15 INFO: 2020-09-20 09:24:15 INFO: process event {'orderID': '7d6bc4be-32c9-7c93-25a9-78a9d2306a55', 'clOrdID': 'c0175d4ad3af4e14b36efff6a57f08a6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1152, 'price': 370.7, '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': 1152, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-09-20T06:24:15.057Z', 'timestamp': '2020-09-20T06:24:15.057Z'} 2020-09-20 09:24:15 INFO: skip event c0175d4ad3af4e14b36efff6a57f08a6 New 2020-09-20 10:00:20 INFO: 2020-09-20 10:00:20 INFO: 2020-09-20 10:00:20 INFO: 2020-09-20 10:00:20 INFO: 2020-09-20 10:00:20 INFO: init new order start 2020-09-20 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.95, 'high': 381.6, 'low': 380.25, 'close': 381.55, 'trades': 1503, 'volume': 1140038, 'vwap': 381.02, 'lastSize': 1, 'turnover': 43437045520, 'homeNotional': 12491.261044818119, 'foreignNotional': 4759349.759307865}, {'timestamp': datetime.datetime(2020, 9, 20, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 381.65, 'high': 382.0, 'low': 380.4, 'close': 380.95, 'trades': 1843, 'volume': 1238124, 'vwap': 381.1, 'lastSize': 1, 'turnover': 47183669625, 'homeNotional': 13558.597991147219, 'foreignNotional': 5167048.180800586}, {'timestamp': datetime.datetime(2020, 9, 20, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 381.55, 'high': 382.1, 'low': 380.8, 'close': 381.65, 'trades': 1303, 'volume': 1085307, 'vwap': 381.54, 'lastSize': 19, 'turnover': 41408003860, 'homeNotional': 11891.217513051992, 'foreignNotional': 4536891.60755848}] 2020-09-20 10:00:20 INFO: prepare candles [CandleItem(low=380.25, high=381.6, open=380.95, close=381.55, color='GREEN'), CandleItem(low=380.4, high=382.0, open=381.65, close=380.95, color='RED'), CandleItem(low=380.8, high=382.1, open=381.55, close=381.65, color='GREEN')] 2020-09-20 10:00:20 INFO: skip by colors first_candle=CandleItem(low=380.8, high=382.1, open=381.55, close=381.65, color='GREEN') second_candle=CandleItem(low=380.4, high=382.0, open=381.65, close=380.95, color='RED') last_candle=CandleItem(low=380.25, high=381.6, open=380.95, close=381.55, color='GREEN') 2020-09-20 10:00:20 INFO: check need new order None 2020-09-20 10:00:20 INFO: init new order end 2020-09-20 10:00:20 INFO: 2020-09-20 10:00:20 INFO: 2020-09-20 10:00:20 INFO: 2020-09-20 10:00:20 INFO: 2020-09-20 10:02:00 INFO: 2020-09-20 10:02:00 INFO: 2020-09-20 10:02:00 INFO: 2020-09-20 10:02:00 INFO: 2020-09-20 10:02:00 INFO: clearing start 2020-09-20 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-20 10:02:00 INFO: skip by not found init order into storage 2020-09-20 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-20 10:02:00 INFO: skip by not found init order into storage 2020-09-20 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e9b5e5cb-a0bd-21ee-f633-8daef5b4296e', 'clOrdID': '7fb99f7aa8a84dff952653b946ef92ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 826, 'price': None, 'displayQty': None, 'stopPx': 379.5, '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': 826, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 4, 30, 56, 725000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 4, 30, 56, 725000, tzinfo=tzutc())} 2020-09-20 10:02:00 INFO: skip by not found init order into storage 2020-09-20 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '84e7ae69-2ca8-ac49-56d5-2933105d6035', 'clOrdID': 'a4e8c8b35b1647d2a4cde0c130027a2a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 826, 'price': 395.35, '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': 826, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 4, 30, 57, 374000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 4, 30, 57, 374000, tzinfo=tzutc())} 2020-09-20 10:02:00 INFO: skip by not found init order into storage 2020-09-20 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2a3244cf-db44-575d-3774-9aad196ed108', 'clOrdID': 'e5cc4a2bbb294517a02af33cb078dd9f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1152, 'price': None, 'displayQty': None, 'stopPx': 382.0, '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': 1152, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 6, 24, 15, 21000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 6, 24, 15, 21000, tzinfo=tzutc())} 2020-09-20 10:02:00 INFO: skip by not found init order into storage 2020-09-20 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7d6bc4be-32c9-7c93-25a9-78a9d2306a55', 'clOrdID': 'c0175d4ad3af4e14b36efff6a57f08a6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1152, 'price': 370.7, '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': 1152, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 6, 24, 15, 57000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 6, 24, 15, 57000, tzinfo=tzutc())} 2020-09-20 10:02:00 INFO: skip by not found init order into storage 2020-09-20 10:02:00 INFO: clearing end 2020-09-20 10:02:00 INFO: 2020-09-20 10:02:00 INFO: 2020-09-20 10:02:00 INFO: 2020-09-20 10:02:00 INFO: 2020-09-20 10:32:11 INFO: process event {'orderID': '2a3244cf-db44-575d-3774-9aad196ed108', 'price': 382, 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 1152, 'avgPx': 382, 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'transactTime': '2020-09-20T07:32:11.741Z', 'timestamp': '2020-09-20T07:32:11.741Z', 'clOrdID': 'e5cc4a2bbb294517a02af33cb078dd9f', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-20 10:32:11 INFO: add new event={'uid': 'e5cc4a2bbb294517a02af33cb078dd9f', 'status': 'Filled'} 2020-09-20 10:32:12 INFO: 2020-09-20 10:32:12 INFO: 2020-09-20 10:32:12 INFO: 2020-09-20 10:32:12 INFO: 2020-09-20 10:32:12 INFO: process event start 2020-09-20 10:32:12 INFO: fetch new order event e5cc4a2bbb294517a02af33cb078dd9f 2020-09-20 10:32:12 INFO: fetch orders by event init=None profit_pair=c0175d4ad3af4e14b36efff6a57f08a6 2020-09-20 10:32:12 INFO: process profit order filled 2020-09-20 10:32:12 INFO: process event {'orderID': '7d6bc4be-32c9-7c93-25a9-78a9d2306a55', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-09-20T07:32:12.776Z', 'clOrdID': 'c0175d4ad3af4e14b36efff6a57f08a6', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-20 10:32:12 INFO: skip event c0175d4ad3af4e14b36efff6a57f08a6 Canceled 2020-09-20 10:32:12 INFO: cancel order=c0175d4ad3af4e14b36efff6a57f08a6 [{'orderID': '7d6bc4be-32c9-7c93-25a9-78a9d2306a55', 'clOrdID': 'c0175d4ad3af4e14b36efff6a57f08a6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1152, 'price': 370.7, '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, 9, 20, 6, 24, 15, 57000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 7, 32, 12, 776000, tzinfo=tzutc())}] 2020-09-20 10:32:12 INFO: end process event_processing_result='proceed profit order' 2020-09-20 10:32:12 INFO: 2020-09-20 10:32:12 INFO: 2020-09-20 10:32:12 INFO: 2020-09-20 10:32:12 INFO: 2020-09-20 11:00:20 INFO: 2020-09-20 11:00:20 INFO: 2020-09-20 11:00:20 INFO: 2020-09-20 11:00:20 INFO: 2020-09-20 11:00:20 INFO: init new order start 2020-09-20 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 381.55, 'high': 382.0, 'low': 381.2, 'close': 381.25, 'trades': 1257, 'volume': 884418, 'vwap': 381.59, 'lastSize': 711, 'turnover': 33748274660, 'homeNotional': 9703.782571597736, 'foreignNotional': 3702842.513765129}, {'timestamp': datetime.datetime(2020, 9, 20, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.95, 'high': 381.6, 'low': 380.25, 'close': 381.55, 'trades': 1503, 'volume': 1140038, 'vwap': 381.02, 'lastSize': 1, 'turnover': 43437045520, 'homeNotional': 12491.261044818119, 'foreignNotional': 4759349.759307865}, {'timestamp': datetime.datetime(2020, 9, 20, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 381.65, 'high': 382.0, 'low': 380.4, 'close': 380.95, 'trades': 1843, 'volume': 1238124, 'vwap': 381.1, 'lastSize': 1, 'turnover': 47183669625, 'homeNotional': 13558.597991147219, 'foreignNotional': 5167048.180800586}] 2020-09-20 11:00:20 INFO: prepare candles [CandleItem(low=381.2, high=382.0, open=381.55, close=381.25, color='RED'), CandleItem(low=380.25, high=381.6, open=380.95, close=381.55, color='GREEN'), CandleItem(low=380.4, high=382.0, open=381.65, close=380.95, color='RED')] 2020-09-20 11:00:20 INFO: skip by colors first_candle=CandleItem(low=380.4, high=382.0, open=381.65, close=380.95, color='RED') second_candle=CandleItem(low=380.25, high=381.6, open=380.95, close=381.55, color='GREEN') last_candle=CandleItem(low=381.2, high=382.0, open=381.55, close=381.25, color='RED') 2020-09-20 11:00:20 INFO: check need new order None 2020-09-20 11:00:20 INFO: init new order end 2020-09-20 11:00:20 INFO: 2020-09-20 11:00:20 INFO: 2020-09-20 11:00:20 INFO: 2020-09-20 11:00:20 INFO: 2020-09-20 11:02:00 INFO: 2020-09-20 11:02:00 INFO: 2020-09-20 11:02:00 INFO: 2020-09-20 11:02:00 INFO: 2020-09-20 11:02:00 INFO: clearing start 2020-09-20 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-20 11:02:00 INFO: skip by not found init order into storage 2020-09-20 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-20 11:02:00 INFO: skip by not found init order into storage 2020-09-20 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e9b5e5cb-a0bd-21ee-f633-8daef5b4296e', 'clOrdID': '7fb99f7aa8a84dff952653b946ef92ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 826, 'price': None, 'displayQty': None, 'stopPx': 379.5, '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': 826, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 4, 30, 56, 725000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 4, 30, 56, 725000, tzinfo=tzutc())} 2020-09-20 11:02:00 INFO: skip by not found init order into storage 2020-09-20 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '84e7ae69-2ca8-ac49-56d5-2933105d6035', 'clOrdID': 'a4e8c8b35b1647d2a4cde0c130027a2a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 826, 'price': 395.35, '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': 826, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 4, 30, 57, 374000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 4, 30, 57, 374000, tzinfo=tzutc())} 2020-09-20 11:02:00 INFO: skip by not found init order into storage 2020-09-20 11:02:00 INFO: clearing end 2020-09-20 11:02:00 INFO: 2020-09-20 11:02:00 INFO: 2020-09-20 11:02:00 INFO: 2020-09-20 11:02:00 INFO: 2020-09-20 12:00:20 INFO: 2020-09-20 12:00:20 INFO: 2020-09-20 12:00:20 INFO: 2020-09-20 12:00:20 INFO: 2020-09-20 12:00:20 INFO: init new order start 2020-09-20 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 381.25, 'high': 382.1, 'low': 379.85, 'close': 379.9, 'trades': 2095, 'volume': 1494102, 'vwap': 380.75, 'lastSize': 581, 'turnover': 56886632955, 'homeNotional': 16377.460389034286, 'foreignNotional': 6235579.664352157}, {'timestamp': datetime.datetime(2020, 9, 20, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 381.55, 'high': 382.0, 'low': 381.2, 'close': 381.25, 'trades': 1257, 'volume': 884418, 'vwap': 381.59, 'lastSize': 711, 'turnover': 33748274660, 'homeNotional': 9703.782571597736, 'foreignNotional': 3702842.513765129}, {'timestamp': datetime.datetime(2020, 9, 20, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.95, 'high': 381.6, 'low': 380.25, 'close': 381.55, 'trades': 1503, 'volume': 1140038, 'vwap': 381.02, 'lastSize': 1, 'turnover': 43437045520, 'homeNotional': 12491.261044818119, 'foreignNotional': 4759349.759307865}] 2020-09-20 12:00:20 INFO: prepare candles [CandleItem(low=379.85, high=382.1, open=381.25, close=379.9, color='RED'), CandleItem(low=381.2, high=382.0, open=381.55, close=381.25, color='RED'), CandleItem(low=380.25, high=381.6, open=380.95, close=381.55, color='GREEN')] 2020-09-20 12:00:20 INFO: skip by colors first_candle=CandleItem(low=380.25, high=381.6, open=380.95, close=381.55, color='GREEN') second_candle=CandleItem(low=381.2, high=382.0, open=381.55, close=381.25, color='RED') last_candle=CandleItem(low=379.85, high=382.1, open=381.25, close=379.9, color='RED') 2020-09-20 12:00:20 INFO: check need new order None 2020-09-20 12:00:20 INFO: init new order end 2020-09-20 12:00:20 INFO: 2020-09-20 12:00:20 INFO: 2020-09-20 12:00:20 INFO: 2020-09-20 12:00:20 INFO: 2020-09-20 12:01:26 INFO: process event {'orderID': 'e9b5e5cb-a0bd-21ee-f633-8daef5b4296e', 'price': 379.5, 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 826, 'avgPx': 379.5, 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'transactTime': '2020-09-20T09:01:26.978Z', 'timestamp': '2020-09-20T09:01:26.978Z', 'clOrdID': '7fb99f7aa8a84dff952653b946ef92ce', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-20 12:01:26 INFO: add new event={'uid': '7fb99f7aa8a84dff952653b946ef92ce', 'status': 'Filled'} 2020-09-20 12:01:27 INFO: 2020-09-20 12:01:27 INFO: 2020-09-20 12:01:27 INFO: 2020-09-20 12:01:27 INFO: 2020-09-20 12:01:27 INFO: process event start 2020-09-20 12:01:27 INFO: fetch new order event 7fb99f7aa8a84dff952653b946ef92ce 2020-09-20 12:01:27 INFO: fetch orders by event init=None profit_pair=a4e8c8b35b1647d2a4cde0c130027a2a 2020-09-20 12:01:27 INFO: process profit order filled 2020-09-20 12:01:28 INFO: cancel order=a4e8c8b35b1647d2a4cde0c130027a2a [{'orderID': '84e7ae69-2ca8-ac49-56d5-2933105d6035', 'clOrdID': 'a4e8c8b35b1647d2a4cde0c130027a2a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 826, 'price': 395.35, '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, 9, 20, 4, 30, 57, 374000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 9, 1, 28, 13000, tzinfo=tzutc())}] 2020-09-20 12:01:28 INFO: process event {'orderID': '84e7ae69-2ca8-ac49-56d5-2933105d6035', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-09-20T09:01:28.013Z', 'clOrdID': 'a4e8c8b35b1647d2a4cde0c130027a2a', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-20 12:01:28 INFO: end process event_processing_result='proceed profit order' 2020-09-20 12:01:28 INFO: 2020-09-20 12:01:28 INFO: 2020-09-20 12:01:28 INFO: 2020-09-20 12:01:28 INFO: 2020-09-20 12:01:28 INFO: skip event a4e8c8b35b1647d2a4cde0c130027a2a Canceled 2020-09-20 12:02:00 INFO: 2020-09-20 12:02:00 INFO: 2020-09-20 12:02:00 INFO: 2020-09-20 12:02:00 INFO: 2020-09-20 12:02:00 INFO: clearing start 2020-09-20 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-20 12:02:00 INFO: skip by not found init order into storage 2020-09-20 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-20 12:02:00 INFO: skip by not found init order into storage 2020-09-20 12:02:00 INFO: clearing end 2020-09-20 12:02:00 INFO: 2020-09-20 12:02:00 INFO: 2020-09-20 12:02:00 INFO: 2020-09-20 12:02:00 INFO: 2020-09-20 13:00:20 INFO: 2020-09-20 13:00:20 INFO: 2020-09-20 13:00:20 INFO: 2020-09-20 13:00:20 INFO: 2020-09-20 13:00:20 INFO: init new order start 2020-09-20 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 379.9, 'high': 380.7, 'low': 378.0, 'close': 380.4, 'trades': 4642, 'volume': 3541865, 'vwap': 379.03, 'lastSize': 53, 'turnover': 134244528315, 'homeNotional': 38770.96287758153, 'foreignNotional': 14695069.99668219}, {'timestamp': datetime.datetime(2020, 9, 20, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 381.25, 'high': 382.1, 'low': 379.85, 'close': 379.9, 'trades': 2095, 'volume': 1494102, 'vwap': 380.75, 'lastSize': 581, 'turnover': 56886632955, 'homeNotional': 16377.460389034286, 'foreignNotional': 6235579.664352157}, {'timestamp': datetime.datetime(2020, 9, 20, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 381.55, 'high': 382.0, 'low': 381.2, 'close': 381.25, 'trades': 1257, 'volume': 884418, 'vwap': 381.59, 'lastSize': 711, 'turnover': 33748274660, 'homeNotional': 9703.782571597736, 'foreignNotional': 3702842.513765129}] 2020-09-20 13:00:20 INFO: prepare candles [CandleItem(low=378.0, high=380.7, open=379.9, close=380.4, color='GREEN'), CandleItem(low=379.85, high=382.1, open=381.25, close=379.9, color='RED'), CandleItem(low=381.2, high=382.0, open=381.55, close=381.25, color='RED')] 2020-09-20 13:00:20 INFO: last_candle=CandleItem(low=378.0, high=380.7, open=379.9, close=380.4, color='GREEN') 2020-09-20 13:00:20 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))) 2020-09-20 13:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=378.0, high=380.7, open=379.9, close=380.4, color='GREEN') 2020-09-20 13:00:20 INFO: skip by CandleItem(low=378.0, high=380.7, open=379.9, close=380.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-20 13:00:20 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))) 2020-09-20 13:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=378.0, high=380.7, open=379.9, close=380.4, color='GREEN') 2020-09-20 13:00:20 INFO: skip by CandleItem(low=378.0, high=380.7, open=379.9, close=380.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-20 13:00:20 INFO: not found applicable config for candle 2020-09-20 13:00:20 INFO: check need new order None 2020-09-20 13:00:20 INFO: init new order end 2020-09-20 13:00:20 INFO: 2020-09-20 13:00:20 INFO: 2020-09-20 13:00:20 INFO: 2020-09-20 13:00:20 INFO: 2020-09-20 13:02:00 INFO: 2020-09-20 13:02:00 INFO: 2020-09-20 13:02:00 INFO: 2020-09-20 13:02:00 INFO: 2020-09-20 13:02:00 INFO: clearing start 2020-09-20 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-20 13:02:00 INFO: skip by not found init order into storage 2020-09-20 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-20 13:02:00 INFO: skip by not found init order into storage 2020-09-20 13:02:00 INFO: clearing end 2020-09-20 13:02:00 INFO: 2020-09-20 13:02:00 INFO: 2020-09-20 13:02:00 INFO: 2020-09-20 13:02:00 INFO: 2020-09-20 14:00:20 INFO: 2020-09-20 14:00:20 INFO: 2020-09-20 14:00:20 INFO: 2020-09-20 14:00:20 INFO: 2020-09-20 14:00:20 INFO: init new order start 2020-09-20 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.4, 'high': 381.4, 'low': 379.3, 'close': 381.35, 'trades': 2302, 'volume': 1740306, 'vwap': 380.29, 'lastSize': 32, 'turnover': 66180638840, 'homeNotional': 19077.774619556447, 'foreignNotional': 7254937.086199772}, {'timestamp': datetime.datetime(2020, 9, 20, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 379.9, 'high': 380.7, 'low': 378.0, 'close': 380.4, 'trades': 4642, 'volume': 3541865, 'vwap': 379.03, 'lastSize': 53, 'turnover': 134244528315, 'homeNotional': 38770.96287758153, 'foreignNotional': 14695069.99668219}, {'timestamp': datetime.datetime(2020, 9, 20, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 381.25, 'high': 382.1, 'low': 379.85, 'close': 379.9, 'trades': 2095, 'volume': 1494102, 'vwap': 380.75, 'lastSize': 581, 'turnover': 56886632955, 'homeNotional': 16377.460389034286, 'foreignNotional': 6235579.664352157}] 2020-09-20 14:00:20 INFO: prepare candles [CandleItem(low=379.3, high=381.4, open=380.4, close=381.35, color='GREEN'), CandleItem(low=378.0, high=380.7, open=379.9, close=380.4, color='GREEN'), CandleItem(low=379.85, high=382.1, open=381.25, close=379.9, color='RED')] 2020-09-20 14:00:20 INFO: skip by colors first_candle=CandleItem(low=379.85, high=382.1, open=381.25, close=379.9, color='RED') second_candle=CandleItem(low=378.0, high=380.7, open=379.9, close=380.4, color='GREEN') last_candle=CandleItem(low=379.3, high=381.4, open=380.4, close=381.35, color='GREEN') 2020-09-20 14:00:20 INFO: check need new order None 2020-09-20 14:00:20 INFO: init new order end 2020-09-20 14:00:20 INFO: 2020-09-20 14:00:20 INFO: 2020-09-20 14:00:20 INFO: 2020-09-20 14:00:20 INFO: 2020-09-20 14:02:00 INFO: 2020-09-20 14:02:00 INFO: 2020-09-20 14:02:00 INFO: 2020-09-20 14:02:00 INFO: 2020-09-20 14:02:00 INFO: clearing start 2020-09-20 14:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-20 14:02:01 INFO: skip by not found init order into storage 2020-09-20 14:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-20 14:02:01 INFO: skip by not found init order into storage 2020-09-20 14:02:01 INFO: clearing end 2020-09-20 14:02:01 INFO: 2020-09-20 14:02:01 INFO: 2020-09-20 14:02:01 INFO: 2020-09-20 14:02:01 INFO: 2020-09-20 15:00:20 INFO: 2020-09-20 15:00:20 INFO: 2020-09-20 15:00:20 INFO: 2020-09-20 15:00:20 INFO: 2020-09-20 15:00:20 INFO: init new order start 2020-09-20 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 381.35, 'high': 381.4, 'low': 379.5, 'close': 379.5, 'trades': 1692, 'volume': 906589, 'vwap': 380.32, 'lastSize': 590, 'turnover': 34478751575, 'homeNotional': 9940.0162736057, 'foreignNotional': 3780319.493130222}, {'timestamp': datetime.datetime(2020, 9, 20, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.4, 'high': 381.4, 'low': 379.3, 'close': 381.35, 'trades': 2302, 'volume': 1740306, 'vwap': 380.29, 'lastSize': 32, 'turnover': 66180638840, 'homeNotional': 19077.774619556447, 'foreignNotional': 7254937.086199772}, {'timestamp': datetime.datetime(2020, 9, 20, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 379.9, 'high': 380.7, 'low': 378.0, 'close': 380.4, 'trades': 4642, 'volume': 3541865, 'vwap': 379.03, 'lastSize': 53, 'turnover': 134244528315, 'homeNotional': 38770.96287758153, 'foreignNotional': 14695069.99668219}] 2020-09-20 15:00:20 INFO: prepare candles [CandleItem(low=379.5, high=381.4, open=381.35, close=379.5, color='RED'), CandleItem(low=379.3, high=381.4, open=380.4, close=381.35, color='GREEN'), CandleItem(low=378.0, high=380.7, open=379.9, close=380.4, color='GREEN')] 2020-09-20 15:00:20 INFO: last_candle=CandleItem(low=379.5, high=381.4, open=381.35, close=379.5, color='RED') 2020-09-20 15:00:20 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))) 2020-09-20 15:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=379.5, high=381.4, open=381.35, close=379.5, color='RED') 2020-09-20 15:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=379.3, high=381.4, open=380.4, close=381.35, color='GREEN') 2020-09-20 15:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=378.0, high=380.7, open=379.9, close=380.4, color='GREEN') 2020-09-20 15:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=379.5, high=381.4, open=381.35, close=379.5, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-20 15:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=379.5, high=381.4, open=381.35, close=379.5, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-20 15:00:20 INFO: place order: start candle=CandleItem(low=379.5, high=381.4, open=381.35, close=379.5, color='RED') ticker='ETHUSD' price_offset=0.1 2020-09-20 15:00:20 INFO: place order: side_factor=1 init_trigger_price=379.45 init_order_price=379.4 stop_price_offset=0.0 candle.size=1.8999999999999773 stop_price=381.4 take_price=368.0000000000001 2020-09-20 15:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('379.44999999999998863131622783839702606201171875') init_order_price=Decimal('379.3999999999999772626324556767940521240234375') stop_price_offset=0.0 candle.size=1.8999999999999773 stop_price=Decimal('381.3999999999999772626324556767940521240234375') take_price=Decimal('368.0000000000001136868377216160297393798828125') 2020-09-20 15:00:20 INFO: place order: compute qty=-974 2020-09-20 15:00:20 INFO: place order: save order to db 02625086152c43dd9da3c9e00f78f18d; response=True 2020-09-20 15:00:20 INFO: post order to exchange resp={'orderID': '3e39e60e-b2e3-bfb8-58e3-be3e095a2504', 'clOrdID': '02625086152c43dd9da3c9e00f78f18d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 974, 'price': 379.4, 'displayQty': None, 'stopPx': 379.45, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 20, 12, 0, 20, 631000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 12, 0, 20, 631000, tzinfo=tzutc())} 2020-09-20 15:00:20 INFO: place new init order {'qty': -974, 'init_price': Decimal('379.44999999999998863131622783839702606201171875'), 'stop_price': Decimal('381.3999999999999772626324556767940521240234375'), 'take_price': Decimal('368.0000000000001136868377216160297393798828125'), 'order_uid': '02625086152c43dd9da3c9e00f78f18d', 'response': {'orderID': '3e39e60e-b2e3-bfb8-58e3-be3e095a2504', 'clOrdID': '02625086152c43dd9da3c9e00f78f18d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 974, 'price': 379.4, 'displayQty': None, 'stopPx': 379.45, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 20, 12, 0, 20, 631000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 12, 0, 20, 631000, tzinfo=tzutc())}} 2020-09-20 15:00:20 INFO: init new order end 2020-09-20 15:00:20 INFO: 2020-09-20 15:00:20 INFO: 2020-09-20 15:00:20 INFO: 2020-09-20 15:00:20 INFO: 2020-09-20 15:00:20 INFO: process event {'orderID': '3e39e60e-b2e3-bfb8-58e3-be3e095a2504', 'clOrdID': '02625086152c43dd9da3c9e00f78f18d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 974, 'price': 379.4, 'displayQty': None, 'stopPx': 379.45, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-09-20T12:00:20.631Z', 'timestamp': '2020-09-20T12:00:20.631Z'} 2020-09-20 15:00:20 INFO: skip event 02625086152c43dd9da3c9e00f78f18d New 2020-09-20 15:00:20 INFO: process event {'orderID': '3e39e60e-b2e3-bfb8-58e3-be3e095a2504', 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 974, 'avgPx': 379.45, 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': '2020-09-20T12:00:20.633Z', 'timestamp': '2020-09-20T12:00:20.633Z', 'clOrdID': '02625086152c43dd9da3c9e00f78f18d', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-20 15:00:20 INFO: add new event={'uid': '02625086152c43dd9da3c9e00f78f18d', 'status': 'Filled'} 2020-09-20 15:00:21 INFO: 2020-09-20 15:00:21 INFO: 2020-09-20 15:00:21 INFO: 2020-09-20 15:00:21 INFO: 2020-09-20 15:00:21 INFO: process event start 2020-09-20 15:00:21 INFO: fetch new order event 02625086152c43dd9da3c9e00f78f18d 2020-09-20 15:00:21 INFO: fetch orders by event init={'stop': '381.3999999999999772626324556767940521240234375', 'take': '368.0000000000001136868377216160297393798828125', 'qty': '974', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-09-20 15:00:21 INFO: process init order filled 2020-09-20 15:00:21 INFO: save profit orders to storage stop=d9d8d62bd82a444d95466bc2063edfd5 take=fd46ed7c1bd7487494e0fb3db79eef6e 2020-09-20 15:00:21 INFO: place profit orders take_price=368.0000000000001136868377216160297393798828125, stop_price=381.3999999999999772626324556767940521240234375, qty=974, color=RED, ticker=ETHUSD d9d8d62bd82a444d95466bc2063edfd5 fd46ed7c1bd7487494e0fb3db79eef6e 2020-09-20 15:00:21 INFO: place stop order ETHUSD: qty=974, stop_price=381.3999999999999772626324556767940521240234375, stop_uid=d9d8d62bd82a444d95466bc2063edfd5 2020-09-20 15:00:21 INFO: process event {'orderID': '65af27f9-96a8-4459-0ce3-70690d6a4b71', 'clOrdID': 'd9d8d62bd82a444d95466bc2063edfd5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': None, 'displayQty': None, 'stopPx': 381.4, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-09-20T12:00:21.674Z', 'timestamp': '2020-09-20T12:00:21.674Z'} 2020-09-20 15:00:21 INFO: skip event d9d8d62bd82a444d95466bc2063edfd5 New 2020-09-20 15:00:21 INFO: exchange resp for stop order={'orderID': '65af27f9-96a8-4459-0ce3-70690d6a4b71', 'clOrdID': 'd9d8d62bd82a444d95466bc2063edfd5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': None, 'displayQty': None, 'stopPx': 381.4, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 12, 0, 21, 674000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 12, 0, 21, 674000, tzinfo=tzutc())} 2020-09-20 15:00:21 INFO: place limit order ETHUSD: qty=974, price=368.0000000000001136868377216160297393798828125, take_uid=fd46ed7c1bd7487494e0fb3db79eef6e 2020-09-20 15:00:21 INFO: process event {'orderID': '2484fdc6-8046-adfd-4b2c-34cccd6c6d90', 'clOrdID': 'fd46ed7c1bd7487494e0fb3db79eef6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': 368, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-09-20T12:00:21.709Z', 'timestamp': '2020-09-20T12:00:21.709Z'} 2020-09-20 15:00:21 INFO: skip event fd46ed7c1bd7487494e0fb3db79eef6e New 2020-09-20 15:00:21 INFO: exchange resp for take profit order={'orderID': '2484fdc6-8046-adfd-4b2c-34cccd6c6d90', 'clOrdID': 'fd46ed7c1bd7487494e0fb3db79eef6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': 368.0, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 12, 0, 21, 709000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 12, 0, 21, 709000, tzinfo=tzutc())} 2020-09-20 15:00:21 INFO: place profit orders={'stop': {'response': {'orderID': '65af27f9-96a8-4459-0ce3-70690d6a4b71', 'clOrdID': 'd9d8d62bd82a444d95466bc2063edfd5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': None, 'displayQty': None, 'stopPx': 381.4, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 12, 0, 21, 674000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 12, 0, 21, 674000, tzinfo=tzutc())}, 'qty': Decimal('974'), 'uid': 'd9d8d62bd82a444d95466bc2063edfd5', 'price': Decimal('381.3999999999999772626324556767940521240234375')}, 'take': {'response': {'orderID': '2484fdc6-8046-adfd-4b2c-34cccd6c6d90', 'clOrdID': 'fd46ed7c1bd7487494e0fb3db79eef6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': 368.0, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 12, 0, 21, 709000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 12, 0, 21, 709000, tzinfo=tzutc())}, 'qty': Decimal('974'), 'uid': 'fd46ed7c1bd7487494e0fb3db79eef6e', 'price': Decimal('368.0000000000001136868377216160297393798828125')}} 2020-09-20 15:00:21 INFO: rm init order from db 02625086152c43dd9da3c9e00f78f18d 2020-09-20 15:00:21 INFO: end process event_processing_result='proceed init order' 2020-09-20 15:00:21 INFO: 2020-09-20 15:00:21 INFO: 2020-09-20 15:00:21 INFO: 2020-09-20 15:00:21 INFO: 2020-09-20 15:02:00 INFO: 2020-09-20 15:02:00 INFO: 2020-09-20 15:02:00 INFO: 2020-09-20 15:02:00 INFO: 2020-09-20 15:02:00 INFO: clearing start 2020-09-20 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': None, 'displayQty': None, 'stopPx': 374.75, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 704000, tzinfo=tzutc())} 2020-09-20 15:02:00 INFO: skip by not found init order into storage 2020-09-20 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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': 309, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc())} 2020-09-20 15:02:00 INFO: skip by not found init order into storage 2020-09-20 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '65af27f9-96a8-4459-0ce3-70690d6a4b71', 'clOrdID': 'd9d8d62bd82a444d95466bc2063edfd5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': None, 'displayQty': None, 'stopPx': 381.4, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 12, 0, 21, 674000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 12, 0, 21, 674000, tzinfo=tzutc())} 2020-09-20 15:02:00 INFO: skip by not found init order into storage 2020-09-20 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2484fdc6-8046-adfd-4b2c-34cccd6c6d90', 'clOrdID': 'fd46ed7c1bd7487494e0fb3db79eef6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': 368.0, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 12, 0, 21, 709000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 12, 0, 21, 709000, tzinfo=tzutc())} 2020-09-20 15:02:00 INFO: skip by not found init order into storage 2020-09-20 15:02:00 INFO: clearing end 2020-09-20 15:02:00 INFO: 2020-09-20 15:02:00 INFO: 2020-09-20 15:02:00 INFO: 2020-09-20 15:02:00 INFO: 2020-09-20 15:18:13 INFO: process event {'orderID': '050324da-2289-7df3-7427-52a9ea31fc1b', 'price': 374.75, 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 309, 'avgPx': 374.75, 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'transactTime': '2020-09-20T12:18:13.173Z', 'timestamp': '2020-09-20T12:18:13.173Z', 'clOrdID': '4e6ac393d36d481ca6d2c22d0f8966c6', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-20 15:18:13 INFO: add new event={'uid': '4e6ac393d36d481ca6d2c22d0f8966c6', 'status': 'Filled'} 2020-09-20 15:18:14 INFO: 2020-09-20 15:18:14 INFO: 2020-09-20 15:18:14 INFO: 2020-09-20 15:18:14 INFO: 2020-09-20 15:18:14 INFO: process event start 2020-09-20 15:18:14 INFO: fetch new order event 4e6ac393d36d481ca6d2c22d0f8966c6 2020-09-20 15:18:14 INFO: fetch orders by event init=None profit_pair=07b41fe0c790491e96ea48f71300ad43 2020-09-20 15:18:14 INFO: process profit order filled 2020-09-20 15:18:15 INFO: process event {'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-09-20T12:18:15.250Z', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-20 15:18:15 INFO: cancel order=07b41fe0c790491e96ea48f71300ad43 [{'orderID': 'f769d60c-eec3-3b30-7a6b-71fff0278d70', 'clOrdID': '07b41fe0c790491e96ea48f71300ad43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 309, 'price': 411.45, '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, 9, 17, 11, 26, 34, 740000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 12, 18, 15, 250000, tzinfo=tzutc())}] 2020-09-20 15:18:15 INFO: skip event 07b41fe0c790491e96ea48f71300ad43 Canceled 2020-09-20 15:18:15 INFO: end process event_processing_result='proceed profit order' 2020-09-20 15:18:15 INFO: 2020-09-20 15:18:15 INFO: 2020-09-20 15:18:15 INFO: 2020-09-20 15:18:15 INFO: 2020-09-20 16:00:20 INFO: 2020-09-20 16:00:20 INFO: 2020-09-20 16:00:20 INFO: 2020-09-20 16:00:20 INFO: 2020-09-20 16:00:20 INFO: init new order start 2020-09-20 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 379.5, 'high': 379.8, 'low': 370.45, 'close': 372.3, 'trades': 9219, 'volume': 8708828, 'vwap': 373.79, 'lastSize': 240, 'turnover': 325525005630, 'homeNotional': 94715.59694363945, 'foreignNotional': 35403915.8508974}, {'timestamp': datetime.datetime(2020, 9, 20, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 381.35, 'high': 381.4, 'low': 379.5, 'close': 379.5, 'trades': 1692, 'volume': 906589, 'vwap': 380.32, 'lastSize': 590, 'turnover': 34478751575, 'homeNotional': 9940.0162736057, 'foreignNotional': 3780319.493130222}, {'timestamp': datetime.datetime(2020, 9, 20, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 380.4, 'high': 381.4, 'low': 379.3, 'close': 381.35, 'trades': 2302, 'volume': 1740306, 'vwap': 380.29, 'lastSize': 32, 'turnover': 66180638840, 'homeNotional': 19077.774619556447, 'foreignNotional': 7254937.086199772}] 2020-09-20 16:00:20 INFO: prepare candles [CandleItem(low=370.45, high=379.8, open=379.5, close=372.3, color='RED'), CandleItem(low=379.5, high=381.4, open=381.35, close=379.5, color='RED'), CandleItem(low=379.3, high=381.4, open=380.4, close=381.35, color='GREEN')] 2020-09-20 16:00:20 INFO: skip by colors first_candle=CandleItem(low=379.3, high=381.4, open=380.4, close=381.35, color='GREEN') second_candle=CandleItem(low=379.5, high=381.4, open=381.35, close=379.5, color='RED') last_candle=CandleItem(low=370.45, high=379.8, open=379.5, close=372.3, color='RED') 2020-09-20 16:00:20 INFO: check need new order None 2020-09-20 16:00:20 INFO: init new order end 2020-09-20 16:00:20 INFO: 2020-09-20 16:00:20 INFO: 2020-09-20 16:00:20 INFO: 2020-09-20 16:00:20 INFO: 2020-09-20 16:02:00 INFO: 2020-09-20 16:02:00 INFO: 2020-09-20 16:02:00 INFO: 2020-09-20 16:02:00 INFO: 2020-09-20 16:02:00 INFO: clearing start 2020-09-20 16:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '65af27f9-96a8-4459-0ce3-70690d6a4b71', 'clOrdID': 'd9d8d62bd82a444d95466bc2063edfd5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': None, 'displayQty': None, 'stopPx': 381.4, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 12, 0, 21, 674000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 12, 0, 21, 674000, tzinfo=tzutc())} 2020-09-20 16:02:01 INFO: skip by not found init order into storage 2020-09-20 16:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '2484fdc6-8046-adfd-4b2c-34cccd6c6d90', 'clOrdID': 'fd46ed7c1bd7487494e0fb3db79eef6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': 368.0, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 12, 0, 21, 709000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 12, 0, 21, 709000, tzinfo=tzutc())} 2020-09-20 16:02:01 INFO: skip by not found init order into storage 2020-09-20 16:02:01 INFO: clearing end 2020-09-20 16:02:01 INFO: 2020-09-20 16:02:01 INFO: 2020-09-20 16:02:01 INFO: 2020-09-20 16:02:01 INFO: 2020-09-20 17:00:20 INFO: 2020-09-20 17:00:20 INFO: 2020-09-20 17:00:20 INFO: 2020-09-20 17:00:20 INFO: 2020-09-20 17:00:20 INFO: init new order start 2020-09-20 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 372.3, 'high': 374.25, 'low': 370.55, 'close': 373.75, 'trades': 4252, 'volume': 3488227, 'vwap': 372.2, 'lastSize': 563, 'turnover': 129831096930, 'homeNotional': 37823.16716933714, 'foreignNotional': 14077736.519601075}, {'timestamp': datetime.datetime(2020, 9, 20, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 379.5, 'high': 379.8, 'low': 370.45, 'close': 372.3, 'trades': 9219, 'volume': 8708828, 'vwap': 373.79, 'lastSize': 240, 'turnover': 325525005630, 'homeNotional': 94715.59694363945, 'foreignNotional': 35403915.8508974}, {'timestamp': datetime.datetime(2020, 9, 20, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 381.35, 'high': 381.4, 'low': 379.5, 'close': 379.5, 'trades': 1692, 'volume': 906589, 'vwap': 380.32, 'lastSize': 590, 'turnover': 34478751575, 'homeNotional': 9940.0162736057, 'foreignNotional': 3780319.493130222}] 2020-09-20 17:00:20 INFO: prepare candles [CandleItem(low=370.55, high=374.25, open=372.3, close=373.75, color='GREEN'), CandleItem(low=370.45, high=379.8, open=379.5, close=372.3, color='RED'), CandleItem(low=379.5, high=381.4, open=381.35, close=379.5, color='RED')] 2020-09-20 17:00:20 INFO: last_candle=CandleItem(low=370.55, high=374.25, open=372.3, close=373.75, color='GREEN') 2020-09-20 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))) 2020-09-20 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=370.55, high=374.25, open=372.3, close=373.75, color='GREEN') 2020-09-20 17:00:20 INFO: skip by CandleItem(low=370.55, high=374.25, open=372.3, close=373.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-20 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))) 2020-09-20 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=370.55, high=374.25, open=372.3, close=373.75, color='GREEN') 2020-09-20 17:00:20 INFO: skip by CandleItem(low=370.55, high=374.25, open=372.3, close=373.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-20 17:00:20 INFO: not found applicable config for candle 2020-09-20 17:00:20 INFO: check need new order None 2020-09-20 17:00:20 INFO: init new order end 2020-09-20 17:00:20 INFO: 2020-09-20 17:00:20 INFO: 2020-09-20 17:00:20 INFO: 2020-09-20 17:00:20 INFO: 2020-09-20 17:02:00 INFO: 2020-09-20 17:02:00 INFO: 2020-09-20 17:02:00 INFO: 2020-09-20 17:02:00 INFO: 2020-09-20 17:02:00 INFO: clearing start 2020-09-20 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '65af27f9-96a8-4459-0ce3-70690d6a4b71', 'clOrdID': 'd9d8d62bd82a444d95466bc2063edfd5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': None, 'displayQty': None, 'stopPx': 381.4, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 12, 0, 21, 674000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 12, 0, 21, 674000, tzinfo=tzutc())} 2020-09-20 17:02:00 INFO: skip by not found init order into storage 2020-09-20 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2484fdc6-8046-adfd-4b2c-34cccd6c6d90', 'clOrdID': 'fd46ed7c1bd7487494e0fb3db79eef6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': 368.0, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 12, 0, 21, 709000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 12, 0, 21, 709000, tzinfo=tzutc())} 2020-09-20 17:02:00 INFO: skip by not found init order into storage 2020-09-20 17:02:00 INFO: clearing end 2020-09-20 17:02:00 INFO: 2020-09-20 17:02:00 INFO: 2020-09-20 17:02:00 INFO: 2020-09-20 17:02:00 INFO: 2020-09-20 18:00:20 INFO: 2020-09-20 18:00:20 INFO: 2020-09-20 18:00:20 INFO: 2020-09-20 18:00:20 INFO: 2020-09-20 18:00:20 INFO: init new order start 2020-09-20 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 373.75, 'high': 373.8, 'low': 372.3, 'close': 372.45, 'trades': 2187, 'volume': 1279085, 'vwap': 372.92, 'lastSize': 376, 'turnover': 47698782505, 'homeNotional': 13874.294046582208, 'foreignNotional': 5173911.618132676}, {'timestamp': datetime.datetime(2020, 9, 20, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 372.3, 'high': 374.25, 'low': 370.55, 'close': 373.75, 'trades': 4252, 'volume': 3488227, 'vwap': 372.2, 'lastSize': 563, 'turnover': 129831096930, 'homeNotional': 37823.16716933714, 'foreignNotional': 14077736.519601075}, {'timestamp': datetime.datetime(2020, 9, 20, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 379.5, 'high': 379.8, 'low': 370.45, 'close': 372.3, 'trades': 9219, 'volume': 8708828, 'vwap': 373.79, 'lastSize': 240, 'turnover': 325525005630, 'homeNotional': 94715.59694363945, 'foreignNotional': 35403915.8508974}] 2020-09-20 18:00:20 INFO: prepare candles [CandleItem(low=372.3, high=373.8, open=373.75, close=372.45, color='RED'), CandleItem(low=370.55, high=374.25, open=372.3, close=373.75, color='GREEN'), CandleItem(low=370.45, high=379.8, open=379.5, close=372.3, color='RED')] 2020-09-20 18:00:20 INFO: skip by colors first_candle=CandleItem(low=370.45, high=379.8, open=379.5, close=372.3, color='RED') second_candle=CandleItem(low=370.55, high=374.25, open=372.3, close=373.75, color='GREEN') last_candle=CandleItem(low=372.3, high=373.8, open=373.75, close=372.45, color='RED') 2020-09-20 18:00:20 INFO: check need new order None 2020-09-20 18:00:20 INFO: init new order end 2020-09-20 18:00:20 INFO: 2020-09-20 18:00:20 INFO: 2020-09-20 18:00:20 INFO: 2020-09-20 18:00:20 INFO: 2020-09-20 18:02:00 INFO: 2020-09-20 18:02:00 INFO: 2020-09-20 18:02:00 INFO: 2020-09-20 18:02:00 INFO: 2020-09-20 18:02:00 INFO: clearing start 2020-09-20 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '65af27f9-96a8-4459-0ce3-70690d6a4b71', 'clOrdID': 'd9d8d62bd82a444d95466bc2063edfd5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': None, 'displayQty': None, 'stopPx': 381.4, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 12, 0, 21, 674000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 12, 0, 21, 674000, tzinfo=tzutc())} 2020-09-20 18:02:00 INFO: skip by not found init order into storage 2020-09-20 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2484fdc6-8046-adfd-4b2c-34cccd6c6d90', 'clOrdID': 'fd46ed7c1bd7487494e0fb3db79eef6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': 368.0, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 12, 0, 21, 709000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 12, 0, 21, 709000, tzinfo=tzutc())} 2020-09-20 18:02:00 INFO: skip by not found init order into storage 2020-09-20 18:02:00 INFO: clearing end 2020-09-20 18:02:00 INFO: 2020-09-20 18:02:00 INFO: 2020-09-20 18:02:00 INFO: 2020-09-20 18:02:00 INFO: 2020-09-20 19:00:20 INFO: 2020-09-20 19:00:20 INFO: 2020-09-20 19:00:20 INFO: 2020-09-20 19:00:20 INFO: 2020-09-20 19:00:20 INFO: init new order start 2020-09-20 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 372.45, 'high': 373.1, 'low': 371.05, 'close': 371.05, 'trades': 2916, 'volume': 1335129, 'vwap': 372.28, 'lastSize': 736, 'turnover': 49703302050, 'homeNotional': 14488.16245141291, 'foreignNotional': 5393563.891754669}, {'timestamp': datetime.datetime(2020, 9, 20, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 373.75, 'high': 373.8, 'low': 372.3, 'close': 372.45, 'trades': 2187, 'volume': 1279085, 'vwap': 372.92, 'lastSize': 376, 'turnover': 47698782505, 'homeNotional': 13874.294046582208, 'foreignNotional': 5173911.618132676}, {'timestamp': datetime.datetime(2020, 9, 20, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 372.3, 'high': 374.25, 'low': 370.55, 'close': 373.75, 'trades': 4252, 'volume': 3488227, 'vwap': 372.2, 'lastSize': 563, 'turnover': 129831096930, 'homeNotional': 37823.16716933714, 'foreignNotional': 14077736.519601075}] 2020-09-20 19:00:20 INFO: prepare candles [CandleItem(low=371.05, high=373.1, open=372.45, close=371.05, color='RED'), CandleItem(low=372.3, high=373.8, open=373.75, close=372.45, color='RED'), CandleItem(low=370.55, high=374.25, open=372.3, close=373.75, color='GREEN')] 2020-09-20 19:00:20 INFO: skip by colors first_candle=CandleItem(low=370.55, high=374.25, open=372.3, close=373.75, color='GREEN') second_candle=CandleItem(low=372.3, high=373.8, open=373.75, close=372.45, color='RED') last_candle=CandleItem(low=371.05, high=373.1, open=372.45, close=371.05, color='RED') 2020-09-20 19:00:20 INFO: check need new order None 2020-09-20 19:00:20 INFO: init new order end 2020-09-20 19:00:20 INFO: 2020-09-20 19:00:20 INFO: 2020-09-20 19:00:20 INFO: 2020-09-20 19:00:20 INFO: 2020-09-20 19:02:00 INFO: 2020-09-20 19:02:00 INFO: 2020-09-20 19:02:00 INFO: 2020-09-20 19:02:00 INFO: 2020-09-20 19:02:00 INFO: clearing start 2020-09-20 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '65af27f9-96a8-4459-0ce3-70690d6a4b71', 'clOrdID': 'd9d8d62bd82a444d95466bc2063edfd5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': None, 'displayQty': None, 'stopPx': 381.4, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 12, 0, 21, 674000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 12, 0, 21, 674000, tzinfo=tzutc())} 2020-09-20 19:02:00 INFO: skip by not found init order into storage 2020-09-20 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2484fdc6-8046-adfd-4b2c-34cccd6c6d90', 'clOrdID': 'fd46ed7c1bd7487494e0fb3db79eef6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': 368.0, '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': 974, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 20, 12, 0, 21, 709000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 12, 0, 21, 709000, tzinfo=tzutc())} 2020-09-20 19:02:00 INFO: skip by not found init order into storage 2020-09-20 19:02:00 INFO: clearing end 2020-09-20 19:02:00 INFO: 2020-09-20 19:02:00 INFO: 2020-09-20 19:02:00 INFO: 2020-09-20 19:02:00 INFO: 2020-09-20 19:03:45 INFO: process event {'orderID': '2484fdc6-8046-adfd-4b2c-34cccd6c6d90', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 974, 'avgPx': 368, 'timestamp': '2020-09-20T16:03:45.648Z', 'clOrdID': 'fd46ed7c1bd7487494e0fb3db79eef6e', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-20 19:03:45 INFO: add new event={'uid': 'fd46ed7c1bd7487494e0fb3db79eef6e', 'status': 'Filled'} 2020-09-20 19:03:45 INFO: 2020-09-20 19:03:45 INFO: 2020-09-20 19:03:45 INFO: 2020-09-20 19:03:45 INFO: 2020-09-20 19:03:45 INFO: process event start 2020-09-20 19:03:45 INFO: fetch new order event fd46ed7c1bd7487494e0fb3db79eef6e 2020-09-20 19:03:45 INFO: fetch orders by event init=None profit_pair=d9d8d62bd82a444d95466bc2063edfd5 2020-09-20 19:03:45 INFO: process profit order filled 2020-09-20 19:03:46 INFO: cancel order=d9d8d62bd82a444d95466bc2063edfd5 [{'orderID': '65af27f9-96a8-4459-0ce3-70690d6a4b71', 'clOrdID': 'd9d8d62bd82a444d95466bc2063edfd5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 974, 'price': None, 'displayQty': None, 'stopPx': 381.4, '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, 9, 20, 12, 0, 21, 674000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 20, 16, 3, 46, 791000, tzinfo=tzutc())}] 2020-09-20 19:03:46 INFO: process event {'orderID': '65af27f9-96a8-4459-0ce3-70690d6a4b71', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-09-20T16:03:46.791Z', 'clOrdID': 'd9d8d62bd82a444d95466bc2063edfd5', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-20 19:03:46 INFO: skip event d9d8d62bd82a444d95466bc2063edfd5 Canceled 2020-09-20 19:03:46 INFO: end process event_processing_result='proceed profit order' 2020-09-20 19:03:46 INFO: 2020-09-20 19:03:46 INFO: 2020-09-20 19:03:46 INFO: 2020-09-20 19:03:46 INFO: 2020-09-20 20:00:20 INFO: 2020-09-20 20:00:20 INFO: 2020-09-20 20:00:20 INFO: 2020-09-20 20:00:20 INFO: 2020-09-20 20:00:20 INFO: init new order start 2020-09-20 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 371.05, 'high': 371.4, 'low': 365.05, 'close': 370.85, 'trades': 9123, 'volume': 6804293, 'vwap': 368.3, 'lastSize': 1, 'turnover': 250601446815, 'homeNotional': 73673.21856955212, 'foreignNotional': 27133914.09672246}, {'timestamp': datetime.datetime(2020, 9, 20, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 372.45, 'high': 373.1, 'low': 371.05, 'close': 371.05, 'trades': 2916, 'volume': 1335129, 'vwap': 372.28, 'lastSize': 736, 'turnover': 49703302050, 'homeNotional': 14488.16245141291, 'foreignNotional': 5393563.891754669}, {'timestamp': datetime.datetime(2020, 9, 20, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 373.75, 'high': 373.8, 'low': 372.3, 'close': 372.45, 'trades': 2187, 'volume': 1279085, 'vwap': 372.92, 'lastSize': 376, 'turnover': 47698782505, 'homeNotional': 13874.294046582208, 'foreignNotional': 5173911.618132676}] 2020-09-20 20:00:20 INFO: prepare candles [CandleItem(low=365.05, high=371.4, open=371.05, close=370.85, color='RED'), CandleItem(low=371.05, high=373.1, open=372.45, close=371.05, color='RED'), CandleItem(low=372.3, high=373.8, open=373.75, close=372.45, color='RED')] 2020-09-20 20:00:20 INFO: skip by colors first_candle=CandleItem(low=372.3, high=373.8, open=373.75, close=372.45, color='RED') second_candle=CandleItem(low=371.05, high=373.1, open=372.45, close=371.05, color='RED') last_candle=CandleItem(low=365.05, high=371.4, open=371.05, close=370.85, color='RED') 2020-09-20 20:00:20 INFO: check need new order None 2020-09-20 20:00:20 INFO: init new order end 2020-09-20 20:00:20 INFO: 2020-09-20 20:00:20 INFO: 2020-09-20 20:00:20 INFO: 2020-09-20 20:00:20 INFO: 2020-09-20 20:02:00 INFO: 2020-09-20 20:02:00 INFO: 2020-09-20 20:02:00 INFO: 2020-09-20 20:02:00 INFO: 2020-09-20 20:02:00 INFO: clearing start 2020-09-20 20:02:00 INFO: clearing end 2020-09-20 20:02:00 INFO: 2020-09-20 20:02:00 INFO: 2020-09-20 20:02:00 INFO: 2020-09-20 20:02:00 INFO: 2020-09-20 21:00:20 INFO: 2020-09-20 21:00:20 INFO: 2020-09-20 21:00:20 INFO: 2020-09-20 21:00:20 INFO: 2020-09-20 21:00:20 INFO: init new order start 2020-09-20 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 370.85, 'high': 373.6, 'low': 370.1, 'close': 373.05, 'trades': 4328, 'volume': 2437078, 'vwap': 372.04, 'lastSize': 10, 'turnover': 90667810040, 'homeNotional': 26496.513377841726, 'foreignNotional': 9857640.757953886}, {'timestamp': datetime.datetime(2020, 9, 20, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 371.05, 'high': 371.4, 'low': 365.05, 'close': 370.85, 'trades': 9123, 'volume': 6804293, 'vwap': 368.3, 'lastSize': 1, 'turnover': 250601446815, 'homeNotional': 73673.21856955212, 'foreignNotional': 27133914.09672246}, {'timestamp': datetime.datetime(2020, 9, 20, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 372.45, 'high': 373.1, 'low': 371.05, 'close': 371.05, 'trades': 2916, 'volume': 1335129, 'vwap': 372.28, 'lastSize': 736, 'turnover': 49703302050, 'homeNotional': 14488.16245141291, 'foreignNotional': 5393563.891754669}] 2020-09-20 21:00:20 INFO: prepare candles [CandleItem(low=370.1, high=373.6, open=370.85, close=373.05, color='GREEN'), CandleItem(low=365.05, high=371.4, open=371.05, close=370.85, color='RED'), CandleItem(low=371.05, high=373.1, open=372.45, close=371.05, color='RED')] 2020-09-20 21:00:20 INFO: last_candle=CandleItem(low=370.1, high=373.6, open=370.85, close=373.05, color='GREEN') 2020-09-20 21:00:20 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))) 2020-09-20 21:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=370.1, high=373.6, open=370.85, close=373.05, color='GREEN') 2020-09-20 21:00:20 INFO: skip by CandleItem(low=370.1, high=373.6, open=370.85, close=373.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-20 21:00:20 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))) 2020-09-20 21:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=370.1, high=373.6, open=370.85, close=373.05, color='GREEN') 2020-09-20 21:00:20 INFO: skip by CandleItem(low=370.1, high=373.6, open=370.85, close=373.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-20 21:00:20 INFO: not found applicable config for candle 2020-09-20 21:00:20 INFO: check need new order None 2020-09-20 21:00:20 INFO: init new order end 2020-09-20 21:00:20 INFO: 2020-09-20 21:00:20 INFO: 2020-09-20 21:00:20 INFO: 2020-09-20 21:00:20 INFO: 2020-09-20 21:02:00 INFO: 2020-09-20 21:02:00 INFO: 2020-09-20 21:02:00 INFO: 2020-09-20 21:02:00 INFO: 2020-09-20 21:02:00 INFO: clearing start 2020-09-20 21:02:00 INFO: clearing end 2020-09-20 21:02:00 INFO: 2020-09-20 21:02:00 INFO: 2020-09-20 21:02:00 INFO: 2020-09-20 21:02:00 INFO: 2020-09-20 22:00:20 INFO: 2020-09-20 22:00:20 INFO: 2020-09-20 22:00:20 INFO: 2020-09-20 22:00:20 INFO: 2020-09-20 22:00:20 INFO: init new order start 2020-09-20 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 373.05, 'high': 373.45, 'low': 370.75, 'close': 372.35, 'trades': 2652, 'volume': 1285274, 'vwap': 372.02, 'lastSize': 11, 'turnover': 47814512655, 'homeNotional': 13994.075710799232, 'foreignNotional': 5206055.045422279}, {'timestamp': datetime.datetime(2020, 9, 20, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 370.85, 'high': 373.6, 'low': 370.1, 'close': 373.05, 'trades': 4328, 'volume': 2437078, 'vwap': 372.04, 'lastSize': 10, 'turnover': 90667810040, 'homeNotional': 26496.513377841726, 'foreignNotional': 9857640.757953886}, {'timestamp': datetime.datetime(2020, 9, 20, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 371.05, 'high': 371.4, 'low': 365.05, 'close': 370.85, 'trades': 9123, 'volume': 6804293, 'vwap': 368.3, 'lastSize': 1, 'turnover': 250601446815, 'homeNotional': 73673.21856955212, 'foreignNotional': 27133914.09672246}] 2020-09-20 22:00:20 INFO: prepare candles [CandleItem(low=370.75, high=373.45, open=373.05, close=372.35, color='RED'), CandleItem(low=370.1, high=373.6, open=370.85, close=373.05, color='GREEN'), CandleItem(low=365.05, high=371.4, open=371.05, close=370.85, color='RED')] 2020-09-20 22:00:20 INFO: skip by colors first_candle=CandleItem(low=365.05, high=371.4, open=371.05, close=370.85, color='RED') second_candle=CandleItem(low=370.1, high=373.6, open=370.85, close=373.05, color='GREEN') last_candle=CandleItem(low=370.75, high=373.45, open=373.05, close=372.35, color='RED') 2020-09-20 22:00:20 INFO: check need new order None 2020-09-20 22:00:20 INFO: init new order end 2020-09-20 22:00:20 INFO: 2020-09-20 22:00:20 INFO: 2020-09-20 22:00:20 INFO: 2020-09-20 22:00:20 INFO: 2020-09-20 22:02:00 INFO: 2020-09-20 22:02:00 INFO: 2020-09-20 22:02:00 INFO: 2020-09-20 22:02:00 INFO: 2020-09-20 22:02:00 INFO: clearing start 2020-09-20 22:02:00 INFO: clearing end 2020-09-20 22:02:00 INFO: 2020-09-20 22:02:00 INFO: 2020-09-20 22:02:00 INFO: 2020-09-20 22:02:00 INFO: 2020-09-20 23:00:20 INFO: 2020-09-20 23:00:20 INFO: 2020-09-20 23:00:20 INFO: 2020-09-20 23:00:20 INFO: 2020-09-20 23:00:20 INFO: init new order start 2020-09-20 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 372.35, 'high': 373.1, 'low': 370.8, 'close': 371.15, 'trades': 2200, 'volume': 927432, 'vwap': 371.91, 'lastSize': 12, 'turnover': 34491707700, 'homeNotional': 10094.296807403467, 'foreignNotional': 3754132.3976403167}, {'timestamp': datetime.datetime(2020, 9, 20, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 373.05, 'high': 373.45, 'low': 370.75, 'close': 372.35, 'trades': 2652, 'volume': 1285274, 'vwap': 372.02, 'lastSize': 11, 'turnover': 47814512655, 'homeNotional': 13994.075710799232, 'foreignNotional': 5206055.045422279}, {'timestamp': datetime.datetime(2020, 9, 20, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 370.85, 'high': 373.6, 'low': 370.1, 'close': 373.05, 'trades': 4328, 'volume': 2437078, 'vwap': 372.04, 'lastSize': 10, 'turnover': 90667810040, 'homeNotional': 26496.513377841726, 'foreignNotional': 9857640.757953886}] 2020-09-20 23:00:20 INFO: prepare candles [CandleItem(low=370.8, high=373.1, open=372.35, close=371.15, color='RED'), CandleItem(low=370.75, high=373.45, open=373.05, close=372.35, color='RED'), CandleItem(low=370.1, high=373.6, open=370.85, close=373.05, color='GREEN')] 2020-09-20 23:00:20 INFO: skip by colors first_candle=CandleItem(low=370.1, high=373.6, open=370.85, close=373.05, color='GREEN') second_candle=CandleItem(low=370.75, high=373.45, open=373.05, close=372.35, color='RED') last_candle=CandleItem(low=370.8, high=373.1, open=372.35, close=371.15, color='RED') 2020-09-20 23:00:20 INFO: check need new order None 2020-09-20 23:00:20 INFO: init new order end 2020-09-20 23:00:20 INFO: 2020-09-20 23:00:20 INFO: 2020-09-20 23:00:20 INFO: 2020-09-20 23:00:20 INFO: 2020-09-20 23:02:00 INFO: 2020-09-20 23:02:00 INFO: 2020-09-20 23:02:00 INFO: 2020-09-20 23:02:00 INFO: 2020-09-20 23:02:00 INFO: clearing start 2020-09-20 23:02:00 INFO: clearing end 2020-09-20 23:02:00 INFO: 2020-09-20 23:02:00 INFO: 2020-09-20 23:02:00 INFO: 2020-09-20 23:02:00 INFO: 2020-09-21 00:00:20 INFO: 2020-09-21 00:00:20 INFO: 2020-09-21 00:00:20 INFO: 2020-09-21 00:00:20 INFO: 2020-09-21 00:00:20 INFO: init new order start 2020-09-21 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 371.15, 'high': 371.5, 'low': 368.05, 'close': 369.45, 'trades': 3421, 'volume': 2075905, 'vwap': 369.62, 'lastSize': 152, 'turnover': 76727918390, 'homeNotional': 22544.13242941151, 'foreignNotional': 8332589.29350566}, {'timestamp': datetime.datetime(2020, 9, 20, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 372.35, 'high': 373.1, 'low': 370.8, 'close': 371.15, 'trades': 2200, 'volume': 927432, 'vwap': 371.91, 'lastSize': 12, 'turnover': 34491707700, 'homeNotional': 10094.296807403467, 'foreignNotional': 3754132.3976403167}, {'timestamp': datetime.datetime(2020, 9, 20, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 373.05, 'high': 373.45, 'low': 370.75, 'close': 372.35, 'trades': 2652, 'volume': 1285274, 'vwap': 372.02, 'lastSize': 11, 'turnover': 47814512655, 'homeNotional': 13994.075710799232, 'foreignNotional': 5206055.045422279}] 2020-09-21 00:00:20 INFO: prepare candles [CandleItem(low=368.05, high=371.5, open=371.15, close=369.45, color='RED'), CandleItem(low=370.8, high=373.1, open=372.35, close=371.15, color='RED'), CandleItem(low=370.75, high=373.45, open=373.05, close=372.35, color='RED')] 2020-09-21 00:00:20 INFO: skip by colors first_candle=CandleItem(low=370.75, high=373.45, open=373.05, close=372.35, color='RED') second_candle=CandleItem(low=370.8, high=373.1, open=372.35, close=371.15, color='RED') last_candle=CandleItem(low=368.05, high=371.5, open=371.15, close=369.45, color='RED') 2020-09-21 00:00:20 INFO: check need new order None 2020-09-21 00:00:20 INFO: init new order end 2020-09-21 00:00:20 INFO: 2020-09-21 00:00:20 INFO: 2020-09-21 00:00:20 INFO: 2020-09-21 00:00:20 INFO: 2020-09-21 00:02:00 INFO: 2020-09-21 00:02:00 INFO: 2020-09-21 00:02:00 INFO: 2020-09-21 00:02:00 INFO: 2020-09-21 00:02:00 INFO: clearing start 2020-09-21 00:02:00 INFO: clearing end 2020-09-21 00:02:00 INFO: 2020-09-21 00:02:00 INFO: 2020-09-21 00:02:00 INFO: 2020-09-21 00:02:00 INFO: 2020-09-21 01:00:20 INFO: 2020-09-21 01:00:20 INFO: 2020-09-21 01:00:20 INFO: 2020-09-21 01:00:20 INFO: 2020-09-21 01:00:20 INFO: init new order start 2020-09-21 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 369.45, 'high': 370.95, 'low': 366.3, 'close': 369.85, 'trades': 3574, 'volume': 2558271, 'vwap': 368.49, 'lastSize': 300, 'turnover': 94268842370, 'homeNotional': 27776.777794735513, 'foreignNotional': 10235443.461199984}, {'timestamp': datetime.datetime(2020, 9, 20, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 371.15, 'high': 371.5, 'low': 368.05, 'close': 369.45, 'trades': 3421, 'volume': 2075905, 'vwap': 369.62, 'lastSize': 152, 'turnover': 76727918390, 'homeNotional': 22544.13242941151, 'foreignNotional': 8332589.29350566}, {'timestamp': datetime.datetime(2020, 9, 20, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 372.35, 'high': 373.1, 'low': 370.8, 'close': 371.15, 'trades': 2200, 'volume': 927432, 'vwap': 371.91, 'lastSize': 12, 'turnover': 34491707700, 'homeNotional': 10094.296807403467, 'foreignNotional': 3754132.3976403167}] 2020-09-21 01:00:20 INFO: prepare candles [CandleItem(low=366.3, high=370.95, open=369.45, close=369.85, color='GREEN'), CandleItem(low=368.05, high=371.5, open=371.15, close=369.45, color='RED'), CandleItem(low=370.8, high=373.1, open=372.35, close=371.15, color='RED')] 2020-09-21 01:00:20 INFO: last_candle=CandleItem(low=366.3, high=370.95, open=369.45, close=369.85, color='GREEN') 2020-09-21 01:00:20 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))) 2020-09-21 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=366.3, high=370.95, open=369.45, close=369.85, color='GREEN') 2020-09-21 01:00:20 INFO: skip by CandleItem(low=366.3, high=370.95, open=369.45, close=369.85, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-21 01:00:20 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))) 2020-09-21 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=366.3, high=370.95, open=369.45, close=369.85, color='GREEN') 2020-09-21 01:00:20 INFO: skip by CandleItem(low=366.3, high=370.95, open=369.45, close=369.85, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-21 01:00:20 INFO: not found applicable config for candle 2020-09-21 01:00:20 INFO: check need new order None 2020-09-21 01:00:20 INFO: init new order end 2020-09-21 01:00:20 INFO: 2020-09-21 01:00:20 INFO: 2020-09-21 01:00:20 INFO: 2020-09-21 01:00:20 INFO: 2020-09-21 01:02:00 INFO: 2020-09-21 01:02:00 INFO: 2020-09-21 01:02:00 INFO: 2020-09-21 01:02:00 INFO: 2020-09-21 01:02:00 INFO: clearing start 2020-09-21 01:02:00 INFO: clearing end 2020-09-21 01:02:00 INFO: 2020-09-21 01:02:00 INFO: 2020-09-21 01:02:00 INFO: 2020-09-21 01:02:00 INFO: 2020-09-21 02:00:20 INFO: 2020-09-21 02:00:20 INFO: 2020-09-21 02:00:20 INFO: 2020-09-21 02:00:20 INFO: 2020-09-21 02:00:20 INFO: init new order start 2020-09-21 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 20, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 369.85, 'high': 370.95, 'low': 366.0, 'close': 369.05, 'trades': 4551, 'volume': 2872233, 'vwap': 367.92, 'lastSize': 12, 'turnover': 105674378150, 'homeNotional': 31172.61037362269, 'foreignNotional': 11468979.98824362}, {'timestamp': datetime.datetime(2020, 9, 20, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 369.45, 'high': 370.95, 'low': 366.3, 'close': 369.85, 'trades': 3574, 'volume': 2558271, 'vwap': 368.49, 'lastSize': 300, 'turnover': 94268842370, 'homeNotional': 27776.777794735513, 'foreignNotional': 10235443.461199984}, {'timestamp': datetime.datetime(2020, 9, 20, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 371.15, 'high': 371.5, 'low': 368.05, 'close': 369.45, 'trades': 3421, 'volume': 2075905, 'vwap': 369.62, 'lastSize': 152, 'turnover': 76727918390, 'homeNotional': 22544.13242941151, 'foreignNotional': 8332589.29350566}] 2020-09-21 02:00:20 INFO: prepare candles [CandleItem(low=366.0, high=370.95, open=369.85, close=369.05, color='RED'), CandleItem(low=366.3, high=370.95, open=369.45, close=369.85, color='GREEN'), CandleItem(low=368.05, high=371.5, open=371.15, close=369.45, color='RED')] 2020-09-21 02:00:20 INFO: skip by colors first_candle=CandleItem(low=368.05, high=371.5, open=371.15, close=369.45, color='RED') second_candle=CandleItem(low=366.3, high=370.95, open=369.45, close=369.85, color='GREEN') last_candle=CandleItem(low=366.0, high=370.95, open=369.85, close=369.05, color='RED') 2020-09-21 02:00:20 INFO: check need new order None 2020-09-21 02:00:20 INFO: init new order end 2020-09-21 02:00:20 INFO: 2020-09-21 02:00:20 INFO: 2020-09-21 02:00:20 INFO: 2020-09-21 02:00:20 INFO: 2020-09-21 02:02:00 INFO: 2020-09-21 02:02:00 INFO: 2020-09-21 02:02:00 INFO: 2020-09-21 02:02:00 INFO: 2020-09-21 02:02:00 INFO: clearing start 2020-09-21 02:02:00 INFO: clearing end 2020-09-21 02:02:00 INFO: 2020-09-21 02:02:00 INFO: 2020-09-21 02:02:00 INFO: 2020-09-21 02:02:00 INFO: 2020-09-21 03:00:20 INFO: 2020-09-21 03:00:20 INFO: 2020-09-21 03:00:20 INFO: 2020-09-21 03:00:20 INFO: 2020-09-21 03:00:20 INFO: init new order start 2020-09-21 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 369.05, 'high': 372.3, 'low': 369.1, 'close': 371.05, 'trades': 4093, 'volume': 3040655, 'vwap': 371.21, 'lastSize': 11, 'turnover': 112869908625, 'homeNotional': 33191.43249044644, 'foreignNotional': 12320772.04286421}, {'timestamp': datetime.datetime(2020, 9, 20, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 369.85, 'high': 370.95, 'low': 366.0, 'close': 369.05, 'trades': 4551, 'volume': 2872233, 'vwap': 367.92, 'lastSize': 12, 'turnover': 105674378150, 'homeNotional': 31172.61037362269, 'foreignNotional': 11468979.98824362}, {'timestamp': datetime.datetime(2020, 9, 20, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 369.45, 'high': 370.95, 'low': 366.3, 'close': 369.85, 'trades': 3574, 'volume': 2558271, 'vwap': 368.49, 'lastSize': 300, 'turnover': 94268842370, 'homeNotional': 27776.777794735513, 'foreignNotional': 10235443.461199984}] 2020-09-21 03:00:20 INFO: prepare candles [CandleItem(low=369.1, high=372.3, open=369.05, close=371.05, color='GREEN'), CandleItem(low=366.0, high=370.95, open=369.85, close=369.05, color='RED'), CandleItem(low=366.3, high=370.95, open=369.45, close=369.85, color='GREEN')] 2020-09-21 03:00:20 INFO: skip by colors first_candle=CandleItem(low=366.3, high=370.95, open=369.45, close=369.85, color='GREEN') second_candle=CandleItem(low=366.0, high=370.95, open=369.85, close=369.05, color='RED') last_candle=CandleItem(low=369.1, high=372.3, open=369.05, close=371.05, color='GREEN') 2020-09-21 03:00:20 INFO: check need new order None 2020-09-21 03:00:20 INFO: init new order end 2020-09-21 03:00:20 INFO: 2020-09-21 03:00:20 INFO: 2020-09-21 03:00:20 INFO: 2020-09-21 03:00:20 INFO: 2020-09-21 03:02:00 INFO: 2020-09-21 03:02:00 INFO: 2020-09-21 03:02:00 INFO: 2020-09-21 03:02:00 INFO: 2020-09-21 03:02:00 INFO: clearing start 2020-09-21 03:02:00 INFO: clearing end 2020-09-21 03:02:00 INFO: 2020-09-21 03:02:00 INFO: 2020-09-21 03:02:00 INFO: 2020-09-21 03:02:00 INFO: 2020-09-21 04:00:20 INFO: 2020-09-21 04:00:20 INFO: 2020-09-21 04:00:20 INFO: 2020-09-21 04:00:20 INFO: 2020-09-21 04:00:20 INFO: init new order start 2020-09-21 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 371.05, 'high': 377.2, 'low': 368.8, 'close': 374.9, 'trades': 5937, 'volume': 3813737, 'vwap': 373.28, 'lastSize': 3333, 'turnover': 142356773520, 'homeNotional': 41730.895548363544, 'foreignNotional': 15577204.442787057}, {'timestamp': datetime.datetime(2020, 9, 21, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 369.05, 'high': 372.3, 'low': 369.1, 'close': 371.05, 'trades': 4093, 'volume': 3040655, 'vwap': 371.21, 'lastSize': 11, 'turnover': 112869908625, 'homeNotional': 33191.43249044644, 'foreignNotional': 12320772.04286421}, {'timestamp': datetime.datetime(2020, 9, 20, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 369.85, 'high': 370.95, 'low': 366.0, 'close': 369.05, 'trades': 4551, 'volume': 2872233, 'vwap': 367.92, 'lastSize': 12, 'turnover': 105674378150, 'homeNotional': 31172.61037362269, 'foreignNotional': 11468979.98824362}] 2020-09-21 04:00:20 INFO: prepare candles [CandleItem(low=368.8, high=377.2, open=371.05, close=374.9, color='GREEN'), CandleItem(low=369.1, high=372.3, open=369.05, close=371.05, color='GREEN'), CandleItem(low=366.0, high=370.95, open=369.85, close=369.05, color='RED')] 2020-09-21 04:00:20 INFO: skip by colors first_candle=CandleItem(low=366.0, high=370.95, open=369.85, close=369.05, color='RED') second_candle=CandleItem(low=369.1, high=372.3, open=369.05, close=371.05, color='GREEN') last_candle=CandleItem(low=368.8, high=377.2, open=371.05, close=374.9, color='GREEN') 2020-09-21 04:00:20 INFO: check need new order None 2020-09-21 04:00:20 INFO: init new order end 2020-09-21 04:00:20 INFO: 2020-09-21 04:00:20 INFO: 2020-09-21 04:00:20 INFO: 2020-09-21 04:00:20 INFO: 2020-09-21 04:02:00 INFO: 2020-09-21 04:02:00 INFO: 2020-09-21 04:02:00 INFO: 2020-09-21 04:02:00 INFO: 2020-09-21 04:02:00 INFO: clearing start 2020-09-21 04:02:00 INFO: clearing end 2020-09-21 04:02:00 INFO: 2020-09-21 04:02:00 INFO: 2020-09-21 04:02:00 INFO: 2020-09-21 04:02:00 INFO: 2020-09-21 05:00:20 INFO: 2020-09-21 05:00:20 INFO: 2020-09-21 05:00:20 INFO: 2020-09-21 05:00:20 INFO: 2020-09-21 05:00:20 INFO: init new order start 2020-09-21 05:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 374.9, 'high': 376.2, 'low': 374.05, 'close': 374.5, 'trades': 4227, 'volume': 2588547, 'vwap': 375.07, 'lastSize': 2000, 'turnover': 97086339650, 'homeNotional': 28378.259335114555, 'foreignNotional': 10643589.656057639}, {'timestamp': datetime.datetime(2020, 9, 21, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 371.05, 'high': 377.2, 'low': 368.8, 'close': 374.9, 'trades': 5937, 'volume': 3813737, 'vwap': 373.28, 'lastSize': 3333, 'turnover': 142356773520, 'homeNotional': 41730.895548363544, 'foreignNotional': 15577204.442787057}, {'timestamp': datetime.datetime(2020, 9, 21, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 369.05, 'high': 372.3, 'low': 369.1, 'close': 371.05, 'trades': 4093, 'volume': 3040655, 'vwap': 371.21, 'lastSize': 11, 'turnover': 112869908625, 'homeNotional': 33191.43249044644, 'foreignNotional': 12320772.04286421}] 2020-09-21 05:00:21 INFO: prepare candles [CandleItem(low=374.05, high=376.2, open=374.9, close=374.5, color='RED'), CandleItem(low=368.8, high=377.2, open=371.05, close=374.9, color='GREEN'), CandleItem(low=369.1, high=372.3, open=369.05, close=371.05, color='GREEN')] 2020-09-21 05:00:21 INFO: last_candle=CandleItem(low=374.05, high=376.2, open=374.9, close=374.5, color='RED') 2020-09-21 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))) 2020-09-21 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=374.05, high=376.2, open=374.9, close=374.5, color='RED') 2020-09-21 05:00:21 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=368.8, high=377.2, open=371.05, close=374.9, color='GREEN') 2020-09-21 05:00:21 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=369.1, high=372.3, open=369.05, close=371.05, color='GREEN') 2020-09-21 05:00:21 INFO: hit candle order=OrderProperties(candle=CandleItem(low=374.05, high=376.2, open=374.9, close=374.5, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-21 05:00:21 INFO: check need new order OrderProperties(candle=CandleItem(low=374.05, high=376.2, open=374.9, close=374.5, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-21 05:00:21 INFO: place order: start candle=CandleItem(low=374.05, high=376.2, open=374.9, close=374.5, color='RED') ticker='ETHUSD' price_offset=0.1 2020-09-21 05:00:21 INFO: place order: side_factor=1 init_trigger_price=374.0 init_order_price=373.95 stop_price_offset=0.0 candle.size=2.1499999999999773 stop_price=376.2 take_price=361.0500000000001 2020-09-21 05:00:21 INFO: place order round: side_factor=1 init_trigger_price=Decimal('374') init_order_price=Decimal('373.94999999999998863131622783839702606201171875') stop_price_offset=0.0 candle.size=2.1499999999999773 stop_price=Decimal('376.19999999999998863131622783839702606201171875') take_price=Decimal('361.05000000000012505552149377763271331787109375') 2020-09-21 05:00:21 INFO: place order: compute qty=-864 2020-09-21 05:00:21 INFO: place order: save order to db 0fb46f7759a1408cbb095db1c3842cea; response=True 2020-09-21 05:00:21 INFO: post order to exchange resp={'orderID': '75716cc0-3d96-0df2-39c0-e00313d16b1f', 'clOrdID': '0fb46f7759a1408cbb095db1c3842cea', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 864, 'price': 373.95, 'displayQty': None, 'stopPx': 374.0, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 0, 21, 41000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 0, 21, 41000, tzinfo=tzutc())} 2020-09-21 05:00:21 INFO: place new init order {'qty': -864, 'init_price': Decimal('374'), 'stop_price': Decimal('376.19999999999998863131622783839702606201171875'), 'take_price': Decimal('361.05000000000012505552149377763271331787109375'), 'order_uid': '0fb46f7759a1408cbb095db1c3842cea', 'response': {'orderID': '75716cc0-3d96-0df2-39c0-e00313d16b1f', 'clOrdID': '0fb46f7759a1408cbb095db1c3842cea', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 864, 'price': 373.95, 'displayQty': None, 'stopPx': 374.0, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 0, 21, 41000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 0, 21, 41000, tzinfo=tzutc())}} 2020-09-21 05:00:21 INFO: init new order end 2020-09-21 05:00:21 INFO: 2020-09-21 05:00:21 INFO: 2020-09-21 05:00:21 INFO: 2020-09-21 05:00:21 INFO: 2020-09-21 05:00:21 INFO: process event {'orderID': '75716cc0-3d96-0df2-39c0-e00313d16b1f', 'clOrdID': '0fb46f7759a1408cbb095db1c3842cea', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 864, 'price': 373.95, 'displayQty': None, 'stopPx': 374, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-09-21T02:00:21.041Z', 'timestamp': '2020-09-21T02:00:21.041Z'} 2020-09-21 05:00:21 INFO: skip event 0fb46f7759a1408cbb095db1c3842cea New 2020-09-21 05:02:00 INFO: 2020-09-21 05:02:00 INFO: 2020-09-21 05:02:00 INFO: 2020-09-21 05:02:00 INFO: 2020-09-21 05:02:00 INFO: clearing start 2020-09-21 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '75716cc0-3d96-0df2-39c0-e00313d16b1f', 'clOrdID': '0fb46f7759a1408cbb095db1c3842cea', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 864, 'price': 373.95, 'displayQty': None, 'stopPx': 374.0, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 0, 21, 41000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 0, 21, 41000, tzinfo=tzutc())} 2020-09-21 05:02:00 INFO: order time=2020-09-21 02:00:21.041000+00:00; delta from now UTC=0:01:39.178837 time_delta.total_seconds()=99.178837; time_diff_offset='3600' 2020-09-21 05:02:00 INFO: skip by time diff 2020-09-21 02:00:21.041000+00:00 2020-09-21 05:02:00 INFO: clearing end 2020-09-21 05:02:00 INFO: 2020-09-21 05:02:00 INFO: 2020-09-21 05:02:00 INFO: 2020-09-21 05:02:00 INFO: 2020-09-21 05:46:56 INFO: process event {'orderID': '75716cc0-3d96-0df2-39c0-e00313d16b1f', 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 864, 'avgPx': 374, 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': '2020-09-21T02:46:56.009Z', 'timestamp': '2020-09-21T02:46:56.009Z', 'clOrdID': '0fb46f7759a1408cbb095db1c3842cea', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-21 05:46:56 INFO: add new event={'uid': '0fb46f7759a1408cbb095db1c3842cea', 'status': 'Filled'} 2020-09-21 05:46:56 INFO: 2020-09-21 05:46:56 INFO: 2020-09-21 05:46:56 INFO: 2020-09-21 05:46:56 INFO: 2020-09-21 05:46:56 INFO: process event start 2020-09-21 05:46:56 INFO: fetch new order event 0fb46f7759a1408cbb095db1c3842cea 2020-09-21 05:46:56 INFO: fetch orders by event init={'stop': '376.19999999999998863131622783839702606201171875', 'take': '361.05000000000012505552149377763271331787109375', 'qty': '864', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-09-21 05:46:56 INFO: process init order filled 2020-09-21 05:46:56 INFO: save profit orders to storage stop=22002b9ae45f4e4cafe54f5221d4f0a9 take=7088072afe0c43f68f2cdfb11991cc71 2020-09-21 05:46:56 INFO: place profit orders take_price=361.05000000000012505552149377763271331787109375, stop_price=376.19999999999998863131622783839702606201171875, qty=864, color=RED, ticker=ETHUSD 22002b9ae45f4e4cafe54f5221d4f0a9 7088072afe0c43f68f2cdfb11991cc71 2020-09-21 05:46:56 INFO: place stop order ETHUSD: qty=864, stop_price=376.19999999999998863131622783839702606201171875, stop_uid=22002b9ae45f4e4cafe54f5221d4f0a9 2020-09-21 05:46:56 INFO: exchange resp for stop order={'orderID': '1b5c0d78-915d-a5e4-9cfc-65db72b2674d', 'clOrdID': '22002b9ae45f4e4cafe54f5221d4f0a9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': None, 'displayQty': None, 'stopPx': 376.2, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 46, 56, 476000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 46, 56, 476000, tzinfo=tzutc())} 2020-09-21 05:46:56 INFO: place limit order ETHUSD: qty=864, price=361.05000000000012505552149377763271331787109375, take_uid=7088072afe0c43f68f2cdfb11991cc71 2020-09-21 05:46:56 INFO: process event {'orderID': '1b5c0d78-915d-a5e4-9cfc-65db72b2674d', 'clOrdID': '22002b9ae45f4e4cafe54f5221d4f0a9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': None, 'displayQty': None, 'stopPx': 376.2, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-09-21T02:46:56.476Z', 'timestamp': '2020-09-21T02:46:56.476Z'} 2020-09-21 05:46:56 INFO: skip event 22002b9ae45f4e4cafe54f5221d4f0a9 New 2020-09-21 05:46:56 INFO: exchange resp for take profit order={'orderID': '451575b8-a1ab-30d3-27ae-bd065345a78a', 'clOrdID': '7088072afe0c43f68f2cdfb11991cc71', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': 361.05, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 46, 56, 513000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 46, 56, 513000, tzinfo=tzutc())} 2020-09-21 05:46:56 INFO: place profit orders={'stop': {'response': {'orderID': '1b5c0d78-915d-a5e4-9cfc-65db72b2674d', 'clOrdID': '22002b9ae45f4e4cafe54f5221d4f0a9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': None, 'displayQty': None, 'stopPx': 376.2, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 46, 56, 476000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 46, 56, 476000, tzinfo=tzutc())}, 'qty': Decimal('864'), 'uid': '22002b9ae45f4e4cafe54f5221d4f0a9', 'price': Decimal('376.19999999999998863131622783839702606201171875')}, 'take': {'response': {'orderID': '451575b8-a1ab-30d3-27ae-bd065345a78a', 'clOrdID': '7088072afe0c43f68f2cdfb11991cc71', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': 361.05, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 46, 56, 513000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 46, 56, 513000, tzinfo=tzutc())}, 'qty': Decimal('864'), 'uid': '7088072afe0c43f68f2cdfb11991cc71', 'price': Decimal('361.05000000000012505552149377763271331787109375')}} 2020-09-21 05:46:56 INFO: rm init order from db 0fb46f7759a1408cbb095db1c3842cea 2020-09-21 05:46:56 INFO: end process event_processing_result='proceed init order' 2020-09-21 05:46:56 INFO: 2020-09-21 05:46:56 INFO: 2020-09-21 05:46:56 INFO: 2020-09-21 05:46:56 INFO: 2020-09-21 05:46:56 INFO: process event {'orderID': '451575b8-a1ab-30d3-27ae-bd065345a78a', 'clOrdID': '7088072afe0c43f68f2cdfb11991cc71', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': 361.05, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-09-21T02:46:56.513Z', 'timestamp': '2020-09-21T02:46:56.513Z'} 2020-09-21 05:46:56 INFO: skip event 7088072afe0c43f68f2cdfb11991cc71 New 2020-09-21 06:00:20 INFO: 2020-09-21 06:00:20 INFO: 2020-09-21 06:00:20 INFO: 2020-09-21 06:00:20 INFO: 2020-09-21 06:00:20 INFO: init new order start 2020-09-21 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 374.5, 'high': 375.55, 'low': 373.95, 'close': 374.0, 'trades': 1874, 'volume': 1551304, 'vwap': 374.89, 'lastSize': 1, 'turnover': 58155441460, 'homeNotional': 17000.632825529912, 'foreignNotional': 6373218.584876756}, {'timestamp': datetime.datetime(2020, 9, 21, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 374.9, 'high': 376.2, 'low': 374.05, 'close': 374.5, 'trades': 4227, 'volume': 2588547, 'vwap': 375.07, 'lastSize': 2000, 'turnover': 97086339650, 'homeNotional': 28378.259335114555, 'foreignNotional': 10643589.656057639}, {'timestamp': datetime.datetime(2020, 9, 21, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 371.05, 'high': 377.2, 'low': 368.8, 'close': 374.9, 'trades': 5937, 'volume': 3813737, 'vwap': 373.28, 'lastSize': 3333, 'turnover': 142356773520, 'homeNotional': 41730.895548363544, 'foreignNotional': 15577204.442787057}] 2020-09-21 06:00:20 INFO: prepare candles [CandleItem(low=373.95, high=375.55, open=374.5, close=374.0, color='RED'), CandleItem(low=374.05, high=376.2, open=374.9, close=374.5, color='RED'), CandleItem(low=368.8, high=377.2, open=371.05, close=374.9, color='GREEN')] 2020-09-21 06:00:20 INFO: skip by colors first_candle=CandleItem(low=368.8, high=377.2, open=371.05, close=374.9, color='GREEN') second_candle=CandleItem(low=374.05, high=376.2, open=374.9, close=374.5, color='RED') last_candle=CandleItem(low=373.95, high=375.55, open=374.5, close=374.0, color='RED') 2020-09-21 06:00:20 INFO: check need new order None 2020-09-21 06:00:20 INFO: init new order end 2020-09-21 06:00:20 INFO: 2020-09-21 06:00:20 INFO: 2020-09-21 06:00:20 INFO: 2020-09-21 06:00:20 INFO: 2020-09-21 06:02:00 INFO: 2020-09-21 06:02:00 INFO: 2020-09-21 06:02:00 INFO: 2020-09-21 06:02:00 INFO: 2020-09-21 06:02:00 INFO: clearing start 2020-09-21 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b5c0d78-915d-a5e4-9cfc-65db72b2674d', 'clOrdID': '22002b9ae45f4e4cafe54f5221d4f0a9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': None, 'displayQty': None, 'stopPx': 376.2, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 46, 56, 476000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 46, 56, 476000, tzinfo=tzutc())} 2020-09-21 06:02:00 INFO: skip by not found init order into storage 2020-09-21 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '451575b8-a1ab-30d3-27ae-bd065345a78a', 'clOrdID': '7088072afe0c43f68f2cdfb11991cc71', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': 361.05, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 46, 56, 513000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 46, 56, 513000, tzinfo=tzutc())} 2020-09-21 06:02:00 INFO: skip by not found init order into storage 2020-09-21 06:02:00 INFO: clearing end 2020-09-21 06:02:00 INFO: 2020-09-21 06:02:00 INFO: 2020-09-21 06:02:00 INFO: 2020-09-21 06:02:00 INFO: 2020-09-21 07:00:20 INFO: 2020-09-21 07:00:20 INFO: 2020-09-21 07:00:20 INFO: 2020-09-21 07:00:20 INFO: 2020-09-21 07:00:20 INFO: init new order start 2020-09-21 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 374.0, 'high': 375.0, 'low': 373.35, 'close': 374.9, 'trades': 1657, 'volume': 987217, 'vwap': 374.19, 'lastSize': 11, 'turnover': 36940304000, 'homeNotional': 10806.989174786653, 'foreignNotional': 4043831.3360429136}, {'timestamp': datetime.datetime(2020, 9, 21, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 374.5, 'high': 375.55, 'low': 373.95, 'close': 374.0, 'trades': 1874, 'volume': 1551304, 'vwap': 374.89, 'lastSize': 1, 'turnover': 58155441460, 'homeNotional': 17000.632825529912, 'foreignNotional': 6373218.584876756}, {'timestamp': datetime.datetime(2020, 9, 21, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 374.9, 'high': 376.2, 'low': 374.05, 'close': 374.5, 'trades': 4227, 'volume': 2588547, 'vwap': 375.07, 'lastSize': 2000, 'turnover': 97086339650, 'homeNotional': 28378.259335114555, 'foreignNotional': 10643589.656057639}] 2020-09-21 07:00:20 INFO: prepare candles [CandleItem(low=373.35, high=375.0, open=374.0, close=374.9, color='GREEN'), CandleItem(low=373.95, high=375.55, open=374.5, close=374.0, color='RED'), CandleItem(low=374.05, high=376.2, open=374.9, close=374.5, color='RED')] 2020-09-21 07:00:20 INFO: last_candle=CandleItem(low=373.35, high=375.0, open=374.0, close=374.9, color='GREEN') 2020-09-21 07:00:20 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))) 2020-09-21 07:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=373.35, high=375.0, open=374.0, close=374.9, color='GREEN') 2020-09-21 07:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=373.95, high=375.55, open=374.5, close=374.0, color='RED') 2020-09-21 07:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=374.05, high=376.2, open=374.9, close=374.5, color='RED') 2020-09-21 07:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=373.35, high=375.0, open=374.0, close=374.9, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-21 07:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=373.35, high=375.0, open=374.0, close=374.9, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-21 07:00:20 INFO: place order: start candle=CandleItem(low=373.35, high=375.0, open=374.0, close=374.9, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-09-21 07:00:20 INFO: place order: side_factor=-1 init_trigger_price=375.05 init_order_price=375.1 stop_price_offset=0.0 candle.size=1.6499999999999773 stop_price=373.35 take_price=384.9999999999999 2020-09-21 07:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('375.05000000000001136868377216160297393798828125') init_order_price=Decimal('375.1000000000000227373675443232059478759765625') stop_price_offset=0.0 candle.size=1.6499999999999773 stop_price=Decimal('373.3500000000000227373675443232059478759765625') take_price=Decimal('384.9999999999998863131622783839702606201171875') 2020-09-21 07:00:20 INFO: place order: compute qty=1118 2020-09-21 07:00:20 INFO: place order: save order to db 7e5ba12dbec14afd8042979ba9b56d1b; response=True 2020-09-21 07:00:20 INFO: process event {'orderID': 'b78d777b-a26e-6f9d-8c05-2c482322dbb2', 'clOrdID': '7e5ba12dbec14afd8042979ba9b56d1b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1118, 'price': 375.1, 'displayQty': None, 'stopPx': 375.05, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-09-21T04:00:20.195Z', 'timestamp': '2020-09-21T04:00:20.195Z'} 2020-09-21 07:00:20 INFO: skip event 7e5ba12dbec14afd8042979ba9b56d1b New 2020-09-21 07:00:20 INFO: post order to exchange resp={'orderID': 'b78d777b-a26e-6f9d-8c05-2c482322dbb2', 'clOrdID': '7e5ba12dbec14afd8042979ba9b56d1b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1118, 'price': 375.1, 'displayQty': None, 'stopPx': 375.05, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 21, 4, 0, 20, 195000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 4, 0, 20, 195000, tzinfo=tzutc())} 2020-09-21 07:00:20 INFO: place new init order {'qty': 1118, 'init_price': Decimal('375.05000000000001136868377216160297393798828125'), 'stop_price': Decimal('373.3500000000000227373675443232059478759765625'), 'take_price': Decimal('384.9999999999998863131622783839702606201171875'), 'order_uid': '7e5ba12dbec14afd8042979ba9b56d1b', 'response': {'orderID': 'b78d777b-a26e-6f9d-8c05-2c482322dbb2', 'clOrdID': '7e5ba12dbec14afd8042979ba9b56d1b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1118, 'price': 375.1, 'displayQty': None, 'stopPx': 375.05, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 21, 4, 0, 20, 195000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 4, 0, 20, 195000, tzinfo=tzutc())}} 2020-09-21 07:00:20 INFO: init new order end 2020-09-21 07:00:20 INFO: 2020-09-21 07:00:20 INFO: 2020-09-21 07:00:20 INFO: 2020-09-21 07:00:20 INFO: 2020-09-21 07:00:33 INFO: process event {'orderID': 'b78d777b-a26e-6f9d-8c05-2c482322dbb2', 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 1118, 'avgPx': 375.05, 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': '2020-09-21T04:00:33.436Z', 'timestamp': '2020-09-21T04:00:33.436Z', 'clOrdID': '7e5ba12dbec14afd8042979ba9b56d1b', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-21 07:00:33 INFO: add new event={'uid': '7e5ba12dbec14afd8042979ba9b56d1b', 'status': 'Filled'} 2020-09-21 07:00:34 INFO: 2020-09-21 07:00:34 INFO: 2020-09-21 07:00:34 INFO: 2020-09-21 07:00:34 INFO: 2020-09-21 07:00:34 INFO: process event start 2020-09-21 07:00:34 INFO: fetch new order event 7e5ba12dbec14afd8042979ba9b56d1b 2020-09-21 07:00:34 INFO: fetch orders by event init={'stop': '373.3500000000000227373675443232059478759765625', 'take': '384.9999999999998863131622783839702606201171875', 'qty': '1118', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-09-21 07:00:34 INFO: process init order filled 2020-09-21 07:00:34 INFO: save profit orders to storage stop=847c5ca7ff63463cb0a6eab4f6281d15 take=2af898cc4bc24fa594276e106de12669 2020-09-21 07:00:34 INFO: place profit orders take_price=384.9999999999998863131622783839702606201171875, stop_price=373.3500000000000227373675443232059478759765625, qty=1118, color=GREEN, ticker=ETHUSD 847c5ca7ff63463cb0a6eab4f6281d15 2af898cc4bc24fa594276e106de12669 2020-09-21 07:00:34 INFO: place stop order ETHUSD: qty=-1118, stop_price=373.3500000000000227373675443232059478759765625, stop_uid=847c5ca7ff63463cb0a6eab4f6281d15 2020-09-21 07:00:34 INFO: process event {'orderID': '3fb1c29b-15a7-ac40-3e25-699e44c58c2d', 'clOrdID': '847c5ca7ff63463cb0a6eab4f6281d15', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': None, 'displayQty': None, 'stopPx': 373.35, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-09-21T04:00:34.270Z', 'timestamp': '2020-09-21T04:00:34.270Z'} 2020-09-21 07:00:34 INFO: skip event 847c5ca7ff63463cb0a6eab4f6281d15 New 2020-09-21 07:00:34 INFO: exchange resp for stop order={'orderID': '3fb1c29b-15a7-ac40-3e25-699e44c58c2d', 'clOrdID': '847c5ca7ff63463cb0a6eab4f6281d15', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': None, 'displayQty': None, 'stopPx': 373.35, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 4, 0, 34, 270000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 4, 0, 34, 270000, tzinfo=tzutc())} 2020-09-21 07:00:34 INFO: place limit order ETHUSD: qty=-1118, price=384.9999999999998863131622783839702606201171875, take_uid=2af898cc4bc24fa594276e106de12669 2020-09-21 07:00:34 INFO: process event {'orderID': 'd60402cf-ea23-761e-7436-2c531dc63bee', 'clOrdID': '2af898cc4bc24fa594276e106de12669', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': 385, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-09-21T04:00:34.311Z', 'timestamp': '2020-09-21T04:00:34.311Z'} 2020-09-21 07:00:34 INFO: skip event 2af898cc4bc24fa594276e106de12669 New 2020-09-21 07:00:34 INFO: exchange resp for take profit order={'orderID': 'd60402cf-ea23-761e-7436-2c531dc63bee', 'clOrdID': '2af898cc4bc24fa594276e106de12669', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': 385.0, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 4, 0, 34, 311000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 4, 0, 34, 311000, tzinfo=tzutc())} 2020-09-21 07:00:34 INFO: place profit orders={'stop': {'response': {'orderID': '3fb1c29b-15a7-ac40-3e25-699e44c58c2d', 'clOrdID': '847c5ca7ff63463cb0a6eab4f6281d15', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': None, 'displayQty': None, 'stopPx': 373.35, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 4, 0, 34, 270000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 4, 0, 34, 270000, tzinfo=tzutc())}, 'qty': Decimal('-1118'), 'uid': '847c5ca7ff63463cb0a6eab4f6281d15', 'price': Decimal('373.3500000000000227373675443232059478759765625')}, 'take': {'response': {'orderID': 'd60402cf-ea23-761e-7436-2c531dc63bee', 'clOrdID': '2af898cc4bc24fa594276e106de12669', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': 385.0, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 4, 0, 34, 311000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 4, 0, 34, 311000, tzinfo=tzutc())}, 'qty': Decimal('-1118'), 'uid': '2af898cc4bc24fa594276e106de12669', 'price': Decimal('384.9999999999998863131622783839702606201171875')}} 2020-09-21 07:00:34 INFO: rm init order from db 7e5ba12dbec14afd8042979ba9b56d1b 2020-09-21 07:00:34 INFO: end process event_processing_result='proceed init order' 2020-09-21 07:00:34 INFO: 2020-09-21 07:00:34 INFO: 2020-09-21 07:00:34 INFO: 2020-09-21 07:00:34 INFO: 2020-09-21 07:02:00 INFO: 2020-09-21 07:02:00 INFO: 2020-09-21 07:02:00 INFO: 2020-09-21 07:02:00 INFO: 2020-09-21 07:02:00 INFO: clearing start 2020-09-21 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b5c0d78-915d-a5e4-9cfc-65db72b2674d', 'clOrdID': '22002b9ae45f4e4cafe54f5221d4f0a9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': None, 'displayQty': None, 'stopPx': 376.2, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 46, 56, 476000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 46, 56, 476000, tzinfo=tzutc())} 2020-09-21 07:02:00 INFO: skip by not found init order into storage 2020-09-21 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '451575b8-a1ab-30d3-27ae-bd065345a78a', 'clOrdID': '7088072afe0c43f68f2cdfb11991cc71', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': 361.05, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 46, 56, 513000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 46, 56, 513000, tzinfo=tzutc())} 2020-09-21 07:02:00 INFO: skip by not found init order into storage 2020-09-21 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3fb1c29b-15a7-ac40-3e25-699e44c58c2d', 'clOrdID': '847c5ca7ff63463cb0a6eab4f6281d15', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': None, 'displayQty': None, 'stopPx': 373.35, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 4, 0, 34, 270000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 4, 0, 34, 270000, tzinfo=tzutc())} 2020-09-21 07:02:00 INFO: skip by not found init order into storage 2020-09-21 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd60402cf-ea23-761e-7436-2c531dc63bee', 'clOrdID': '2af898cc4bc24fa594276e106de12669', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': 385.0, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 4, 0, 34, 311000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 4, 0, 34, 311000, tzinfo=tzutc())} 2020-09-21 07:02:00 INFO: skip by not found init order into storage 2020-09-21 07:02:00 INFO: clearing end 2020-09-21 07:02:00 INFO: 2020-09-21 07:02:00 INFO: 2020-09-21 07:02:00 INFO: 2020-09-21 07:02:00 INFO: 2020-09-21 08:00:20 INFO: 2020-09-21 08:00:20 INFO: 2020-09-21 08:00:20 INFO: 2020-09-21 08:00:20 INFO: 2020-09-21 08:00:20 INFO: init new order start 2020-09-21 08:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 374.9, 'high': 375.55, 'low': 374.25, 'close': 374.35, 'trades': 1879, 'volume': 1577703, 'vwap': 375.05, 'lastSize': 1, 'turnover': 59170895950, 'homeNotional': 17315.139848323834, 'foreignNotional': 6493952.016778268}, {'timestamp': datetime.datetime(2020, 9, 21, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 374.0, 'high': 375.0, 'low': 373.35, 'close': 374.9, 'trades': 1657, 'volume': 987217, 'vwap': 374.19, 'lastSize': 11, 'turnover': 36940304000, 'homeNotional': 10806.989174786653, 'foreignNotional': 4043831.3360429136}, {'timestamp': datetime.datetime(2020, 9, 21, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 374.5, 'high': 375.55, 'low': 373.95, 'close': 374.0, 'trades': 1874, 'volume': 1551304, 'vwap': 374.89, 'lastSize': 1, 'turnover': 58155441460, 'homeNotional': 17000.632825529912, 'foreignNotional': 6373218.584876756}] 2020-09-21 08:00:21 INFO: prepare candles [CandleItem(low=374.25, high=375.55, open=374.9, close=374.35, color='RED'), CandleItem(low=373.35, high=375.0, open=374.0, close=374.9, color='GREEN'), CandleItem(low=373.95, high=375.55, open=374.5, close=374.0, color='RED')] 2020-09-21 08:00:21 INFO: skip by colors first_candle=CandleItem(low=373.95, high=375.55, open=374.5, close=374.0, color='RED') second_candle=CandleItem(low=373.35, high=375.0, open=374.0, close=374.9, color='GREEN') last_candle=CandleItem(low=374.25, high=375.55, open=374.9, close=374.35, color='RED') 2020-09-21 08:00:21 INFO: check need new order None 2020-09-21 08:00:21 INFO: init new order end 2020-09-21 08:00:21 INFO: 2020-09-21 08:00:21 INFO: 2020-09-21 08:00:21 INFO: 2020-09-21 08:00:21 INFO: 2020-09-21 08:02:00 INFO: 2020-09-21 08:02:00 INFO: 2020-09-21 08:02:00 INFO: 2020-09-21 08:02:00 INFO: 2020-09-21 08:02:00 INFO: clearing start 2020-09-21 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b5c0d78-915d-a5e4-9cfc-65db72b2674d', 'clOrdID': '22002b9ae45f4e4cafe54f5221d4f0a9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': None, 'displayQty': None, 'stopPx': 376.2, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 46, 56, 476000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 46, 56, 476000, tzinfo=tzutc())} 2020-09-21 08:02:00 INFO: skip by not found init order into storage 2020-09-21 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '451575b8-a1ab-30d3-27ae-bd065345a78a', 'clOrdID': '7088072afe0c43f68f2cdfb11991cc71', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': 361.05, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 46, 56, 513000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 46, 56, 513000, tzinfo=tzutc())} 2020-09-21 08:02:00 INFO: skip by not found init order into storage 2020-09-21 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3fb1c29b-15a7-ac40-3e25-699e44c58c2d', 'clOrdID': '847c5ca7ff63463cb0a6eab4f6281d15', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': None, 'displayQty': None, 'stopPx': 373.35, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 4, 0, 34, 270000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 4, 0, 34, 270000, tzinfo=tzutc())} 2020-09-21 08:02:00 INFO: skip by not found init order into storage 2020-09-21 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd60402cf-ea23-761e-7436-2c531dc63bee', 'clOrdID': '2af898cc4bc24fa594276e106de12669', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': 385.0, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 4, 0, 34, 311000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 4, 0, 34, 311000, tzinfo=tzutc())} 2020-09-21 08:02:00 INFO: skip by not found init order into storage 2020-09-21 08:02:00 INFO: clearing end 2020-09-21 08:02:00 INFO: 2020-09-21 08:02:00 INFO: 2020-09-21 08:02:00 INFO: 2020-09-21 08:02:00 INFO: 2020-09-21 09:00:20 INFO: 2020-09-21 09:00:20 INFO: 2020-09-21 09:00:20 INFO: 2020-09-21 09:00:20 INFO: 2020-09-21 09:00:20 INFO: init new order start 2020-09-21 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 374.35, 'high': 375.2, 'low': 374.05, 'close': 375.0, 'trades': 1634, 'volume': 1776626, 'vwap': 374.51, 'lastSize': 257, 'turnover': 66534666530, 'homeNotional': 19459.116479461896, 'foreignNotional': 7287443.591233445}, {'timestamp': datetime.datetime(2020, 9, 21, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 374.9, 'high': 375.55, 'low': 374.25, 'close': 374.35, 'trades': 1879, 'volume': 1577703, 'vwap': 375.05, 'lastSize': 1, 'turnover': 59170895950, 'homeNotional': 17315.139848323834, 'foreignNotional': 6493952.016778268}, {'timestamp': datetime.datetime(2020, 9, 21, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 374.0, 'high': 375.0, 'low': 373.35, 'close': 374.9, 'trades': 1657, 'volume': 987217, 'vwap': 374.19, 'lastSize': 11, 'turnover': 36940304000, 'homeNotional': 10806.989174786653, 'foreignNotional': 4043831.3360429136}] 2020-09-21 09:00:21 INFO: prepare candles [CandleItem(low=374.05, high=375.2, open=374.35, close=375.0, color='GREEN'), CandleItem(low=374.25, high=375.55, open=374.9, close=374.35, color='RED'), CandleItem(low=373.35, high=375.0, open=374.0, close=374.9, color='GREEN')] 2020-09-21 09:00:21 INFO: skip by colors first_candle=CandleItem(low=373.35, high=375.0, open=374.0, close=374.9, color='GREEN') second_candle=CandleItem(low=374.25, high=375.55, open=374.9, close=374.35, color='RED') last_candle=CandleItem(low=374.05, high=375.2, open=374.35, close=375.0, color='GREEN') 2020-09-21 09:00:21 INFO: check need new order None 2020-09-21 09:00:21 INFO: init new order end 2020-09-21 09:00:21 INFO: 2020-09-21 09:00:21 INFO: 2020-09-21 09:00:21 INFO: 2020-09-21 09:00:21 INFO: 2020-09-21 09:02:00 INFO: 2020-09-21 09:02:00 INFO: 2020-09-21 09:02:00 INFO: 2020-09-21 09:02:00 INFO: 2020-09-21 09:02:00 INFO: clearing start 2020-09-21 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b5c0d78-915d-a5e4-9cfc-65db72b2674d', 'clOrdID': '22002b9ae45f4e4cafe54f5221d4f0a9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': None, 'displayQty': None, 'stopPx': 376.2, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 46, 56, 476000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 46, 56, 476000, tzinfo=tzutc())} 2020-09-21 09:02:00 INFO: skip by not found init order into storage 2020-09-21 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '451575b8-a1ab-30d3-27ae-bd065345a78a', 'clOrdID': '7088072afe0c43f68f2cdfb11991cc71', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': 361.05, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 46, 56, 513000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 46, 56, 513000, tzinfo=tzutc())} 2020-09-21 09:02:00 INFO: skip by not found init order into storage 2020-09-21 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3fb1c29b-15a7-ac40-3e25-699e44c58c2d', 'clOrdID': '847c5ca7ff63463cb0a6eab4f6281d15', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': None, 'displayQty': None, 'stopPx': 373.35, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 4, 0, 34, 270000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 4, 0, 34, 270000, tzinfo=tzutc())} 2020-09-21 09:02:00 INFO: skip by not found init order into storage 2020-09-21 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd60402cf-ea23-761e-7436-2c531dc63bee', 'clOrdID': '2af898cc4bc24fa594276e106de12669', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': 385.0, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 4, 0, 34, 311000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 4, 0, 34, 311000, tzinfo=tzutc())} 2020-09-21 09:02:00 INFO: skip by not found init order into storage 2020-09-21 09:02:00 INFO: clearing end 2020-09-21 09:02:00 INFO: 2020-09-21 09:02:00 INFO: 2020-09-21 09:02:00 INFO: 2020-09-21 09:02:00 INFO: 2020-09-21 10:00:20 INFO: 2020-09-21 10:00:20 INFO: 2020-09-21 10:00:20 INFO: 2020-09-21 10:00:20 INFO: 2020-09-21 10:00:20 INFO: init new order start 2020-09-21 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 375.0, 'high': 375.75, 'low': 373.6, 'close': 373.7, 'trades': 2138, 'volume': 2182770, 'vwap': 374.75, 'lastSize': 500, 'turnover': 81797649335, 'homeNotional': 23919.569361447506, 'foreignNotional': 8963696.854061667}, {'timestamp': datetime.datetime(2020, 9, 21, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 374.35, 'high': 375.2, 'low': 374.05, 'close': 375.0, 'trades': 1634, 'volume': 1776626, 'vwap': 374.51, 'lastSize': 257, 'turnover': 66534666530, 'homeNotional': 19459.116479461896, 'foreignNotional': 7287443.591233445}, {'timestamp': datetime.datetime(2020, 9, 21, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 374.9, 'high': 375.55, 'low': 374.25, 'close': 374.35, 'trades': 1879, 'volume': 1577703, 'vwap': 375.05, 'lastSize': 1, 'turnover': 59170895950, 'homeNotional': 17315.139848323834, 'foreignNotional': 6493952.016778268}] 2020-09-21 10:00:20 INFO: prepare candles [CandleItem(low=373.6, high=375.75, open=375.0, close=373.7, color='RED'), CandleItem(low=374.05, high=375.2, open=374.35, close=375.0, color='GREEN'), CandleItem(low=374.25, high=375.55, open=374.9, close=374.35, color='RED')] 2020-09-21 10:00:20 INFO: skip by colors first_candle=CandleItem(low=374.25, high=375.55, open=374.9, close=374.35, color='RED') second_candle=CandleItem(low=374.05, high=375.2, open=374.35, close=375.0, color='GREEN') last_candle=CandleItem(low=373.6, high=375.75, open=375.0, close=373.7, color='RED') 2020-09-21 10:00:20 INFO: check need new order None 2020-09-21 10:00:20 INFO: init new order end 2020-09-21 10:00:20 INFO: 2020-09-21 10:00:20 INFO: 2020-09-21 10:00:20 INFO: 2020-09-21 10:00:20 INFO: 2020-09-21 10:02:00 INFO: 2020-09-21 10:02:00 INFO: 2020-09-21 10:02:00 INFO: 2020-09-21 10:02:00 INFO: 2020-09-21 10:02:00 INFO: clearing start 2020-09-21 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b5c0d78-915d-a5e4-9cfc-65db72b2674d', 'clOrdID': '22002b9ae45f4e4cafe54f5221d4f0a9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': None, 'displayQty': None, 'stopPx': 376.2, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 46, 56, 476000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 46, 56, 476000, tzinfo=tzutc())} 2020-09-21 10:02:00 INFO: skip by not found init order into storage 2020-09-21 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '451575b8-a1ab-30d3-27ae-bd065345a78a', 'clOrdID': '7088072afe0c43f68f2cdfb11991cc71', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': 361.05, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 46, 56, 513000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 46, 56, 513000, tzinfo=tzutc())} 2020-09-21 10:02:00 INFO: skip by not found init order into storage 2020-09-21 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3fb1c29b-15a7-ac40-3e25-699e44c58c2d', 'clOrdID': '847c5ca7ff63463cb0a6eab4f6281d15', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': None, 'displayQty': None, 'stopPx': 373.35, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 4, 0, 34, 270000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 4, 0, 34, 270000, tzinfo=tzutc())} 2020-09-21 10:02:00 INFO: skip by not found init order into storage 2020-09-21 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd60402cf-ea23-761e-7436-2c531dc63bee', 'clOrdID': '2af898cc4bc24fa594276e106de12669', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': 385.0, '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': 1118, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 4, 0, 34, 311000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 4, 0, 34, 311000, tzinfo=tzutc())} 2020-09-21 10:02:00 INFO: skip by not found init order into storage 2020-09-21 10:02:00 INFO: clearing end 2020-09-21 10:02:00 INFO: 2020-09-21 10:02:00 INFO: 2020-09-21 10:02:00 INFO: 2020-09-21 10:02:00 INFO: 2020-09-21 10:13:54 INFO: process event {'orderID': '3fb1c29b-15a7-ac40-3e25-699e44c58c2d', 'price': 373.3, 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 1118, 'avgPx': 373.3, 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'transactTime': '2020-09-21T07:13:54.499Z', 'timestamp': '2020-09-21T07:13:54.499Z', 'clOrdID': '847c5ca7ff63463cb0a6eab4f6281d15', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-21 10:13:54 INFO: add new event={'uid': '847c5ca7ff63463cb0a6eab4f6281d15', 'status': 'Filled'} 2020-09-21 10:13:55 INFO: 2020-09-21 10:13:55 INFO: 2020-09-21 10:13:55 INFO: 2020-09-21 10:13:55 INFO: 2020-09-21 10:13:55 INFO: process event start 2020-09-21 10:13:55 INFO: fetch new order event 847c5ca7ff63463cb0a6eab4f6281d15 2020-09-21 10:13:55 INFO: fetch orders by event init=None profit_pair=2af898cc4bc24fa594276e106de12669 2020-09-21 10:13:55 INFO: process profit order filled 2020-09-21 10:13:55 INFO: cancel order=2af898cc4bc24fa594276e106de12669 [{'orderID': 'd60402cf-ea23-761e-7436-2c531dc63bee', 'clOrdID': '2af898cc4bc24fa594276e106de12669', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1118, 'price': 385.0, '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, 9, 21, 4, 0, 34, 311000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 7, 13, 55, 624000, tzinfo=tzutc())}] 2020-09-21 10:13:55 INFO: end process event_processing_result='proceed profit order' 2020-09-21 10:13:55 INFO: 2020-09-21 10:13:55 INFO: 2020-09-21 10:13:55 INFO: 2020-09-21 10:13:55 INFO: 2020-09-21 10:13:55 INFO: process event {'orderID': 'd60402cf-ea23-761e-7436-2c531dc63bee', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-09-21T07:13:55.624Z', 'clOrdID': '2af898cc4bc24fa594276e106de12669', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-21 10:13:55 INFO: skip event 2af898cc4bc24fa594276e106de12669 Canceled 2020-09-21 11:00:20 INFO: 2020-09-21 11:00:20 INFO: 2020-09-21 11:00:20 INFO: 2020-09-21 11:00:20 INFO: 2020-09-21 11:00:20 INFO: init new order start 2020-09-21 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 373.7, 'high': 374.05, 'low': 370.0, 'close': 370.3, 'trades': 3073, 'volume': 2610319, 'vwap': 371.83, 'lastSize': 5000, 'turnover': 97059285960, 'homeNotional': 28511.07174309582, 'foreignNotional': 10601295.567160258}, {'timestamp': datetime.datetime(2020, 9, 21, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 375.0, 'high': 375.75, 'low': 373.6, 'close': 373.7, 'trades': 2138, 'volume': 2182770, 'vwap': 374.75, 'lastSize': 500, 'turnover': 81797649335, 'homeNotional': 23919.569361447506, 'foreignNotional': 8963696.854061667}, {'timestamp': datetime.datetime(2020, 9, 21, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 374.35, 'high': 375.2, 'low': 374.05, 'close': 375.0, 'trades': 1634, 'volume': 1776626, 'vwap': 374.51, 'lastSize': 257, 'turnover': 66534666530, 'homeNotional': 19459.116479461896, 'foreignNotional': 7287443.591233445}] 2020-09-21 11:00:20 INFO: prepare candles [CandleItem(low=370.0, high=374.05, open=373.7, close=370.3, color='RED'), CandleItem(low=373.6, high=375.75, open=375.0, close=373.7, color='RED'), CandleItem(low=374.05, high=375.2, open=374.35, close=375.0, color='GREEN')] 2020-09-21 11:00:20 INFO: skip by colors first_candle=CandleItem(low=374.05, high=375.2, open=374.35, close=375.0, color='GREEN') second_candle=CandleItem(low=373.6, high=375.75, open=375.0, close=373.7, color='RED') last_candle=CandleItem(low=370.0, high=374.05, open=373.7, close=370.3, color='RED') 2020-09-21 11:00:20 INFO: check need new order None 2020-09-21 11:00:20 INFO: init new order end 2020-09-21 11:00:20 INFO: 2020-09-21 11:00:20 INFO: 2020-09-21 11:00:20 INFO: 2020-09-21 11:00:20 INFO: 2020-09-21 11:02:00 INFO: 2020-09-21 11:02:00 INFO: 2020-09-21 11:02:00 INFO: 2020-09-21 11:02:00 INFO: 2020-09-21 11:02:00 INFO: clearing start 2020-09-21 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b5c0d78-915d-a5e4-9cfc-65db72b2674d', 'clOrdID': '22002b9ae45f4e4cafe54f5221d4f0a9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': None, 'displayQty': None, 'stopPx': 376.2, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 46, 56, 476000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 46, 56, 476000, tzinfo=tzutc())} 2020-09-21 11:02:00 INFO: skip by not found init order into storage 2020-09-21 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '451575b8-a1ab-30d3-27ae-bd065345a78a', 'clOrdID': '7088072afe0c43f68f2cdfb11991cc71', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': 361.05, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 46, 56, 513000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 46, 56, 513000, tzinfo=tzutc())} 2020-09-21 11:02:00 INFO: skip by not found init order into storage 2020-09-21 11:02:00 INFO: clearing end 2020-09-21 11:02:00 INFO: 2020-09-21 11:02:00 INFO: 2020-09-21 11:02:00 INFO: 2020-09-21 11:02:00 INFO: 2020-09-21 12:00:20 INFO: 2020-09-21 12:00:20 INFO: 2020-09-21 12:00:20 INFO: 2020-09-21 12:00:20 INFO: 2020-09-21 12:00:20 INFO: init new order start 2020-09-21 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 370.3, 'high': 371.15, 'low': 366.5, 'close': 368.35, 'trades': 5415, 'volume': 4691051, 'vwap': 368.14, 'lastSize': 3633, 'turnover': 172692060930, 'homeNotional': 50959.608541623515, 'foreignNotional': 18759915.18502618}, {'timestamp': datetime.datetime(2020, 9, 21, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 373.7, 'high': 374.05, 'low': 370.0, 'close': 370.3, 'trades': 3073, 'volume': 2610319, 'vwap': 371.83, 'lastSize': 5000, 'turnover': 97059285960, 'homeNotional': 28511.07174309582, 'foreignNotional': 10601295.567160258}, {'timestamp': datetime.datetime(2020, 9, 21, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 375.0, 'high': 375.75, 'low': 373.6, 'close': 373.7, 'trades': 2138, 'volume': 2182770, 'vwap': 374.75, 'lastSize': 500, 'turnover': 81797649335, 'homeNotional': 23919.569361447506, 'foreignNotional': 8963696.854061667}] 2020-09-21 12:00:20 INFO: prepare candles [CandleItem(low=366.5, high=371.15, open=370.3, close=368.35, color='RED'), CandleItem(low=370.0, high=374.05, open=373.7, close=370.3, color='RED'), CandleItem(low=373.6, high=375.75, open=375.0, close=373.7, color='RED')] 2020-09-21 12:00:20 INFO: skip by colors first_candle=CandleItem(low=373.6, high=375.75, open=375.0, close=373.7, color='RED') second_candle=CandleItem(low=370.0, high=374.05, open=373.7, close=370.3, color='RED') last_candle=CandleItem(low=366.5, high=371.15, open=370.3, close=368.35, color='RED') 2020-09-21 12:00:20 INFO: check need new order None 2020-09-21 12:00:20 INFO: init new order end 2020-09-21 12:00:20 INFO: 2020-09-21 12:00:20 INFO: 2020-09-21 12:00:20 INFO: 2020-09-21 12:00:20 INFO: 2020-09-21 12:02:00 INFO: 2020-09-21 12:02:00 INFO: 2020-09-21 12:02:00 INFO: 2020-09-21 12:02:00 INFO: 2020-09-21 12:02:00 INFO: clearing start 2020-09-21 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b5c0d78-915d-a5e4-9cfc-65db72b2674d', 'clOrdID': '22002b9ae45f4e4cafe54f5221d4f0a9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': None, 'displayQty': None, 'stopPx': 376.2, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 46, 56, 476000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 46, 56, 476000, tzinfo=tzutc())} 2020-09-21 12:02:00 INFO: skip by not found init order into storage 2020-09-21 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '451575b8-a1ab-30d3-27ae-bd065345a78a', 'clOrdID': '7088072afe0c43f68f2cdfb11991cc71', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': 361.05, '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': 864, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 21, 2, 46, 56, 513000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 2, 46, 56, 513000, tzinfo=tzutc())} 2020-09-21 12:02:00 INFO: skip by not found init order into storage 2020-09-21 12:02:00 INFO: clearing end 2020-09-21 12:02:00 INFO: 2020-09-21 12:02:00 INFO: 2020-09-21 12:02:00 INFO: 2020-09-21 12:02:00 INFO: 2020-09-21 12:43:49 INFO: process event {'orderID': '451575b8-a1ab-30d3-27ae-bd065345a78a', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 864, 'avgPx': 361.05, 'timestamp': '2020-09-21T09:43:49.441Z', 'clOrdID': '7088072afe0c43f68f2cdfb11991cc71', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-21 12:43:49 INFO: add new event={'uid': '7088072afe0c43f68f2cdfb11991cc71', 'status': 'Filled'} 2020-09-21 12:43:49 INFO: 2020-09-21 12:43:49 INFO: 2020-09-21 12:43:49 INFO: 2020-09-21 12:43:49 INFO: 2020-09-21 12:43:49 INFO: process event start 2020-09-21 12:43:49 INFO: fetch new order event 7088072afe0c43f68f2cdfb11991cc71 2020-09-21 12:43:49 INFO: fetch orders by event init=None profit_pair=22002b9ae45f4e4cafe54f5221d4f0a9 2020-09-21 12:43:49 INFO: process profit order filled 2020-09-21 12:43:49 INFO: cancel order=22002b9ae45f4e4cafe54f5221d4f0a9 [{'orderID': '1b5c0d78-915d-a5e4-9cfc-65db72b2674d', 'clOrdID': '22002b9ae45f4e4cafe54f5221d4f0a9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 864, 'price': None, 'displayQty': None, 'stopPx': 376.2, '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, 9, 21, 2, 46, 56, 476000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 21, 9, 43, 49, 916000, tzinfo=tzutc())}] 2020-09-21 12:43:49 INFO: process event {'orderID': '1b5c0d78-915d-a5e4-9cfc-65db72b2674d', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-09-21T09:43:49.916Z', 'clOrdID': '22002b9ae45f4e4cafe54f5221d4f0a9', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-21 12:43:49 INFO: skip event 22002b9ae45f4e4cafe54f5221d4f0a9 Canceled 2020-09-21 12:43:49 INFO: end process event_processing_result='proceed profit order' 2020-09-21 12:43:49 INFO: 2020-09-21 12:43:49 INFO: 2020-09-21 12:43:49 INFO: 2020-09-21 12:43:49 INFO: 2020-09-21 13:00:20 INFO: 2020-09-21 13:00:20 INFO: 2020-09-21 13:00:20 INFO: 2020-09-21 13:00:20 INFO: 2020-09-21 13:00:20 INFO: init new order start 2020-09-21 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 368.35, 'high': 368.4, 'low': 358.05, 'close': 358.85, 'trades': 10063, 'volume': 9844424, 'vwap': 362.9, 'lastSize': 10, 'turnover': 357253317405, 'homeNotional': 106146.7601499327, 'foreignNotional': 38521714.896855}, {'timestamp': datetime.datetime(2020, 9, 21, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 370.3, 'high': 371.15, 'low': 366.5, 'close': 368.35, 'trades': 5415, 'volume': 4691051, 'vwap': 368.14, 'lastSize': 3633, 'turnover': 172692060930, 'homeNotional': 50959.608541623515, 'foreignNotional': 18759915.18502618}, {'timestamp': datetime.datetime(2020, 9, 21, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 373.7, 'high': 374.05, 'low': 370.0, 'close': 370.3, 'trades': 3073, 'volume': 2610319, 'vwap': 371.83, 'lastSize': 5000, 'turnover': 97059285960, 'homeNotional': 28511.07174309582, 'foreignNotional': 10601295.567160258}] 2020-09-21 13:00:20 INFO: prepare candles [CandleItem(low=358.05, high=368.4, open=368.35, close=358.85, color='RED'), CandleItem(low=366.5, high=371.15, open=370.3, close=368.35, color='RED'), CandleItem(low=370.0, high=374.05, open=373.7, close=370.3, color='RED')] 2020-09-21 13:00:20 INFO: skip by colors first_candle=CandleItem(low=370.0, high=374.05, open=373.7, close=370.3, color='RED') second_candle=CandleItem(low=366.5, high=371.15, open=370.3, close=368.35, color='RED') last_candle=CandleItem(low=358.05, high=368.4, open=368.35, close=358.85, color='RED') 2020-09-21 13:00:20 INFO: check need new order None 2020-09-21 13:00:20 INFO: init new order end 2020-09-21 13:00:20 INFO: 2020-09-21 13:00:20 INFO: 2020-09-21 13:00:20 INFO: 2020-09-21 13:00:20 INFO: 2020-09-21 13:02:00 INFO: 2020-09-21 13:02:00 INFO: 2020-09-21 13:02:00 INFO: 2020-09-21 13:02:00 INFO: 2020-09-21 13:02:00 INFO: clearing start 2020-09-21 13:02:00 INFO: clearing end 2020-09-21 13:02:00 INFO: 2020-09-21 13:02:00 INFO: 2020-09-21 13:02:00 INFO: 2020-09-21 13:02:00 INFO: 2020-09-21 14:00:20 INFO: 2020-09-21 14:00:20 INFO: 2020-09-21 14:00:20 INFO: 2020-09-21 14:00:20 INFO: 2020-09-21 14:00:20 INFO: init new order start 2020-09-21 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 358.85, 'high': 360.0, 'low': 353.0, 'close': 356.7, 'trades': 10413, 'volume': 9903152, 'vwap': 357.0, 'lastSize': 4, 'turnover': 353536739780, 'homeNotional': 105755.13112589098, 'foreignNotional': 37754269.83497215}, {'timestamp': datetime.datetime(2020, 9, 21, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 368.35, 'high': 368.4, 'low': 358.05, 'close': 358.85, 'trades': 10063, 'volume': 9844424, 'vwap': 362.9, 'lastSize': 10, 'turnover': 357253317405, 'homeNotional': 106146.7601499327, 'foreignNotional': 38521714.896855}, {'timestamp': datetime.datetime(2020, 9, 21, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 370.3, 'high': 371.15, 'low': 366.5, 'close': 368.35, 'trades': 5415, 'volume': 4691051, 'vwap': 368.14, 'lastSize': 3633, 'turnover': 172692060930, 'homeNotional': 50959.608541623515, 'foreignNotional': 18759915.18502618}] 2020-09-21 14:00:20 INFO: prepare candles [CandleItem(low=353.0, high=360.0, open=358.85, close=356.7, color='RED'), CandleItem(low=358.05, high=368.4, open=368.35, close=358.85, color='RED'), CandleItem(low=366.5, high=371.15, open=370.3, close=368.35, color='RED')] 2020-09-21 14:00:20 INFO: skip by colors first_candle=CandleItem(low=366.5, high=371.15, open=370.3, close=368.35, color='RED') second_candle=CandleItem(low=358.05, high=368.4, open=368.35, close=358.85, color='RED') last_candle=CandleItem(low=353.0, high=360.0, open=358.85, close=356.7, color='RED') 2020-09-21 14:00:20 INFO: check need new order None 2020-09-21 14:00:20 INFO: init new order end 2020-09-21 14:00:20 INFO: 2020-09-21 14:00:20 INFO: 2020-09-21 14:00:20 INFO: 2020-09-21 14:00:20 INFO: 2020-09-21 14:02:00 INFO: 2020-09-21 14:02:00 INFO: 2020-09-21 14:02:00 INFO: 2020-09-21 14:02:00 INFO: 2020-09-21 14:02:00 INFO: clearing start 2020-09-21 14:02:00 INFO: clearing end 2020-09-21 14:02:00 INFO: 2020-09-21 14:02:00 INFO: 2020-09-21 14:02:00 INFO: 2020-09-21 14:02:00 INFO: 2020-09-21 15:00:20 INFO: 2020-09-21 15:00:20 INFO: 2020-09-21 15:00:20 INFO: 2020-09-21 15:00:20 INFO: 2020-09-21 15:00:20 INFO: init new order start 2020-09-21 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 356.7, 'high': 357.8, 'low': 348.75, 'close': 352.7, 'trades': 11936, 'volume': 10159818, 'vwap': 352.93, 'lastSize': 13, 'turnover': 358560711215, 'homeNotional': 107922.82723848936, 'foreignNotional': 38088437.74583343}, {'timestamp': datetime.datetime(2020, 9, 21, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 358.85, 'high': 360.0, 'low': 353.0, 'close': 356.7, 'trades': 10413, 'volume': 9903152, 'vwap': 357.0, 'lastSize': 4, 'turnover': 353536739780, 'homeNotional': 105755.13112589098, 'foreignNotional': 37754269.83497215}, {'timestamp': datetime.datetime(2020, 9, 21, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 368.35, 'high': 368.4, 'low': 358.05, 'close': 358.85, 'trades': 10063, 'volume': 9844424, 'vwap': 362.9, 'lastSize': 10, 'turnover': 357253317405, 'homeNotional': 106146.7601499327, 'foreignNotional': 38521714.896855}] 2020-09-21 15:00:20 INFO: prepare candles [CandleItem(low=348.75, high=357.8, open=356.7, close=352.7, color='RED'), CandleItem(low=353.0, high=360.0, open=358.85, close=356.7, color='RED'), CandleItem(low=358.05, high=368.4, open=368.35, close=358.85, color='RED')] 2020-09-21 15:00:20 INFO: skip by colors first_candle=CandleItem(low=358.05, high=368.4, open=368.35, close=358.85, color='RED') second_candle=CandleItem(low=353.0, high=360.0, open=358.85, close=356.7, color='RED') last_candle=CandleItem(low=348.75, high=357.8, open=356.7, close=352.7, color='RED') 2020-09-21 15:00:20 INFO: check need new order None 2020-09-21 15:00:20 INFO: init new order end 2020-09-21 15:00:20 INFO: 2020-09-21 15:00:20 INFO: 2020-09-21 15:00:20 INFO: 2020-09-21 15:00:20 INFO: 2020-09-21 15:02:00 INFO: 2020-09-21 15:02:00 INFO: 2020-09-21 15:02:00 INFO: 2020-09-21 15:02:00 INFO: 2020-09-21 15:02:00 INFO: clearing start 2020-09-21 15:02:00 INFO: clearing end 2020-09-21 15:02:00 INFO: 2020-09-21 15:02:00 INFO: 2020-09-21 15:02:00 INFO: 2020-09-21 15:02:00 INFO: 2020-09-21 16:00:20 INFO: 2020-09-21 16:00:20 INFO: 2020-09-21 16:00:20 INFO: 2020-09-21 16:00:20 INFO: 2020-09-21 16:00:20 INFO: init new order start 2020-09-21 16:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.7, 'high': 352.75, 'low': 340.25, 'close': 345.3, 'trades': 14146, 'volume': 12697999, 'vwap': 345.39, 'lastSize': 120, 'turnover': 438568568670, 'homeNotional': 134108.901575043, 'foreignNotional': 46320018.11621138}, {'timestamp': datetime.datetime(2020, 9, 21, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 356.7, 'high': 357.8, 'low': 348.75, 'close': 352.7, 'trades': 11936, 'volume': 10159818, 'vwap': 352.93, 'lastSize': 13, 'turnover': 358560711215, 'homeNotional': 107922.82723848936, 'foreignNotional': 38088437.74583343}, {'timestamp': datetime.datetime(2020, 9, 21, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 358.85, 'high': 360.0, 'low': 353.0, 'close': 356.7, 'trades': 10413, 'volume': 9903152, 'vwap': 357.0, 'lastSize': 4, 'turnover': 353536739780, 'homeNotional': 105755.13112589098, 'foreignNotional': 37754269.83497215}] 2020-09-21 16:00:21 INFO: prepare candles [CandleItem(low=340.25, high=352.75, open=352.7, close=345.3, color='RED'), CandleItem(low=348.75, high=357.8, open=356.7, close=352.7, color='RED'), CandleItem(low=353.0, high=360.0, open=358.85, close=356.7, color='RED')] 2020-09-21 16:00:21 INFO: skip by colors first_candle=CandleItem(low=353.0, high=360.0, open=358.85, close=356.7, color='RED') second_candle=CandleItem(low=348.75, high=357.8, open=356.7, close=352.7, color='RED') last_candle=CandleItem(low=340.25, high=352.75, open=352.7, close=345.3, color='RED') 2020-09-21 16:00:21 INFO: check need new order None 2020-09-21 16:00:21 INFO: init new order end 2020-09-21 16:00:21 INFO: 2020-09-21 16:00:21 INFO: 2020-09-21 16:00:21 INFO: 2020-09-21 16:00:21 INFO: 2020-09-21 16:02:00 INFO: 2020-09-21 16:02:00 INFO: 2020-09-21 16:02:00 INFO: 2020-09-21 16:02:00 INFO: 2020-09-21 16:02:00 INFO: clearing start 2020-09-21 16:02:00 INFO: clearing end 2020-09-21 16:02:00 INFO: 2020-09-21 16:02:00 INFO: 2020-09-21 16:02:00 INFO: 2020-09-21 16:02:00 INFO: 2020-09-21 17:00:20 INFO: 2020-09-21 17:00:20 INFO: 2020-09-21 17:00:20 INFO: 2020-09-21 17:00:20 INFO: 2020-09-21 17:00:20 INFO: init new order start 2020-09-21 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.3, 'high': 349.5, 'low': 344.65, 'close': 345.8, 'trades': 8341, 'volume': 5670486, 'vwap': 346.97, 'lastSize': 12, 'turnover': 196747914175, 'homeNotional': 60094.78877811842, 'foreignNotional': 20851110.724178635}, {'timestamp': datetime.datetime(2020, 9, 21, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.7, 'high': 352.75, 'low': 340.25, 'close': 345.3, 'trades': 14146, 'volume': 12697999, 'vwap': 345.39, 'lastSize': 120, 'turnover': 438568568670, 'homeNotional': 134108.901575043, 'foreignNotional': 46320018.11621138}, {'timestamp': datetime.datetime(2020, 9, 21, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 356.7, 'high': 357.8, 'low': 348.75, 'close': 352.7, 'trades': 11936, 'volume': 10159818, 'vwap': 352.93, 'lastSize': 13, 'turnover': 358560711215, 'homeNotional': 107922.82723848936, 'foreignNotional': 38088437.74583343}] 2020-09-21 17:00:20 INFO: prepare candles [CandleItem(low=344.65, high=349.5, open=345.3, close=345.8, color='GREEN'), CandleItem(low=340.25, high=352.75, open=352.7, close=345.3, color='RED'), CandleItem(low=348.75, high=357.8, open=356.7, close=352.7, color='RED')] 2020-09-21 17:00:20 INFO: last_candle=CandleItem(low=344.65, high=349.5, open=345.3, close=345.8, color='GREEN') 2020-09-21 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))) 2020-09-21 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=344.65, high=349.5, open=345.3, close=345.8, color='GREEN') 2020-09-21 17:00:20 INFO: skip by CandleItem(low=344.65, high=349.5, open=345.3, close=345.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-21 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))) 2020-09-21 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=344.65, high=349.5, open=345.3, close=345.8, color='GREEN') 2020-09-21 17:00:20 INFO: skip by CandleItem(low=344.65, high=349.5, open=345.3, close=345.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-21 17:00:20 INFO: not found applicable config for candle 2020-09-21 17:00:20 INFO: check need new order None 2020-09-21 17:00:20 INFO: init new order end 2020-09-21 17:00:20 INFO: 2020-09-21 17:00:20 INFO: 2020-09-21 17:00:20 INFO: 2020-09-21 17:00:20 INFO: 2020-09-21 17:02:00 INFO: 2020-09-21 17:02:00 INFO: 2020-09-21 17:02:00 INFO: 2020-09-21 17:02:00 INFO: 2020-09-21 17:02:00 INFO: clearing start 2020-09-21 17:02:00 INFO: clearing end 2020-09-21 17:02:00 INFO: 2020-09-21 17:02:00 INFO: 2020-09-21 17:02:00 INFO: 2020-09-21 17:02:00 INFO: 2020-09-21 18:00:20 INFO: 2020-09-21 18:00:20 INFO: 2020-09-21 18:00:20 INFO: 2020-09-21 18:00:20 INFO: 2020-09-21 18:00:20 INFO: init new order start 2020-09-21 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.8, 'high': 346.3, 'low': 330.9, 'close': 338.25, 'trades': 15274, 'volume': 13823791, 'vwap': 337.4, 'lastSize': 39, 'turnover': 466414466950, 'homeNotional': 144466.25706997878, 'foreignNotional': 48745876.488576785}, {'timestamp': datetime.datetime(2020, 9, 21, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.3, 'high': 349.5, 'low': 344.65, 'close': 345.8, 'trades': 8341, 'volume': 5670486, 'vwap': 346.97, 'lastSize': 12, 'turnover': 196747914175, 'homeNotional': 60094.78877811842, 'foreignNotional': 20851110.724178635}, {'timestamp': datetime.datetime(2020, 9, 21, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.7, 'high': 352.75, 'low': 340.25, 'close': 345.3, 'trades': 14146, 'volume': 12697999, 'vwap': 345.39, 'lastSize': 120, 'turnover': 438568568670, 'homeNotional': 134108.901575043, 'foreignNotional': 46320018.11621138}] 2020-09-21 18:00:20 INFO: prepare candles [CandleItem(low=330.9, high=346.3, open=345.8, close=338.25, color='RED'), CandleItem(low=344.65, high=349.5, open=345.3, close=345.8, color='GREEN'), CandleItem(low=340.25, high=352.75, open=352.7, close=345.3, color='RED')] 2020-09-21 18:00:20 INFO: skip by colors first_candle=CandleItem(low=340.25, high=352.75, open=352.7, close=345.3, color='RED') second_candle=CandleItem(low=344.65, high=349.5, open=345.3, close=345.8, color='GREEN') last_candle=CandleItem(low=330.9, high=346.3, open=345.8, close=338.25, color='RED') 2020-09-21 18:00:20 INFO: check need new order None 2020-09-21 18:00:20 INFO: init new order end 2020-09-21 18:00:20 INFO: 2020-09-21 18:00:20 INFO: 2020-09-21 18:00:20 INFO: 2020-09-21 18:00:20 INFO: 2020-09-21 18:02:00 INFO: 2020-09-21 18:02:00 INFO: 2020-09-21 18:02:00 INFO: 2020-09-21 18:02:00 INFO: 2020-09-21 18:02:00 INFO: clearing start 2020-09-21 18:02:00 INFO: clearing end 2020-09-21 18:02:00 INFO: 2020-09-21 18:02:00 INFO: 2020-09-21 18:02:00 INFO: 2020-09-21 18:02:00 INFO: 2020-09-21 19:00:20 INFO: 2020-09-21 19:00:20 INFO: 2020-09-21 19:00:20 INFO: 2020-09-21 19:00:20 INFO: 2020-09-21 19:00:20 INFO: init new order start 2020-09-21 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.25, 'high': 341.4, 'low': 336.8, 'close': 340.6, 'trades': 7848, 'volume': 3979967, 'vwap': 339.12, 'lastSize': 12, 'turnover': 134967952945, 'homeNotional': 41403.925148229784, 'foreignNotional': 14040914.736720543}, {'timestamp': datetime.datetime(2020, 9, 21, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.8, 'high': 346.3, 'low': 330.9, 'close': 338.25, 'trades': 15274, 'volume': 13823791, 'vwap': 337.4, 'lastSize': 39, 'turnover': 466414466950, 'homeNotional': 144466.25706997878, 'foreignNotional': 48745876.488576785}, {'timestamp': datetime.datetime(2020, 9, 21, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.3, 'high': 349.5, 'low': 344.65, 'close': 345.8, 'trades': 8341, 'volume': 5670486, 'vwap': 346.97, 'lastSize': 12, 'turnover': 196747914175, 'homeNotional': 60094.78877811842, 'foreignNotional': 20851110.724178635}] 2020-09-21 19:00:20 INFO: prepare candles [CandleItem(low=336.8, high=341.4, open=338.25, close=340.6, color='GREEN'), CandleItem(low=330.9, high=346.3, open=345.8, close=338.25, color='RED'), CandleItem(low=344.65, high=349.5, open=345.3, close=345.8, color='GREEN')] 2020-09-21 19:00:20 INFO: skip by colors first_candle=CandleItem(low=344.65, high=349.5, open=345.3, close=345.8, color='GREEN') second_candle=CandleItem(low=330.9, high=346.3, open=345.8, close=338.25, color='RED') last_candle=CandleItem(low=336.8, high=341.4, open=338.25, close=340.6, color='GREEN') 2020-09-21 19:00:20 INFO: check need new order None 2020-09-21 19:00:20 INFO: init new order end 2020-09-21 19:00:20 INFO: 2020-09-21 19:00:20 INFO: 2020-09-21 19:00:20 INFO: 2020-09-21 19:00:20 INFO: 2020-09-21 19:02:00 INFO: 2020-09-21 19:02:00 INFO: 2020-09-21 19:02:00 INFO: 2020-09-21 19:02:00 INFO: 2020-09-21 19:02:00 INFO: clearing start 2020-09-21 19:02:00 INFO: clearing end 2020-09-21 19:02:00 INFO: 2020-09-21 19:02:00 INFO: 2020-09-21 19:02:00 INFO: 2020-09-21 19:02:00 INFO: 2020-09-21 20:00:20 INFO: 2020-09-21 20:00:20 INFO: 2020-09-21 20:00:20 INFO: 2020-09-21 20:00:20 INFO: 2020-09-21 20:00:20 INFO: init new order start 2020-09-21 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.6, 'high': 343.3, 'low': 336.5, 'close': 339.1, 'trades': 7908, 'volume': 5534560, 'vwap': 339.98, 'lastSize': 50, 'turnover': 188160055805, 'homeNotional': 57551.776669574225, 'foreignNotional': 19566166.07368195}, {'timestamp': datetime.datetime(2020, 9, 21, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.25, 'high': 341.4, 'low': 336.8, 'close': 340.6, 'trades': 7848, 'volume': 3979967, 'vwap': 339.12, 'lastSize': 12, 'turnover': 134967952945, 'homeNotional': 41403.925148229784, 'foreignNotional': 14040914.736720543}, {'timestamp': datetime.datetime(2020, 9, 21, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.8, 'high': 346.3, 'low': 330.9, 'close': 338.25, 'trades': 15274, 'volume': 13823791, 'vwap': 337.4, 'lastSize': 39, 'turnover': 466414466950, 'homeNotional': 144466.25706997878, 'foreignNotional': 48745876.488576785}] 2020-09-21 20:00:20 INFO: prepare candles [CandleItem(low=336.5, high=343.3, open=340.6, close=339.1, color='RED'), CandleItem(low=336.8, high=341.4, open=338.25, close=340.6, color='GREEN'), CandleItem(low=330.9, high=346.3, open=345.8, close=338.25, color='RED')] 2020-09-21 20:00:20 INFO: skip by colors first_candle=CandleItem(low=330.9, high=346.3, open=345.8, close=338.25, color='RED') second_candle=CandleItem(low=336.8, high=341.4, open=338.25, close=340.6, color='GREEN') last_candle=CandleItem(low=336.5, high=343.3, open=340.6, close=339.1, color='RED') 2020-09-21 20:00:20 INFO: check need new order None 2020-09-21 20:00:20 INFO: init new order end 2020-09-21 20:00:20 INFO: 2020-09-21 20:00:20 INFO: 2020-09-21 20:00:20 INFO: 2020-09-21 20:00:20 INFO: 2020-09-21 20:02:00 INFO: 2020-09-21 20:02:00 INFO: 2020-09-21 20:02:00 INFO: 2020-09-21 20:02:00 INFO: 2020-09-21 20:02:00 INFO: clearing start 2020-09-21 20:02:00 INFO: clearing end 2020-09-21 20:02:00 INFO: 2020-09-21 20:02:00 INFO: 2020-09-21 20:02:00 INFO: 2020-09-21 20:02:00 INFO: 2020-09-21 21:00:20 INFO: 2020-09-21 21:00:20 INFO: 2020-09-21 21:00:20 INFO: 2020-09-21 21:00:20 INFO: 2020-09-21 21:00:20 INFO: init new order start 2020-09-21 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 339.1, 'high': 343.75, 'low': 338.6, 'close': 341.1, 'trades': 4867, 'volume': 3033729, 'vwap': 341.35, 'lastSize': 12, 'turnover': 103553842065, 'homeNotional': 31564.772470192773, 'foreignNotional': 10774417.321157549}, {'timestamp': datetime.datetime(2020, 9, 21, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.6, 'high': 343.3, 'low': 336.5, 'close': 339.1, 'trades': 7908, 'volume': 5534560, 'vwap': 339.98, 'lastSize': 50, 'turnover': 188160055805, 'homeNotional': 57551.776669574225, 'foreignNotional': 19566166.07368195}, {'timestamp': datetime.datetime(2020, 9, 21, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.25, 'high': 341.4, 'low': 336.8, 'close': 340.6, 'trades': 7848, 'volume': 3979967, 'vwap': 339.12, 'lastSize': 12, 'turnover': 134967952945, 'homeNotional': 41403.925148229784, 'foreignNotional': 14040914.736720543}] 2020-09-21 21:00:20 INFO: prepare candles [CandleItem(low=338.6, high=343.75, open=339.1, close=341.1, color='GREEN'), CandleItem(low=336.5, high=343.3, open=340.6, close=339.1, color='RED'), CandleItem(low=336.8, high=341.4, open=338.25, close=340.6, color='GREEN')] 2020-09-21 21:00:20 INFO: skip by colors first_candle=CandleItem(low=336.8, high=341.4, open=338.25, close=340.6, color='GREEN') second_candle=CandleItem(low=336.5, high=343.3, open=340.6, close=339.1, color='RED') last_candle=CandleItem(low=338.6, high=343.75, open=339.1, close=341.1, color='GREEN') 2020-09-21 21:00:20 INFO: check need new order None 2020-09-21 21:00:20 INFO: init new order end 2020-09-21 21:00:20 INFO: 2020-09-21 21:00:20 INFO: 2020-09-21 21:00:20 INFO: 2020-09-21 21:00:20 INFO: 2020-09-21 21:02:00 INFO: 2020-09-21 21:02:00 INFO: 2020-09-21 21:02:00 INFO: 2020-09-21 21:02:00 INFO: 2020-09-21 21:02:00 INFO: clearing start 2020-09-21 21:02:00 INFO: clearing end 2020-09-21 21:02:00 INFO: 2020-09-21 21:02:00 INFO: 2020-09-21 21:02:00 INFO: 2020-09-21 21:02:00 INFO: 2020-09-21 22:00:20 INFO: 2020-09-21 22:00:20 INFO: 2020-09-21 22:00:20 INFO: 2020-09-21 22:00:20 INFO: 2020-09-21 22:00:20 INFO: init new order start 2020-09-21 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.1, 'high': 342.5, 'low': 338.85, 'close': 342.5, 'trades': 3519, 'volume': 2188927, 'vwap': 340.51, 'lastSize': 28, 'turnover': 74534823825, 'homeNotional': 22759.11126991025, 'foreignNotional': 7749682.886638161}, {'timestamp': datetime.datetime(2020, 9, 21, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 339.1, 'high': 343.75, 'low': 338.6, 'close': 341.1, 'trades': 4867, 'volume': 3033729, 'vwap': 341.35, 'lastSize': 12, 'turnover': 103553842065, 'homeNotional': 31564.772470192773, 'foreignNotional': 10774417.321157549}, {'timestamp': datetime.datetime(2020, 9, 21, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.6, 'high': 343.3, 'low': 336.5, 'close': 339.1, 'trades': 7908, 'volume': 5534560, 'vwap': 339.98, 'lastSize': 50, 'turnover': 188160055805, 'homeNotional': 57551.776669574225, 'foreignNotional': 19566166.07368195}] 2020-09-21 22:00:20 INFO: prepare candles [CandleItem(low=338.85, high=342.5, open=341.1, close=342.5, color='GREEN'), CandleItem(low=338.6, high=343.75, open=339.1, close=341.1, color='GREEN'), CandleItem(low=336.5, high=343.3, open=340.6, close=339.1, color='RED')] 2020-09-21 22:00:20 INFO: skip by colors first_candle=CandleItem(low=336.5, high=343.3, open=340.6, close=339.1, color='RED') second_candle=CandleItem(low=338.6, high=343.75, open=339.1, close=341.1, color='GREEN') last_candle=CandleItem(low=338.85, high=342.5, open=341.1, close=342.5, color='GREEN') 2020-09-21 22:00:20 INFO: check need new order None 2020-09-21 22:00:20 INFO: init new order end 2020-09-21 22:00:20 INFO: 2020-09-21 22:00:20 INFO: 2020-09-21 22:00:20 INFO: 2020-09-21 22:00:20 INFO: 2020-09-21 22:02:00 INFO: 2020-09-21 22:02:00 INFO: 2020-09-21 22:02:00 INFO: 2020-09-21 22:02:00 INFO: 2020-09-21 22:02:00 INFO: clearing start 2020-09-21 22:02:00 INFO: clearing end 2020-09-21 22:02:00 INFO: 2020-09-21 22:02:00 INFO: 2020-09-21 22:02:00 INFO: 2020-09-21 22:02:00 INFO: 2020-09-21 23:00:20 INFO: 2020-09-21 23:00:20 INFO: 2020-09-21 23:00:20 INFO: 2020-09-21 23:00:20 INFO: 2020-09-21 23:00:20 INFO: init new order start 2020-09-21 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 342.5, 'high': 345.85, 'low': 342.25, 'close': 345.15, 'trades': 4994, 'volume': 3523301, 'vwap': 344.54, 'lastSize': 1, 'turnover': 121389896410, 'homeNotional': 36914.10114024038, 'foreignNotional': 12718205.07549661}, {'timestamp': datetime.datetime(2020, 9, 21, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.1, 'high': 342.5, 'low': 338.85, 'close': 342.5, 'trades': 3519, 'volume': 2188927, 'vwap': 340.51, 'lastSize': 28, 'turnover': 74534823825, 'homeNotional': 22759.11126991025, 'foreignNotional': 7749682.886638161}, {'timestamp': datetime.datetime(2020, 9, 21, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 339.1, 'high': 343.75, 'low': 338.6, 'close': 341.1, 'trades': 4867, 'volume': 3033729, 'vwap': 341.35, 'lastSize': 12, 'turnover': 103553842065, 'homeNotional': 31564.772470192773, 'foreignNotional': 10774417.321157549}] 2020-09-21 23:00:20 INFO: prepare candles [CandleItem(low=342.25, high=345.85, open=342.5, close=345.15, color='GREEN'), CandleItem(low=338.85, high=342.5, open=341.1, close=342.5, color='GREEN'), CandleItem(low=338.6, high=343.75, open=339.1, close=341.1, color='GREEN')] 2020-09-21 23:00:20 INFO: skip by colors first_candle=CandleItem(low=338.6, high=343.75, open=339.1, close=341.1, color='GREEN') second_candle=CandleItem(low=338.85, high=342.5, open=341.1, close=342.5, color='GREEN') last_candle=CandleItem(low=342.25, high=345.85, open=342.5, close=345.15, color='GREEN') 2020-09-21 23:00:20 INFO: check need new order None 2020-09-21 23:00:20 INFO: init new order end 2020-09-21 23:00:20 INFO: 2020-09-21 23:00:20 INFO: 2020-09-21 23:00:20 INFO: 2020-09-21 23:00:20 INFO: 2020-09-21 23:02:00 INFO: 2020-09-21 23:02:00 INFO: 2020-09-21 23:02:00 INFO: 2020-09-21 23:02:00 INFO: 2020-09-21 23:02:00 INFO: clearing start 2020-09-21 23:02:00 INFO: clearing end 2020-09-21 23:02:00 INFO: 2020-09-21 23:02:00 INFO: 2020-09-21 23:02:00 INFO: 2020-09-21 23:02:00 INFO: 2020-09-22 00:00:20 INFO: 2020-09-22 00:00:20 INFO: 2020-09-22 00:00:20 INFO: 2020-09-22 00:00:20 INFO: 2020-09-22 00:00:20 INFO: init new order start 2020-09-22 00:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.15, 'high': 349.25, 'low': 344.6, 'close': 346.15, 'trades': 4515, 'volume': 3917303, 'vwap': 347.69, 'lastSize': 200, 'turnover': 136199999735, 'homeNotional': 41180.65054457184, 'foreignNotional': 14318070.431668252}, {'timestamp': datetime.datetime(2020, 9, 21, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 342.5, 'high': 345.85, 'low': 342.25, 'close': 345.15, 'trades': 4994, 'volume': 3523301, 'vwap': 344.54, 'lastSize': 1, 'turnover': 121389896410, 'homeNotional': 36914.10114024038, 'foreignNotional': 12718205.07549661}, {'timestamp': datetime.datetime(2020, 9, 21, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.1, 'high': 342.5, 'low': 338.85, 'close': 342.5, 'trades': 3519, 'volume': 2188927, 'vwap': 340.51, 'lastSize': 28, 'turnover': 74534823825, 'homeNotional': 22759.11126991025, 'foreignNotional': 7749682.886638161}] 2020-09-22 00:00:21 INFO: prepare candles [CandleItem(low=344.6, high=349.25, open=345.15, close=346.15, color='GREEN'), CandleItem(low=342.25, high=345.85, open=342.5, close=345.15, color='GREEN'), CandleItem(low=338.85, high=342.5, open=341.1, close=342.5, color='GREEN')] 2020-09-22 00:00:21 INFO: skip by colors first_candle=CandleItem(low=338.85, high=342.5, open=341.1, close=342.5, color='GREEN') second_candle=CandleItem(low=342.25, high=345.85, open=342.5, close=345.15, color='GREEN') last_candle=CandleItem(low=344.6, high=349.25, open=345.15, close=346.15, color='GREEN') 2020-09-22 00:00:21 INFO: check need new order None 2020-09-22 00:00:21 INFO: init new order end 2020-09-22 00:00:21 INFO: 2020-09-22 00:00:21 INFO: 2020-09-22 00:00:21 INFO: 2020-09-22 00:00:21 INFO: 2020-09-22 00:02:00 INFO: 2020-09-22 00:02:00 INFO: 2020-09-22 00:02:00 INFO: 2020-09-22 00:02:00 INFO: 2020-09-22 00:02:00 INFO: clearing start 2020-09-22 00:02:00 INFO: clearing end 2020-09-22 00:02:00 INFO: 2020-09-22 00:02:00 INFO: 2020-09-22 00:02:00 INFO: 2020-09-22 00:02:00 INFO: 2020-09-22 01:00:20 INFO: 2020-09-22 01:00:20 INFO: 2020-09-22 01:00:20 INFO: 2020-09-22 01:00:20 INFO: 2020-09-22 01:00:20 INFO: init new order start 2020-09-22 01:00:22 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.15, 'high': 349.35, 'low': 345.75, 'close': 348.15, 'trades': 2648, 'volume': 1859629, 'vwap': 347.47, 'lastSize': 207, 'turnover': 64615196450, 'homeNotional': 19514.84293847651, 'foreignNotional': 6780716.688344064}, {'timestamp': datetime.datetime(2020, 9, 21, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.15, 'high': 349.25, 'low': 344.6, 'close': 346.15, 'trades': 4515, 'volume': 3917303, 'vwap': 347.69, 'lastSize': 200, 'turnover': 136199999735, 'homeNotional': 41180.65054457184, 'foreignNotional': 14318070.431668252}, {'timestamp': datetime.datetime(2020, 9, 21, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 342.5, 'high': 345.85, 'low': 342.25, 'close': 345.15, 'trades': 4994, 'volume': 3523301, 'vwap': 344.54, 'lastSize': 1, 'turnover': 121389896410, 'homeNotional': 36914.10114024038, 'foreignNotional': 12718205.07549661}] 2020-09-22 01:00:22 INFO: prepare candles [CandleItem(low=345.75, high=349.35, open=346.15, close=348.15, color='GREEN'), CandleItem(low=344.6, high=349.25, open=345.15, close=346.15, color='GREEN'), CandleItem(low=342.25, high=345.85, open=342.5, close=345.15, color='GREEN')] 2020-09-22 01:00:22 INFO: skip by colors first_candle=CandleItem(low=342.25, high=345.85, open=342.5, close=345.15, color='GREEN') second_candle=CandleItem(low=344.6, high=349.25, open=345.15, close=346.15, color='GREEN') last_candle=CandleItem(low=345.75, high=349.35, open=346.15, close=348.15, color='GREEN') 2020-09-22 01:00:22 INFO: check need new order None 2020-09-22 01:00:22 INFO: init new order end 2020-09-22 01:00:22 INFO: 2020-09-22 01:00:22 INFO: 2020-09-22 01:00:22 INFO: 2020-09-22 01:00:22 INFO: 2020-09-22 01:02:00 INFO: 2020-09-22 01:02:00 INFO: 2020-09-22 01:02:00 INFO: 2020-09-22 01:02:00 INFO: 2020-09-22 01:02:00 INFO: clearing start 2020-09-22 01:02:01 INFO: clearing end 2020-09-22 01:02:01 INFO: 2020-09-22 01:02:01 INFO: 2020-09-22 01:02:01 INFO: 2020-09-22 01:02:01 INFO: 2020-09-22 02:00:20 INFO: 2020-09-22 02:00:20 INFO: 2020-09-22 02:00:20 INFO: 2020-09-22 02:00:20 INFO: 2020-09-22 02:00:20 INFO: init new order start 2020-09-22 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 21, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 348.15, 'high': 348.2, 'low': 344.3, 'close': 344.55, 'trades': 3910, 'volume': 2712080, 'vwap': 346.49, 'lastSize': 2, 'turnover': 93968936610, 'homeNotional': 28471.032629328092, 'foreignNotional': 9864740.556241225}, {'timestamp': datetime.datetime(2020, 9, 21, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.15, 'high': 349.35, 'low': 345.75, 'close': 348.15, 'trades': 2648, 'volume': 1859629, 'vwap': 347.47, 'lastSize': 207, 'turnover': 64615196450, 'homeNotional': 19514.84293847651, 'foreignNotional': 6780716.688344064}, {'timestamp': datetime.datetime(2020, 9, 21, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.15, 'high': 349.25, 'low': 344.6, 'close': 346.15, 'trades': 4515, 'volume': 3917303, 'vwap': 347.69, 'lastSize': 200, 'turnover': 136199999735, 'homeNotional': 41180.65054457184, 'foreignNotional': 14318070.431668252}] 2020-09-22 02:00:20 INFO: prepare candles [CandleItem(low=344.3, high=348.2, open=348.15, close=344.55, color='RED'), CandleItem(low=345.75, high=349.35, open=346.15, close=348.15, color='GREEN'), CandleItem(low=344.6, high=349.25, open=345.15, close=346.15, color='GREEN')] 2020-09-22 02:00:20 INFO: last_candle=CandleItem(low=344.3, high=348.2, open=348.15, close=344.55, color='RED') 2020-09-22 02:00:20 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))) 2020-09-22 02:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=344.3, high=348.2, open=348.15, close=344.55, color='RED') 2020-09-22 02:00:20 INFO: skip by CandleItem(low=344.3, high=348.2, open=348.15, close=344.55, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-22 02:00:20 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))) 2020-09-22 02:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=344.3, high=348.2, open=348.15, close=344.55, color='RED') 2020-09-22 02:00:20 INFO: skip by CandleItem(low=344.3, high=348.2, open=348.15, close=344.55, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-22 02:00:20 INFO: not found applicable config for candle 2020-09-22 02:00:20 INFO: check need new order None 2020-09-22 02:00:20 INFO: init new order end 2020-09-22 02:00:20 INFO: 2020-09-22 02:00:20 INFO: 2020-09-22 02:00:20 INFO: 2020-09-22 02:00:20 INFO: 2020-09-22 02:02:00 INFO: 2020-09-22 02:02:00 INFO: 2020-09-22 02:02:00 INFO: 2020-09-22 02:02:00 INFO: 2020-09-22 02:02:00 INFO: clearing start 2020-09-22 02:02:00 INFO: clearing end 2020-09-22 02:02:00 INFO: 2020-09-22 02:02:00 INFO: 2020-09-22 02:02:00 INFO: 2020-09-22 02:02:00 INFO: 2020-09-22 03:00:20 INFO: 2020-09-22 03:00:20 INFO: 2020-09-22 03:00:20 INFO: 2020-09-22 03:00:20 INFO: 2020-09-22 03:00:20 INFO: init new order start 2020-09-22 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.55, 'high': 345.05, 'low': 340.2, 'close': 340.25, 'trades': 4624, 'volume': 1950298, 'vwap': 342.76, 'lastSize': 1, 'turnover': 66847905615, 'homeNotional': 20403.71164126496, 'foreignNotional': 6993572.129239917}, {'timestamp': datetime.datetime(2020, 9, 21, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 348.15, 'high': 348.2, 'low': 344.3, 'close': 344.55, 'trades': 3910, 'volume': 2712080, 'vwap': 346.49, 'lastSize': 2, 'turnover': 93968936610, 'homeNotional': 28471.032629328092, 'foreignNotional': 9864740.556241225}, {'timestamp': datetime.datetime(2020, 9, 21, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.15, 'high': 349.35, 'low': 345.75, 'close': 348.15, 'trades': 2648, 'volume': 1859629, 'vwap': 347.47, 'lastSize': 207, 'turnover': 64615196450, 'homeNotional': 19514.84293847651, 'foreignNotional': 6780716.688344064}] 2020-09-22 03:00:20 INFO: prepare candles [CandleItem(low=340.2, high=345.05, open=344.55, close=340.25, color='RED'), CandleItem(low=344.3, high=348.2, open=348.15, close=344.55, color='RED'), CandleItem(low=345.75, high=349.35, open=346.15, close=348.15, color='GREEN')] 2020-09-22 03:00:20 INFO: skip by colors first_candle=CandleItem(low=345.75, high=349.35, open=346.15, close=348.15, color='GREEN') second_candle=CandleItem(low=344.3, high=348.2, open=348.15, close=344.55, color='RED') last_candle=CandleItem(low=340.2, high=345.05, open=344.55, close=340.25, color='RED') 2020-09-22 03:00:20 INFO: check need new order None 2020-09-22 03:00:20 INFO: init new order end 2020-09-22 03:00:20 INFO: 2020-09-22 03:00:20 INFO: 2020-09-22 03:00:20 INFO: 2020-09-22 03:00:20 INFO: 2020-09-22 03:02:00 INFO: 2020-09-22 03:02:00 INFO: 2020-09-22 03:02:00 INFO: 2020-09-22 03:02:00 INFO: 2020-09-22 03:02:00 INFO: clearing start 2020-09-22 03:02:00 INFO: clearing end 2020-09-22 03:02:00 INFO: 2020-09-22 03:02:00 INFO: 2020-09-22 03:02:00 INFO: 2020-09-22 03:02:00 INFO: 2020-09-22 04:00:20 INFO: 2020-09-22 04:00:20 INFO: 2020-09-22 04:00:20 INFO: 2020-09-22 04:00:20 INFO: 2020-09-22 04:00:20 INFO: init new order start 2020-09-22 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.25, 'high': 345.15, 'low': 336.8, 'close': 342.5, 'trades': 7811, 'volume': 8903187, 'vwap': 342.31, 'lastSize': 780, 'turnover': 304757455465, 'homeNotional': 92958.99920497499, 'foreignNotional': 31820492.9580662}, {'timestamp': datetime.datetime(2020, 9, 22, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.55, 'high': 345.05, 'low': 340.2, 'close': 340.25, 'trades': 4624, 'volume': 1950298, 'vwap': 342.76, 'lastSize': 1, 'turnover': 66847905615, 'homeNotional': 20403.71164126496, 'foreignNotional': 6993572.129239917}, {'timestamp': datetime.datetime(2020, 9, 21, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 348.15, 'high': 348.2, 'low': 344.3, 'close': 344.55, 'trades': 3910, 'volume': 2712080, 'vwap': 346.49, 'lastSize': 2, 'turnover': 93968936610, 'homeNotional': 28471.032629328092, 'foreignNotional': 9864740.556241225}] 2020-09-22 04:00:21 INFO: prepare candles [CandleItem(low=336.8, high=345.15, open=340.25, close=342.5, color='GREEN'), CandleItem(low=340.2, high=345.05, open=344.55, close=340.25, color='RED'), CandleItem(low=344.3, high=348.2, open=348.15, close=344.55, color='RED')] 2020-09-22 04:00:21 INFO: last_candle=CandleItem(low=336.8, high=345.15, open=340.25, close=342.5, color='GREEN') 2020-09-22 04:00:21 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))) 2020-09-22 04:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=336.8, high=345.15, open=340.25, close=342.5, color='GREEN') 2020-09-22 04:00:21 INFO: skip by CandleItem(low=336.8, high=345.15, open=340.25, close=342.5, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-22 04:00:21 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))) 2020-09-22 04:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=336.8, high=345.15, open=340.25, close=342.5, color='GREEN') 2020-09-22 04:00:21 INFO: skip by CandleItem(low=336.8, high=345.15, open=340.25, close=342.5, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-22 04:00:21 INFO: not found applicable config for candle 2020-09-22 04:00:21 INFO: check need new order None 2020-09-22 04:00:21 INFO: init new order end 2020-09-22 04:00:21 INFO: 2020-09-22 04:00:21 INFO: 2020-09-22 04:00:21 INFO: 2020-09-22 04:00:21 INFO: 2020-09-22 04:02:00 INFO: 2020-09-22 04:02:00 INFO: 2020-09-22 04:02:00 INFO: 2020-09-22 04:02:00 INFO: 2020-09-22 04:02:00 INFO: clearing start 2020-09-22 04:02:00 INFO: clearing end 2020-09-22 04:02:00 INFO: 2020-09-22 04:02:00 INFO: 2020-09-22 04:02:00 INFO: 2020-09-22 04:02:00 INFO: 2020-09-22 05:00:21 INFO: 2020-09-22 05:00:21 INFO: 2020-09-22 05:00:21 INFO: 2020-09-22 05:00:21 INFO: 2020-09-22 05:00:21 INFO: init new order start 2020-09-22 05:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 342.5, 'high': 343.4, 'low': 340.2, 'close': 342.55, 'trades': 2829, 'volume': 1756106, 'vwap': 341.62, 'lastSize': 11, 'turnover': 59992070625, 'homeNotional': 18310.25113150767, 'foreignNotional': 6255162.723784725}, {'timestamp': datetime.datetime(2020, 9, 22, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.25, 'high': 345.15, 'low': 336.8, 'close': 342.5, 'trades': 7811, 'volume': 8903187, 'vwap': 342.31, 'lastSize': 780, 'turnover': 304757455465, 'homeNotional': 92958.99920497499, 'foreignNotional': 31820492.9580662}, {'timestamp': datetime.datetime(2020, 9, 22, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.55, 'high': 345.05, 'low': 340.2, 'close': 340.25, 'trades': 4624, 'volume': 1950298, 'vwap': 342.76, 'lastSize': 1, 'turnover': 66847905615, 'homeNotional': 20403.71164126496, 'foreignNotional': 6993572.129239917}] 2020-09-22 05:00:21 INFO: prepare candles [CandleItem(low=340.2, high=343.4, open=342.5, close=342.55, color='GREEN'), CandleItem(low=336.8, high=345.15, open=340.25, close=342.5, color='GREEN'), CandleItem(low=340.2, high=345.05, open=344.55, close=340.25, color='RED')] 2020-09-22 05:00:21 INFO: skip by colors first_candle=CandleItem(low=340.2, high=345.05, open=344.55, close=340.25, color='RED') second_candle=CandleItem(low=336.8, high=345.15, open=340.25, close=342.5, color='GREEN') last_candle=CandleItem(low=340.2, high=343.4, open=342.5, close=342.55, color='GREEN') 2020-09-22 05:00:21 INFO: check need new order None 2020-09-22 05:00:21 INFO: init new order end 2020-09-22 05:00:21 INFO: 2020-09-22 05:00:21 INFO: 2020-09-22 05:00:21 INFO: 2020-09-22 05:00:21 INFO: 2020-09-22 05:02:00 INFO: 2020-09-22 05:02:00 INFO: 2020-09-22 05:02:00 INFO: 2020-09-22 05:02:00 INFO: 2020-09-22 05:02:00 INFO: clearing start 2020-09-22 05:02:00 INFO: clearing end 2020-09-22 05:02:00 INFO: 2020-09-22 05:02:00 INFO: 2020-09-22 05:02:00 INFO: 2020-09-22 05:02:00 INFO: 2020-09-22 06:00:20 INFO: 2020-09-22 06:00:20 INFO: 2020-09-22 06:00:20 INFO: 2020-09-22 06:00:20 INFO: 2020-09-22 06:00:20 INFO: init new order start 2020-09-22 06:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 342.55, 'high': 344.6, 'low': 341.7, 'close': 344.6, 'trades': 3067, 'volume': 1354341, 'vwap': 342.93, 'lastSize': 200, 'turnover': 46444389095, 'homeNotional': 14140.666849132327, 'foreignNotional': 4849263.754987615}, {'timestamp': datetime.datetime(2020, 9, 22, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 342.5, 'high': 343.4, 'low': 340.2, 'close': 342.55, 'trades': 2829, 'volume': 1756106, 'vwap': 341.62, 'lastSize': 11, 'turnover': 59992070625, 'homeNotional': 18310.25113150767, 'foreignNotional': 6255162.723784725}, {'timestamp': datetime.datetime(2020, 9, 22, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.25, 'high': 345.15, 'low': 336.8, 'close': 342.5, 'trades': 7811, 'volume': 8903187, 'vwap': 342.31, 'lastSize': 780, 'turnover': 304757455465, 'homeNotional': 92958.99920497499, 'foreignNotional': 31820492.9580662}] 2020-09-22 06:00:21 INFO: prepare candles [CandleItem(low=341.7, high=344.6, open=342.55, close=344.6, color='GREEN'), CandleItem(low=340.2, high=343.4, open=342.5, close=342.55, color='GREEN'), CandleItem(low=336.8, high=345.15, open=340.25, close=342.5, color='GREEN')] 2020-09-22 06:00:21 INFO: skip by colors first_candle=CandleItem(low=336.8, high=345.15, open=340.25, close=342.5, color='GREEN') second_candle=CandleItem(low=340.2, high=343.4, open=342.5, close=342.55, color='GREEN') last_candle=CandleItem(low=341.7, high=344.6, open=342.55, close=344.6, color='GREEN') 2020-09-22 06:00:21 INFO: check need new order None 2020-09-22 06:00:21 INFO: init new order end 2020-09-22 06:00:21 INFO: 2020-09-22 06:00:21 INFO: 2020-09-22 06:00:21 INFO: 2020-09-22 06:00:21 INFO: 2020-09-22 06:02:00 INFO: 2020-09-22 06:02:00 INFO: 2020-09-22 06:02:00 INFO: 2020-09-22 06:02:00 INFO: 2020-09-22 06:02:00 INFO: clearing start 2020-09-22 06:02:00 INFO: clearing end 2020-09-22 06:02:00 INFO: 2020-09-22 06:02:00 INFO: 2020-09-22 06:02:00 INFO: 2020-09-22 06:02:00 INFO: 2020-09-22 07:00:20 INFO: 2020-09-22 07:00:20 INFO: 2020-09-22 07:00:20 INFO: 2020-09-22 07:00:20 INFO: 2020-09-22 07:00:20 INFO: init new order start 2020-09-22 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.6, 'high': 345.55, 'low': 342.35, 'close': 343.4, 'trades': 2874, 'volume': 1592953, 'vwap': 343.86, 'lastSize': 100, 'turnover': 54773847895, 'homeNotional': 16659.147960597915, 'foreignNotional': 5728273.929780569}, {'timestamp': datetime.datetime(2020, 9, 22, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 342.55, 'high': 344.6, 'low': 341.7, 'close': 344.6, 'trades': 3067, 'volume': 1354341, 'vwap': 342.93, 'lastSize': 200, 'turnover': 46444389095, 'homeNotional': 14140.666849132327, 'foreignNotional': 4849263.754987615}, {'timestamp': datetime.datetime(2020, 9, 22, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 342.5, 'high': 343.4, 'low': 340.2, 'close': 342.55, 'trades': 2829, 'volume': 1756106, 'vwap': 341.62, 'lastSize': 11, 'turnover': 59992070625, 'homeNotional': 18310.25113150767, 'foreignNotional': 6255162.723784725}] 2020-09-22 07:00:20 INFO: prepare candles [CandleItem(low=342.35, high=345.55, open=344.6, close=343.4, color='RED'), CandleItem(low=341.7, high=344.6, open=342.55, close=344.6, color='GREEN'), CandleItem(low=340.2, high=343.4, open=342.5, close=342.55, color='GREEN')] 2020-09-22 07:00:20 INFO: last_candle=CandleItem(low=342.35, high=345.55, open=344.6, close=343.4, color='RED') 2020-09-22 07:00:20 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))) 2020-09-22 07:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=342.35, high=345.55, open=344.6, close=343.4, color='RED') 2020-09-22 07:00:20 INFO: skip by CandleItem(low=342.35, high=345.55, open=344.6, close=343.4, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-22 07:00:20 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))) 2020-09-22 07:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=342.35, high=345.55, open=344.6, close=343.4, color='RED') 2020-09-22 07:00:20 INFO: skip by CandleItem(low=342.35, high=345.55, open=344.6, close=343.4, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-22 07:00:20 INFO: not found applicable config for candle 2020-09-22 07:00:20 INFO: check need new order None 2020-09-22 07:00:20 INFO: init new order end 2020-09-22 07:00:20 INFO: 2020-09-22 07:00:20 INFO: 2020-09-22 07:00:20 INFO: 2020-09-22 07:00:20 INFO: 2020-09-22 07:02:00 INFO: 2020-09-22 07:02:00 INFO: 2020-09-22 07:02:00 INFO: 2020-09-22 07:02:00 INFO: 2020-09-22 07:02:00 INFO: clearing start 2020-09-22 07:02:00 INFO: clearing end 2020-09-22 07:02:00 INFO: 2020-09-22 07:02:00 INFO: 2020-09-22 07:02:00 INFO: 2020-09-22 07:02:00 INFO: 2020-09-22 08:00:20 INFO: 2020-09-22 08:00:20 INFO: 2020-09-22 08:00:20 INFO: 2020-09-22 08:00:20 INFO: 2020-09-22 08:00:20 INFO: init new order start 2020-09-22 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.4, 'high': 347.0, 'low': 343.4, 'close': 344.3, 'trades': 4004, 'volume': 2624664, 'vwap': 345.11, 'lastSize': 7473, 'turnover': 90577874980, 'homeNotional': 27477.220121417857, 'foreignNotional': 9482472.998438193}, {'timestamp': datetime.datetime(2020, 9, 22, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.6, 'high': 345.55, 'low': 342.35, 'close': 343.4, 'trades': 2874, 'volume': 1592953, 'vwap': 343.86, 'lastSize': 100, 'turnover': 54773847895, 'homeNotional': 16659.147960597915, 'foreignNotional': 5728273.929780569}, {'timestamp': datetime.datetime(2020, 9, 22, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 342.55, 'high': 344.6, 'low': 341.7, 'close': 344.6, 'trades': 3067, 'volume': 1354341, 'vwap': 342.93, 'lastSize': 200, 'turnover': 46444389095, 'homeNotional': 14140.666849132327, 'foreignNotional': 4849263.754987615}] 2020-09-22 08:00:20 INFO: prepare candles [CandleItem(low=343.4, high=347.0, open=343.4, close=344.3, color='GREEN'), CandleItem(low=342.35, high=345.55, open=344.6, close=343.4, color='RED'), CandleItem(low=341.7, high=344.6, open=342.55, close=344.6, color='GREEN')] 2020-09-22 08:00:20 INFO: skip by colors first_candle=CandleItem(low=341.7, high=344.6, open=342.55, close=344.6, color='GREEN') second_candle=CandleItem(low=342.35, high=345.55, open=344.6, close=343.4, color='RED') last_candle=CandleItem(low=343.4, high=347.0, open=343.4, close=344.3, color='GREEN') 2020-09-22 08:00:20 INFO: check need new order None 2020-09-22 08:00:20 INFO: init new order end 2020-09-22 08:00:20 INFO: 2020-09-22 08:00:20 INFO: 2020-09-22 08:00:20 INFO: 2020-09-22 08:00:20 INFO: 2020-09-22 08:02:00 INFO: 2020-09-22 08:02:00 INFO: 2020-09-22 08:02:00 INFO: 2020-09-22 08:02:00 INFO: 2020-09-22 08:02:00 INFO: clearing start 2020-09-22 08:02:01 INFO: clearing end 2020-09-22 08:02:01 INFO: 2020-09-22 08:02:01 INFO: 2020-09-22 08:02:01 INFO: 2020-09-22 08:02:01 INFO: 2020-09-22 09:00:20 INFO: 2020-09-22 09:00:20 INFO: 2020-09-22 09:00:20 INFO: 2020-09-22 09:00:20 INFO: 2020-09-22 09:00:20 INFO: init new order start 2020-09-22 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.3, 'high': 345.7, 'low': 343.45, 'close': 344.3, 'trades': 2936, 'volume': 2245777, 'vwap': 344.85, 'lastSize': 2000, 'turnover': 77445053780, 'homeNotional': 23472.78041755302, 'foreignNotional': 8094528.611708021}, {'timestamp': datetime.datetime(2020, 9, 22, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.4, 'high': 347.0, 'low': 343.4, 'close': 344.3, 'trades': 4004, 'volume': 2624664, 'vwap': 345.11, 'lastSize': 7473, 'turnover': 90577874980, 'homeNotional': 27477.220121417857, 'foreignNotional': 9482472.998438193}, {'timestamp': datetime.datetime(2020, 9, 22, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.6, 'high': 345.55, 'low': 342.35, 'close': 343.4, 'trades': 2874, 'volume': 1592953, 'vwap': 343.86, 'lastSize': 100, 'turnover': 54773847895, 'homeNotional': 16659.147960597915, 'foreignNotional': 5728273.929780569}] 2020-09-22 09:00:20 INFO: skip by found empty buckets 2020-09-22 09:00:20 INFO: check need new order None 2020-09-22 09:00:20 INFO: init new order end 2020-09-22 09:00:20 INFO: 2020-09-22 09:00:20 INFO: 2020-09-22 09:00:20 INFO: 2020-09-22 09:00:20 INFO: 2020-09-22 09:02:00 INFO: 2020-09-22 09:02:00 INFO: 2020-09-22 09:02:00 INFO: 2020-09-22 09:02:00 INFO: 2020-09-22 09:02:00 INFO: clearing start 2020-09-22 09:02:00 INFO: clearing end 2020-09-22 09:02:00 INFO: 2020-09-22 09:02:00 INFO: 2020-09-22 09:02:00 INFO: 2020-09-22 09:02:00 INFO: 2020-09-22 10:00:20 INFO: 2020-09-22 10:00:20 INFO: 2020-09-22 10:00:20 INFO: 2020-09-22 10:00:20 INFO: 2020-09-22 10:00:20 INFO: init new order start 2020-09-22 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.3, 'high': 346.75, 'low': 341.65, 'close': 342.35, 'trades': 4478, 'volume': 3186759, 'vwap': 343.86, 'lastSize': 150, 'turnover': 109577547250, 'homeNotional': 33300.494996972906, 'foreignNotional': 11450609.867867513}, {'timestamp': datetime.datetime(2020, 9, 22, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.3, 'high': 345.7, 'low': 343.45, 'close': 344.3, 'trades': 2936, 'volume': 2245777, 'vwap': 344.85, 'lastSize': 2000, 'turnover': 77445053780, 'homeNotional': 23472.78041755302, 'foreignNotional': 8094528.611708021}, {'timestamp': datetime.datetime(2020, 9, 22, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.4, 'high': 347.0, 'low': 343.4, 'close': 344.3, 'trades': 4004, 'volume': 2624664, 'vwap': 345.11, 'lastSize': 7473, 'turnover': 90577874980, 'homeNotional': 27477.220121417857, 'foreignNotional': 9482472.998438193}] 2020-09-22 10:00:20 INFO: skip by found empty buckets 2020-09-22 10:00:20 INFO: check need new order None 2020-09-22 10:00:20 INFO: init new order end 2020-09-22 10:00:20 INFO: 2020-09-22 10:00:20 INFO: 2020-09-22 10:00:20 INFO: 2020-09-22 10:00:20 INFO: 2020-09-22 10:02:00 INFO: 2020-09-22 10:02:00 INFO: 2020-09-22 10:02:00 INFO: 2020-09-22 10:02:00 INFO: 2020-09-22 10:02:00 INFO: clearing start 2020-09-22 10:02:00 INFO: clearing end 2020-09-22 10:02:00 INFO: 2020-09-22 10:02:00 INFO: 2020-09-22 10:02:00 INFO: 2020-09-22 10:02:00 INFO: 2020-09-22 11:00:20 INFO: 2020-09-22 11:00:20 INFO: 2020-09-22 11:00:20 INFO: 2020-09-22 11:00:20 INFO: 2020-09-22 11:00:20 INFO: init new order start 2020-09-22 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 342.35, 'high': 343.6, 'low': 335.65, 'close': 336.4, 'trades': 6818, 'volume': 4601145, 'vwap': 338.85, 'lastSize': 11, 'turnover': 155907898555, 'homeNotional': 47849.213222574035, 'foreignNotional': 16213754.997654315}, {'timestamp': datetime.datetime(2020, 9, 22, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.3, 'high': 346.75, 'low': 341.65, 'close': 342.35, 'trades': 4478, 'volume': 3186759, 'vwap': 343.86, 'lastSize': 150, 'turnover': 109577547250, 'homeNotional': 33300.494996972906, 'foreignNotional': 11450609.867867513}, {'timestamp': datetime.datetime(2020, 9, 22, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.3, 'high': 345.7, 'low': 343.45, 'close': 344.3, 'trades': 2936, 'volume': 2245777, 'vwap': 344.85, 'lastSize': 2000, 'turnover': 77445053780, 'homeNotional': 23472.78041755302, 'foreignNotional': 8094528.611708021}] 2020-09-22 11:00:20 INFO: skip by found empty buckets 2020-09-22 11:00:20 INFO: check need new order None 2020-09-22 11:00:20 INFO: init new order end 2020-09-22 11:00:20 INFO: 2020-09-22 11:00:20 INFO: 2020-09-22 11:00:20 INFO: 2020-09-22 11:00:20 INFO: 2020-09-22 11:02:00 INFO: 2020-09-22 11:02:00 INFO: 2020-09-22 11:02:00 INFO: 2020-09-22 11:02:00 INFO: 2020-09-22 11:02:00 INFO: clearing start 2020-09-22 11:02:00 INFO: clearing end 2020-09-22 11:02:00 INFO: 2020-09-22 11:02:00 INFO: 2020-09-22 11:02:00 INFO: 2020-09-22 11:02:00 INFO: 2020-09-22 12:00:32 INFO: 2020-09-22 12:00:32 INFO: 2020-09-22 12:00:32 INFO: 2020-09-22 12:00:32 INFO: 2020-09-22 12:00:32 INFO: init new order start 2020-09-22 12:00:32 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 336.4, 'high': 342.3, 'low': 336.35, 'close': 342.25, 'trades': 5521, 'volume': 3547858, 'vwap': 340.02, 'lastSize': 239, 'turnover': 120631594390, 'homeNotional': 37010.53633764471, 'foreignNotional': 12584156.488349477}, {'timestamp': datetime.datetime(2020, 9, 22, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 342.35, 'high': 343.6, 'low': 335.65, 'close': 336.4, 'trades': 6818, 'volume': 4601145, 'vwap': 338.85, 'lastSize': 11, 'turnover': 155907898555, 'homeNotional': 47849.213222574035, 'foreignNotional': 16213754.997654315}, {'timestamp': datetime.datetime(2020, 9, 22, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.3, 'high': 346.75, 'low': 341.65, 'close': 342.35, 'trades': 4478, 'volume': 3186759, 'vwap': 343.86, 'lastSize': 150, 'turnover': 109577547250, 'homeNotional': 33300.494996972906, 'foreignNotional': 11450609.867867513}] 2020-09-22 12:00:32 INFO: prepare candles [CandleItem(low=336.35, high=342.3, open=336.4, close=342.25, color='GREEN'), CandleItem(low=335.65, high=343.6, open=342.35, close=336.4, color='RED'), CandleItem(low=341.65, high=346.75, open=344.3, close=342.35, color='RED')] 2020-09-22 12:00:32 INFO: last_candle=CandleItem(low=336.35, high=342.3, open=336.4, close=342.25, color='GREEN') 2020-09-22 12:00:32 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))) 2020-09-22 12:00:32 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=336.35, high=342.3, open=336.4, close=342.25, color='GREEN') 2020-09-22 12:00:32 INFO: skip by CandleItem(low=336.35, high=342.3, open=336.4, close=342.25, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-22 12:00:32 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))) 2020-09-22 12:00:32 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=336.35, high=342.3, open=336.4, close=342.25, color='GREEN') 2020-09-22 12:00:32 INFO: apply filter None to candle=CandleItem(low=335.65, high=343.6, open=342.35, close=336.4, color='RED') 2020-09-22 12:00:32 INFO: apply filter None to candle=CandleItem(low=341.65, high=346.75, open=344.3, close=342.35, color='RED') 2020-09-22 12:00:32 INFO: hit candle order=OrderProperties(candle=CandleItem(low=336.35, high=342.3, open=336.4, close=342.25, color='GREEN'), take_profit_factor=5.0, clearing_interval=3600) 2020-09-22 12:00:32 INFO: check need new order OrderProperties(candle=CandleItem(low=336.35, high=342.3, open=336.4, close=342.25, color='GREEN'), take_profit_factor=5.0, clearing_interval=3600) 2020-09-22 12:00:32 INFO: place order: start candle=CandleItem(low=336.35, high=342.3, open=336.4, close=342.25, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-09-22 12:00:32 INFO: place order: side_factor=-1 init_trigger_price=342.35 init_order_price=342.40000000000003 stop_price_offset=0.0 candle.size=5.949999999999989 stop_price=336.35 take_price=372.15 2020-09-22 12:00:32 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('342.3500000000000227373675443232059478759765625') init_order_price=Decimal('342.40000000000003410605131648480892181396484375') stop_price_offset=0.0 candle.size=5.949999999999989 stop_price=Decimal('336.3500000000000227373675443232059478759765625') take_price=Decimal('372.1499999999999772626324556767940521240234375') 2020-09-22 12:00:32 INFO: place order: compute qty=317 2020-09-22 12:00:32 INFO: place order: save order to db cec74f520a04448a8e7a7bc5b8d7d3e0; response=True 2020-09-22 12:00:32 INFO: process event {'orderID': '95107774-c320-9023-7e93-c3d75f940a43', 'clOrdID': 'cec74f520a04448a8e7a7bc5b8d7d3e0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 317, 'price': 342.4, 'displayQty': None, 'stopPx': 342.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-09-22T09:00:32.250Z', 'timestamp': '2020-09-22T09:00:32.250Z'} 2020-09-22 12:00:32 INFO: post order to exchange resp={'orderID': '95107774-c320-9023-7e93-c3d75f940a43', 'clOrdID': 'cec74f520a04448a8e7a7bc5b8d7d3e0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 317, 'price': 342.4, 'displayQty': None, 'stopPx': 342.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 32, 250000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 32, 250000, tzinfo=tzutc())} 2020-09-22 12:00:32 INFO: place new init order {'qty': 317, 'init_price': Decimal('342.3500000000000227373675443232059478759765625'), 'stop_price': Decimal('336.3500000000000227373675443232059478759765625'), 'take_price': Decimal('372.1499999999999772626324556767940521240234375'), 'order_uid': 'cec74f520a04448a8e7a7bc5b8d7d3e0', 'response': {'orderID': '95107774-c320-9023-7e93-c3d75f940a43', 'clOrdID': 'cec74f520a04448a8e7a7bc5b8d7d3e0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 317, 'price': 342.4, 'displayQty': None, 'stopPx': 342.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 32, 250000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 32, 250000, tzinfo=tzutc())}} 2020-09-22 12:00:32 INFO: init new order end 2020-09-22 12:00:32 INFO: 2020-09-22 12:00:32 INFO: 2020-09-22 12:00:32 INFO: 2020-09-22 12:00:32 INFO: 2020-09-22 12:00:32 INFO: skip event cec74f520a04448a8e7a7bc5b8d7d3e0 New 2020-09-22 12:00:32 INFO: process event {'orderID': '95107774-c320-9023-7e93-c3d75f940a43', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': '2020-09-22T09:00:32.251Z', 'timestamp': '2020-09-22T09:00:32.251Z', 'clOrdID': 'cec74f520a04448a8e7a7bc5b8d7d3e0', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-22 12:00:32 INFO: skip event cec74f520a04448a8e7a7bc5b8d7d3e0 2020-09-22 12:00:47 INFO: process event {'orderID': '95107774-c320-9023-7e93-c3d75f940a43', 'ordStatus': 'PartiallyFilled', 'leavesQty': 99, 'cumQty': 218, 'avgPx': 342.4, 'timestamp': '2020-09-22T09:00:47.407Z', 'clOrdID': 'cec74f520a04448a8e7a7bc5b8d7d3e0', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-22 12:00:47 INFO: skip event cec74f520a04448a8e7a7bc5b8d7d3e0 PartiallyFilled 2020-09-22 12:00:47 INFO: process event {'orderID': '95107774-c320-9023-7e93-c3d75f940a43', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 317, 'timestamp': '2020-09-22T09:00:47.417Z', 'clOrdID': 'cec74f520a04448a8e7a7bc5b8d7d3e0', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-22 12:00:47 INFO: add new event={'uid': 'cec74f520a04448a8e7a7bc5b8d7d3e0', 'status': 'Filled'} 2020-09-22 12:00:48 INFO: 2020-09-22 12:00:48 INFO: 2020-09-22 12:00:48 INFO: 2020-09-22 12:00:48 INFO: 2020-09-22 12:00:48 INFO: process event start 2020-09-22 12:00:48 INFO: fetch new order event cec74f520a04448a8e7a7bc5b8d7d3e0 2020-09-22 12:00:48 INFO: fetch orders by event init={'stop': '336.3500000000000227373675443232059478759765625', 'take': '372.1499999999999772626324556767940521240234375', 'qty': '317', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-09-22 12:00:48 INFO: process init order filled 2020-09-22 12:00:48 INFO: save profit orders to storage stop=e7695b7b3e024f5697c1fa75ccb824f1 take=af483954996f42b5b4ecc6154b8ecfbc 2020-09-22 12:00:48 INFO: place profit orders take_price=372.1499999999999772626324556767940521240234375, stop_price=336.3500000000000227373675443232059478759765625, qty=317, color=GREEN, ticker=ETHUSD e7695b7b3e024f5697c1fa75ccb824f1 af483954996f42b5b4ecc6154b8ecfbc 2020-09-22 12:00:48 INFO: place stop order ETHUSD: qty=-317, stop_price=336.3500000000000227373675443232059478759765625, stop_uid=e7695b7b3e024f5697c1fa75ccb824f1 2020-09-22 12:00:48 INFO: exchange resp for stop order={'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-22 12:00:48 INFO: place limit order ETHUSD: qty=-317, price=372.1499999999999772626324556767940521240234375, take_uid=af483954996f42b5b4ecc6154b8ecfbc 2020-09-22 12:00:48 INFO: process event {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-09-22T09:00:48.496Z', 'timestamp': '2020-09-22T09:00:48.496Z'} 2020-09-22 12:00:48 INFO: skip event e7695b7b3e024f5697c1fa75ccb824f1 New 2020-09-22 12:00:48 INFO: process event {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-09-22T09:00:48.716Z', 'timestamp': '2020-09-22T09:00:48.716Z'} 2020-09-22 12:00:48 INFO: exchange resp for take profit order={'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-22 12:00:48 INFO: place profit orders={'stop': {'response': {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())}, 'qty': Decimal('-317'), 'uid': 'e7695b7b3e024f5697c1fa75ccb824f1', 'price': Decimal('336.3500000000000227373675443232059478759765625')}, 'take': {'response': {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())}, 'qty': Decimal('-317'), 'uid': 'af483954996f42b5b4ecc6154b8ecfbc', 'price': Decimal('372.1499999999999772626324556767940521240234375')}} 2020-09-22 12:00:48 INFO: skip event af483954996f42b5b4ecc6154b8ecfbc New 2020-09-22 12:00:48 INFO: rm init order from db cec74f520a04448a8e7a7bc5b8d7d3e0 2020-09-22 12:00:48 INFO: end process event_processing_result='proceed init order' 2020-09-22 12:00:48 INFO: 2020-09-22 12:00:48 INFO: 2020-09-22 12:00:48 INFO: 2020-09-22 12:00:48 INFO: 2020-09-22 12:02:00 INFO: 2020-09-22 12:02:00 INFO: 2020-09-22 12:02:00 INFO: 2020-09-22 12:02:00 INFO: 2020-09-22 12:02:00 INFO: clearing start 2020-09-22 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-22 12:02:00 INFO: skip by not found init order into storage 2020-09-22 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-22 12:02:00 INFO: skip by not found init order into storage 2020-09-22 12:02:00 INFO: clearing end 2020-09-22 12:02:00 INFO: 2020-09-22 12:02:00 INFO: 2020-09-22 12:02:00 INFO: 2020-09-22 12:02:00 INFO: 2020-09-22 13:00:20 INFO: 2020-09-22 13:00:20 INFO: 2020-09-22 13:00:20 INFO: 2020-09-22 13:00:20 INFO: 2020-09-22 13:00:20 INFO: init new order start 2020-09-22 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 342.25, 'high': 342.95, 'low': 340.05, 'close': 340.2, 'trades': 3886, 'volume': 2305841, 'vwap': 341.56, 'lastSize': 54, 'turnover': 78756971120, 'homeNotional': 24110.57960326488, 'foreignNotional': 8235075.615646636}, {'timestamp': datetime.datetime(2020, 9, 22, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 336.4, 'high': 342.3, 'low': 336.35, 'close': 342.25, 'trades': 5521, 'volume': 3547858, 'vwap': 340.02, 'lastSize': 239, 'turnover': 120631594390, 'homeNotional': 37010.53633764471, 'foreignNotional': 12584156.488349477}, {'timestamp': datetime.datetime(2020, 9, 22, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 342.35, 'high': 343.6, 'low': 335.65, 'close': 336.4, 'trades': 6818, 'volume': 4601145, 'vwap': 338.85, 'lastSize': 11, 'turnover': 155907898555, 'homeNotional': 47849.213222574035, 'foreignNotional': 16213754.997654315}] 2020-09-22 13:00:21 INFO: prepare candles [CandleItem(low=340.05, high=342.95, open=342.25, close=340.2, color='RED'), CandleItem(low=336.35, high=342.3, open=336.4, close=342.25, color='GREEN'), CandleItem(low=335.65, high=343.6, open=342.35, close=336.4, color='RED')] 2020-09-22 13:00:21 INFO: skip by colors first_candle=CandleItem(low=335.65, high=343.6, open=342.35, close=336.4, color='RED') second_candle=CandleItem(low=336.35, high=342.3, open=336.4, close=342.25, color='GREEN') last_candle=CandleItem(low=340.05, high=342.95, open=342.25, close=340.2, color='RED') 2020-09-22 13:00:21 INFO: check need new order None 2020-09-22 13:00:21 INFO: init new order end 2020-09-22 13:00:21 INFO: 2020-09-22 13:00:21 INFO: 2020-09-22 13:00:21 INFO: 2020-09-22 13:00:21 INFO: 2020-09-22 13:02:00 INFO: 2020-09-22 13:02:00 INFO: 2020-09-22 13:02:00 INFO: 2020-09-22 13:02:00 INFO: 2020-09-22 13:02:00 INFO: clearing start 2020-09-22 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-22 13:02:00 INFO: skip by not found init order into storage 2020-09-22 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-22 13:02:00 INFO: skip by not found init order into storage 2020-09-22 13:02:00 INFO: clearing end 2020-09-22 13:02:00 INFO: 2020-09-22 13:02:00 INFO: 2020-09-22 13:02:00 INFO: 2020-09-22 13:02:00 INFO: 2020-09-22 14:00:20 INFO: 2020-09-22 14:00:20 INFO: 2020-09-22 14:00:20 INFO: 2020-09-22 14:00:20 INFO: 2020-09-22 14:00:20 INFO: init new order start 2020-09-22 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.2, 'high': 342.25, 'low': 339.5, 'close': 341.15, 'trades': 3112, 'volume': 1748289, 'vwap': 341.02, 'lastSize': 1040, 'turnover': 59619246300, 'homeNotional': 18279.681457624054, 'foreignNotional': 6233658.015189927}, {'timestamp': datetime.datetime(2020, 9, 22, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 342.25, 'high': 342.95, 'low': 340.05, 'close': 340.2, 'trades': 3886, 'volume': 2305841, 'vwap': 341.56, 'lastSize': 54, 'turnover': 78756971120, 'homeNotional': 24110.57960326488, 'foreignNotional': 8235075.615646636}, {'timestamp': datetime.datetime(2020, 9, 22, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 336.4, 'high': 342.3, 'low': 336.35, 'close': 342.25, 'trades': 5521, 'volume': 3547858, 'vwap': 340.02, 'lastSize': 239, 'turnover': 120631594390, 'homeNotional': 37010.53633764471, 'foreignNotional': 12584156.488349477}] 2020-09-22 14:00:20 INFO: prepare candles [CandleItem(low=339.5, high=342.25, open=340.2, close=341.15, color='GREEN'), CandleItem(low=340.05, high=342.95, open=342.25, close=340.2, color='RED'), CandleItem(low=336.35, high=342.3, open=336.4, close=342.25, color='GREEN')] 2020-09-22 14:00:20 INFO: skip by colors first_candle=CandleItem(low=336.35, high=342.3, open=336.4, close=342.25, color='GREEN') second_candle=CandleItem(low=340.05, high=342.95, open=342.25, close=340.2, color='RED') last_candle=CandleItem(low=339.5, high=342.25, open=340.2, close=341.15, color='GREEN') 2020-09-22 14:00:20 INFO: check need new order None 2020-09-22 14:00:20 INFO: init new order end 2020-09-22 14:00:20 INFO: 2020-09-22 14:00:20 INFO: 2020-09-22 14:00:20 INFO: 2020-09-22 14:00:20 INFO: 2020-09-22 14:02:00 INFO: 2020-09-22 14:02:00 INFO: 2020-09-22 14:02:00 INFO: 2020-09-22 14:02:00 INFO: 2020-09-22 14:02:00 INFO: clearing start 2020-09-22 14:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-22 14:02:01 INFO: skip by not found init order into storage 2020-09-22 14:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-22 14:02:01 INFO: skip by not found init order into storage 2020-09-22 14:02:01 INFO: clearing end 2020-09-22 14:02:01 INFO: 2020-09-22 14:02:01 INFO: 2020-09-22 14:02:01 INFO: 2020-09-22 14:02:01 INFO: 2020-09-22 15:00:20 INFO: 2020-09-22 15:00:20 INFO: 2020-09-22 15:00:20 INFO: 2020-09-22 15:00:20 INFO: 2020-09-22 15:00:20 INFO: init new order start 2020-09-22 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.15, 'high': 342.7, 'low': 339.2, 'close': 339.5, 'trades': 3402, 'volume': 1813081, 'vwap': 341.12, 'lastSize': 11, 'turnover': 61846792445, 'homeNotional': 18982.216819967216, 'foreignNotional': 6475123.33453074}, {'timestamp': datetime.datetime(2020, 9, 22, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.2, 'high': 342.25, 'low': 339.5, 'close': 341.15, 'trades': 3112, 'volume': 1748289, 'vwap': 341.02, 'lastSize': 1040, 'turnover': 59619246300, 'homeNotional': 18279.681457624054, 'foreignNotional': 6233658.015189927}, {'timestamp': datetime.datetime(2020, 9, 22, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 342.25, 'high': 342.95, 'low': 340.05, 'close': 340.2, 'trades': 3886, 'volume': 2305841, 'vwap': 341.56, 'lastSize': 54, 'turnover': 78756971120, 'homeNotional': 24110.57960326488, 'foreignNotional': 8235075.615646636}] 2020-09-22 15:00:20 INFO: prepare candles [CandleItem(low=339.2, high=342.7, open=341.15, close=339.5, color='RED'), CandleItem(low=339.5, high=342.25, open=340.2, close=341.15, color='GREEN'), CandleItem(low=340.05, high=342.95, open=342.25, close=340.2, color='RED')] 2020-09-22 15:00:20 INFO: skip by colors first_candle=CandleItem(low=340.05, high=342.95, open=342.25, close=340.2, color='RED') second_candle=CandleItem(low=339.5, high=342.25, open=340.2, close=341.15, color='GREEN') last_candle=CandleItem(low=339.2, high=342.7, open=341.15, close=339.5, color='RED') 2020-09-22 15:00:20 INFO: check need new order None 2020-09-22 15:00:20 INFO: init new order end 2020-09-22 15:00:20 INFO: 2020-09-22 15:00:20 INFO: 2020-09-22 15:00:20 INFO: 2020-09-22 15:00:20 INFO: 2020-09-22 15:02:00 INFO: 2020-09-22 15:02:00 INFO: 2020-09-22 15:02:00 INFO: 2020-09-22 15:02:00 INFO: 2020-09-22 15:02:00 INFO: clearing start 2020-09-22 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-22 15:02:00 INFO: skip by not found init order into storage 2020-09-22 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-22 15:02:00 INFO: skip by not found init order into storage 2020-09-22 15:02:00 INFO: clearing end 2020-09-22 15:02:00 INFO: 2020-09-22 15:02:00 INFO: 2020-09-22 15:02:00 INFO: 2020-09-22 15:02:00 INFO: 2020-09-22 16:00:20 INFO: 2020-09-22 16:00:20 INFO: 2020-09-22 16:00:20 INFO: 2020-09-22 16:00:20 INFO: 2020-09-22 16:00:20 INFO: init new order start 2020-09-22 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 339.5, 'high': 342.95, 'low': 337.0, 'close': 342.3, 'trades': 3977, 'volume': 2834189, 'vwap': 340.31, 'lastSize': 75, 'turnover': 96449497200, 'homeNotional': 29658.46174230228, 'foreignNotional': 10093083.853080345}, {'timestamp': datetime.datetime(2020, 9, 22, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.15, 'high': 342.7, 'low': 339.2, 'close': 339.5, 'trades': 3402, 'volume': 1813081, 'vwap': 341.12, 'lastSize': 11, 'turnover': 61846792445, 'homeNotional': 18982.216819967216, 'foreignNotional': 6475123.33453074}, {'timestamp': datetime.datetime(2020, 9, 22, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.2, 'high': 342.25, 'low': 339.5, 'close': 341.15, 'trades': 3112, 'volume': 1748289, 'vwap': 341.02, 'lastSize': 1040, 'turnover': 59619246300, 'homeNotional': 18279.681457624054, 'foreignNotional': 6233658.015189927}] 2020-09-22 16:00:20 INFO: prepare candles [CandleItem(low=337.0, high=342.95, open=339.5, close=342.3, color='GREEN'), CandleItem(low=339.2, high=342.7, open=341.15, close=339.5, color='RED'), CandleItem(low=339.5, high=342.25, open=340.2, close=341.15, color='GREEN')] 2020-09-22 16:00:20 INFO: skip by colors first_candle=CandleItem(low=339.5, high=342.25, open=340.2, close=341.15, color='GREEN') second_candle=CandleItem(low=339.2, high=342.7, open=341.15, close=339.5, color='RED') last_candle=CandleItem(low=337.0, high=342.95, open=339.5, close=342.3, color='GREEN') 2020-09-22 16:00:20 INFO: check need new order None 2020-09-22 16:00:20 INFO: init new order end 2020-09-22 16:00:20 INFO: 2020-09-22 16:00:20 INFO: 2020-09-22 16:00:20 INFO: 2020-09-22 16:00:20 INFO: 2020-09-22 16:02:00 INFO: 2020-09-22 16:02:00 INFO: 2020-09-22 16:02:00 INFO: 2020-09-22 16:02:00 INFO: 2020-09-22 16:02:00 INFO: clearing start 2020-09-22 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-22 16:02:00 INFO: skip by not found init order into storage 2020-09-22 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-22 16:02:00 INFO: skip by not found init order into storage 2020-09-22 16:02:00 INFO: clearing end 2020-09-22 16:02:00 INFO: 2020-09-22 16:02:00 INFO: 2020-09-22 16:02:00 INFO: 2020-09-22 16:02:00 INFO: 2020-09-22 17:00:20 INFO: 2020-09-22 17:00:20 INFO: 2020-09-22 17:00:20 INFO: 2020-09-22 17:00:20 INFO: 2020-09-22 17:00:20 INFO: init new order start 2020-09-22 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 342.3, 'high': 344.8, 'low': 340.75, 'close': 341.05, 'trades': 3864, 'volume': 3770983, 'vwap': 343.08, 'lastSize': 10, 'turnover': 129371862135, 'homeNotional': 39570.0077150787, 'foreignNotional': 13575421.430954974}, {'timestamp': datetime.datetime(2020, 9, 22, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 339.5, 'high': 342.95, 'low': 337.0, 'close': 342.3, 'trades': 3977, 'volume': 2834189, 'vwap': 340.31, 'lastSize': 75, 'turnover': 96449497200, 'homeNotional': 29658.46174230228, 'foreignNotional': 10093083.853080345}, {'timestamp': datetime.datetime(2020, 9, 22, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.15, 'high': 342.7, 'low': 339.2, 'close': 339.5, 'trades': 3402, 'volume': 1813081, 'vwap': 341.12, 'lastSize': 11, 'turnover': 61846792445, 'homeNotional': 18982.216819967216, 'foreignNotional': 6475123.33453074}] 2020-09-22 17:00:20 INFO: prepare candles [CandleItem(low=340.75, high=344.8, open=342.3, close=341.05, color='RED'), CandleItem(low=337.0, high=342.95, open=339.5, close=342.3, color='GREEN'), CandleItem(low=339.2, high=342.7, open=341.15, close=339.5, color='RED')] 2020-09-22 17:00:20 INFO: skip by colors first_candle=CandleItem(low=339.2, high=342.7, open=341.15, close=339.5, color='RED') second_candle=CandleItem(low=337.0, high=342.95, open=339.5, close=342.3, color='GREEN') last_candle=CandleItem(low=340.75, high=344.8, open=342.3, close=341.05, color='RED') 2020-09-22 17:00:20 INFO: check need new order None 2020-09-22 17:00:20 INFO: init new order end 2020-09-22 17:00:20 INFO: 2020-09-22 17:00:20 INFO: 2020-09-22 17:00:20 INFO: 2020-09-22 17:00:20 INFO: 2020-09-22 17:02:00 INFO: 2020-09-22 17:02:00 INFO: 2020-09-22 17:02:00 INFO: 2020-09-22 17:02:00 INFO: 2020-09-22 17:02:00 INFO: clearing start 2020-09-22 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-22 17:02:00 INFO: skip by not found init order into storage 2020-09-22 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-22 17:02:00 INFO: skip by not found init order into storage 2020-09-22 17:02:00 INFO: clearing end 2020-09-22 17:02:00 INFO: 2020-09-22 17:02:00 INFO: 2020-09-22 17:02:00 INFO: 2020-09-22 17:02:00 INFO: 2020-09-22 18:00:20 INFO: 2020-09-22 18:00:20 INFO: 2020-09-22 18:00:20 INFO: 2020-09-22 18:00:20 INFO: 2020-09-22 18:00:20 INFO: init new order start 2020-09-22 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.05, 'high': 343.6, 'low': 339.65, 'close': 339.65, 'trades': 3288, 'volume': 2438624, 'vwap': 341.62, 'lastSize': 34, 'turnover': 83306968830, 'homeNotional': 25549.964804658473, 'foreignNotional': 8728280.813856056}, {'timestamp': datetime.datetime(2020, 9, 22, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 342.3, 'high': 344.8, 'low': 340.75, 'close': 341.05, 'trades': 3864, 'volume': 3770983, 'vwap': 343.08, 'lastSize': 10, 'turnover': 129371862135, 'homeNotional': 39570.0077150787, 'foreignNotional': 13575421.430954974}, {'timestamp': datetime.datetime(2020, 9, 22, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 339.5, 'high': 342.95, 'low': 337.0, 'close': 342.3, 'trades': 3977, 'volume': 2834189, 'vwap': 340.31, 'lastSize': 75, 'turnover': 96449497200, 'homeNotional': 29658.46174230228, 'foreignNotional': 10093083.853080345}] 2020-09-22 18:00:20 INFO: prepare candles [CandleItem(low=339.65, high=343.6, open=341.05, close=339.65, color='RED'), CandleItem(low=340.75, high=344.8, open=342.3, close=341.05, color='RED'), CandleItem(low=337.0, high=342.95, open=339.5, close=342.3, color='GREEN')] 2020-09-22 18:00:20 INFO: skip by colors first_candle=CandleItem(low=337.0, high=342.95, open=339.5, close=342.3, color='GREEN') second_candle=CandleItem(low=340.75, high=344.8, open=342.3, close=341.05, color='RED') last_candle=CandleItem(low=339.65, high=343.6, open=341.05, close=339.65, color='RED') 2020-09-22 18:00:20 INFO: check need new order None 2020-09-22 18:00:20 INFO: init new order end 2020-09-22 18:00:20 INFO: 2020-09-22 18:00:20 INFO: 2020-09-22 18:00:20 INFO: 2020-09-22 18:00:20 INFO: 2020-09-22 18:02:00 INFO: 2020-09-22 18:02:00 INFO: 2020-09-22 18:02:00 INFO: 2020-09-22 18:02:00 INFO: 2020-09-22 18:02:00 INFO: clearing start 2020-09-22 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-22 18:02:00 INFO: skip by not found init order into storage 2020-09-22 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-22 18:02:00 INFO: skip by not found init order into storage 2020-09-22 18:02:00 INFO: clearing end 2020-09-22 18:02:00 INFO: 2020-09-22 18:02:00 INFO: 2020-09-22 18:02:00 INFO: 2020-09-22 18:02:00 INFO: 2020-09-22 19:00:20 INFO: 2020-09-22 19:00:20 INFO: 2020-09-22 19:00:20 INFO: 2020-09-22 19:00:20 INFO: 2020-09-22 19:00:20 INFO: init new order start 2020-09-22 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 339.65, 'high': 342.55, 'low': 338.65, 'close': 341.4, 'trades': 4030, 'volume': 2389595, 'vwap': 340.99, 'lastSize': 1, 'turnover': 81481179535, 'homeNotional': 24969.582507944284, 'foreignNotional': 8514238.385973316}, {'timestamp': datetime.datetime(2020, 9, 22, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.05, 'high': 343.6, 'low': 339.65, 'close': 339.65, 'trades': 3288, 'volume': 2438624, 'vwap': 341.62, 'lastSize': 34, 'turnover': 83306968830, 'homeNotional': 25549.964804658473, 'foreignNotional': 8728280.813856056}, {'timestamp': datetime.datetime(2020, 9, 22, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 342.3, 'high': 344.8, 'low': 340.75, 'close': 341.05, 'trades': 3864, 'volume': 3770983, 'vwap': 343.08, 'lastSize': 10, 'turnover': 129371862135, 'homeNotional': 39570.0077150787, 'foreignNotional': 13575421.430954974}] 2020-09-22 19:00:20 INFO: prepare candles [CandleItem(low=338.65, high=342.55, open=339.65, close=341.4, color='GREEN'), CandleItem(low=339.65, high=343.6, open=341.05, close=339.65, color='RED'), CandleItem(low=340.75, high=344.8, open=342.3, close=341.05, color='RED')] 2020-09-22 19:00:20 INFO: last_candle=CandleItem(low=338.65, high=342.55, open=339.65, close=341.4, color='GREEN') 2020-09-22 19:00:20 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))) 2020-09-22 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=338.65, high=342.55, open=339.65, close=341.4, color='GREEN') 2020-09-22 19:00:20 INFO: skip by CandleItem(low=338.65, high=342.55, open=339.65, close=341.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-22 19:00:20 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))) 2020-09-22 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=338.65, high=342.55, open=339.65, close=341.4, color='GREEN') 2020-09-22 19:00:20 INFO: skip by CandleItem(low=338.65, high=342.55, open=339.65, close=341.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-22 19:00:20 INFO: not found applicable config for candle 2020-09-22 19:00:20 INFO: check need new order None 2020-09-22 19:00:20 INFO: init new order end 2020-09-22 19:00:20 INFO: 2020-09-22 19:00:20 INFO: 2020-09-22 19:00:20 INFO: 2020-09-22 19:00:20 INFO: 2020-09-22 19:02:00 INFO: 2020-09-22 19:02:00 INFO: 2020-09-22 19:02:00 INFO: 2020-09-22 19:02:00 INFO: 2020-09-22 19:02:00 INFO: clearing start 2020-09-22 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-22 19:02:00 INFO: skip by not found init order into storage 2020-09-22 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-22 19:02:00 INFO: skip by not found init order into storage 2020-09-22 19:02:00 INFO: clearing end 2020-09-22 19:02:00 INFO: 2020-09-22 19:02:00 INFO: 2020-09-22 19:02:00 INFO: 2020-09-22 19:02:00 INFO: 2020-09-22 20:00:20 INFO: 2020-09-22 20:00:20 INFO: 2020-09-22 20:00:20 INFO: 2020-09-22 20:00:20 INFO: 2020-09-22 20:00:20 INFO: init new order start 2020-09-22 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.4, 'high': 343.4, 'low': 340.8, 'close': 340.9, 'trades': 3083, 'volume': 1740297, 'vwap': 342.16, 'lastSize': 11, 'turnover': 59545961850, 'homeNotional': 18221.559071833224, 'foreignNotional': 6234696.599425551}, {'timestamp': datetime.datetime(2020, 9, 22, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 339.65, 'high': 342.55, 'low': 338.65, 'close': 341.4, 'trades': 4030, 'volume': 2389595, 'vwap': 340.99, 'lastSize': 1, 'turnover': 81481179535, 'homeNotional': 24969.582507944284, 'foreignNotional': 8514238.385973316}, {'timestamp': datetime.datetime(2020, 9, 22, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.05, 'high': 343.6, 'low': 339.65, 'close': 339.65, 'trades': 3288, 'volume': 2438624, 'vwap': 341.62, 'lastSize': 34, 'turnover': 83306968830, 'homeNotional': 25549.964804658473, 'foreignNotional': 8728280.813856056}] 2020-09-22 20:00:20 INFO: prepare candles [CandleItem(low=340.8, high=343.4, open=341.4, close=340.9, color='RED'), CandleItem(low=338.65, high=342.55, open=339.65, close=341.4, color='GREEN'), CandleItem(low=339.65, high=343.6, open=341.05, close=339.65, color='RED')] 2020-09-22 20:00:20 INFO: skip by colors first_candle=CandleItem(low=339.65, high=343.6, open=341.05, close=339.65, color='RED') second_candle=CandleItem(low=338.65, high=342.55, open=339.65, close=341.4, color='GREEN') last_candle=CandleItem(low=340.8, high=343.4, open=341.4, close=340.9, color='RED') 2020-09-22 20:00:20 INFO: check need new order None 2020-09-22 20:00:20 INFO: init new order end 2020-09-22 20:00:20 INFO: 2020-09-22 20:00:20 INFO: 2020-09-22 20:00:20 INFO: 2020-09-22 20:00:20 INFO: 2020-09-22 20:02:00 INFO: 2020-09-22 20:02:00 INFO: 2020-09-22 20:02:00 INFO: 2020-09-22 20:02:00 INFO: 2020-09-22 20:02:00 INFO: clearing start 2020-09-22 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-22 20:02:00 INFO: skip by not found init order into storage 2020-09-22 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-22 20:02:00 INFO: skip by not found init order into storage 2020-09-22 20:02:00 INFO: clearing end 2020-09-22 20:02:00 INFO: 2020-09-22 20:02:00 INFO: 2020-09-22 20:02:00 INFO: 2020-09-22 20:02:00 INFO: 2020-09-22 21:00:20 INFO: 2020-09-22 21:00:20 INFO: 2020-09-22 21:00:20 INFO: 2020-09-22 21:00:20 INFO: 2020-09-22 21:00:20 INFO: init new order start 2020-09-22 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.9, 'high': 344.1, 'low': 340.7, 'close': 343.65, 'trades': 3514, 'volume': 1926819, 'vwap': 342.35, 'lastSize': 962, 'turnover': 65964621200, 'homeNotional': 20166.392092522576, 'foreignNotional': 6903984.916943019}, {'timestamp': datetime.datetime(2020, 9, 22, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.4, 'high': 343.4, 'low': 340.8, 'close': 340.9, 'trades': 3083, 'volume': 1740297, 'vwap': 342.16, 'lastSize': 11, 'turnover': 59545961850, 'homeNotional': 18221.559071833224, 'foreignNotional': 6234696.599425551}, {'timestamp': datetime.datetime(2020, 9, 22, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 339.65, 'high': 342.55, 'low': 338.65, 'close': 341.4, 'trades': 4030, 'volume': 2389595, 'vwap': 340.99, 'lastSize': 1, 'turnover': 81481179535, 'homeNotional': 24969.582507944284, 'foreignNotional': 8514238.385973316}] 2020-09-22 21:00:20 INFO: prepare candles [CandleItem(low=340.7, high=344.1, open=340.9, close=343.65, color='GREEN'), CandleItem(low=340.8, high=343.4, open=341.4, close=340.9, color='RED'), CandleItem(low=338.65, high=342.55, open=339.65, close=341.4, color='GREEN')] 2020-09-22 21:00:20 INFO: skip by colors first_candle=CandleItem(low=338.65, high=342.55, open=339.65, close=341.4, color='GREEN') second_candle=CandleItem(low=340.8, high=343.4, open=341.4, close=340.9, color='RED') last_candle=CandleItem(low=340.7, high=344.1, open=340.9, close=343.65, color='GREEN') 2020-09-22 21:00:20 INFO: check need new order None 2020-09-22 21:00:20 INFO: init new order end 2020-09-22 21:00:20 INFO: 2020-09-22 21:00:20 INFO: 2020-09-22 21:00:20 INFO: 2020-09-22 21:00:20 INFO: 2020-09-22 21:02:00 INFO: 2020-09-22 21:02:00 INFO: 2020-09-22 21:02:01 INFO: 2020-09-22 21:02:01 INFO: 2020-09-22 21:02:01 INFO: clearing start 2020-09-22 21:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-22 21:02:01 INFO: skip by not found init order into storage 2020-09-22 21:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-22 21:02:01 INFO: skip by not found init order into storage 2020-09-22 21:02:01 INFO: clearing end 2020-09-22 21:02:01 INFO: 2020-09-22 21:02:01 INFO: 2020-09-22 21:02:01 INFO: 2020-09-22 21:02:01 INFO: 2020-09-22 22:00:20 INFO: 2020-09-22 22:00:20 INFO: 2020-09-22 22:00:20 INFO: 2020-09-22 22:00:20 INFO: 2020-09-22 22:00:20 INFO: init new order start 2020-09-22 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.65, 'high': 344.45, 'low': 342.6, 'close': 343.15, 'trades': 2297, 'volume': 1238538, 'vwap': 343.48, 'lastSize': 100, 'turnover': 42540759210, 'homeNotional': 12999.028949054371, 'foreignNotional': 4464849.799866384}, {'timestamp': datetime.datetime(2020, 9, 22, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.9, 'high': 344.1, 'low': 340.7, 'close': 343.65, 'trades': 3514, 'volume': 1926819, 'vwap': 342.35, 'lastSize': 962, 'turnover': 65964621200, 'homeNotional': 20166.392092522576, 'foreignNotional': 6903984.916943019}, {'timestamp': datetime.datetime(2020, 9, 22, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.4, 'high': 343.4, 'low': 340.8, 'close': 340.9, 'trades': 3083, 'volume': 1740297, 'vwap': 342.16, 'lastSize': 11, 'turnover': 59545961850, 'homeNotional': 18221.559071833224, 'foreignNotional': 6234696.599425551}] 2020-09-22 22:00:20 INFO: prepare candles [CandleItem(low=342.6, high=344.45, open=343.65, close=343.15, color='RED'), CandleItem(low=340.7, high=344.1, open=340.9, close=343.65, color='GREEN'), CandleItem(low=340.8, high=343.4, open=341.4, close=340.9, color='RED')] 2020-09-22 22:00:20 INFO: skip by colors first_candle=CandleItem(low=340.8, high=343.4, open=341.4, close=340.9, color='RED') second_candle=CandleItem(low=340.7, high=344.1, open=340.9, close=343.65, color='GREEN') last_candle=CandleItem(low=342.6, high=344.45, open=343.65, close=343.15, color='RED') 2020-09-22 22:00:20 INFO: check need new order None 2020-09-22 22:00:20 INFO: init new order end 2020-09-22 22:00:20 INFO: 2020-09-22 22:00:20 INFO: 2020-09-22 22:00:20 INFO: 2020-09-22 22:00:20 INFO: 2020-09-22 22:02:00 INFO: 2020-09-22 22:02:00 INFO: 2020-09-22 22:02:00 INFO: 2020-09-22 22:02:00 INFO: 2020-09-22 22:02:00 INFO: clearing start 2020-09-22 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-22 22:02:00 INFO: skip by not found init order into storage 2020-09-22 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-22 22:02:00 INFO: skip by not found init order into storage 2020-09-22 22:02:00 INFO: clearing end 2020-09-22 22:02:00 INFO: 2020-09-22 22:02:00 INFO: 2020-09-22 22:02:00 INFO: 2020-09-22 22:02:00 INFO: 2020-09-22 22:09:39 ERROR: Error : Connection is already closed. 2020-09-22 22:09:39 ERROR: error from callback >: Connection is already closed. 2020-09-22 22:09:39 INFO: Websocket Closed 2020-09-22 22:09:39 WARNING: reconnect to socket 2020-09-22 22:09:39 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-09-22 22:09:39 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-09-22 22:09:39 INFO: Authenticating with API Key. 2020-09-22 22:09:40 INFO: Connected to WS. 2020-09-22 23:00:20 INFO: 2020-09-22 23:00:20 INFO: 2020-09-22 23:00:20 INFO: 2020-09-22 23:00:20 INFO: 2020-09-22 23:00:20 INFO: init new order start 2020-09-22 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.15, 'high': 344.0, 'low': 342.35, 'close': 343.8, 'trades': 1754, 'volume': 1066795, 'vwap': 343.03, 'lastSize': 156, 'turnover': 36593828570, 'homeNotional': 11184.547972604414, 'foreignNotional': 3836591.92482619}, {'timestamp': datetime.datetime(2020, 9, 22, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.65, 'high': 344.45, 'low': 342.6, 'close': 343.15, 'trades': 2297, 'volume': 1238538, 'vwap': 343.48, 'lastSize': 100, 'turnover': 42540759210, 'homeNotional': 12999.028949054371, 'foreignNotional': 4464849.799866384}, {'timestamp': datetime.datetime(2020, 9, 22, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.9, 'high': 344.1, 'low': 340.7, 'close': 343.65, 'trades': 3514, 'volume': 1926819, 'vwap': 342.35, 'lastSize': 962, 'turnover': 65964621200, 'homeNotional': 20166.392092522576, 'foreignNotional': 6903984.916943019}] 2020-09-22 23:00:20 INFO: prepare candles [CandleItem(low=342.35, high=344.0, open=343.15, close=343.8, color='GREEN'), CandleItem(low=342.6, high=344.45, open=343.65, close=343.15, color='RED'), CandleItem(low=340.7, high=344.1, open=340.9, close=343.65, color='GREEN')] 2020-09-22 23:00:20 INFO: skip by colors first_candle=CandleItem(low=340.7, high=344.1, open=340.9, close=343.65, color='GREEN') second_candle=CandleItem(low=342.6, high=344.45, open=343.65, close=343.15, color='RED') last_candle=CandleItem(low=342.35, high=344.0, open=343.15, close=343.8, color='GREEN') 2020-09-22 23:00:20 INFO: check need new order None 2020-09-22 23:00:20 INFO: init new order end 2020-09-22 23:00:20 INFO: 2020-09-22 23:00:20 INFO: 2020-09-22 23:00:20 INFO: 2020-09-22 23:00:20 INFO: 2020-09-22 23:02:00 INFO: 2020-09-22 23:02:00 INFO: 2020-09-22 23:02:00 INFO: 2020-09-22 23:02:00 INFO: 2020-09-22 23:02:00 INFO: clearing start 2020-09-22 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-22 23:02:00 INFO: skip by not found init order into storage 2020-09-22 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-22 23:02:00 INFO: skip by not found init order into storage 2020-09-22 23:02:00 INFO: clearing end 2020-09-22 23:02:00 INFO: 2020-09-22 23:02:00 INFO: 2020-09-22 23:02:00 INFO: 2020-09-22 23:02:00 INFO: 2020-09-23 00:00:20 INFO: 2020-09-23 00:00:20 INFO: 2020-09-23 00:00:20 INFO: 2020-09-23 00:00:20 INFO: 2020-09-23 00:00:20 INFO: init new order start 2020-09-23 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.8, 'high': 345.35, 'low': 343.3, 'close': 344.8, 'trades': 2905, 'volume': 1728825, 'vwap': 344.53, 'lastSize': 1, 'turnover': 59561628945, 'homeNotional': 18150.365577340526, 'foreignNotional': 6253184.134174098}, {'timestamp': datetime.datetime(2020, 9, 22, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.15, 'high': 344.0, 'low': 342.35, 'close': 343.8, 'trades': 1754, 'volume': 1066795, 'vwap': 343.03, 'lastSize': 156, 'turnover': 36593828570, 'homeNotional': 11184.547972604414, 'foreignNotional': 3836591.92482619}, {'timestamp': datetime.datetime(2020, 9, 22, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.65, 'high': 344.45, 'low': 342.6, 'close': 343.15, 'trades': 2297, 'volume': 1238538, 'vwap': 343.48, 'lastSize': 100, 'turnover': 42540759210, 'homeNotional': 12999.028949054371, 'foreignNotional': 4464849.799866384}] 2020-09-23 00:00:20 INFO: prepare candles [CandleItem(low=343.3, high=345.35, open=343.8, close=344.8, color='GREEN'), CandleItem(low=342.35, high=344.0, open=343.15, close=343.8, color='GREEN'), CandleItem(low=342.6, high=344.45, open=343.65, close=343.15, color='RED')] 2020-09-23 00:00:20 INFO: skip by colors first_candle=CandleItem(low=342.6, high=344.45, open=343.65, close=343.15, color='RED') second_candle=CandleItem(low=342.35, high=344.0, open=343.15, close=343.8, color='GREEN') last_candle=CandleItem(low=343.3, high=345.35, open=343.8, close=344.8, color='GREEN') 2020-09-23 00:00:20 INFO: check need new order None 2020-09-23 00:00:20 INFO: init new order end 2020-09-23 00:00:20 INFO: 2020-09-23 00:00:20 INFO: 2020-09-23 00:00:20 INFO: 2020-09-23 00:00:20 INFO: 2020-09-23 00:02:00 INFO: 2020-09-23 00:02:00 INFO: 2020-09-23 00:02:00 INFO: 2020-09-23 00:02:00 INFO: 2020-09-23 00:02:00 INFO: clearing start 2020-09-23 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-23 00:02:00 INFO: skip by not found init order into storage 2020-09-23 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-23 00:02:00 INFO: skip by not found init order into storage 2020-09-23 00:02:00 INFO: clearing end 2020-09-23 00:02:00 INFO: 2020-09-23 00:02:00 INFO: 2020-09-23 00:02:00 INFO: 2020-09-23 00:02:00 INFO: 2020-09-23 01:00:20 INFO: 2020-09-23 01:00:20 INFO: 2020-09-23 01:00:20 INFO: 2020-09-23 01:00:20 INFO: 2020-09-23 01:00:20 INFO: init new order start 2020-09-23 01:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.8, 'high': 347.0, 'low': 340.75, 'close': 346.5, 'trades': 6646, 'volume': 3753766, 'vwap': 344.45, 'lastSize': 100, 'turnover': 129295516145, 'homeNotional': 39524.44363393059, 'foreignNotional': 13614034.896265415}, {'timestamp': datetime.datetime(2020, 9, 22, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.8, 'high': 345.35, 'low': 343.3, 'close': 344.8, 'trades': 2905, 'volume': 1728825, 'vwap': 344.53, 'lastSize': 1, 'turnover': 59561628945, 'homeNotional': 18150.365577340526, 'foreignNotional': 6253184.134174098}, {'timestamp': datetime.datetime(2020, 9, 22, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.15, 'high': 344.0, 'low': 342.35, 'close': 343.8, 'trades': 1754, 'volume': 1066795, 'vwap': 343.03, 'lastSize': 156, 'turnover': 36593828570, 'homeNotional': 11184.547972604414, 'foreignNotional': 3836591.92482619}] 2020-09-23 01:00:21 INFO: prepare candles [CandleItem(low=340.75, high=347.0, open=344.8, close=346.5, color='GREEN'), CandleItem(low=343.3, high=345.35, open=343.8, close=344.8, color='GREEN'), CandleItem(low=342.35, high=344.0, open=343.15, close=343.8, color='GREEN')] 2020-09-23 01:00:21 INFO: skip by colors first_candle=CandleItem(low=342.35, high=344.0, open=343.15, close=343.8, color='GREEN') second_candle=CandleItem(low=343.3, high=345.35, open=343.8, close=344.8, color='GREEN') last_candle=CandleItem(low=340.75, high=347.0, open=344.8, close=346.5, color='GREEN') 2020-09-23 01:00:21 INFO: check need new order None 2020-09-23 01:00:21 INFO: init new order end 2020-09-23 01:00:21 INFO: 2020-09-23 01:00:21 INFO: 2020-09-23 01:00:21 INFO: 2020-09-23 01:00:21 INFO: 2020-09-23 01:02:00 INFO: 2020-09-23 01:02:00 INFO: 2020-09-23 01:02:00 INFO: 2020-09-23 01:02:00 INFO: 2020-09-23 01:02:00 INFO: clearing start 2020-09-23 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-23 01:02:00 INFO: skip by not found init order into storage 2020-09-23 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-23 01:02:00 INFO: skip by not found init order into storage 2020-09-23 01:02:00 INFO: clearing end 2020-09-23 01:02:00 INFO: 2020-09-23 01:02:00 INFO: 2020-09-23 01:02:00 INFO: 2020-09-23 01:02:00 INFO: 2020-09-23 01:39:09 ERROR: Error : Connection is already closed. 2020-09-23 01:39:09 ERROR: error from callback >: Connection is already closed. 2020-09-23 01:39:09 INFO: Websocket Closed 2020-09-23 01:39:10 WARNING: reconnect to socket 2020-09-23 01:39:10 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-09-23 01:39:10 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-09-23 01:39:10 INFO: Authenticating with API Key. 2020-09-23 01:39:11 INFO: Connected to WS. 2020-09-23 02:00:20 INFO: 2020-09-23 02:00:20 INFO: 2020-09-23 02:00:20 INFO: 2020-09-23 02:00:20 INFO: 2020-09-23 02:00:20 INFO: init new order start 2020-09-23 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 22, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.5, 'high': 347.05, 'low': 343.2, 'close': 343.5, 'trades': 3885, 'volume': 3096486, 'vwap': 345.1, 'lastSize': 12, 'turnover': 106858040535, 'homeNotional': 32595.044540725437, 'foreignNotional': 11248416.27499407}, {'timestamp': datetime.datetime(2020, 9, 22, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.8, 'high': 347.0, 'low': 340.75, 'close': 346.5, 'trades': 6646, 'volume': 3753766, 'vwap': 344.45, 'lastSize': 100, 'turnover': 129295516145, 'homeNotional': 39524.44363393059, 'foreignNotional': 13614034.896265415}, {'timestamp': datetime.datetime(2020, 9, 22, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.8, 'high': 345.35, 'low': 343.3, 'close': 344.8, 'trades': 2905, 'volume': 1728825, 'vwap': 344.53, 'lastSize': 1, 'turnover': 59561628945, 'homeNotional': 18150.365577340526, 'foreignNotional': 6253184.134174098}] 2020-09-23 02:00:20 INFO: prepare candles [CandleItem(low=343.2, high=347.05, open=346.5, close=343.5, color='RED'), CandleItem(low=340.75, high=347.0, open=344.8, close=346.5, color='GREEN'), CandleItem(low=343.3, high=345.35, open=343.8, close=344.8, color='GREEN')] 2020-09-23 02:00:20 INFO: last_candle=CandleItem(low=343.2, high=347.05, open=346.5, close=343.5, color='RED') 2020-09-23 02:00:20 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))) 2020-09-23 02:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=343.2, high=347.05, open=346.5, close=343.5, color='RED') 2020-09-23 02:00:20 INFO: skip by CandleItem(low=343.2, high=347.05, open=346.5, close=343.5, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-23 02:00:20 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))) 2020-09-23 02:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=343.2, high=347.05, open=346.5, close=343.5, color='RED') 2020-09-23 02:00:20 INFO: skip by CandleItem(low=343.2, high=347.05, open=346.5, close=343.5, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-23 02:00:20 INFO: not found applicable config for candle 2020-09-23 02:00:20 INFO: check need new order None 2020-09-23 02:00:20 INFO: init new order end 2020-09-23 02:00:20 INFO: 2020-09-23 02:00:20 INFO: 2020-09-23 02:00:20 INFO: 2020-09-23 02:00:20 INFO: 2020-09-23 02:02:00 INFO: 2020-09-23 02:02:00 INFO: 2020-09-23 02:02:00 INFO: 2020-09-23 02:02:00 INFO: 2020-09-23 02:02:00 INFO: clearing start 2020-09-23 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-23 02:02:00 INFO: skip by not found init order into storage 2020-09-23 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-23 02:02:00 INFO: skip by not found init order into storage 2020-09-23 02:02:00 INFO: clearing end 2020-09-23 02:02:00 INFO: 2020-09-23 02:02:00 INFO: 2020-09-23 02:02:00 INFO: 2020-09-23 02:02:00 INFO: 2020-09-23 03:00:20 INFO: 2020-09-23 03:00:20 INFO: 2020-09-23 03:00:20 INFO: 2020-09-23 03:00:20 INFO: 2020-09-23 03:00:20 INFO: init new order start 2020-09-23 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.5, 'high': 344.45, 'low': 342.8, 'close': 344.45, 'trades': 1996, 'volume': 1302372, 'vwap': 343.65, 'lastSize': 1973, 'turnover': 44755342230, 'homeNotional': 13696.601091125864, 'foreignNotional': 4706770.341366742}, {'timestamp': datetime.datetime(2020, 9, 22, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.5, 'high': 347.05, 'low': 343.2, 'close': 343.5, 'trades': 3885, 'volume': 3096486, 'vwap': 345.1, 'lastSize': 12, 'turnover': 106858040535, 'homeNotional': 32595.044540725437, 'foreignNotional': 11248416.27499407}, {'timestamp': datetime.datetime(2020, 9, 22, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.8, 'high': 347.0, 'low': 340.75, 'close': 346.5, 'trades': 6646, 'volume': 3753766, 'vwap': 344.45, 'lastSize': 100, 'turnover': 129295516145, 'homeNotional': 39524.44363393059, 'foreignNotional': 13614034.896265415}] 2020-09-23 03:00:20 INFO: prepare candles [CandleItem(low=342.8, high=344.45, open=343.5, close=344.45, color='GREEN'), CandleItem(low=343.2, high=347.05, open=346.5, close=343.5, color='RED'), CandleItem(low=340.75, high=347.0, open=344.8, close=346.5, color='GREEN')] 2020-09-23 03:00:20 INFO: skip by colors first_candle=CandleItem(low=340.75, high=347.0, open=344.8, close=346.5, color='GREEN') second_candle=CandleItem(low=343.2, high=347.05, open=346.5, close=343.5, color='RED') last_candle=CandleItem(low=342.8, high=344.45, open=343.5, close=344.45, color='GREEN') 2020-09-23 03:00:20 INFO: check need new order None 2020-09-23 03:00:20 INFO: init new order end 2020-09-23 03:00:20 INFO: 2020-09-23 03:00:20 INFO: 2020-09-23 03:00:20 INFO: 2020-09-23 03:00:20 INFO: 2020-09-23 03:02:00 INFO: 2020-09-23 03:02:00 INFO: 2020-09-23 03:02:00 INFO: 2020-09-23 03:02:00 INFO: 2020-09-23 03:02:00 INFO: clearing start 2020-09-23 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-23 03:02:00 INFO: skip by not found init order into storage 2020-09-23 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-23 03:02:00 INFO: skip by not found init order into storage 2020-09-23 03:02:00 INFO: clearing end 2020-09-23 03:02:00 INFO: 2020-09-23 03:02:00 INFO: 2020-09-23 03:02:00 INFO: 2020-09-23 03:02:00 INFO: 2020-09-23 04:00:20 INFO: 2020-09-23 04:00:20 INFO: 2020-09-23 04:00:20 INFO: 2020-09-23 04:00:20 INFO: 2020-09-23 04:00:20 INFO: init new order start 2020-09-23 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.45, 'high': 344.7, 'low': 342.4, 'close': 343.1, 'trades': 2526, 'volume': 1792409, 'vwap': 343.53, 'lastSize': 12, 'turnover': 61573733020, 'homeNotional': 18860.899403192885, 'foreignNotional': 6479199.827587406}, {'timestamp': datetime.datetime(2020, 9, 23, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.5, 'high': 344.45, 'low': 342.8, 'close': 344.45, 'trades': 1996, 'volume': 1302372, 'vwap': 343.65, 'lastSize': 1973, 'turnover': 44755342230, 'homeNotional': 13696.601091125864, 'foreignNotional': 4706770.341366742}, {'timestamp': datetime.datetime(2020, 9, 22, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.5, 'high': 347.05, 'low': 343.2, 'close': 343.5, 'trades': 3885, 'volume': 3096486, 'vwap': 345.1, 'lastSize': 12, 'turnover': 106858040535, 'homeNotional': 32595.044540725437, 'foreignNotional': 11248416.27499407}] 2020-09-23 04:00:20 INFO: prepare candles [CandleItem(low=342.4, high=344.7, open=344.45, close=343.1, color='RED'), CandleItem(low=342.8, high=344.45, open=343.5, close=344.45, color='GREEN'), CandleItem(low=343.2, high=347.05, open=346.5, close=343.5, color='RED')] 2020-09-23 04:00:20 INFO: skip by colors first_candle=CandleItem(low=343.2, high=347.05, open=346.5, close=343.5, color='RED') second_candle=CandleItem(low=342.8, high=344.45, open=343.5, close=344.45, color='GREEN') last_candle=CandleItem(low=342.4, high=344.7, open=344.45, close=343.1, color='RED') 2020-09-23 04:00:20 INFO: check need new order None 2020-09-23 04:00:20 INFO: init new order end 2020-09-23 04:00:20 INFO: 2020-09-23 04:00:20 INFO: 2020-09-23 04:00:20 INFO: 2020-09-23 04:00:20 INFO: 2020-09-23 04:02:00 INFO: 2020-09-23 04:02:00 INFO: 2020-09-23 04:02:00 INFO: 2020-09-23 04:02:00 INFO: 2020-09-23 04:02:00 INFO: clearing start 2020-09-23 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-23 04:02:00 INFO: skip by not found init order into storage 2020-09-23 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-23 04:02:00 INFO: skip by not found init order into storage 2020-09-23 04:02:00 INFO: clearing end 2020-09-23 04:02:00 INFO: 2020-09-23 04:02:00 INFO: 2020-09-23 04:02:00 INFO: 2020-09-23 04:02:00 INFO: 2020-09-23 05:00:20 INFO: 2020-09-23 05:00:20 INFO: 2020-09-23 05:00:20 INFO: 2020-09-23 05:00:20 INFO: 2020-09-23 05:00:20 INFO: init new order start 2020-09-23 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.1, 'high': 343.9, 'low': 342.55, 'close': 343.9, 'trades': 1311, 'volume': 689211, 'vwap': 343.25, 'lastSize': 1931, 'turnover': 23656747815, 'homeNotional': 7248.072364763782, 'foreignNotional': 2487856.9836323927}, {'timestamp': datetime.datetime(2020, 9, 23, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.45, 'high': 344.7, 'low': 342.4, 'close': 343.1, 'trades': 2526, 'volume': 1792409, 'vwap': 343.53, 'lastSize': 12, 'turnover': 61573733020, 'homeNotional': 18860.899403192885, 'foreignNotional': 6479199.827587406}, {'timestamp': datetime.datetime(2020, 9, 23, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.5, 'high': 344.45, 'low': 342.8, 'close': 344.45, 'trades': 1996, 'volume': 1302372, 'vwap': 343.65, 'lastSize': 1973, 'turnover': 44755342230, 'homeNotional': 13696.601091125864, 'foreignNotional': 4706770.341366742}] 2020-09-23 05:00:20 INFO: prepare candles [CandleItem(low=342.55, high=343.9, open=343.1, close=343.9, color='GREEN'), CandleItem(low=342.4, high=344.7, open=344.45, close=343.1, color='RED'), CandleItem(low=342.8, high=344.45, open=343.5, close=344.45, color='GREEN')] 2020-09-23 05:00:20 INFO: skip by colors first_candle=CandleItem(low=342.8, high=344.45, open=343.5, close=344.45, color='GREEN') second_candle=CandleItem(low=342.4, high=344.7, open=344.45, close=343.1, color='RED') last_candle=CandleItem(low=342.55, high=343.9, open=343.1, close=343.9, color='GREEN') 2020-09-23 05:00:20 INFO: check need new order None 2020-09-23 05:00:20 INFO: init new order end 2020-09-23 05:00:20 INFO: 2020-09-23 05:00:20 INFO: 2020-09-23 05:00:20 INFO: 2020-09-23 05:00:20 INFO: 2020-09-23 05:02:00 INFO: 2020-09-23 05:02:00 INFO: 2020-09-23 05:02:00 INFO: 2020-09-23 05:02:00 INFO: 2020-09-23 05:02:00 INFO: clearing start 2020-09-23 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-23 05:02:00 INFO: skip by not found init order into storage 2020-09-23 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-23 05:02:00 INFO: skip by not found init order into storage 2020-09-23 05:02:00 INFO: clearing end 2020-09-23 05:02:00 INFO: 2020-09-23 05:02:00 INFO: 2020-09-23 05:02:00 INFO: 2020-09-23 05:02:00 INFO: 2020-09-23 06:00:20 INFO: 2020-09-23 06:00:20 INFO: 2020-09-23 06:00:20 INFO: 2020-09-23 06:00:20 INFO: 2020-09-23 06:00:20 INFO: init new order start 2020-09-23 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.9, 'high': 344.6, 'low': 343.1, 'close': 343.9, 'trades': 1421, 'volume': 1122730, 'vwap': 343.86, 'lastSize': 6202, 'turnover': 38605747530, 'homeNotional': 11809.237720080611, 'foreignNotional': 4060680.069272108}, {'timestamp': datetime.datetime(2020, 9, 23, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.1, 'high': 343.9, 'low': 342.55, 'close': 343.9, 'trades': 1311, 'volume': 689211, 'vwap': 343.25, 'lastSize': 1931, 'turnover': 23656747815, 'homeNotional': 7248.072364763782, 'foreignNotional': 2487856.9836323927}, {'timestamp': datetime.datetime(2020, 9, 23, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.45, 'high': 344.7, 'low': 342.4, 'close': 343.1, 'trades': 2526, 'volume': 1792409, 'vwap': 343.53, 'lastSize': 12, 'turnover': 61573733020, 'homeNotional': 18860.899403192885, 'foreignNotional': 6479199.827587406}] 2020-09-23 06:00:20 INFO: skip by found empty buckets 2020-09-23 06:00:20 INFO: check need new order None 2020-09-23 06:00:20 INFO: init new order end 2020-09-23 06:00:20 INFO: 2020-09-23 06:00:20 INFO: 2020-09-23 06:00:20 INFO: 2020-09-23 06:00:20 INFO: 2020-09-23 06:02:00 INFO: 2020-09-23 06:02:00 INFO: 2020-09-23 06:02:00 INFO: 2020-09-23 06:02:00 INFO: 2020-09-23 06:02:00 INFO: clearing start 2020-09-23 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-23 06:02:00 INFO: skip by not found init order into storage 2020-09-23 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-23 06:02:00 INFO: skip by not found init order into storage 2020-09-23 06:02:00 INFO: clearing end 2020-09-23 06:02:00 INFO: 2020-09-23 06:02:00 INFO: 2020-09-23 06:02:00 INFO: 2020-09-23 06:02:00 INFO: 2020-09-23 07:00:20 INFO: 2020-09-23 07:00:20 INFO: 2020-09-23 07:00:20 INFO: 2020-09-23 07:00:20 INFO: 2020-09-23 07:00:20 INFO: init new order start 2020-09-23 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.9, 'high': 343.85, 'low': 340.85, 'close': 341.3, 'trades': 2227, 'volume': 1559162, 'vwap': 342.06, 'lastSize': 50, 'turnover': 53332017455, 'homeNotional': 16362.609528148594, 'foreignNotional': 5596932.247846249}, {'timestamp': datetime.datetime(2020, 9, 23, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.9, 'high': 344.6, 'low': 343.1, 'close': 343.9, 'trades': 1421, 'volume': 1122730, 'vwap': 343.86, 'lastSize': 6202, 'turnover': 38605747530, 'homeNotional': 11809.237720080611, 'foreignNotional': 4060680.069272108}, {'timestamp': datetime.datetime(2020, 9, 23, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.1, 'high': 343.9, 'low': 342.55, 'close': 343.9, 'trades': 1311, 'volume': 689211, 'vwap': 343.25, 'lastSize': 1931, 'turnover': 23656747815, 'homeNotional': 7248.072364763782, 'foreignNotional': 2487856.9836323927}] 2020-09-23 07:00:20 INFO: skip by found empty buckets 2020-09-23 07:00:20 INFO: check need new order None 2020-09-23 07:00:20 INFO: init new order end 2020-09-23 07:00:20 INFO: 2020-09-23 07:00:20 INFO: 2020-09-23 07:00:20 INFO: 2020-09-23 07:00:20 INFO: 2020-09-23 07:02:00 INFO: 2020-09-23 07:02:00 INFO: 2020-09-23 07:02:00 INFO: 2020-09-23 07:02:00 INFO: 2020-09-23 07:02:00 INFO: clearing start 2020-09-23 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-23 07:02:00 INFO: skip by not found init order into storage 2020-09-23 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-23 07:02:00 INFO: skip by not found init order into storage 2020-09-23 07:02:00 INFO: clearing end 2020-09-23 07:02:00 INFO: 2020-09-23 07:02:00 INFO: 2020-09-23 07:02:00 INFO: 2020-09-23 07:02:00 INFO: 2020-09-23 08:00:20 INFO: 2020-09-23 08:00:20 INFO: 2020-09-23 08:00:20 INFO: 2020-09-23 08:00:20 INFO: 2020-09-23 08:00:20 INFO: init new order start 2020-09-23 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.3, 'high': 341.8, 'low': 339.05, 'close': 340.15, 'trades': 2916, 'volume': 1784249, 'vwap': 340.33, 'lastSize': 2432, 'turnover': 60722808305, 'homeNotional': 18683.090425789265, 'foreignNotional': 6358364.762703608}, {'timestamp': datetime.datetime(2020, 9, 23, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.9, 'high': 343.85, 'low': 340.85, 'close': 341.3, 'trades': 2227, 'volume': 1559162, 'vwap': 342.06, 'lastSize': 50, 'turnover': 53332017455, 'homeNotional': 16362.609528148594, 'foreignNotional': 5596932.247846249}, {'timestamp': datetime.datetime(2020, 9, 23, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.9, 'high': 344.6, 'low': 343.1, 'close': 343.9, 'trades': 1421, 'volume': 1122730, 'vwap': 343.86, 'lastSize': 6202, 'turnover': 38605747530, 'homeNotional': 11809.237720080611, 'foreignNotional': 4060680.069272108}] 2020-09-23 08:00:20 INFO: skip by found empty buckets 2020-09-23 08:00:20 INFO: check need new order None 2020-09-23 08:00:20 INFO: init new order end 2020-09-23 08:00:20 INFO: 2020-09-23 08:00:20 INFO: 2020-09-23 08:00:20 INFO: 2020-09-23 08:00:20 INFO: 2020-09-23 08:02:00 INFO: 2020-09-23 08:02:00 INFO: 2020-09-23 08:02:00 INFO: 2020-09-23 08:02:00 INFO: 2020-09-23 08:02:00 INFO: clearing start 2020-09-23 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-23 08:02:00 INFO: skip by not found init order into storage 2020-09-23 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-23 08:02:00 INFO: skip by not found init order into storage 2020-09-23 08:02:00 INFO: clearing end 2020-09-23 08:02:00 INFO: 2020-09-23 08:02:00 INFO: 2020-09-23 08:02:00 INFO: 2020-09-23 08:02:00 INFO: 2020-09-23 09:00:20 INFO: 2020-09-23 09:00:20 INFO: 2020-09-23 09:00:20 INFO: 2020-09-23 09:00:20 INFO: 2020-09-23 09:00:20 INFO: init new order start 2020-09-23 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.15, 'high': 341.9, 'low': 338.5, 'close': 341.05, 'trades': 2313, 'volume': 1665074, 'vwap': 340.86, 'lastSize': 450, 'turnover': 56755551555, 'homeNotional': 17446.20990800172, 'foreignNotional': 5946716.574731409}, {'timestamp': datetime.datetime(2020, 9, 23, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.3, 'high': 341.8, 'low': 339.05, 'close': 340.15, 'trades': 2916, 'volume': 1784249, 'vwap': 340.33, 'lastSize': 2432, 'turnover': 60722808305, 'homeNotional': 18683.090425789265, 'foreignNotional': 6358364.762703608}, {'timestamp': datetime.datetime(2020, 9, 23, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.9, 'high': 343.85, 'low': 340.85, 'close': 341.3, 'trades': 2227, 'volume': 1559162, 'vwap': 342.06, 'lastSize': 50, 'turnover': 53332017455, 'homeNotional': 16362.609528148594, 'foreignNotional': 5596932.247846249}] 2020-09-23 09:00:20 INFO: prepare candles [CandleItem(low=338.5, high=341.9, open=340.15, close=341.05, color='GREEN'), CandleItem(low=339.05, high=341.8, open=341.3, close=340.15, color='RED'), CandleItem(low=340.85, high=343.85, open=343.9, close=341.3, color='RED')] 2020-09-23 09:00:20 INFO: last_candle=CandleItem(low=338.5, high=341.9, open=340.15, close=341.05, color='GREEN') 2020-09-23 09:00:20 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))) 2020-09-23 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=338.5, high=341.9, open=340.15, close=341.05, color='GREEN') 2020-09-23 09:00:20 INFO: skip by CandleItem(low=338.5, high=341.9, open=340.15, close=341.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-23 09:00:20 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))) 2020-09-23 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=338.5, high=341.9, open=340.15, close=341.05, color='GREEN') 2020-09-23 09:00:20 INFO: skip by CandleItem(low=338.5, high=341.9, open=340.15, close=341.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-23 09:00:20 INFO: not found applicable config for candle 2020-09-23 09:00:20 INFO: check need new order None 2020-09-23 09:00:20 INFO: init new order end 2020-09-23 09:00:20 INFO: 2020-09-23 09:00:20 INFO: 2020-09-23 09:00:20 INFO: 2020-09-23 09:00:20 INFO: 2020-09-23 09:02:00 INFO: 2020-09-23 09:02:00 INFO: 2020-09-23 09:02:00 INFO: 2020-09-23 09:02:00 INFO: 2020-09-23 09:02:00 INFO: clearing start 2020-09-23 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-23 09:02:00 INFO: skip by not found init order into storage 2020-09-23 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-23 09:02:00 INFO: skip by not found init order into storage 2020-09-23 09:02:00 INFO: clearing end 2020-09-23 09:02:00 INFO: 2020-09-23 09:02:00 INFO: 2020-09-23 09:02:00 INFO: 2020-09-23 09:02:00 INFO: 2020-09-23 10:00:20 INFO: 2020-09-23 10:00:20 INFO: 2020-09-23 10:00:20 INFO: 2020-09-23 10:00:20 INFO: 2020-09-23 10:00:20 INFO: init new order start 2020-09-23 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.05, 'high': 341.05, 'low': 337.75, 'close': 338.6, 'trades': 3783, 'volume': 2350849, 'vwap': 339.15, 'lastSize': 200, 'turnover': 79728800210, 'homeNotional': 24529.011743499235, 'foreignNotional': 8319021.616899782}, {'timestamp': datetime.datetime(2020, 9, 23, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.15, 'high': 341.9, 'low': 338.5, 'close': 341.05, 'trades': 2313, 'volume': 1665074, 'vwap': 340.86, 'lastSize': 450, 'turnover': 56755551555, 'homeNotional': 17446.20990800172, 'foreignNotional': 5946716.574731409}, {'timestamp': datetime.datetime(2020, 9, 23, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.3, 'high': 341.8, 'low': 339.05, 'close': 340.15, 'trades': 2916, 'volume': 1784249, 'vwap': 340.33, 'lastSize': 2432, 'turnover': 60722808305, 'homeNotional': 18683.090425789265, 'foreignNotional': 6358364.762703608}] 2020-09-23 10:00:20 INFO: prepare candles [CandleItem(low=337.75, high=341.05, open=341.05, close=338.6, color='RED'), CandleItem(low=338.5, high=341.9, open=340.15, close=341.05, color='GREEN'), CandleItem(low=339.05, high=341.8, open=341.3, close=340.15, color='RED')] 2020-09-23 10:00:20 INFO: skip by colors first_candle=CandleItem(low=339.05, high=341.8, open=341.3, close=340.15, color='RED') second_candle=CandleItem(low=338.5, high=341.9, open=340.15, close=341.05, color='GREEN') last_candle=CandleItem(low=337.75, high=341.05, open=341.05, close=338.6, color='RED') 2020-09-23 10:00:20 INFO: check need new order None 2020-09-23 10:00:20 INFO: init new order end 2020-09-23 10:00:20 INFO: 2020-09-23 10:00:20 INFO: 2020-09-23 10:00:20 INFO: 2020-09-23 10:00:20 INFO: 2020-09-23 10:02:00 INFO: 2020-09-23 10:02:00 INFO: 2020-09-23 10:02:00 INFO: 2020-09-23 10:02:00 INFO: 2020-09-23 10:02:00 INFO: clearing start 2020-09-23 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': None, 'displayQty': None, 'stopPx': 336.35, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 496000, tzinfo=tzutc())} 2020-09-23 10:02:00 INFO: skip by not found init order into storage 2020-09-23 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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': 317, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc())} 2020-09-23 10:02:00 INFO: skip by not found init order into storage 2020-09-23 10:02:00 INFO: clearing end 2020-09-23 10:02:00 INFO: 2020-09-23 10:02:00 INFO: 2020-09-23 10:02:00 INFO: 2020-09-23 10:02:00 INFO: 2020-09-23 10:18:58 INFO: process event {'orderID': '1b56ac0c-578b-d750-d66c-551f25ad77d7', 'price': 336.3, 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 317, 'avgPx': 336.3, 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'transactTime': '2020-09-23T07:18:58.087Z', 'timestamp': '2020-09-23T07:18:58.087Z', 'clOrdID': 'e7695b7b3e024f5697c1fa75ccb824f1', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-23 10:18:58 INFO: add new event={'uid': 'e7695b7b3e024f5697c1fa75ccb824f1', 'status': 'Filled'} 2020-09-23 10:18:58 INFO: 2020-09-23 10:18:58 INFO: 2020-09-23 10:18:58 INFO: 2020-09-23 10:18:58 INFO: 2020-09-23 10:18:58 INFO: process event start 2020-09-23 10:18:58 INFO: fetch new order event e7695b7b3e024f5697c1fa75ccb824f1 2020-09-23 10:18:58 INFO: fetch orders by event init=None profit_pair=af483954996f42b5b4ecc6154b8ecfbc 2020-09-23 10:18:58 INFO: process profit order filled 2020-09-23 10:18:58 INFO: cancel order=af483954996f42b5b4ecc6154b8ecfbc [{'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 317, 'price': 372.15, '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, 9, 22, 9, 0, 48, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 23, 7, 18, 58, 748000, tzinfo=tzutc())}] 2020-09-23 10:18:58 INFO: process event {'orderID': '90b56d7f-9955-02f8-aec7-b320e21152a5', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-09-23T07:18:58.748Z', 'clOrdID': 'af483954996f42b5b4ecc6154b8ecfbc', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-23 10:18:58 INFO: skip event af483954996f42b5b4ecc6154b8ecfbc Canceled 2020-09-23 10:18:58 INFO: end process event_processing_result='proceed profit order' 2020-09-23 10:18:58 INFO: 2020-09-23 10:18:58 INFO: 2020-09-23 10:18:58 INFO: 2020-09-23 10:18:58 INFO: 2020-09-23 11:00:20 INFO: 2020-09-23 11:00:20 INFO: 2020-09-23 11:00:20 INFO: 2020-09-23 11:00:20 INFO: 2020-09-23 11:00:20 INFO: init new order start 2020-09-23 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.6, 'high': 339.05, 'low': 333.1, 'close': 335.9, 'trades': 7027, 'volume': 5250689, 'vwap': 335.39, 'lastSize': 20, 'turnover': 176098118250, 'homeNotional': 54645.16089441669, 'foreignNotional': 18327038.588215645}, {'timestamp': datetime.datetime(2020, 9, 23, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.05, 'high': 341.05, 'low': 337.75, 'close': 338.6, 'trades': 3783, 'volume': 2350849, 'vwap': 339.15, 'lastSize': 200, 'turnover': 79728800210, 'homeNotional': 24529.011743499235, 'foreignNotional': 8319021.616899782}, {'timestamp': datetime.datetime(2020, 9, 23, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.15, 'high': 341.9, 'low': 338.5, 'close': 341.05, 'trades': 2313, 'volume': 1665074, 'vwap': 340.86, 'lastSize': 450, 'turnover': 56755551555, 'homeNotional': 17446.20990800172, 'foreignNotional': 5946716.574731409}] 2020-09-23 11:00:20 INFO: prepare candles [CandleItem(low=333.1, high=339.05, open=338.6, close=335.9, color='RED'), CandleItem(low=337.75, high=341.05, open=341.05, close=338.6, color='RED'), CandleItem(low=338.5, high=341.9, open=340.15, close=341.05, color='GREEN')] 2020-09-23 11:00:20 INFO: skip by colors first_candle=CandleItem(low=338.5, high=341.9, open=340.15, close=341.05, color='GREEN') second_candle=CandleItem(low=337.75, high=341.05, open=341.05, close=338.6, color='RED') last_candle=CandleItem(low=333.1, high=339.05, open=338.6, close=335.9, color='RED') 2020-09-23 11:00:20 INFO: check need new order None 2020-09-23 11:00:20 INFO: init new order end 2020-09-23 11:00:20 INFO: 2020-09-23 11:00:20 INFO: 2020-09-23 11:00:20 INFO: 2020-09-23 11:00:20 INFO: 2020-09-23 11:02:00 INFO: 2020-09-23 11:02:00 INFO: 2020-09-23 11:02:00 INFO: 2020-09-23 11:02:00 INFO: 2020-09-23 11:02:00 INFO: clearing start 2020-09-23 11:02:00 INFO: clearing end 2020-09-23 11:02:01 INFO: 2020-09-23 11:02:01 INFO: 2020-09-23 11:02:01 INFO: 2020-09-23 11:02:01 INFO: 2020-09-23 12:00:20 INFO: 2020-09-23 12:00:20 INFO: 2020-09-23 12:00:20 INFO: 2020-09-23 12:00:20 INFO: 2020-09-23 12:00:20 INFO: init new order start 2020-09-23 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 335.9, 'high': 337.25, 'low': 334.5, 'close': 336.55, 'trades': 3948, 'volume': 2971819, 'vwap': 336.0, 'lastSize': 240, 'turnover': 99852855510, 'homeNotional': 31020.032238267788, 'foreignNotional': 10422727.025042739}, {'timestamp': datetime.datetime(2020, 9, 23, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.6, 'high': 339.05, 'low': 333.1, 'close': 335.9, 'trades': 7027, 'volume': 5250689, 'vwap': 335.39, 'lastSize': 20, 'turnover': 176098118250, 'homeNotional': 54645.16089441669, 'foreignNotional': 18327038.588215645}, {'timestamp': datetime.datetime(2020, 9, 23, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.05, 'high': 341.05, 'low': 337.75, 'close': 338.6, 'trades': 3783, 'volume': 2350849, 'vwap': 339.15, 'lastSize': 200, 'turnover': 79728800210, 'homeNotional': 24529.011743499235, 'foreignNotional': 8319021.616899782}] 2020-09-23 12:00:21 INFO: prepare candles [CandleItem(low=334.5, high=337.25, open=335.9, close=336.55, color='GREEN'), CandleItem(low=333.1, high=339.05, open=338.6, close=335.9, color='RED'), CandleItem(low=337.75, high=341.05, open=341.05, close=338.6, color='RED')] 2020-09-23 12:00:21 INFO: last_candle=CandleItem(low=334.5, high=337.25, open=335.9, close=336.55, color='GREEN') 2020-09-23 12:00:21 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))) 2020-09-23 12:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=334.5, high=337.25, open=335.9, close=336.55, color='GREEN') 2020-09-23 12:00:21 INFO: skip by CandleItem(low=334.5, high=337.25, open=335.9, close=336.55, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-23 12:00:21 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))) 2020-09-23 12:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=334.5, high=337.25, open=335.9, close=336.55, color='GREEN') 2020-09-23 12:00:21 INFO: skip by CandleItem(low=334.5, high=337.25, open=335.9, close=336.55, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-23 12:00:21 INFO: not found applicable config for candle 2020-09-23 12:00:21 INFO: check need new order None 2020-09-23 12:00:21 INFO: init new order end 2020-09-23 12:00:21 INFO: 2020-09-23 12:00:21 INFO: 2020-09-23 12:00:21 INFO: 2020-09-23 12:00:21 INFO: 2020-09-23 12:02:00 INFO: 2020-09-23 12:02:00 INFO: 2020-09-23 12:02:00 INFO: 2020-09-23 12:02:00 INFO: 2020-09-23 12:02:00 INFO: clearing start 2020-09-23 12:02:00 INFO: clearing end 2020-09-23 12:02:00 INFO: 2020-09-23 12:02:00 INFO: 2020-09-23 12:02:00 INFO: 2020-09-23 12:02:00 INFO: 2020-09-23 13:00:20 INFO: 2020-09-23 13:00:20 INFO: 2020-09-23 13:00:20 INFO: 2020-09-23 13:00:20 INFO: 2020-09-23 13:00:20 INFO: init new order start 2020-09-23 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 336.55, 'high': 339.5, 'low': 336.1, 'close': 339.05, 'trades': 3248, 'volume': 2564471, 'vwap': 337.55, 'lastSize': 100, 'turnover': 86562643800, 'homeNotional': 26839.995381093097, 'foreignNotional': 9059743.696260272}, {'timestamp': datetime.datetime(2020, 9, 23, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 335.9, 'high': 337.25, 'low': 334.5, 'close': 336.55, 'trades': 3948, 'volume': 2971819, 'vwap': 336.0, 'lastSize': 240, 'turnover': 99852855510, 'homeNotional': 31020.032238267788, 'foreignNotional': 10422727.025042739}, {'timestamp': datetime.datetime(2020, 9, 23, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.6, 'high': 339.05, 'low': 333.1, 'close': 335.9, 'trades': 7027, 'volume': 5250689, 'vwap': 335.39, 'lastSize': 20, 'turnover': 176098118250, 'homeNotional': 54645.16089441669, 'foreignNotional': 18327038.588215645}] 2020-09-23 13:00:20 INFO: prepare candles [CandleItem(low=336.1, high=339.5, open=336.55, close=339.05, color='GREEN'), CandleItem(low=334.5, high=337.25, open=335.9, close=336.55, color='GREEN'), CandleItem(low=333.1, high=339.05, open=338.6, close=335.9, color='RED')] 2020-09-23 13:00:20 INFO: skip by colors first_candle=CandleItem(low=333.1, high=339.05, open=338.6, close=335.9, color='RED') second_candle=CandleItem(low=334.5, high=337.25, open=335.9, close=336.55, color='GREEN') last_candle=CandleItem(low=336.1, high=339.5, open=336.55, close=339.05, color='GREEN') 2020-09-23 13:00:20 INFO: check need new order None 2020-09-23 13:00:20 INFO: init new order end 2020-09-23 13:00:20 INFO: 2020-09-23 13:00:20 INFO: 2020-09-23 13:00:20 INFO: 2020-09-23 13:00:20 INFO: 2020-09-23 13:02:00 INFO: 2020-09-23 13:02:00 INFO: 2020-09-23 13:02:00 INFO: 2020-09-23 13:02:00 INFO: 2020-09-23 13:02:00 INFO: clearing start 2020-09-23 13:02:00 INFO: clearing end 2020-09-23 13:02:00 INFO: 2020-09-23 13:02:00 INFO: 2020-09-23 13:02:00 INFO: 2020-09-23 13:02:00 INFO: 2020-09-23 14:00:20 INFO: 2020-09-23 14:00:20 INFO: 2020-09-23 14:00:20 INFO: 2020-09-23 14:00:20 INFO: 2020-09-23 14:00:20 INFO: init new order start 2020-09-23 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 339.05, 'high': 339.4, 'low': 337.75, 'close': 339.1, 'trades': 2467, 'volume': 1591637, 'vwap': 338.39, 'lastSize': 12, 'turnover': 53859404105, 'homeNotional': 16680.75224540696, 'foreignNotional': 5644602.234822188}, {'timestamp': datetime.datetime(2020, 9, 23, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 336.55, 'high': 339.5, 'low': 336.1, 'close': 339.05, 'trades': 3248, 'volume': 2564471, 'vwap': 337.55, 'lastSize': 100, 'turnover': 86562643800, 'homeNotional': 26839.995381093097, 'foreignNotional': 9059743.696260272}, {'timestamp': datetime.datetime(2020, 9, 23, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 335.9, 'high': 337.25, 'low': 334.5, 'close': 336.55, 'trades': 3948, 'volume': 2971819, 'vwap': 336.0, 'lastSize': 240, 'turnover': 99852855510, 'homeNotional': 31020.032238267788, 'foreignNotional': 10422727.025042739}] 2020-09-23 14:00:20 INFO: prepare candles [CandleItem(low=337.75, high=339.4, open=339.05, close=339.1, color='GREEN'), CandleItem(low=336.1, high=339.5, open=336.55, close=339.05, color='GREEN'), CandleItem(low=334.5, high=337.25, open=335.9, close=336.55, color='GREEN')] 2020-09-23 14:00:20 INFO: skip by colors first_candle=CandleItem(low=334.5, high=337.25, open=335.9, close=336.55, color='GREEN') second_candle=CandleItem(low=336.1, high=339.5, open=336.55, close=339.05, color='GREEN') last_candle=CandleItem(low=337.75, high=339.4, open=339.05, close=339.1, color='GREEN') 2020-09-23 14:00:20 INFO: check need new order None 2020-09-23 14:00:20 INFO: init new order end 2020-09-23 14:00:20 INFO: 2020-09-23 14:00:20 INFO: 2020-09-23 14:00:20 INFO: 2020-09-23 14:00:20 INFO: 2020-09-23 14:02:00 INFO: 2020-09-23 14:02:00 INFO: 2020-09-23 14:02:00 INFO: 2020-09-23 14:02:00 INFO: 2020-09-23 14:02:00 INFO: clearing start 2020-09-23 14:02:01 INFO: clearing end 2020-09-23 14:02:01 INFO: 2020-09-23 14:02:01 INFO: 2020-09-23 14:02:01 INFO: 2020-09-23 14:02:01 INFO: 2020-09-23 15:00:20 INFO: 2020-09-23 15:00:20 INFO: 2020-09-23 15:00:20 INFO: 2020-09-23 15:00:20 INFO: 2020-09-23 15:00:20 INFO: init new order start 2020-09-23 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 339.1, 'high': 340.45, 'low': 338.5, 'close': 338.9, 'trades': 2455, 'volume': 1948992, 'vwap': 339.36, 'lastSize': 1000, 'turnover': 66140147960, 'homeNotional': 20430.66293000504, 'foreignNotional': 6933263.072466591}, {'timestamp': datetime.datetime(2020, 9, 23, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 339.05, 'high': 339.4, 'low': 337.75, 'close': 339.1, 'trades': 2467, 'volume': 1591637, 'vwap': 338.39, 'lastSize': 12, 'turnover': 53859404105, 'homeNotional': 16680.75224540696, 'foreignNotional': 5644602.234822188}, {'timestamp': datetime.datetime(2020, 9, 23, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 336.55, 'high': 339.5, 'low': 336.1, 'close': 339.05, 'trades': 3248, 'volume': 2564471, 'vwap': 337.55, 'lastSize': 100, 'turnover': 86562643800, 'homeNotional': 26839.995381093097, 'foreignNotional': 9059743.696260272}] 2020-09-23 15:00:20 INFO: prepare candles [CandleItem(low=338.5, high=340.45, open=339.1, close=338.9, color='RED'), CandleItem(low=337.75, high=339.4, open=339.05, close=339.1, color='GREEN'), CandleItem(low=336.1, high=339.5, open=336.55, close=339.05, color='GREEN')] 2020-09-23 15:00:20 INFO: last_candle=CandleItem(low=338.5, high=340.45, open=339.1, close=338.9, color='RED') 2020-09-23 15:00:20 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))) 2020-09-23 15:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=338.5, high=340.45, open=339.1, close=338.9, color='RED') 2020-09-23 15:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=337.75, high=339.4, open=339.05, close=339.1, color='GREEN') 2020-09-23 15:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=336.1, high=339.5, open=336.55, close=339.05, color='GREEN') 2020-09-23 15:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=338.5, high=340.45, open=339.1, close=338.9, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-23 15:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=338.5, high=340.45, open=339.1, close=338.9, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-23 15:00:20 INFO: place order: start candle=CandleItem(low=338.5, high=340.45, open=339.1, close=338.9, color='RED') ticker='ETHUSD' price_offset=0.1 2020-09-23 15:00:20 INFO: place order: side_factor=1 init_trigger_price=338.45 init_order_price=338.4 stop_price_offset=0.0 candle.size=1.9499999999999886 stop_price=340.45 take_price=326.70000000000005 2020-09-23 15:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('338.44999999999998863131622783839702606201171875') init_order_price=Decimal('338.3999999999999772626324556767940521240234375') stop_price_offset=0.0 candle.size=1.9499999999999886 stop_price=Decimal('340.44999999999998863131622783839702606201171875') take_price=Decimal('326.700000000000045474735088646411895751953125') 2020-09-23 15:00:20 INFO: place order: compute qty=-950 2020-09-23 15:00:20 INFO: place order: save order to db c42d811ec7a3496a91ae90b510cafc5b; response=True 2020-09-23 15:00:20 INFO: post order to exchange resp={'orderID': '54c1ed7a-d47f-8cfd-591f-c303ec4402ca', 'clOrdID': 'c42d811ec7a3496a91ae90b510cafc5b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 950, 'price': 338.4, 'displayQty': None, 'stopPx': 338.45, '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': 950, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 23, 12, 0, 20, 205000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 23, 12, 0, 20, 205000, tzinfo=tzutc())} 2020-09-23 15:00:20 INFO: place new init order {'qty': -950, 'init_price': Decimal('338.44999999999998863131622783839702606201171875'), 'stop_price': Decimal('340.44999999999998863131622783839702606201171875'), 'take_price': Decimal('326.700000000000045474735088646411895751953125'), 'order_uid': 'c42d811ec7a3496a91ae90b510cafc5b', 'response': {'orderID': '54c1ed7a-d47f-8cfd-591f-c303ec4402ca', 'clOrdID': 'c42d811ec7a3496a91ae90b510cafc5b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 950, 'price': 338.4, 'displayQty': None, 'stopPx': 338.45, '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': 950, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 23, 12, 0, 20, 205000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 23, 12, 0, 20, 205000, tzinfo=tzutc())}} 2020-09-23 15:00:20 INFO: init new order end 2020-09-23 15:00:20 INFO: 2020-09-23 15:00:20 INFO: 2020-09-23 15:00:20 INFO: 2020-09-23 15:00:20 INFO: 2020-09-23 15:00:20 INFO: process event {'orderID': '54c1ed7a-d47f-8cfd-591f-c303ec4402ca', 'clOrdID': 'c42d811ec7a3496a91ae90b510cafc5b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 950, 'price': 338.4, 'displayQty': None, 'stopPx': 338.45, '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': 950, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-09-23T12:00:20.205Z', 'timestamp': '2020-09-23T12:00:20.205Z'} 2020-09-23 15:00:20 INFO: skip event c42d811ec7a3496a91ae90b510cafc5b New 2020-09-23 15:01:10 INFO: process event {'orderID': '54c1ed7a-d47f-8cfd-591f-c303ec4402ca', 'ordStatus': 'PartiallyFilled', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'leavesQty': 472, 'cumQty': 478, 'avgPx': 338.4, 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': '2020-09-23T12:01:10.254Z', 'timestamp': '2020-09-23T12:01:10.254Z', 'clOrdID': 'c42d811ec7a3496a91ae90b510cafc5b', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-23 15:01:10 INFO: skip event c42d811ec7a3496a91ae90b510cafc5b PartiallyFilled 2020-09-23 15:01:57 INFO: process event {'orderID': '54c1ed7a-d47f-8cfd-591f-c303ec4402ca', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 950, 'timestamp': '2020-09-23T12:01:57.115Z', 'clOrdID': 'c42d811ec7a3496a91ae90b510cafc5b', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-23 15:01:57 INFO: add new event={'uid': 'c42d811ec7a3496a91ae90b510cafc5b', 'status': 'Filled'} 2020-09-23 15:01:57 INFO: 2020-09-23 15:01:57 INFO: 2020-09-23 15:01:57 INFO: 2020-09-23 15:01:57 INFO: 2020-09-23 15:01:57 INFO: process event start 2020-09-23 15:01:57 INFO: fetch new order event c42d811ec7a3496a91ae90b510cafc5b 2020-09-23 15:01:57 INFO: fetch orders by event init={'stop': '340.44999999999998863131622783839702606201171875', 'take': '326.700000000000045474735088646411895751953125', 'qty': '950', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-09-23 15:01:57 INFO: process init order filled 2020-09-23 15:01:57 INFO: save profit orders to storage stop=65ce8e5b6f8c4f4e9abe97178ffce0b0 take=2f6a7ec778bf405885f4aefd25e799da 2020-09-23 15:01:57 INFO: place profit orders take_price=326.700000000000045474735088646411895751953125, stop_price=340.44999999999998863131622783839702606201171875, qty=950, color=RED, ticker=ETHUSD 65ce8e5b6f8c4f4e9abe97178ffce0b0 2f6a7ec778bf405885f4aefd25e799da 2020-09-23 15:01:57 INFO: place stop order ETHUSD: qty=950, stop_price=340.44999999999998863131622783839702606201171875, stop_uid=65ce8e5b6f8c4f4e9abe97178ffce0b0 2020-09-23 15:01:57 INFO: exchange resp for stop order={'orderID': 'd15369ac-2663-9cdd-e576-3d06cbe0085c', 'clOrdID': '65ce8e5b6f8c4f4e9abe97178ffce0b0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 950, 'price': None, 'displayQty': None, 'stopPx': 340.45, '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': 950, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 23, 12, 1, 57, 357000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 23, 12, 1, 57, 357000, tzinfo=tzutc())} 2020-09-23 15:01:57 INFO: place limit order ETHUSD: qty=950, price=326.700000000000045474735088646411895751953125, take_uid=2f6a7ec778bf405885f4aefd25e799da 2020-09-23 15:01:57 INFO: process event {'orderID': 'd15369ac-2663-9cdd-e576-3d06cbe0085c', 'clOrdID': '65ce8e5b6f8c4f4e9abe97178ffce0b0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 950, 'price': None, 'displayQty': None, 'stopPx': 340.45, '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': 950, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-09-23T12:01:57.357Z', 'timestamp': '2020-09-23T12:01:57.357Z'} 2020-09-23 15:01:57 INFO: skip event 65ce8e5b6f8c4f4e9abe97178ffce0b0 New 2020-09-23 15:01:57 INFO: exchange resp for take profit order={'orderID': '79a831d8-80ec-b15d-4516-8d778514af8d', 'clOrdID': '2f6a7ec778bf405885f4aefd25e799da', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 950, 'price': 326.7, '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': 950, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 23, 12, 1, 57, 394000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 23, 12, 1, 57, 394000, tzinfo=tzutc())} 2020-09-23 15:01:57 INFO: process event {'orderID': '79a831d8-80ec-b15d-4516-8d778514af8d', 'clOrdID': '2f6a7ec778bf405885f4aefd25e799da', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 950, 'price': 326.7, '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': 950, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-09-23T12:01:57.394Z', 'timestamp': '2020-09-23T12:01:57.394Z'} 2020-09-23 15:01:57 INFO: skip event 2f6a7ec778bf405885f4aefd25e799da New 2020-09-23 15:01:57 INFO: place profit orders={'stop': {'response': {'orderID': 'd15369ac-2663-9cdd-e576-3d06cbe0085c', 'clOrdID': '65ce8e5b6f8c4f4e9abe97178ffce0b0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 950, 'price': None, 'displayQty': None, 'stopPx': 340.45, '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': 950, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 23, 12, 1, 57, 357000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 23, 12, 1, 57, 357000, tzinfo=tzutc())}, 'qty': Decimal('950'), 'uid': '65ce8e5b6f8c4f4e9abe97178ffce0b0', 'price': Decimal('340.44999999999998863131622783839702606201171875')}, 'take': {'response': {'orderID': '79a831d8-80ec-b15d-4516-8d778514af8d', 'clOrdID': '2f6a7ec778bf405885f4aefd25e799da', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 950, 'price': 326.7, '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': 950, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 23, 12, 1, 57, 394000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 23, 12, 1, 57, 394000, tzinfo=tzutc())}, 'qty': Decimal('950'), 'uid': '2f6a7ec778bf405885f4aefd25e799da', 'price': Decimal('326.700000000000045474735088646411895751953125')}} 2020-09-23 15:01:57 INFO: rm init order from db c42d811ec7a3496a91ae90b510cafc5b 2020-09-23 15:01:57 INFO: end process event_processing_result='proceed init order' 2020-09-23 15:01:57 INFO: 2020-09-23 15:01:57 INFO: 2020-09-23 15:01:57 INFO: 2020-09-23 15:01:57 INFO: 2020-09-23 15:02:00 INFO: 2020-09-23 15:02:00 INFO: 2020-09-23 15:02:00 INFO: 2020-09-23 15:02:00 INFO: 2020-09-23 15:02:00 INFO: clearing start 2020-09-23 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd15369ac-2663-9cdd-e576-3d06cbe0085c', 'clOrdID': '65ce8e5b6f8c4f4e9abe97178ffce0b0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 950, 'price': None, 'displayQty': None, 'stopPx': 340.45, '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': 950, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 23, 12, 1, 57, 357000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 23, 12, 1, 57, 357000, tzinfo=tzutc())} 2020-09-23 15:02:00 INFO: skip by not found init order into storage 2020-09-23 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '79a831d8-80ec-b15d-4516-8d778514af8d', 'clOrdID': '2f6a7ec778bf405885f4aefd25e799da', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 950, 'price': 326.7, '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': 950, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 23, 12, 1, 57, 394000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 23, 12, 1, 57, 394000, tzinfo=tzutc())} 2020-09-23 15:02:00 INFO: skip by not found init order into storage 2020-09-23 15:02:00 INFO: clearing end 2020-09-23 15:02:00 INFO: 2020-09-23 15:02:00 INFO: 2020-09-23 15:02:00 INFO: 2020-09-23 15:02:00 INFO: 2020-09-23 15:23:25 INFO: process event {'orderID': 'd15369ac-2663-9cdd-e576-3d06cbe0085c', 'price': 340.45, 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 950, 'avgPx': 340.45, 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'transactTime': '2020-09-23T12:23:25.503Z', 'timestamp': '2020-09-23T12:23:25.503Z', 'clOrdID': '65ce8e5b6f8c4f4e9abe97178ffce0b0', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-23 15:23:25 INFO: add new event={'uid': '65ce8e5b6f8c4f4e9abe97178ffce0b0', 'status': 'Filled'} 2020-09-23 15:23:25 INFO: 2020-09-23 15:23:25 INFO: 2020-09-23 15:23:25 INFO: 2020-09-23 15:23:25 INFO: 2020-09-23 15:23:25 INFO: process event start 2020-09-23 15:23:25 INFO: fetch new order event 65ce8e5b6f8c4f4e9abe97178ffce0b0 2020-09-23 15:23:25 INFO: fetch orders by event init=None profit_pair=2f6a7ec778bf405885f4aefd25e799da 2020-09-23 15:23:25 INFO: process profit order filled 2020-09-23 15:23:26 INFO: process event {'orderID': '79a831d8-80ec-b15d-4516-8d778514af8d', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-09-23T12:23:26.102Z', 'clOrdID': '2f6a7ec778bf405885f4aefd25e799da', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-23 15:23:26 INFO: skip event 2f6a7ec778bf405885f4aefd25e799da Canceled 2020-09-23 15:23:26 INFO: cancel order=2f6a7ec778bf405885f4aefd25e799da [{'orderID': '79a831d8-80ec-b15d-4516-8d778514af8d', 'clOrdID': '2f6a7ec778bf405885f4aefd25e799da', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 950, 'price': 326.7, '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, 9, 23, 12, 1, 57, 394000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 23, 12, 23, 26, 102000, tzinfo=tzutc())}] 2020-09-23 15:23:26 INFO: end process event_processing_result='proceed profit order' 2020-09-23 15:23:26 INFO: 2020-09-23 15:23:26 INFO: 2020-09-23 15:23:26 INFO: 2020-09-23 15:23:26 INFO: 2020-09-23 16:00:20 INFO: 2020-09-23 16:00:20 INFO: 2020-09-23 16:00:20 INFO: 2020-09-23 16:00:20 INFO: 2020-09-23 16:00:20 INFO: init new order start 2020-09-23 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.9, 'high': 342.4, 'low': 337.7, 'close': 340.95, 'trades': 4469, 'volume': 3106529, 'vwap': 340.43, 'lastSize': 2, 'turnover': 105753899835, 'homeNotional': 32615.375595552105, 'foreignNotional': 11103137.98703201}, {'timestamp': datetime.datetime(2020, 9, 23, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 339.1, 'high': 340.45, 'low': 338.5, 'close': 338.9, 'trades': 2455, 'volume': 1948992, 'vwap': 339.36, 'lastSize': 1000, 'turnover': 66140147960, 'homeNotional': 20430.66293000504, 'foreignNotional': 6933263.072466591}, {'timestamp': datetime.datetime(2020, 9, 23, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 339.05, 'high': 339.4, 'low': 337.75, 'close': 339.1, 'trades': 2467, 'volume': 1591637, 'vwap': 338.39, 'lastSize': 12, 'turnover': 53859404105, 'homeNotional': 16680.75224540696, 'foreignNotional': 5644602.234822188}] 2020-09-23 16:00:20 INFO: prepare candles [CandleItem(low=337.7, high=342.4, open=338.9, close=340.95, color='GREEN'), CandleItem(low=338.5, high=340.45, open=339.1, close=338.9, color='RED'), CandleItem(low=337.75, high=339.4, open=339.05, close=339.1, color='GREEN')] 2020-09-23 16:00:20 INFO: skip by colors first_candle=CandleItem(low=337.75, high=339.4, open=339.05, close=339.1, color='GREEN') second_candle=CandleItem(low=338.5, high=340.45, open=339.1, close=338.9, color='RED') last_candle=CandleItem(low=337.7, high=342.4, open=338.9, close=340.95, color='GREEN') 2020-09-23 16:00:20 INFO: check need new order None 2020-09-23 16:00:20 INFO: init new order end 2020-09-23 16:00:20 INFO: 2020-09-23 16:00:20 INFO: 2020-09-23 16:00:20 INFO: 2020-09-23 16:00:20 INFO: 2020-09-23 16:02:00 INFO: 2020-09-23 16:02:00 INFO: 2020-09-23 16:02:00 INFO: 2020-09-23 16:02:00 INFO: 2020-09-23 16:02:00 INFO: clearing start 2020-09-23 16:02:01 INFO: clearing end 2020-09-23 16:02:01 INFO: 2020-09-23 16:02:01 INFO: 2020-09-23 16:02:01 INFO: 2020-09-23 16:02:01 INFO: 2020-09-23 17:00:20 INFO: 2020-09-23 17:00:20 INFO: 2020-09-23 17:00:20 INFO: 2020-09-23 17:00:20 INFO: 2020-09-23 17:00:20 INFO: init new order start 2020-09-23 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.95, 'high': 343.6, 'low': 340.8, 'close': 341.7, 'trades': 4748, 'volume': 2997089, 'vwap': 342.4, 'lastSize': 12, 'turnover': 102618444950, 'homeNotional': 31524.381217485625, 'foreignNotional': 10793769.79322939}, {'timestamp': datetime.datetime(2020, 9, 23, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.9, 'high': 342.4, 'low': 337.7, 'close': 340.95, 'trades': 4469, 'volume': 3106529, 'vwap': 340.43, 'lastSize': 2, 'turnover': 105753899835, 'homeNotional': 32615.375595552105, 'foreignNotional': 11103137.98703201}, {'timestamp': datetime.datetime(2020, 9, 23, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 339.1, 'high': 340.45, 'low': 338.5, 'close': 338.9, 'trades': 2455, 'volume': 1948992, 'vwap': 339.36, 'lastSize': 1000, 'turnover': 66140147960, 'homeNotional': 20430.66293000504, 'foreignNotional': 6933263.072466591}] 2020-09-23 17:00:20 INFO: prepare candles [CandleItem(low=340.8, high=343.6, open=340.95, close=341.7, color='GREEN'), CandleItem(low=337.7, high=342.4, open=338.9, close=340.95, color='GREEN'), CandleItem(low=338.5, high=340.45, open=339.1, close=338.9, color='RED')] 2020-09-23 17:00:20 INFO: skip by colors first_candle=CandleItem(low=338.5, high=340.45, open=339.1, close=338.9, color='RED') second_candle=CandleItem(low=337.7, high=342.4, open=338.9, close=340.95, color='GREEN') last_candle=CandleItem(low=340.8, high=343.6, open=340.95, close=341.7, color='GREEN') 2020-09-23 17:00:20 INFO: check need new order None 2020-09-23 17:00:20 INFO: init new order end 2020-09-23 17:00:20 INFO: 2020-09-23 17:00:20 INFO: 2020-09-23 17:00:20 INFO: 2020-09-23 17:00:20 INFO: 2020-09-23 17:02:00 INFO: 2020-09-23 17:02:00 INFO: 2020-09-23 17:02:00 INFO: 2020-09-23 17:02:00 INFO: 2020-09-23 17:02:00 INFO: clearing start 2020-09-23 17:02:00 INFO: clearing end 2020-09-23 17:02:00 INFO: 2020-09-23 17:02:00 INFO: 2020-09-23 17:02:00 INFO: 2020-09-23 17:02:00 INFO: 2020-09-23 18:00:20 INFO: 2020-09-23 18:00:20 INFO: 2020-09-23 18:00:20 INFO: 2020-09-23 18:00:20 INFO: 2020-09-23 18:00:20 INFO: init new order start 2020-09-23 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.7, 'high': 341.7, 'low': 339.25, 'close': 339.35, 'trades': 3757, 'volume': 3090302, 'vwap': 340.29, 'lastSize': 2545, 'turnover': 105157707355, 'homeNotional': 32400.07834214145, 'foreignNotional': 11025213.034136834}, {'timestamp': datetime.datetime(2020, 9, 23, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.95, 'high': 343.6, 'low': 340.8, 'close': 341.7, 'trades': 4748, 'volume': 2997089, 'vwap': 342.4, 'lastSize': 12, 'turnover': 102618444950, 'homeNotional': 31524.381217485625, 'foreignNotional': 10793769.79322939}, {'timestamp': datetime.datetime(2020, 9, 23, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.9, 'high': 342.4, 'low': 337.7, 'close': 340.95, 'trades': 4469, 'volume': 3106529, 'vwap': 340.43, 'lastSize': 2, 'turnover': 105753899835, 'homeNotional': 32615.375595552105, 'foreignNotional': 11103137.98703201}] 2020-09-23 18:00:20 INFO: prepare candles [CandleItem(low=339.25, high=341.7, open=341.7, close=339.35, color='RED'), CandleItem(low=340.8, high=343.6, open=340.95, close=341.7, color='GREEN'), CandleItem(low=337.7, high=342.4, open=338.9, close=340.95, color='GREEN')] 2020-09-23 18:00:20 INFO: last_candle=CandleItem(low=339.25, high=341.7, open=341.7, close=339.35, color='RED') 2020-09-23 18:00:20 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))) 2020-09-23 18:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=339.25, high=341.7, open=341.7, close=339.35, color='RED') 2020-09-23 18:00:20 INFO: skip by CandleItem(low=339.25, high=341.7, open=341.7, close=339.35, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-23 18:00:20 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))) 2020-09-23 18:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=339.25, high=341.7, open=341.7, close=339.35, color='RED') 2020-09-23 18:00:20 INFO: skip by CandleItem(low=339.25, high=341.7, open=341.7, close=339.35, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-23 18:00:20 INFO: not found applicable config for candle 2020-09-23 18:00:20 INFO: check need new order None 2020-09-23 18:00:20 INFO: init new order end 2020-09-23 18:00:20 INFO: 2020-09-23 18:00:20 INFO: 2020-09-23 18:00:20 INFO: 2020-09-23 18:00:20 INFO: 2020-09-23 18:02:00 INFO: 2020-09-23 18:02:00 INFO: 2020-09-23 18:02:00 INFO: 2020-09-23 18:02:00 INFO: 2020-09-23 18:02:00 INFO: clearing start 2020-09-23 18:02:00 INFO: clearing end 2020-09-23 18:02:00 INFO: 2020-09-23 18:02:00 INFO: 2020-09-23 18:02:00 INFO: 2020-09-23 18:02:00 INFO: 2020-09-23 19:00:20 INFO: 2020-09-23 19:00:20 INFO: 2020-09-23 19:00:20 INFO: 2020-09-23 19:00:20 INFO: 2020-09-23 19:00:20 INFO: init new order start 2020-09-23 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 339.35, 'high': 340.3, 'low': 338.45, 'close': 338.65, 'trades': 2362, 'volume': 1737985, 'vwap': 339.54, 'lastSize': 180, 'turnover': 59011085205, 'homeNotional': 18194.19409091253, 'foreignNotional': 6177615.100877854}, {'timestamp': datetime.datetime(2020, 9, 23, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.7, 'high': 341.7, 'low': 339.25, 'close': 339.35, 'trades': 3757, 'volume': 3090302, 'vwap': 340.29, 'lastSize': 2545, 'turnover': 105157707355, 'homeNotional': 32400.07834214145, 'foreignNotional': 11025213.034136834}, {'timestamp': datetime.datetime(2020, 9, 23, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.95, 'high': 343.6, 'low': 340.8, 'close': 341.7, 'trades': 4748, 'volume': 2997089, 'vwap': 342.4, 'lastSize': 12, 'turnover': 102618444950, 'homeNotional': 31524.381217485625, 'foreignNotional': 10793769.79322939}] 2020-09-23 19:00:20 INFO: prepare candles [CandleItem(low=338.45, high=340.3, open=339.35, close=338.65, color='RED'), CandleItem(low=339.25, high=341.7, open=341.7, close=339.35, color='RED'), CandleItem(low=340.8, high=343.6, open=340.95, close=341.7, color='GREEN')] 2020-09-23 19:00:20 INFO: skip by colors first_candle=CandleItem(low=340.8, high=343.6, open=340.95, close=341.7, color='GREEN') second_candle=CandleItem(low=339.25, high=341.7, open=341.7, close=339.35, color='RED') last_candle=CandleItem(low=338.45, high=340.3, open=339.35, close=338.65, color='RED') 2020-09-23 19:00:20 INFO: check need new order None 2020-09-23 19:00:20 INFO: init new order end 2020-09-23 19:00:20 INFO: 2020-09-23 19:00:20 INFO: 2020-09-23 19:00:20 INFO: 2020-09-23 19:00:20 INFO: 2020-09-23 19:02:00 INFO: 2020-09-23 19:02:00 INFO: 2020-09-23 19:02:00 INFO: 2020-09-23 19:02:00 INFO: 2020-09-23 19:02:00 INFO: clearing start 2020-09-23 19:02:00 INFO: clearing end 2020-09-23 19:02:00 INFO: 2020-09-23 19:02:00 INFO: 2020-09-23 19:02:00 INFO: 2020-09-23 19:02:00 INFO: 2020-09-23 20:00:20 INFO: 2020-09-23 20:00:20 INFO: 2020-09-23 20:00:20 INFO: 2020-09-23 20:00:20 INFO: 2020-09-23 20:00:20 INFO: init new order start 2020-09-23 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.65, 'high': 340.55, 'low': 338.25, 'close': 340.15, 'trades': 2109, 'volume': 1281645, 'vwap': 339.43, 'lastSize': 735, 'turnover': 43502158765, 'homeNotional': 13417.186893520371, 'foreignNotional': 4554128.192614574}, {'timestamp': datetime.datetime(2020, 9, 23, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 339.35, 'high': 340.3, 'low': 338.45, 'close': 338.65, 'trades': 2362, 'volume': 1737985, 'vwap': 339.54, 'lastSize': 180, 'turnover': 59011085205, 'homeNotional': 18194.19409091253, 'foreignNotional': 6177615.100877854}, {'timestamp': datetime.datetime(2020, 9, 23, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.7, 'high': 341.7, 'low': 339.25, 'close': 339.35, 'trades': 3757, 'volume': 3090302, 'vwap': 340.29, 'lastSize': 2545, 'turnover': 105157707355, 'homeNotional': 32400.07834214145, 'foreignNotional': 11025213.034136834}] 2020-09-23 20:00:20 INFO: prepare candles [CandleItem(low=338.25, high=340.55, open=338.65, close=340.15, color='GREEN'), CandleItem(low=338.45, high=340.3, open=339.35, close=338.65, color='RED'), CandleItem(low=339.25, high=341.7, open=341.7, close=339.35, color='RED')] 2020-09-23 20:00:20 INFO: last_candle=CandleItem(low=338.25, high=340.55, open=338.65, close=340.15, color='GREEN') 2020-09-23 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))) 2020-09-23 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=338.25, high=340.55, open=338.65, close=340.15, color='GREEN') 2020-09-23 20:00:20 INFO: skip by CandleItem(low=338.25, high=340.55, open=338.65, close=340.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-23 20:00:20 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))) 2020-09-23 20:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=338.25, high=340.55, open=338.65, close=340.15, color='GREEN') 2020-09-23 20:00:20 INFO: skip by CandleItem(low=338.25, high=340.55, open=338.65, close=340.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-23 20:00:20 INFO: not found applicable config for candle 2020-09-23 20:00:20 INFO: check need new order None 2020-09-23 20:00:20 INFO: init new order end 2020-09-23 20:00:20 INFO: 2020-09-23 20:00:20 INFO: 2020-09-23 20:00:20 INFO: 2020-09-23 20:00:20 INFO: 2020-09-23 20:02:00 INFO: 2020-09-23 20:02:00 INFO: 2020-09-23 20:02:00 INFO: 2020-09-23 20:02:00 INFO: 2020-09-23 20:02:00 INFO: clearing start 2020-09-23 20:02:00 INFO: clearing end 2020-09-23 20:02:00 INFO: 2020-09-23 20:02:00 INFO: 2020-09-23 20:02:00 INFO: 2020-09-23 20:02:00 INFO: 2020-09-23 21:00:20 INFO: 2020-09-23 21:00:20 INFO: 2020-09-23 21:00:20 INFO: 2020-09-23 21:00:20 INFO: 2020-09-23 21:00:20 INFO: init new order start 2020-09-23 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.15, 'high': 341.5, 'low': 337.8, 'close': 338.05, 'trades': 3014, 'volume': 2834575, 'vwap': 339.55, 'lastSize': 180, 'turnover': 96247889955, 'homeNotional': 29692.425863598364, 'foreignNotional': 10082066.595691003}, {'timestamp': datetime.datetime(2020, 9, 23, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.65, 'high': 340.55, 'low': 338.25, 'close': 340.15, 'trades': 2109, 'volume': 1281645, 'vwap': 339.43, 'lastSize': 735, 'turnover': 43502158765, 'homeNotional': 13417.186893520371, 'foreignNotional': 4554128.192614574}, {'timestamp': datetime.datetime(2020, 9, 23, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 339.35, 'high': 340.3, 'low': 338.45, 'close': 338.65, 'trades': 2362, 'volume': 1737985, 'vwap': 339.54, 'lastSize': 180, 'turnover': 59011085205, 'homeNotional': 18194.19409091253, 'foreignNotional': 6177615.100877854}] 2020-09-23 21:00:20 INFO: prepare candles [CandleItem(low=337.8, high=341.5, open=340.15, close=338.05, color='RED'), CandleItem(low=338.25, high=340.55, open=338.65, close=340.15, color='GREEN'), CandleItem(low=338.45, high=340.3, open=339.35, close=338.65, color='RED')] 2020-09-23 21:00:20 INFO: skip by colors first_candle=CandleItem(low=338.45, high=340.3, open=339.35, close=338.65, color='RED') second_candle=CandleItem(low=338.25, high=340.55, open=338.65, close=340.15, color='GREEN') last_candle=CandleItem(low=337.8, high=341.5, open=340.15, close=338.05, color='RED') 2020-09-23 21:00:20 INFO: check need new order None 2020-09-23 21:00:20 INFO: init new order end 2020-09-23 21:00:20 INFO: 2020-09-23 21:00:20 INFO: 2020-09-23 21:00:20 INFO: 2020-09-23 21:00:20 INFO: 2020-09-23 21:02:00 INFO: 2020-09-23 21:02:00 INFO: 2020-09-23 21:02:00 INFO: 2020-09-23 21:02:00 INFO: 2020-09-23 21:02:00 INFO: clearing start 2020-09-23 21:02:00 INFO: clearing end 2020-09-23 21:02:00 INFO: 2020-09-23 21:02:00 INFO: 2020-09-23 21:02:00 INFO: 2020-09-23 21:02:00 INFO: 2020-09-23 22:00:20 INFO: 2020-09-23 22:00:20 INFO: 2020-09-23 22:00:20 INFO: 2020-09-23 22:00:20 INFO: 2020-09-23 22:00:20 INFO: init new order start 2020-09-23 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.05, 'high': 338.1, 'low': 335.1, 'close': 335.35, 'trades': 4291, 'volume': 3649520, 'vwap': 336.58, 'lastSize': 1000, 'turnover': 122834279335, 'homeNotional': 38073.677149085794, 'foreignNotional': 12814740.941438967}, {'timestamp': datetime.datetime(2020, 9, 23, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.15, 'high': 341.5, 'low': 337.8, 'close': 338.05, 'trades': 3014, 'volume': 2834575, 'vwap': 339.55, 'lastSize': 180, 'turnover': 96247889955, 'homeNotional': 29692.425863598364, 'foreignNotional': 10082066.595691003}, {'timestamp': datetime.datetime(2020, 9, 23, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.65, 'high': 340.55, 'low': 338.25, 'close': 340.15, 'trades': 2109, 'volume': 1281645, 'vwap': 339.43, 'lastSize': 735, 'turnover': 43502158765, 'homeNotional': 13417.186893520371, 'foreignNotional': 4554128.192614574}] 2020-09-23 22:00:21 INFO: prepare candles [CandleItem(low=335.1, high=338.1, open=338.05, close=335.35, color='RED'), CandleItem(low=337.8, high=341.5, open=340.15, close=338.05, color='RED'), CandleItem(low=338.25, high=340.55, open=338.65, close=340.15, color='GREEN')] 2020-09-23 22:00:21 INFO: skip by colors first_candle=CandleItem(low=338.25, high=340.55, open=338.65, close=340.15, color='GREEN') second_candle=CandleItem(low=337.8, high=341.5, open=340.15, close=338.05, color='RED') last_candle=CandleItem(low=335.1, high=338.1, open=338.05, close=335.35, color='RED') 2020-09-23 22:00:21 INFO: check need new order None 2020-09-23 22:00:21 INFO: init new order end 2020-09-23 22:00:21 INFO: 2020-09-23 22:00:21 INFO: 2020-09-23 22:00:21 INFO: 2020-09-23 22:00:21 INFO: 2020-09-23 22:02:00 INFO: 2020-09-23 22:02:00 INFO: 2020-09-23 22:02:00 INFO: 2020-09-23 22:02:00 INFO: 2020-09-23 22:02:00 INFO: clearing start 2020-09-23 22:02:00 INFO: clearing end 2020-09-23 22:02:00 INFO: 2020-09-23 22:02:00 INFO: 2020-09-23 22:02:00 INFO: 2020-09-23 22:02:00 INFO: 2020-09-23 23:00:20 INFO: 2020-09-23 23:00:20 INFO: 2020-09-23 23:00:20 INFO: 2020-09-23 23:00:20 INFO: 2020-09-23 23:00:20 INFO: init new order start 2020-09-23 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 335.35, 'high': 335.7, 'low': 325.55, 'close': 327.45, 'trades': 14749, 'volume': 11234680, 'vwap': 329.24, 'lastSize': 13, 'turnover': 369879911240, 'homeNotional': 115782.11037584484, 'foreignNotional': 38119616.17459799}, {'timestamp': datetime.datetime(2020, 9, 23, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.05, 'high': 338.1, 'low': 335.1, 'close': 335.35, 'trades': 4291, 'volume': 3649520, 'vwap': 336.58, 'lastSize': 1000, 'turnover': 122834279335, 'homeNotional': 38073.677149085794, 'foreignNotional': 12814740.941438967}, {'timestamp': datetime.datetime(2020, 9, 23, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.15, 'high': 341.5, 'low': 337.8, 'close': 338.05, 'trades': 3014, 'volume': 2834575, 'vwap': 339.55, 'lastSize': 180, 'turnover': 96247889955, 'homeNotional': 29692.425863598364, 'foreignNotional': 10082066.595691003}] 2020-09-23 23:00:20 INFO: prepare candles [CandleItem(low=325.55, high=335.7, open=335.35, close=327.45, color='RED'), CandleItem(low=335.1, high=338.1, open=338.05, close=335.35, color='RED'), CandleItem(low=337.8, high=341.5, open=340.15, close=338.05, color='RED')] 2020-09-23 23:00:20 INFO: skip by colors first_candle=CandleItem(low=337.8, high=341.5, open=340.15, close=338.05, color='RED') second_candle=CandleItem(low=335.1, high=338.1, open=338.05, close=335.35, color='RED') last_candle=CandleItem(low=325.55, high=335.7, open=335.35, close=327.45, color='RED') 2020-09-23 23:00:20 INFO: check need new order None 2020-09-23 23:00:20 INFO: init new order end 2020-09-23 23:00:20 INFO: 2020-09-23 23:00:20 INFO: 2020-09-23 23:00:20 INFO: 2020-09-23 23:00:20 INFO: 2020-09-23 23:02:00 INFO: 2020-09-23 23:02:00 INFO: 2020-09-23 23:02:00 INFO: 2020-09-23 23:02:00 INFO: 2020-09-23 23:02:00 INFO: clearing start 2020-09-23 23:02:00 INFO: clearing end 2020-09-23 23:02:00 INFO: 2020-09-23 23:02:00 INFO: 2020-09-23 23:02:00 INFO: 2020-09-23 23:02:00 INFO: 2020-09-24 00:00:20 INFO: 2020-09-24 00:00:20 INFO: 2020-09-24 00:00:20 INFO: 2020-09-24 00:00:20 INFO: 2020-09-24 00:00:20 INFO: init new order start 2020-09-24 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 327.45, 'high': 329.05, 'low': 313.0, 'close': 322.9, 'trades': 15616, 'volume': 13276164, 'vwap': 321.15, 'lastSize': 11, 'turnover': 426357779845, 'homeNotional': 135840.61812270278, 'foreignNotional': 43627191.799113125}, {'timestamp': datetime.datetime(2020, 9, 23, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 335.35, 'high': 335.7, 'low': 325.55, 'close': 327.45, 'trades': 14749, 'volume': 11234680, 'vwap': 329.24, 'lastSize': 13, 'turnover': 369879911240, 'homeNotional': 115782.11037584484, 'foreignNotional': 38119616.17459799}, {'timestamp': datetime.datetime(2020, 9, 23, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.05, 'high': 338.1, 'low': 335.1, 'close': 335.35, 'trades': 4291, 'volume': 3649520, 'vwap': 336.58, 'lastSize': 1000, 'turnover': 122834279335, 'homeNotional': 38073.677149085794, 'foreignNotional': 12814740.941438967}] 2020-09-24 00:00:20 INFO: prepare candles [CandleItem(low=313.0, high=329.05, open=327.45, close=322.9, color='RED'), CandleItem(low=325.55, high=335.7, open=335.35, close=327.45, color='RED'), CandleItem(low=335.1, high=338.1, open=338.05, close=335.35, color='RED')] 2020-09-24 00:00:20 INFO: skip by colors first_candle=CandleItem(low=335.1, high=338.1, open=338.05, close=335.35, color='RED') second_candle=CandleItem(low=325.55, high=335.7, open=335.35, close=327.45, color='RED') last_candle=CandleItem(low=313.0, high=329.05, open=327.45, close=322.9, color='RED') 2020-09-24 00:00:20 INFO: check need new order None 2020-09-24 00:00:20 INFO: init new order end 2020-09-24 00:00:20 INFO: 2020-09-24 00:00:20 INFO: 2020-09-24 00:00:20 INFO: 2020-09-24 00:00:20 INFO: 2020-09-24 00:02:00 INFO: 2020-09-24 00:02:00 INFO: 2020-09-24 00:02:00 INFO: 2020-09-24 00:02:00 INFO: 2020-09-24 00:02:00 INFO: clearing start 2020-09-24 00:02:00 INFO: clearing end 2020-09-24 00:02:00 INFO: 2020-09-24 00:02:00 INFO: 2020-09-24 00:02:00 INFO: 2020-09-24 00:02:00 INFO: 2020-09-24 01:00:20 INFO: 2020-09-24 01:00:20 INFO: 2020-09-24 01:00:20 INFO: 2020-09-24 01:00:20 INFO: 2020-09-24 01:00:20 INFO: init new order start 2020-09-24 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 322.9, 'high': 326.95, 'low': 320.45, 'close': 322.35, 'trades': 9453, 'volume': 5348292, 'vwap': 323.54, 'lastSize': 200, 'turnover': 173036550490, 'homeNotional': 54800.05397455302, 'foreignNotional': 17729830.547100674}, {'timestamp': datetime.datetime(2020, 9, 23, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 327.45, 'high': 329.05, 'low': 313.0, 'close': 322.9, 'trades': 15616, 'volume': 13276164, 'vwap': 321.15, 'lastSize': 11, 'turnover': 426357779845, 'homeNotional': 135840.61812270278, 'foreignNotional': 43627191.799113125}, {'timestamp': datetime.datetime(2020, 9, 23, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 335.35, 'high': 335.7, 'low': 325.55, 'close': 327.45, 'trades': 14749, 'volume': 11234680, 'vwap': 329.24, 'lastSize': 13, 'turnover': 369879911240, 'homeNotional': 115782.11037584484, 'foreignNotional': 38119616.17459799}] 2020-09-24 01:00:20 INFO: prepare candles [CandleItem(low=320.45, high=326.95, open=322.9, close=322.35, color='RED'), CandleItem(low=313.0, high=329.05, open=327.45, close=322.9, color='RED'), CandleItem(low=325.55, high=335.7, open=335.35, close=327.45, color='RED')] 2020-09-24 01:00:20 INFO: skip by colors first_candle=CandleItem(low=325.55, high=335.7, open=335.35, close=327.45, color='RED') second_candle=CandleItem(low=313.0, high=329.05, open=327.45, close=322.9, color='RED') last_candle=CandleItem(low=320.45, high=326.95, open=322.9, close=322.35, color='RED') 2020-09-24 01:00:20 INFO: check need new order None 2020-09-24 01:00:20 INFO: init new order end 2020-09-24 01:00:20 INFO: 2020-09-24 01:00:20 INFO: 2020-09-24 01:00:20 INFO: 2020-09-24 01:00:20 INFO: 2020-09-24 01:02:00 INFO: 2020-09-24 01:02:00 INFO: 2020-09-24 01:02:00 INFO: 2020-09-24 01:02:00 INFO: 2020-09-24 01:02:00 INFO: clearing start 2020-09-24 01:02:00 INFO: clearing end 2020-09-24 01:02:00 INFO: 2020-09-24 01:02:00 INFO: 2020-09-24 01:02:00 INFO: 2020-09-24 01:02:00 INFO: 2020-09-24 02:00:20 INFO: 2020-09-24 02:00:20 INFO: 2020-09-24 02:00:20 INFO: 2020-09-24 02:00:20 INFO: 2020-09-24 02:00:20 INFO: init new order start 2020-09-24 02:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 23, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 322.35, 'high': 324.05, 'low': 320.85, 'close': 323.85, 'trades': 4648, 'volume': 2395121, 'vwap': 322.6, 'lastSize': 1826, 'turnover': 77264360060, 'homeNotional': 24591.3161591643, 'foreignNotional': 7932939.970960529}, {'timestamp': datetime.datetime(2020, 9, 23, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 322.9, 'high': 326.95, 'low': 320.45, 'close': 322.35, 'trades': 9453, 'volume': 5348292, 'vwap': 323.54, 'lastSize': 200, 'turnover': 173036550490, 'homeNotional': 54800.05397455302, 'foreignNotional': 17729830.547100674}, {'timestamp': datetime.datetime(2020, 9, 23, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 327.45, 'high': 329.05, 'low': 313.0, 'close': 322.9, 'trades': 15616, 'volume': 13276164, 'vwap': 321.15, 'lastSize': 11, 'turnover': 426357779845, 'homeNotional': 135840.61812270278, 'foreignNotional': 43627191.799113125}] 2020-09-24 02:00:21 INFO: prepare candles [CandleItem(low=320.85, high=324.05, open=322.35, close=323.85, color='GREEN'), CandleItem(low=320.45, high=326.95, open=322.9, close=322.35, color='RED'), CandleItem(low=313.0, high=329.05, open=327.45, close=322.9, color='RED')] 2020-09-24 02:00:21 INFO: last_candle=CandleItem(low=320.85, high=324.05, open=322.35, close=323.85, color='GREEN') 2020-09-24 02:00:21 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))) 2020-09-24 02:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=320.85, high=324.05, open=322.35, close=323.85, color='GREEN') 2020-09-24 02:00:21 INFO: skip by CandleItem(low=320.85, high=324.05, open=322.35, close=323.85, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-24 02:00:21 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))) 2020-09-24 02:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=320.85, high=324.05, open=322.35, close=323.85, color='GREEN') 2020-09-24 02:00:21 INFO: skip by CandleItem(low=320.85, high=324.05, open=322.35, close=323.85, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-24 02:00:21 INFO: not found applicable config for candle 2020-09-24 02:00:21 INFO: check need new order None 2020-09-24 02:00:21 INFO: init new order end 2020-09-24 02:00:21 INFO: 2020-09-24 02:00:21 INFO: 2020-09-24 02:00:21 INFO: 2020-09-24 02:00:21 INFO: 2020-09-24 02:02:00 INFO: 2020-09-24 02:02:00 INFO: 2020-09-24 02:02:00 INFO: 2020-09-24 02:02:00 INFO: 2020-09-24 02:02:00 INFO: clearing start 2020-09-24 02:02:00 INFO: clearing end 2020-09-24 02:02:00 INFO: 2020-09-24 02:02:00 INFO: 2020-09-24 02:02:00 INFO: 2020-09-24 02:02:00 INFO: 2020-09-24 03:00:20 INFO: 2020-09-24 03:00:20 INFO: 2020-09-24 03:00:20 INFO: 2020-09-24 03:00:20 INFO: 2020-09-24 03:00:20 INFO: init new order start 2020-09-24 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 323.85, 'high': 323.9, 'low': 318.6, 'close': 320.6, 'trades': 5224, 'volume': 2476200, 'vwap': 320.82, 'lastSize': 11, 'turnover': 79440150880, 'homeNotional': 25350.14880667474, 'foreignNotional': 8132732.05808769}, {'timestamp': datetime.datetime(2020, 9, 23, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 322.35, 'high': 324.05, 'low': 320.85, 'close': 323.85, 'trades': 4648, 'volume': 2395121, 'vwap': 322.6, 'lastSize': 1826, 'turnover': 77264360060, 'homeNotional': 24591.3161591643, 'foreignNotional': 7932939.970960529}, {'timestamp': datetime.datetime(2020, 9, 23, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 322.9, 'high': 326.95, 'low': 320.45, 'close': 322.35, 'trades': 9453, 'volume': 5348292, 'vwap': 323.54, 'lastSize': 200, 'turnover': 173036550490, 'homeNotional': 54800.05397455302, 'foreignNotional': 17729830.547100674}] 2020-09-24 03:00:20 INFO: prepare candles [CandleItem(low=318.6, high=323.9, open=323.85, close=320.6, color='RED'), CandleItem(low=320.85, high=324.05, open=322.35, close=323.85, color='GREEN'), CandleItem(low=320.45, high=326.95, open=322.9, close=322.35, color='RED')] 2020-09-24 03:00:20 INFO: skip by colors first_candle=CandleItem(low=320.45, high=326.95, open=322.9, close=322.35, color='RED') second_candle=CandleItem(low=320.85, high=324.05, open=322.35, close=323.85, color='GREEN') last_candle=CandleItem(low=318.6, high=323.9, open=323.85, close=320.6, color='RED') 2020-09-24 03:00:20 INFO: check need new order None 2020-09-24 03:00:20 INFO: init new order end 2020-09-24 03:00:20 INFO: 2020-09-24 03:00:20 INFO: 2020-09-24 03:00:20 INFO: 2020-09-24 03:00:20 INFO: 2020-09-24 03:02:00 INFO: 2020-09-24 03:02:00 INFO: 2020-09-24 03:02:00 INFO: 2020-09-24 03:02:00 INFO: 2020-09-24 03:02:00 INFO: clearing start 2020-09-24 03:02:00 INFO: clearing end 2020-09-24 03:02:00 INFO: 2020-09-24 03:02:00 INFO: 2020-09-24 03:02:00 INFO: 2020-09-24 03:02:00 INFO: 2020-09-24 04:00:20 INFO: 2020-09-24 04:00:20 INFO: 2020-09-24 04:00:20 INFO: 2020-09-24 04:00:20 INFO: 2020-09-24 04:00:20 INFO: init new order start 2020-09-24 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 320.6, 'high': 323.4, 'low': 316.6, 'close': 322.7, 'trades': 7819, 'volume': 6258877, 'vwap': 320.59, 'lastSize': 333, 'turnover': 200647583950, 'homeNotional': 64157.32166337626, 'foreignNotional': 20567961.48266123}, {'timestamp': datetime.datetime(2020, 9, 24, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 323.85, 'high': 323.9, 'low': 318.6, 'close': 320.6, 'trades': 5224, 'volume': 2476200, 'vwap': 320.82, 'lastSize': 11, 'turnover': 79440150880, 'homeNotional': 25350.14880667474, 'foreignNotional': 8132732.05808769}, {'timestamp': datetime.datetime(2020, 9, 23, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 322.35, 'high': 324.05, 'low': 320.85, 'close': 323.85, 'trades': 4648, 'volume': 2395121, 'vwap': 322.6, 'lastSize': 1826, 'turnover': 77264360060, 'homeNotional': 24591.3161591643, 'foreignNotional': 7932939.970960529}] 2020-09-24 04:00:20 INFO: prepare candles [CandleItem(low=316.6, high=323.4, open=320.6, close=322.7, color='GREEN'), CandleItem(low=318.6, high=323.9, open=323.85, close=320.6, color='RED'), CandleItem(low=320.85, high=324.05, open=322.35, close=323.85, color='GREEN')] 2020-09-24 04:00:20 INFO: skip by colors first_candle=CandleItem(low=320.85, high=324.05, open=322.35, close=323.85, color='GREEN') second_candle=CandleItem(low=318.6, high=323.9, open=323.85, close=320.6, color='RED') last_candle=CandleItem(low=316.6, high=323.4, open=320.6, close=322.7, color='GREEN') 2020-09-24 04:00:20 INFO: check need new order None 2020-09-24 04:00:20 INFO: init new order end 2020-09-24 04:00:20 INFO: 2020-09-24 04:00:20 INFO: 2020-09-24 04:00:20 INFO: 2020-09-24 04:00:20 INFO: 2020-09-24 04:02:00 INFO: 2020-09-24 04:02:00 INFO: 2020-09-24 04:02:00 INFO: 2020-09-24 04:02:00 INFO: 2020-09-24 04:02:00 INFO: clearing start 2020-09-24 04:02:00 INFO: clearing end 2020-09-24 04:02:00 INFO: 2020-09-24 04:02:00 INFO: 2020-09-24 04:02:00 INFO: 2020-09-24 04:02:00 INFO: 2020-09-24 05:00:20 INFO: 2020-09-24 05:00:20 INFO: 2020-09-24 05:00:20 INFO: 2020-09-24 05:00:20 INFO: 2020-09-24 05:00:20 INFO: init new order start 2020-09-24 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 322.7, 'high': 324.7, 'low': 321.75, 'close': 323.45, 'trades': 4027, 'volume': 2385034, 'vwap': 323.36, 'lastSize': 11, 'turnover': 77122293290, 'homeNotional': 24553.35321232926, 'foreignNotional': 7939565.42709051}, {'timestamp': datetime.datetime(2020, 9, 24, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 320.6, 'high': 323.4, 'low': 316.6, 'close': 322.7, 'trades': 7819, 'volume': 6258877, 'vwap': 320.59, 'lastSize': 333, 'turnover': 200647583950, 'homeNotional': 64157.32166337626, 'foreignNotional': 20567961.48266123}, {'timestamp': datetime.datetime(2020, 9, 24, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 323.85, 'high': 323.9, 'low': 318.6, 'close': 320.6, 'trades': 5224, 'volume': 2476200, 'vwap': 320.82, 'lastSize': 11, 'turnover': 79440150880, 'homeNotional': 25350.14880667474, 'foreignNotional': 8132732.05808769}] 2020-09-24 05:00:20 INFO: prepare candles [CandleItem(low=321.75, high=324.7, open=322.7, close=323.45, color='GREEN'), CandleItem(low=316.6, high=323.4, open=320.6, close=322.7, color='GREEN'), CandleItem(low=318.6, high=323.9, open=323.85, close=320.6, color='RED')] 2020-09-24 05:00:20 INFO: skip by colors first_candle=CandleItem(low=318.6, high=323.9, open=323.85, close=320.6, color='RED') second_candle=CandleItem(low=316.6, high=323.4, open=320.6, close=322.7, color='GREEN') last_candle=CandleItem(low=321.75, high=324.7, open=322.7, close=323.45, color='GREEN') 2020-09-24 05:00:20 INFO: check need new order None 2020-09-24 05:00:20 INFO: init new order end 2020-09-24 05:00:20 INFO: 2020-09-24 05:00:20 INFO: 2020-09-24 05:00:20 INFO: 2020-09-24 05:00:20 INFO: 2020-09-24 05:02:00 INFO: 2020-09-24 05:02:00 INFO: 2020-09-24 05:02:00 INFO: 2020-09-24 05:02:00 INFO: 2020-09-24 05:02:00 INFO: clearing start 2020-09-24 05:02:00 INFO: clearing end 2020-09-24 05:02:00 INFO: 2020-09-24 05:02:00 INFO: 2020-09-24 05:02:00 INFO: 2020-09-24 05:02:00 INFO: 2020-09-24 06:00:20 INFO: 2020-09-24 06:00:20 INFO: 2020-09-24 06:00:20 INFO: 2020-09-24 06:00:20 INFO: 2020-09-24 06:00:20 INFO: init new order start 2020-09-24 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 323.45, 'high': 326.2, 'low': 323.05, 'close': 323.4, 'trades': 3441, 'volume': 1818564, 'vwap': 324.54, 'lastSize': 11, 'turnover': 59019355665, 'homeNotional': 18745.66869988964, 'foreignNotional': 6083707.349596838}, {'timestamp': datetime.datetime(2020, 9, 24, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 322.7, 'high': 324.7, 'low': 321.75, 'close': 323.45, 'trades': 4027, 'volume': 2385034, 'vwap': 323.36, 'lastSize': 11, 'turnover': 77122293290, 'homeNotional': 24553.35321232926, 'foreignNotional': 7939565.42709051}, {'timestamp': datetime.datetime(2020, 9, 24, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 320.6, 'high': 323.4, 'low': 316.6, 'close': 322.7, 'trades': 7819, 'volume': 6258877, 'vwap': 320.59, 'lastSize': 333, 'turnover': 200647583950, 'homeNotional': 64157.32166337626, 'foreignNotional': 20567961.48266123}] 2020-09-24 06:00:20 INFO: prepare candles [CandleItem(low=323.05, high=326.2, open=323.45, close=323.4, color='RED'), CandleItem(low=321.75, high=324.7, open=322.7, close=323.45, color='GREEN'), CandleItem(low=316.6, high=323.4, open=320.6, close=322.7, color='GREEN')] 2020-09-24 06:00:20 INFO: last_candle=CandleItem(low=323.05, high=326.2, open=323.45, close=323.4, color='RED') 2020-09-24 06:00:20 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))) 2020-09-24 06:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=323.05, high=326.2, open=323.45, close=323.4, color='RED') 2020-09-24 06:00:20 INFO: skip by CandleItem(low=323.05, high=326.2, open=323.45, close=323.4, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-24 06:00:20 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))) 2020-09-24 06:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=323.05, high=326.2, open=323.45, close=323.4, color='RED') 2020-09-24 06:00:20 INFO: skip by CandleItem(low=323.05, high=326.2, open=323.45, close=323.4, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-24 06:00:20 INFO: not found applicable config for candle 2020-09-24 06:00:20 INFO: check need new order None 2020-09-24 06:00:20 INFO: init new order end 2020-09-24 06:00:20 INFO: 2020-09-24 06:00:20 INFO: 2020-09-24 06:00:20 INFO: 2020-09-24 06:00:20 INFO: 2020-09-24 06:02:00 INFO: 2020-09-24 06:02:00 INFO: 2020-09-24 06:02:00 INFO: 2020-09-24 06:02:00 INFO: 2020-09-24 06:02:00 INFO: clearing start 2020-09-24 06:02:00 INFO: clearing end 2020-09-24 06:02:00 INFO: 2020-09-24 06:02:00 INFO: 2020-09-24 06:02:00 INFO: 2020-09-24 06:02:00 INFO: 2020-09-24 07:00:20 INFO: 2020-09-24 07:00:20 INFO: 2020-09-24 07:00:20 INFO: 2020-09-24 07:00:20 INFO: 2020-09-24 07:00:20 INFO: init new order start 2020-09-24 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 323.4, 'high': 325.85, 'low': 323.4, 'close': 324.6, 'trades': 2061, 'volume': 996314, 'vwap': 324.76, 'lastSize': 2, 'turnover': 32355577230, 'homeNotional': 10267.212869537409, 'foreignNotional': 3334309.745535338}, {'timestamp': datetime.datetime(2020, 9, 24, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 323.45, 'high': 326.2, 'low': 323.05, 'close': 323.4, 'trades': 3441, 'volume': 1818564, 'vwap': 324.54, 'lastSize': 11, 'turnover': 59019355665, 'homeNotional': 18745.66869988964, 'foreignNotional': 6083707.349596838}, {'timestamp': datetime.datetime(2020, 9, 24, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 322.7, 'high': 324.7, 'low': 321.75, 'close': 323.45, 'trades': 4027, 'volume': 2385034, 'vwap': 323.36, 'lastSize': 11, 'turnover': 77122293290, 'homeNotional': 24553.35321232926, 'foreignNotional': 7939565.42709051}] 2020-09-24 07:00:20 INFO: prepare candles [CandleItem(low=323.4, high=325.85, open=323.4, close=324.6, color='GREEN'), CandleItem(low=323.05, high=326.2, open=323.45, close=323.4, color='RED'), CandleItem(low=321.75, high=324.7, open=322.7, close=323.45, color='GREEN')] 2020-09-24 07:00:20 INFO: skip by colors first_candle=CandleItem(low=321.75, high=324.7, open=322.7, close=323.45, color='GREEN') second_candle=CandleItem(low=323.05, high=326.2, open=323.45, close=323.4, color='RED') last_candle=CandleItem(low=323.4, high=325.85, open=323.4, close=324.6, color='GREEN') 2020-09-24 07:00:20 INFO: check need new order None 2020-09-24 07:00:20 INFO: init new order end 2020-09-24 07:00:20 INFO: 2020-09-24 07:00:20 INFO: 2020-09-24 07:00:20 INFO: 2020-09-24 07:00:20 INFO: 2020-09-24 07:02:00 INFO: 2020-09-24 07:02:00 INFO: 2020-09-24 07:02:00 INFO: 2020-09-24 07:02:00 INFO: 2020-09-24 07:02:00 INFO: clearing start 2020-09-24 07:02:00 INFO: clearing end 2020-09-24 07:02:00 INFO: 2020-09-24 07:02:00 INFO: 2020-09-24 07:02:00 INFO: 2020-09-24 07:02:00 INFO: 2020-09-24 08:00:20 INFO: 2020-09-24 08:00:20 INFO: 2020-09-24 08:00:20 INFO: 2020-09-24 08:00:20 INFO: 2020-09-24 08:00:20 INFO: init new order start 2020-09-24 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 324.6, 'high': 326.55, 'low': 323.3, 'close': 324.05, 'trades': 3026, 'volume': 1263300, 'vwap': 324.82, 'lastSize': 500, 'turnover': 41034380585, 'homeNotional': 13004.514663152235, 'foreignNotional': 4224124.970928974}, {'timestamp': datetime.datetime(2020, 9, 24, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 323.4, 'high': 325.85, 'low': 323.4, 'close': 324.6, 'trades': 2061, 'volume': 996314, 'vwap': 324.76, 'lastSize': 2, 'turnover': 32355577230, 'homeNotional': 10267.212869537409, 'foreignNotional': 3334309.745535338}, {'timestamp': datetime.datetime(2020, 9, 24, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 323.45, 'high': 326.2, 'low': 323.05, 'close': 323.4, 'trades': 3441, 'volume': 1818564, 'vwap': 324.54, 'lastSize': 11, 'turnover': 59019355665, 'homeNotional': 18745.66869988964, 'foreignNotional': 6083707.349596838}] 2020-09-24 08:00:20 INFO: prepare candles [CandleItem(low=323.3, high=326.55, open=324.6, close=324.05, color='RED'), CandleItem(low=323.4, high=325.85, open=323.4, close=324.6, color='GREEN'), CandleItem(low=323.05, high=326.2, open=323.45, close=323.4, color='RED')] 2020-09-24 08:00:20 INFO: skip by colors first_candle=CandleItem(low=323.05, high=326.2, open=323.45, close=323.4, color='RED') second_candle=CandleItem(low=323.4, high=325.85, open=323.4, close=324.6, color='GREEN') last_candle=CandleItem(low=323.3, high=326.55, open=324.6, close=324.05, color='RED') 2020-09-24 08:00:20 INFO: check need new order None 2020-09-24 08:00:20 INFO: init new order end 2020-09-24 08:00:20 INFO: 2020-09-24 08:00:20 INFO: 2020-09-24 08:00:20 INFO: 2020-09-24 08:00:20 INFO: 2020-09-24 08:02:00 INFO: 2020-09-24 08:02:00 INFO: 2020-09-24 08:02:00 INFO: 2020-09-24 08:02:00 INFO: 2020-09-24 08:02:00 INFO: clearing start 2020-09-24 08:02:00 INFO: clearing end 2020-09-24 08:02:00 INFO: 2020-09-24 08:02:00 INFO: 2020-09-24 08:02:00 INFO: 2020-09-24 08:02:00 INFO: 2020-09-24 09:00:20 INFO: 2020-09-24 09:00:20 INFO: 2020-09-24 09:00:20 INFO: 2020-09-24 09:00:20 INFO: 2020-09-24 09:00:20 INFO: init new order start 2020-09-24 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 324.05, 'high': 325.2, 'low': 323.55, 'close': 324.95, 'trades': 2163, 'volume': 1366631, 'vwap': 324.39, 'lastSize': 321, 'turnover': 44332131600, 'homeNotional': 14050.670418353186, 'foreignNotional': 4557898.956685355}, {'timestamp': datetime.datetime(2020, 9, 24, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 324.6, 'high': 326.55, 'low': 323.3, 'close': 324.05, 'trades': 3026, 'volume': 1263300, 'vwap': 324.82, 'lastSize': 500, 'turnover': 41034380585, 'homeNotional': 13004.514663152235, 'foreignNotional': 4224124.970928974}, {'timestamp': datetime.datetime(2020, 9, 24, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 323.4, 'high': 325.85, 'low': 323.4, 'close': 324.6, 'trades': 2061, 'volume': 996314, 'vwap': 324.76, 'lastSize': 2, 'turnover': 32355577230, 'homeNotional': 10267.212869537409, 'foreignNotional': 3334309.745535338}] 2020-09-24 09:00:20 INFO: prepare candles [CandleItem(low=323.55, high=325.2, open=324.05, close=324.95, color='GREEN'), CandleItem(low=323.3, high=326.55, open=324.6, close=324.05, color='RED'), CandleItem(low=323.4, high=325.85, open=323.4, close=324.6, color='GREEN')] 2020-09-24 09:00:20 INFO: skip by colors first_candle=CandleItem(low=323.4, high=325.85, open=323.4, close=324.6, color='GREEN') second_candle=CandleItem(low=323.3, high=326.55, open=324.6, close=324.05, color='RED') last_candle=CandleItem(low=323.55, high=325.2, open=324.05, close=324.95, color='GREEN') 2020-09-24 09:00:20 INFO: check need new order None 2020-09-24 09:00:20 INFO: init new order end 2020-09-24 09:00:20 INFO: 2020-09-24 09:00:20 INFO: 2020-09-24 09:00:20 INFO: 2020-09-24 09:00:20 INFO: 2020-09-24 09:02:00 INFO: 2020-09-24 09:02:00 INFO: 2020-09-24 09:02:00 INFO: 2020-09-24 09:02:00 INFO: 2020-09-24 09:02:00 INFO: clearing start 2020-09-24 09:02:00 INFO: clearing end 2020-09-24 09:02:00 INFO: 2020-09-24 09:02:00 INFO: 2020-09-24 09:02:00 INFO: 2020-09-24 09:02:00 INFO: 2020-09-24 10:00:20 INFO: 2020-09-24 10:00:20 INFO: 2020-09-24 10:00:20 INFO: 2020-09-24 10:00:20 INFO: 2020-09-24 10:00:20 INFO: init new order start 2020-09-24 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 324.95, 'high': 326.45, 'low': 323.95, 'close': 324.0, 'trades': 2755, 'volume': 2684687, 'vwap': 325.17, 'lastSize': 100, 'turnover': 87297208135, 'homeNotional': 27651.03660382466, 'foreignNotional': 8991227.676277487}, {'timestamp': datetime.datetime(2020, 9, 24, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 324.05, 'high': 325.2, 'low': 323.55, 'close': 324.95, 'trades': 2163, 'volume': 1366631, 'vwap': 324.39, 'lastSize': 321, 'turnover': 44332131600, 'homeNotional': 14050.670418353186, 'foreignNotional': 4557898.956685355}, {'timestamp': datetime.datetime(2020, 9, 24, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 324.6, 'high': 326.55, 'low': 323.3, 'close': 324.05, 'trades': 3026, 'volume': 1263300, 'vwap': 324.82, 'lastSize': 500, 'turnover': 41034380585, 'homeNotional': 13004.514663152235, 'foreignNotional': 4224124.970928974}] 2020-09-24 10:00:21 INFO: prepare candles [CandleItem(low=323.95, high=326.45, open=324.95, close=324.0, color='RED'), CandleItem(low=323.55, high=325.2, open=324.05, close=324.95, color='GREEN'), CandleItem(low=323.3, high=326.55, open=324.6, close=324.05, color='RED')] 2020-09-24 10:00:21 INFO: skip by colors first_candle=CandleItem(low=323.3, high=326.55, open=324.6, close=324.05, color='RED') second_candle=CandleItem(low=323.55, high=325.2, open=324.05, close=324.95, color='GREEN') last_candle=CandleItem(low=323.95, high=326.45, open=324.95, close=324.0, color='RED') 2020-09-24 10:00:21 INFO: check need new order None 2020-09-24 10:00:21 INFO: init new order end 2020-09-24 10:00:21 INFO: 2020-09-24 10:00:21 INFO: 2020-09-24 10:00:21 INFO: 2020-09-24 10:00:21 INFO: 2020-09-24 10:02:00 INFO: 2020-09-24 10:02:00 INFO: 2020-09-24 10:02:00 INFO: 2020-09-24 10:02:00 INFO: 2020-09-24 10:02:00 INFO: clearing start 2020-09-24 10:02:00 INFO: clearing end 2020-09-24 10:02:00 INFO: 2020-09-24 10:02:00 INFO: 2020-09-24 10:02:00 INFO: 2020-09-24 10:02:00 INFO: 2020-09-24 11:00:20 INFO: 2020-09-24 11:00:20 INFO: 2020-09-24 11:00:20 INFO: 2020-09-24 11:00:20 INFO: 2020-09-24 11:00:20 INFO: init new order start 2020-09-24 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 324.0, 'high': 328.9, 'low': 324.0, 'close': 327.85, 'trades': 3613, 'volume': 3328601, 'vwap': 326.15, 'lastSize': 1000, 'turnover': 108562090165, 'homeNotional': 34351.824665294705, 'foreignNotional': 11203877.072733853}, {'timestamp': datetime.datetime(2020, 9, 24, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 324.95, 'high': 326.45, 'low': 323.95, 'close': 324.0, 'trades': 2755, 'volume': 2684687, 'vwap': 325.17, 'lastSize': 100, 'turnover': 87297208135, 'homeNotional': 27651.03660382466, 'foreignNotional': 8991227.676277487}, {'timestamp': datetime.datetime(2020, 9, 24, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 324.05, 'high': 325.2, 'low': 323.55, 'close': 324.95, 'trades': 2163, 'volume': 1366631, 'vwap': 324.39, 'lastSize': 321, 'turnover': 44332131600, 'homeNotional': 14050.670418353186, 'foreignNotional': 4557898.956685355}] 2020-09-24 11:00:20 INFO: prepare candles [CandleItem(low=324.0, high=328.9, open=324.0, close=327.85, color='GREEN'), CandleItem(low=323.95, high=326.45, open=324.95, close=324.0, color='RED'), CandleItem(low=323.55, high=325.2, open=324.05, close=324.95, color='GREEN')] 2020-09-24 11:00:20 INFO: skip by colors first_candle=CandleItem(low=323.55, high=325.2, open=324.05, close=324.95, color='GREEN') second_candle=CandleItem(low=323.95, high=326.45, open=324.95, close=324.0, color='RED') last_candle=CandleItem(low=324.0, high=328.9, open=324.0, close=327.85, color='GREEN') 2020-09-24 11:00:20 INFO: check need new order None 2020-09-24 11:00:20 INFO: init new order end 2020-09-24 11:00:20 INFO: 2020-09-24 11:00:20 INFO: 2020-09-24 11:00:20 INFO: 2020-09-24 11:00:20 INFO: 2020-09-24 11:02:00 INFO: 2020-09-24 11:02:00 INFO: 2020-09-24 11:02:00 INFO: 2020-09-24 11:02:00 INFO: 2020-09-24 11:02:00 INFO: clearing start 2020-09-24 11:02:00 INFO: clearing end 2020-09-24 11:02:00 INFO: 2020-09-24 11:02:00 INFO: 2020-09-24 11:02:00 INFO: 2020-09-24 11:02:00 INFO: 2020-09-24 12:00:20 INFO: 2020-09-24 12:00:20 INFO: 2020-09-24 12:00:20 INFO: 2020-09-24 12:00:20 INFO: 2020-09-24 12:00:20 INFO: init new order start 2020-09-24 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 327.85, 'high': 328.75, 'low': 326.1, 'close': 326.1, 'trades': 2743, 'volume': 2695911, 'vwap': 327.13, 'lastSize': 1500, 'turnover': 88190336110, 'homeNotional': 27843.88993717588, 'foreignNotional': 9108480.903645335}, {'timestamp': datetime.datetime(2020, 9, 24, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 324.0, 'high': 328.9, 'low': 324.0, 'close': 327.85, 'trades': 3613, 'volume': 3328601, 'vwap': 326.15, 'lastSize': 1000, 'turnover': 108562090165, 'homeNotional': 34351.824665294705, 'foreignNotional': 11203877.072733853}, {'timestamp': datetime.datetime(2020, 9, 24, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 324.95, 'high': 326.45, 'low': 323.95, 'close': 324.0, 'trades': 2755, 'volume': 2684687, 'vwap': 325.17, 'lastSize': 100, 'turnover': 87297208135, 'homeNotional': 27651.03660382466, 'foreignNotional': 8991227.676277487}] 2020-09-24 12:00:20 INFO: prepare candles [CandleItem(low=326.1, high=328.75, open=327.85, close=326.1, color='RED'), CandleItem(low=324.0, high=328.9, open=324.0, close=327.85, color='GREEN'), CandleItem(low=323.95, high=326.45, open=324.95, close=324.0, color='RED')] 2020-09-24 12:00:20 INFO: skip by colors first_candle=CandleItem(low=323.95, high=326.45, open=324.95, close=324.0, color='RED') second_candle=CandleItem(low=324.0, high=328.9, open=324.0, close=327.85, color='GREEN') last_candle=CandleItem(low=326.1, high=328.75, open=327.85, close=326.1, color='RED') 2020-09-24 12:00:20 INFO: check need new order None 2020-09-24 12:00:20 INFO: init new order end 2020-09-24 12:00:20 INFO: 2020-09-24 12:00:20 INFO: 2020-09-24 12:00:20 INFO: 2020-09-24 12:00:20 INFO: 2020-09-24 12:02:00 INFO: 2020-09-24 12:02:00 INFO: 2020-09-24 12:02:00 INFO: 2020-09-24 12:02:00 INFO: 2020-09-24 12:02:00 INFO: clearing start 2020-09-24 12:02:00 INFO: clearing end 2020-09-24 12:02:00 INFO: 2020-09-24 12:02:00 INFO: 2020-09-24 12:02:00 INFO: 2020-09-24 12:02:00 INFO: 2020-09-24 13:00:20 INFO: 2020-09-24 13:00:20 INFO: 2020-09-24 13:00:20 INFO: 2020-09-24 13:00:20 INFO: 2020-09-24 13:00:20 INFO: init new order start 2020-09-24 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 326.1, 'high': 329.8, 'low': 325.0, 'close': 328.45, 'trades': 3755, 'volume': 3838586, 'vwap': 327.11, 'lastSize': 7011, 'turnover': 125563341995, 'homeNotional': 39580.71214300321, 'foreignNotional': 12947236.163785866}, {'timestamp': datetime.datetime(2020, 9, 24, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 327.85, 'high': 328.75, 'low': 326.1, 'close': 326.1, 'trades': 2743, 'volume': 2695911, 'vwap': 327.13, 'lastSize': 1500, 'turnover': 88190336110, 'homeNotional': 27843.88993717588, 'foreignNotional': 9108480.903645335}, {'timestamp': datetime.datetime(2020, 9, 24, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 324.0, 'high': 328.9, 'low': 324.0, 'close': 327.85, 'trades': 3613, 'volume': 3328601, 'vwap': 326.15, 'lastSize': 1000, 'turnover': 108562090165, 'homeNotional': 34351.824665294705, 'foreignNotional': 11203877.072733853}] 2020-09-24 13:00:20 INFO: prepare candles [CandleItem(low=325.0, high=329.8, open=326.1, close=328.45, color='GREEN'), CandleItem(low=326.1, high=328.75, open=327.85, close=326.1, color='RED'), CandleItem(low=324.0, high=328.9, open=324.0, close=327.85, color='GREEN')] 2020-09-24 13:00:20 INFO: skip by colors first_candle=CandleItem(low=324.0, high=328.9, open=324.0, close=327.85, color='GREEN') second_candle=CandleItem(low=326.1, high=328.75, open=327.85, close=326.1, color='RED') last_candle=CandleItem(low=325.0, high=329.8, open=326.1, close=328.45, color='GREEN') 2020-09-24 13:00:20 INFO: check need new order None 2020-09-24 13:00:20 INFO: init new order end 2020-09-24 13:00:20 INFO: 2020-09-24 13:00:20 INFO: 2020-09-24 13:00:20 INFO: 2020-09-24 13:00:20 INFO: 2020-09-24 13:02:00 INFO: 2020-09-24 13:02:00 INFO: 2020-09-24 13:02:00 INFO: 2020-09-24 13:02:00 INFO: 2020-09-24 13:02:00 INFO: clearing start 2020-09-24 13:02:00 INFO: clearing end 2020-09-24 13:02:00 INFO: 2020-09-24 13:02:00 INFO: 2020-09-24 13:02:00 INFO: 2020-09-24 13:02:00 INFO: 2020-09-24 14:00:20 INFO: 2020-09-24 14:00:20 INFO: 2020-09-24 14:00:20 INFO: 2020-09-24 14:00:20 INFO: 2020-09-24 14:00:20 INFO: init new order start 2020-09-24 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 328.45, 'high': 334.45, 'low': 328.05, 'close': 333.3, 'trades': 6962, 'volume': 5433321, 'vwap': 330.5, 'lastSize': 2814, 'turnover': 179566890475, 'homeNotional': 56182.914116996166, 'foreignNotional': 18568156.472854335}, {'timestamp': datetime.datetime(2020, 9, 24, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 326.1, 'high': 329.8, 'low': 325.0, 'close': 328.45, 'trades': 3755, 'volume': 3838586, 'vwap': 327.11, 'lastSize': 7011, 'turnover': 125563341995, 'homeNotional': 39580.71214300321, 'foreignNotional': 12947236.163785866}, {'timestamp': datetime.datetime(2020, 9, 24, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 327.85, 'high': 328.75, 'low': 326.1, 'close': 326.1, 'trades': 2743, 'volume': 2695911, 'vwap': 327.13, 'lastSize': 1500, 'turnover': 88190336110, 'homeNotional': 27843.88993717588, 'foreignNotional': 9108480.903645335}] 2020-09-24 14:00:20 INFO: prepare candles [CandleItem(low=328.05, high=334.45, open=328.45, close=333.3, color='GREEN'), CandleItem(low=325.0, high=329.8, open=326.1, close=328.45, color='GREEN'), CandleItem(low=326.1, high=328.75, open=327.85, close=326.1, color='RED')] 2020-09-24 14:00:20 INFO: skip by colors first_candle=CandleItem(low=326.1, high=328.75, open=327.85, close=326.1, color='RED') second_candle=CandleItem(low=325.0, high=329.8, open=326.1, close=328.45, color='GREEN') last_candle=CandleItem(low=328.05, high=334.45, open=328.45, close=333.3, color='GREEN') 2020-09-24 14:00:20 INFO: check need new order None 2020-09-24 14:00:20 INFO: init new order end 2020-09-24 14:00:20 INFO: 2020-09-24 14:00:20 INFO: 2020-09-24 14:00:20 INFO: 2020-09-24 14:00:20 INFO: 2020-09-24 14:02:00 INFO: 2020-09-24 14:02:00 INFO: 2020-09-24 14:02:00 INFO: 2020-09-24 14:02:00 INFO: 2020-09-24 14:02:00 INFO: clearing start 2020-09-24 14:02:01 INFO: clearing end 2020-09-24 14:02:01 INFO: 2020-09-24 14:02:01 INFO: 2020-09-24 14:02:01 INFO: 2020-09-24 14:02:01 INFO: 2020-09-24 15:00:20 INFO: 2020-09-24 15:00:20 INFO: 2020-09-24 15:00:20 INFO: 2020-09-24 15:00:20 INFO: 2020-09-24 15:00:20 INFO: init new order start 2020-09-24 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 333.3, 'high': 341.0, 'low': 332.55, 'close': 338.4, 'trades': 11731, 'volume': 9852455, 'vwap': 337.53, 'lastSize': 4700, 'turnover': 332544785740, 'homeNotional': 102510.01876474242, 'foreignNotional': 34599829.79432581}, {'timestamp': datetime.datetime(2020, 9, 24, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 328.45, 'high': 334.45, 'low': 328.05, 'close': 333.3, 'trades': 6962, 'volume': 5433321, 'vwap': 330.5, 'lastSize': 2814, 'turnover': 179566890475, 'homeNotional': 56182.914116996166, 'foreignNotional': 18568156.472854335}, {'timestamp': datetime.datetime(2020, 9, 24, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 326.1, 'high': 329.8, 'low': 325.0, 'close': 328.45, 'trades': 3755, 'volume': 3838586, 'vwap': 327.11, 'lastSize': 7011, 'turnover': 125563341995, 'homeNotional': 39580.71214300321, 'foreignNotional': 12947236.163785866}] 2020-09-24 15:00:20 INFO: prepare candles [CandleItem(low=332.55, high=341.0, open=333.3, close=338.4, color='GREEN'), CandleItem(low=328.05, high=334.45, open=328.45, close=333.3, color='GREEN'), CandleItem(low=325.0, high=329.8, open=326.1, close=328.45, color='GREEN')] 2020-09-24 15:00:20 INFO: skip by colors first_candle=CandleItem(low=325.0, high=329.8, open=326.1, close=328.45, color='GREEN') second_candle=CandleItem(low=328.05, high=334.45, open=328.45, close=333.3, color='GREEN') last_candle=CandleItem(low=332.55, high=341.0, open=333.3, close=338.4, color='GREEN') 2020-09-24 15:00:20 INFO: check need new order None 2020-09-24 15:00:20 INFO: init new order end 2020-09-24 15:00:20 INFO: 2020-09-24 15:00:20 INFO: 2020-09-24 15:00:20 INFO: 2020-09-24 15:00:20 INFO: 2020-09-24 15:02:00 INFO: 2020-09-24 15:02:00 INFO: 2020-09-24 15:02:00 INFO: 2020-09-24 15:02:00 INFO: 2020-09-24 15:02:00 INFO: clearing start 2020-09-24 15:02:00 INFO: clearing end 2020-09-24 15:02:00 INFO: 2020-09-24 15:02:00 INFO: 2020-09-24 15:02:00 INFO: 2020-09-24 15:02:00 INFO: 2020-09-24 16:00:20 INFO: 2020-09-24 16:00:20 INFO: 2020-09-24 16:00:20 INFO: 2020-09-24 16:00:20 INFO: 2020-09-24 16:00:20 INFO: init new order start 2020-09-24 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.4, 'high': 340.1, 'low': 334.65, 'close': 335.4, 'trades': 6564, 'volume': 5931359, 'vwap': 337.24, 'lastSize': 23, 'turnover': 200023676720, 'homeNotional': 61644.97870545515, 'foreignNotional': 20788704.41392218}, {'timestamp': datetime.datetime(2020, 9, 24, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 333.3, 'high': 341.0, 'low': 332.55, 'close': 338.4, 'trades': 11731, 'volume': 9852455, 'vwap': 337.53, 'lastSize': 4700, 'turnover': 332544785740, 'homeNotional': 102510.01876474242, 'foreignNotional': 34599829.79432581}, {'timestamp': datetime.datetime(2020, 9, 24, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 328.45, 'high': 334.45, 'low': 328.05, 'close': 333.3, 'trades': 6962, 'volume': 5433321, 'vwap': 330.5, 'lastSize': 2814, 'turnover': 179566890475, 'homeNotional': 56182.914116996166, 'foreignNotional': 18568156.472854335}] 2020-09-24 16:00:20 INFO: prepare candles [CandleItem(low=334.65, high=340.1, open=338.4, close=335.4, color='RED'), CandleItem(low=332.55, high=341.0, open=333.3, close=338.4, color='GREEN'), CandleItem(low=328.05, high=334.45, open=328.45, close=333.3, color='GREEN')] 2020-09-24 16:00:20 INFO: last_candle=CandleItem(low=334.65, high=340.1, open=338.4, close=335.4, color='RED') 2020-09-24 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))) 2020-09-24 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=334.65, high=340.1, open=338.4, close=335.4, color='RED') 2020-09-24 16:00:20 INFO: skip by CandleItem(low=334.65, high=340.1, open=338.4, close=335.4, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-24 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))) 2020-09-24 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=334.65, high=340.1, open=338.4, close=335.4, color='RED') 2020-09-24 16:00:20 INFO: apply filter None to candle=CandleItem(low=332.55, high=341.0, open=333.3, close=338.4, color='GREEN') 2020-09-24 16:00:20 INFO: apply filter None to candle=CandleItem(low=328.05, high=334.45, open=328.45, close=333.3, color='GREEN') 2020-09-24 16:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=334.65, high=340.1, open=338.4, close=335.4, color='RED'), take_profit_factor=5.0, clearing_interval=3600) 2020-09-24 16:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=334.65, high=340.1, open=338.4, close=335.4, color='RED'), take_profit_factor=5.0, clearing_interval=3600) 2020-09-24 16:00:20 INFO: place order: start candle=CandleItem(low=334.65, high=340.1, open=338.4, close=335.4, color='RED') ticker='ETHUSD' price_offset=0.1 2020-09-24 16:00:20 INFO: place order: side_factor=1 init_trigger_price=334.59999999999997 init_order_price=334.54999999999995 stop_price_offset=0.0 candle.size=5.4500000000000455 stop_price=340.1 take_price=307.2999999999997 2020-09-24 16:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('334.59999999999996589394868351519107818603515625') init_order_price=Decimal('334.549999999999954525264911353588104248046875') stop_price_offset=0.0 candle.size=5.4500000000000455 stop_price=Decimal('340.1000000000000227373675443232059478759765625') take_price=Decimal('307.29999999999972715158946812152862548828125') 2020-09-24 16:00:20 INFO: place order: compute qty=-345 2020-09-24 16:00:20 INFO: place order: save order to db 0151480fcb5a43dd81d59e98ec085167; response=True 2020-09-24 16:00:20 INFO: process event {'orderID': 'bc8701a7-7e08-233e-a840-908ad5261df8', 'clOrdID': '0151480fcb5a43dd81d59e98ec085167', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 345, 'price': 334.55, 'displayQty': None, 'stopPx': 334.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 345, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-09-24T13:00:20.526Z', 'timestamp': '2020-09-24T13:00:20.526Z'} 2020-09-24 16:00:20 INFO: skip event 0151480fcb5a43dd81d59e98ec085167 New 2020-09-24 16:00:20 INFO: post order to exchange resp={'orderID': 'bc8701a7-7e08-233e-a840-908ad5261df8', 'clOrdID': '0151480fcb5a43dd81d59e98ec085167', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 345, 'price': 334.55, 'displayQty': None, 'stopPx': 334.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 345, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 24, 13, 0, 20, 526000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 24, 13, 0, 20, 526000, tzinfo=tzutc())} 2020-09-24 16:00:20 INFO: place new init order {'qty': -345, 'init_price': Decimal('334.59999999999996589394868351519107818603515625'), 'stop_price': Decimal('340.1000000000000227373675443232059478759765625'), 'take_price': Decimal('307.29999999999972715158946812152862548828125'), 'order_uid': '0151480fcb5a43dd81d59e98ec085167', 'response': {'orderID': 'bc8701a7-7e08-233e-a840-908ad5261df8', 'clOrdID': '0151480fcb5a43dd81d59e98ec085167', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 345, 'price': 334.55, 'displayQty': None, 'stopPx': 334.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 345, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 24, 13, 0, 20, 526000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 24, 13, 0, 20, 526000, tzinfo=tzutc())}} 2020-09-24 16:00:20 INFO: init new order end 2020-09-24 16:00:20 INFO: 2020-09-24 16:00:20 INFO: 2020-09-24 16:00:20 INFO: 2020-09-24 16:00:20 INFO: 2020-09-24 16:02:00 INFO: 2020-09-24 16:02:00 INFO: 2020-09-24 16:02:00 INFO: 2020-09-24 16:02:00 INFO: 2020-09-24 16:02:00 INFO: clearing start 2020-09-24 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bc8701a7-7e08-233e-a840-908ad5261df8', 'clOrdID': '0151480fcb5a43dd81d59e98ec085167', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 345, 'price': 334.55, 'displayQty': None, 'stopPx': 334.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 345, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 24, 13, 0, 20, 526000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 24, 13, 0, 20, 526000, tzinfo=tzutc())} 2020-09-24 16:02:00 INFO: order time=2020-09-24 13:00:20.526000+00:00; delta from now UTC=0:01:40.177700 time_delta.total_seconds()=100.1777; time_diff_offset='3600' 2020-09-24 16:02:00 INFO: skip by time diff 2020-09-24 13:00:20.526000+00:00 2020-09-24 16:02:00 INFO: clearing end 2020-09-24 16:02:00 INFO: 2020-09-24 16:02:00 INFO: 2020-09-24 16:02:00 INFO: 2020-09-24 16:02:00 INFO: 2020-09-24 16:24:33 INFO: process event {'orderID': 'bc8701a7-7e08-233e-a840-908ad5261df8', 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 345, 'avgPx': 334.55, 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': '2020-09-24T13:24:33.624Z', 'timestamp': '2020-09-24T13:24:33.624Z', 'clOrdID': '0151480fcb5a43dd81d59e98ec085167', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-24 16:24:33 INFO: add new event={'uid': '0151480fcb5a43dd81d59e98ec085167', 'status': 'Filled'} 2020-09-24 16:24:34 INFO: 2020-09-24 16:24:34 INFO: 2020-09-24 16:24:34 INFO: 2020-09-24 16:24:34 INFO: 2020-09-24 16:24:34 INFO: process event start 2020-09-24 16:24:34 INFO: fetch new order event 0151480fcb5a43dd81d59e98ec085167 2020-09-24 16:24:34 INFO: fetch orders by event init={'stop': '340.1000000000000227373675443232059478759765625', 'take': '307.29999999999972715158946812152862548828125', 'qty': '345', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-09-24 16:24:34 INFO: process init order filled 2020-09-24 16:24:34 INFO: save profit orders to storage stop=273af11cbd48418a8c88dea378827ee6 take=2859911142e74f80941bfa930c0e968a 2020-09-24 16:24:34 INFO: place profit orders take_price=307.29999999999972715158946812152862548828125, stop_price=340.1000000000000227373675443232059478759765625, qty=345, color=RED, ticker=ETHUSD 273af11cbd48418a8c88dea378827ee6 2859911142e74f80941bfa930c0e968a 2020-09-24 16:24:34 INFO: place stop order ETHUSD: qty=345, stop_price=340.1000000000000227373675443232059478759765625, stop_uid=273af11cbd48418a8c88dea378827ee6 2020-09-24 16:24:34 INFO: process event {'orderID': '83915522-685b-9520-7728-7b404b48d4b4', 'clOrdID': '273af11cbd48418a8c88dea378827ee6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 345, 'price': None, 'displayQty': None, 'stopPx': 340.1, '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': 345, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-09-24T13:24:34.432Z', 'timestamp': '2020-09-24T13:24:34.432Z'} 2020-09-24 16:24:34 INFO: skip event 273af11cbd48418a8c88dea378827ee6 New 2020-09-24 16:24:34 INFO: exchange resp for stop order={'orderID': '83915522-685b-9520-7728-7b404b48d4b4', 'clOrdID': '273af11cbd48418a8c88dea378827ee6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 345, 'price': None, 'displayQty': None, 'stopPx': 340.1, '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': 345, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 24, 13, 24, 34, 432000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 24, 13, 24, 34, 432000, tzinfo=tzutc())} 2020-09-24 16:24:34 INFO: place limit order ETHUSD: qty=345, price=307.29999999999972715158946812152862548828125, take_uid=2859911142e74f80941bfa930c0e968a 2020-09-24 16:24:34 INFO: process event {'orderID': '2767b9e3-5fe8-7d7e-04b4-bab11299a4cc', 'clOrdID': '2859911142e74f80941bfa930c0e968a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 345, 'price': 307.3, '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': 345, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-09-24T13:24:34.468Z', 'timestamp': '2020-09-24T13:24:34.468Z'} 2020-09-24 16:24:34 INFO: skip event 2859911142e74f80941bfa930c0e968a New 2020-09-24 16:24:34 INFO: exchange resp for take profit order={'orderID': '2767b9e3-5fe8-7d7e-04b4-bab11299a4cc', 'clOrdID': '2859911142e74f80941bfa930c0e968a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 345, 'price': 307.3, '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': 345, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 24, 13, 24, 34, 468000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 24, 13, 24, 34, 468000, tzinfo=tzutc())} 2020-09-24 16:24:34 INFO: place profit orders={'stop': {'response': {'orderID': '83915522-685b-9520-7728-7b404b48d4b4', 'clOrdID': '273af11cbd48418a8c88dea378827ee6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 345, 'price': None, 'displayQty': None, 'stopPx': 340.1, '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': 345, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 24, 13, 24, 34, 432000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 24, 13, 24, 34, 432000, tzinfo=tzutc())}, 'qty': Decimal('345'), 'uid': '273af11cbd48418a8c88dea378827ee6', 'price': Decimal('340.1000000000000227373675443232059478759765625')}, 'take': {'response': {'orderID': '2767b9e3-5fe8-7d7e-04b4-bab11299a4cc', 'clOrdID': '2859911142e74f80941bfa930c0e968a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 345, 'price': 307.3, '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': 345, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 24, 13, 24, 34, 468000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 24, 13, 24, 34, 468000, tzinfo=tzutc())}, 'qty': Decimal('345'), 'uid': '2859911142e74f80941bfa930c0e968a', 'price': Decimal('307.29999999999972715158946812152862548828125')}} 2020-09-24 16:24:34 INFO: rm init order from db 0151480fcb5a43dd81d59e98ec085167 2020-09-24 16:24:34 INFO: end process event_processing_result='proceed init order' 2020-09-24 16:24:34 INFO: 2020-09-24 16:24:34 INFO: 2020-09-24 16:24:34 INFO: 2020-09-24 16:24:34 INFO: 2020-09-24 17:00:20 INFO: 2020-09-24 17:00:20 INFO: 2020-09-24 17:00:20 INFO: 2020-09-24 17:00:20 INFO: 2020-09-24 17:00:20 INFO: init new order start 2020-09-24 17:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 335.4, 'high': 337.85, 'low': 333.25, 'close': 337.1, 'trades': 6628, 'volume': 5337086, 'vwap': 335.9, 'lastSize': 12, 'turnover': 179271303720, 'homeNotional': 55317.59867795886, 'foreignNotional': 18581101.814853325}, {'timestamp': datetime.datetime(2020, 9, 24, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.4, 'high': 340.1, 'low': 334.65, 'close': 335.4, 'trades': 6564, 'volume': 5931359, 'vwap': 337.24, 'lastSize': 23, 'turnover': 200023676720, 'homeNotional': 61644.97870545515, 'foreignNotional': 20788704.41392218}, {'timestamp': datetime.datetime(2020, 9, 24, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 333.3, 'high': 341.0, 'low': 332.55, 'close': 338.4, 'trades': 11731, 'volume': 9852455, 'vwap': 337.53, 'lastSize': 4700, 'turnover': 332544785740, 'homeNotional': 102510.01876474242, 'foreignNotional': 34599829.79432581}] 2020-09-24 17:00:21 INFO: prepare candles [CandleItem(low=333.25, high=337.85, open=335.4, close=337.1, color='GREEN'), CandleItem(low=334.65, high=340.1, open=338.4, close=335.4, color='RED'), CandleItem(low=332.55, high=341.0, open=333.3, close=338.4, color='GREEN')] 2020-09-24 17:00:21 INFO: skip by colors first_candle=CandleItem(low=332.55, high=341.0, open=333.3, close=338.4, color='GREEN') second_candle=CandleItem(low=334.65, high=340.1, open=338.4, close=335.4, color='RED') last_candle=CandleItem(low=333.25, high=337.85, open=335.4, close=337.1, color='GREEN') 2020-09-24 17:00:21 INFO: check need new order None 2020-09-24 17:00:21 INFO: init new order end 2020-09-24 17:00:21 INFO: 2020-09-24 17:00:21 INFO: 2020-09-24 17:00:21 INFO: 2020-09-24 17:00:21 INFO: 2020-09-24 17:02:00 INFO: 2020-09-24 17:02:00 INFO: 2020-09-24 17:02:00 INFO: 2020-09-24 17:02:00 INFO: 2020-09-24 17:02:00 INFO: clearing start 2020-09-24 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '83915522-685b-9520-7728-7b404b48d4b4', 'clOrdID': '273af11cbd48418a8c88dea378827ee6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 345, 'price': None, 'displayQty': None, 'stopPx': 340.1, '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': 345, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 24, 13, 24, 34, 432000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 24, 13, 24, 34, 432000, tzinfo=tzutc())} 2020-09-24 17:02:00 INFO: skip by not found init order into storage 2020-09-24 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2767b9e3-5fe8-7d7e-04b4-bab11299a4cc', 'clOrdID': '2859911142e74f80941bfa930c0e968a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 345, 'price': 307.3, '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': 345, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 24, 13, 24, 34, 468000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 24, 13, 24, 34, 468000, tzinfo=tzutc())} 2020-09-24 17:02:00 INFO: skip by not found init order into storage 2020-09-24 17:02:00 INFO: clearing end 2020-09-24 17:02:00 INFO: 2020-09-24 17:02:00 INFO: 2020-09-24 17:02:00 INFO: 2020-09-24 17:02:00 INFO: 2020-09-24 18:00:20 INFO: 2020-09-24 18:00:20 INFO: 2020-09-24 18:00:20 INFO: 2020-09-24 18:00:20 INFO: 2020-09-24 18:00:20 INFO: init new order start 2020-09-24 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 337.1, 'high': 339.8, 'low': 335.85, 'close': 337.95, 'trades': 5588, 'volume': 3741935, 'vwap': 337.92, 'lastSize': 10, 'turnover': 126444293200, 'homeNotional': 38893.9030047084, 'foreignNotional': 13142734.267895281}, {'timestamp': datetime.datetime(2020, 9, 24, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 335.4, 'high': 337.85, 'low': 333.25, 'close': 337.1, 'trades': 6628, 'volume': 5337086, 'vwap': 335.9, 'lastSize': 12, 'turnover': 179271303720, 'homeNotional': 55317.59867795886, 'foreignNotional': 18581101.814853325}, {'timestamp': datetime.datetime(2020, 9, 24, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.4, 'high': 340.1, 'low': 334.65, 'close': 335.4, 'trades': 6564, 'volume': 5931359, 'vwap': 337.24, 'lastSize': 23, 'turnover': 200023676720, 'homeNotional': 61644.97870545515, 'foreignNotional': 20788704.41392218}] 2020-09-24 18:00:20 INFO: prepare candles [CandleItem(low=335.85, high=339.8, open=337.1, close=337.95, color='GREEN'), CandleItem(low=333.25, high=337.85, open=335.4, close=337.1, color='GREEN'), CandleItem(low=334.65, high=340.1, open=338.4, close=335.4, color='RED')] 2020-09-24 18:00:20 INFO: skip by colors first_candle=CandleItem(low=334.65, high=340.1, open=338.4, close=335.4, color='RED') second_candle=CandleItem(low=333.25, high=337.85, open=335.4, close=337.1, color='GREEN') last_candle=CandleItem(low=335.85, high=339.8, open=337.1, close=337.95, color='GREEN') 2020-09-24 18:00:20 INFO: check need new order None 2020-09-24 18:00:20 INFO: init new order end 2020-09-24 18:00:20 INFO: 2020-09-24 18:00:20 INFO: 2020-09-24 18:00:20 INFO: 2020-09-24 18:00:20 INFO: 2020-09-24 18:02:00 INFO: 2020-09-24 18:02:00 INFO: 2020-09-24 18:02:00 INFO: 2020-09-24 18:02:00 INFO: 2020-09-24 18:02:00 INFO: clearing start 2020-09-24 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '83915522-685b-9520-7728-7b404b48d4b4', 'clOrdID': '273af11cbd48418a8c88dea378827ee6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 345, 'price': None, 'displayQty': None, 'stopPx': 340.1, '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': 345, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 24, 13, 24, 34, 432000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 24, 13, 24, 34, 432000, tzinfo=tzutc())} 2020-09-24 18:02:00 INFO: skip by not found init order into storage 2020-09-24 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2767b9e3-5fe8-7d7e-04b4-bab11299a4cc', 'clOrdID': '2859911142e74f80941bfa930c0e968a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 345, 'price': 307.3, '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': 345, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 24, 13, 24, 34, 468000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 24, 13, 24, 34, 468000, tzinfo=tzutc())} 2020-09-24 18:02:00 INFO: skip by not found init order into storage 2020-09-24 18:02:00 INFO: clearing end 2020-09-24 18:02:00 INFO: 2020-09-24 18:02:00 INFO: 2020-09-24 18:02:00 INFO: 2020-09-24 18:02:00 INFO: 2020-09-24 18:21:17 INFO: process event {'orderID': '83915522-685b-9520-7728-7b404b48d4b4', 'price': 340.05, 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 345, 'avgPx': 340.05, 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'transactTime': '2020-09-24T15:21:17.071Z', 'timestamp': '2020-09-24T15:21:17.071Z', 'clOrdID': '273af11cbd48418a8c88dea378827ee6', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-24 18:21:17 INFO: add new event={'uid': '273af11cbd48418a8c88dea378827ee6', 'status': 'Filled'} 2020-09-24 18:21:18 INFO: 2020-09-24 18:21:18 INFO: 2020-09-24 18:21:18 INFO: 2020-09-24 18:21:18 INFO: 2020-09-24 18:21:18 INFO: process event start 2020-09-24 18:21:18 INFO: fetch new order event 273af11cbd48418a8c88dea378827ee6 2020-09-24 18:21:18 INFO: fetch orders by event init=None profit_pair=2859911142e74f80941bfa930c0e968a 2020-09-24 18:21:18 INFO: process profit order filled 2020-09-24 18:21:18 INFO: cancel order=2859911142e74f80941bfa930c0e968a [{'orderID': '2767b9e3-5fe8-7d7e-04b4-bab11299a4cc', 'clOrdID': '2859911142e74f80941bfa930c0e968a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 345, 'price': 307.3, '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, 9, 24, 13, 24, 34, 468000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 24, 15, 21, 18, 184000, tzinfo=tzutc())}] 2020-09-24 18:21:18 INFO: process event {'orderID': '2767b9e3-5fe8-7d7e-04b4-bab11299a4cc', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-09-24T15:21:18.184Z', 'clOrdID': '2859911142e74f80941bfa930c0e968a', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-24 18:21:18 INFO: skip event 2859911142e74f80941bfa930c0e968a Canceled 2020-09-24 18:21:18 INFO: end process event_processing_result='proceed profit order' 2020-09-24 18:21:18 INFO: 2020-09-24 18:21:18 INFO: 2020-09-24 18:21:18 INFO: 2020-09-24 18:21:18 INFO: 2020-09-24 19:00:20 INFO: 2020-09-24 19:00:20 INFO: 2020-09-24 19:00:20 INFO: 2020-09-24 19:00:20 INFO: 2020-09-24 19:00:20 INFO: init new order start 2020-09-24 19:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 337.95, 'high': 345.45, 'low': 337.1, 'close': 344.9, 'trades': 10504, 'volume': 8570524, 'vwap': 342.47, 'lastSize': 11, 'turnover': 293513597260, 'homeNotional': 89651.16611513018, 'foreignNotional': 30703328.76840487}, {'timestamp': datetime.datetime(2020, 9, 24, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 337.1, 'high': 339.8, 'low': 335.85, 'close': 337.95, 'trades': 5588, 'volume': 3741935, 'vwap': 337.92, 'lastSize': 10, 'turnover': 126444293200, 'homeNotional': 38893.9030047084, 'foreignNotional': 13142734.267895281}, {'timestamp': datetime.datetime(2020, 9, 24, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 335.4, 'high': 337.85, 'low': 333.25, 'close': 337.1, 'trades': 6628, 'volume': 5337086, 'vwap': 335.9, 'lastSize': 12, 'turnover': 179271303720, 'homeNotional': 55317.59867795886, 'foreignNotional': 18581101.814853325}] 2020-09-24 19:00:21 INFO: prepare candles [CandleItem(low=337.1, high=345.45, open=337.95, close=344.9, color='GREEN'), CandleItem(low=335.85, high=339.8, open=337.1, close=337.95, color='GREEN'), CandleItem(low=333.25, high=337.85, open=335.4, close=337.1, color='GREEN')] 2020-09-24 19:00:21 INFO: skip by colors first_candle=CandleItem(low=333.25, high=337.85, open=335.4, close=337.1, color='GREEN') second_candle=CandleItem(low=335.85, high=339.8, open=337.1, close=337.95, color='GREEN') last_candle=CandleItem(low=337.1, high=345.45, open=337.95, close=344.9, color='GREEN') 2020-09-24 19:00:21 INFO: check need new order None 2020-09-24 19:00:21 INFO: init new order end 2020-09-24 19:00:21 INFO: 2020-09-24 19:00:21 INFO: 2020-09-24 19:00:21 INFO: 2020-09-24 19:00:21 INFO: 2020-09-24 19:02:00 INFO: 2020-09-24 19:02:00 INFO: 2020-09-24 19:02:00 INFO: 2020-09-24 19:02:00 INFO: 2020-09-24 19:02:00 INFO: clearing start 2020-09-24 19:02:00 INFO: clearing end 2020-09-24 19:02:00 INFO: 2020-09-24 19:02:00 INFO: 2020-09-24 19:02:00 INFO: 2020-09-24 19:02:00 INFO: 2020-09-24 20:00:20 INFO: 2020-09-24 20:00:20 INFO: 2020-09-24 20:00:20 INFO: 2020-09-24 20:00:20 INFO: 2020-09-24 20:00:20 INFO: init new order start 2020-09-24 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.9, 'high': 349.7, 'low': 344.05, 'close': 346.8, 'trades': 9924, 'volume': 8455987, 'vwap': 347.08, 'lastSize': 3709, 'turnover': 293482797605, 'homeNotional': 89996.99225579867, 'foreignNotional': 31235481.464892816}, {'timestamp': datetime.datetime(2020, 9, 24, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 337.95, 'high': 345.45, 'low': 337.1, 'close': 344.9, 'trades': 10504, 'volume': 8570524, 'vwap': 342.47, 'lastSize': 11, 'turnover': 293513597260, 'homeNotional': 89651.16611513018, 'foreignNotional': 30703328.76840487}, {'timestamp': datetime.datetime(2020, 9, 24, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 337.1, 'high': 339.8, 'low': 335.85, 'close': 337.95, 'trades': 5588, 'volume': 3741935, 'vwap': 337.92, 'lastSize': 10, 'turnover': 126444293200, 'homeNotional': 38893.9030047084, 'foreignNotional': 13142734.267895281}] 2020-09-24 20:00:21 INFO: prepare candles [CandleItem(low=344.05, high=349.7, open=344.9, close=346.8, color='GREEN'), CandleItem(low=337.1, high=345.45, open=337.95, close=344.9, color='GREEN'), CandleItem(low=335.85, high=339.8, open=337.1, close=337.95, color='GREEN')] 2020-09-24 20:00:21 INFO: skip by colors first_candle=CandleItem(low=335.85, high=339.8, open=337.1, close=337.95, color='GREEN') second_candle=CandleItem(low=337.1, high=345.45, open=337.95, close=344.9, color='GREEN') last_candle=CandleItem(low=344.05, high=349.7, open=344.9, close=346.8, color='GREEN') 2020-09-24 20:00:21 INFO: check need new order None 2020-09-24 20:00:21 INFO: init new order end 2020-09-24 20:00:21 INFO: 2020-09-24 20:00:21 INFO: 2020-09-24 20:00:21 INFO: 2020-09-24 20:00:21 INFO: 2020-09-24 20:02:00 INFO: 2020-09-24 20:02:00 INFO: 2020-09-24 20:02:00 INFO: 2020-09-24 20:02:00 INFO: 2020-09-24 20:02:00 INFO: clearing start 2020-09-24 20:02:00 INFO: clearing end 2020-09-24 20:02:00 INFO: 2020-09-24 20:02:00 INFO: 2020-09-24 20:02:00 INFO: 2020-09-24 20:02:00 INFO: 2020-09-24 21:00:20 INFO: 2020-09-24 21:00:20 INFO: 2020-09-24 21:00:20 INFO: 2020-09-24 21:00:20 INFO: 2020-09-24 21:00:20 INFO: init new order start 2020-09-24 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.8, 'high': 349.3, 'low': 345.85, 'close': 346.7, 'trades': 4935, 'volume': 2419326, 'vwap': 347.37, 'lastSize': 12, 'turnover': 84037805810, 'homeNotional': 25849.34910785783, 'foreignNotional': 8979063.159585506}, {'timestamp': datetime.datetime(2020, 9, 24, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.9, 'high': 349.7, 'low': 344.05, 'close': 346.8, 'trades': 9924, 'volume': 8455987, 'vwap': 347.08, 'lastSize': 3709, 'turnover': 293482797605, 'homeNotional': 89996.99225579867, 'foreignNotional': 31235481.464892816}, {'timestamp': datetime.datetime(2020, 9, 24, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 337.95, 'high': 345.45, 'low': 337.1, 'close': 344.9, 'trades': 10504, 'volume': 8570524, 'vwap': 342.47, 'lastSize': 11, 'turnover': 293513597260, 'homeNotional': 89651.16611513018, 'foreignNotional': 30703328.76840487}] 2020-09-24 21:00:20 INFO: prepare candles [CandleItem(low=345.85, high=349.3, open=346.8, close=346.7, color='RED'), CandleItem(low=344.05, high=349.7, open=344.9, close=346.8, color='GREEN'), CandleItem(low=337.1, high=345.45, open=337.95, close=344.9, color='GREEN')] 2020-09-24 21:00:20 INFO: last_candle=CandleItem(low=345.85, high=349.3, open=346.8, close=346.7, color='RED') 2020-09-24 21:00:20 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))) 2020-09-24 21:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=345.85, high=349.3, open=346.8, close=346.7, color='RED') 2020-09-24 21:00:20 INFO: skip by CandleItem(low=345.85, high=349.3, open=346.8, close=346.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-24 21:00:20 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))) 2020-09-24 21:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=345.85, high=349.3, open=346.8, close=346.7, color='RED') 2020-09-24 21:00:20 INFO: skip by CandleItem(low=345.85, high=349.3, open=346.8, close=346.7, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-24 21:00:20 INFO: not found applicable config for candle 2020-09-24 21:00:20 INFO: check need new order None 2020-09-24 21:00:20 INFO: init new order end 2020-09-24 21:00:20 INFO: 2020-09-24 21:00:20 INFO: 2020-09-24 21:00:20 INFO: 2020-09-24 21:00:20 INFO: 2020-09-24 21:02:00 INFO: 2020-09-24 21:02:00 INFO: 2020-09-24 21:02:00 INFO: 2020-09-24 21:02:00 INFO: 2020-09-24 21:02:00 INFO: clearing start 2020-09-24 21:02:00 INFO: clearing end 2020-09-24 21:02:00 INFO: 2020-09-24 21:02:00 INFO: 2020-09-24 21:02:00 INFO: 2020-09-24 21:02:00 INFO: 2020-09-24 22:00:20 INFO: 2020-09-24 22:00:20 INFO: 2020-09-24 22:00:20 INFO: 2020-09-24 22:00:20 INFO: 2020-09-24 22:00:20 INFO: init new order start 2020-09-24 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.7, 'high': 348.85, 'low': 344.55, 'close': 344.6, 'trades': 4907, 'volume': 4099100, 'vwap': 346.78, 'lastSize': 60, 'turnover': 142145716590, 'homeNotional': 43671.96315716357, 'foreignNotional': 15144327.80760387}, {'timestamp': datetime.datetime(2020, 9, 24, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.8, 'high': 349.3, 'low': 345.85, 'close': 346.7, 'trades': 4935, 'volume': 2419326, 'vwap': 347.37, 'lastSize': 12, 'turnover': 84037805810, 'homeNotional': 25849.34910785783, 'foreignNotional': 8979063.159585506}, {'timestamp': datetime.datetime(2020, 9, 24, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.9, 'high': 349.7, 'low': 344.05, 'close': 346.8, 'trades': 9924, 'volume': 8455987, 'vwap': 347.08, 'lastSize': 3709, 'turnover': 293482797605, 'homeNotional': 89996.99225579867, 'foreignNotional': 31235481.464892816}] 2020-09-24 22:00:20 INFO: prepare candles [CandleItem(low=344.55, high=348.85, open=346.7, close=344.6, color='RED'), CandleItem(low=345.85, high=349.3, open=346.8, close=346.7, color='RED'), CandleItem(low=344.05, high=349.7, open=344.9, close=346.8, color='GREEN')] 2020-09-24 22:00:20 INFO: skip by colors first_candle=CandleItem(low=344.05, high=349.7, open=344.9, close=346.8, color='GREEN') second_candle=CandleItem(low=345.85, high=349.3, open=346.8, close=346.7, color='RED') last_candle=CandleItem(low=344.55, high=348.85, open=346.7, close=344.6, color='RED') 2020-09-24 22:00:20 INFO: check need new order None 2020-09-24 22:00:20 INFO: init new order end 2020-09-24 22:00:20 INFO: 2020-09-24 22:00:20 INFO: 2020-09-24 22:00:20 INFO: 2020-09-24 22:00:20 INFO: 2020-09-24 22:02:00 INFO: 2020-09-24 22:02:00 INFO: 2020-09-24 22:02:00 INFO: 2020-09-24 22:02:00 INFO: 2020-09-24 22:02:00 INFO: clearing start 2020-09-24 22:02:00 INFO: clearing end 2020-09-24 22:02:00 INFO: 2020-09-24 22:02:00 INFO: 2020-09-24 22:02:00 INFO: 2020-09-24 22:02:00 INFO: 2020-09-24 23:00:20 INFO: 2020-09-24 23:00:20 INFO: 2020-09-24 23:00:20 INFO: 2020-09-24 23:00:20 INFO: 2020-09-24 23:00:20 INFO: init new order start 2020-09-24 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.6, 'high': 346.7, 'low': 343.6, 'close': 346.5, 'trades': 4022, 'volume': 2284893, 'vwap': 345.41, 'lastSize': 939, 'turnover': 78921943205, 'homeNotional': 24284.084158145768, 'foreignNotional': 8387933.761405428}, {'timestamp': datetime.datetime(2020, 9, 24, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.7, 'high': 348.85, 'low': 344.55, 'close': 344.6, 'trades': 4907, 'volume': 4099100, 'vwap': 346.78, 'lastSize': 60, 'turnover': 142145716590, 'homeNotional': 43671.96315716357, 'foreignNotional': 15144327.80760387}, {'timestamp': datetime.datetime(2020, 9, 24, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.8, 'high': 349.3, 'low': 345.85, 'close': 346.7, 'trades': 4935, 'volume': 2419326, 'vwap': 347.37, 'lastSize': 12, 'turnover': 84037805810, 'homeNotional': 25849.34910785783, 'foreignNotional': 8979063.159585506}] 2020-09-24 23:00:20 INFO: prepare candles [CandleItem(low=343.6, high=346.7, open=344.6, close=346.5, color='GREEN'), CandleItem(low=344.55, high=348.85, open=346.7, close=344.6, color='RED'), CandleItem(low=345.85, high=349.3, open=346.8, close=346.7, color='RED')] 2020-09-24 23:00:20 INFO: last_candle=CandleItem(low=343.6, high=346.7, open=344.6, close=346.5, color='GREEN') 2020-09-24 23:00:20 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))) 2020-09-24 23:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=343.6, high=346.7, open=344.6, close=346.5, color='GREEN') 2020-09-24 23:00:20 INFO: skip by CandleItem(low=343.6, high=346.7, open=344.6, close=346.5, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-24 23:00:20 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))) 2020-09-24 23:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=343.6, high=346.7, open=344.6, close=346.5, color='GREEN') 2020-09-24 23:00:20 INFO: skip by CandleItem(low=343.6, high=346.7, open=344.6, close=346.5, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-24 23:00:20 INFO: not found applicable config for candle 2020-09-24 23:00:20 INFO: check need new order None 2020-09-24 23:00:20 INFO: init new order end 2020-09-24 23:00:20 INFO: 2020-09-24 23:00:20 INFO: 2020-09-24 23:00:20 INFO: 2020-09-24 23:00:20 INFO: 2020-09-24 23:02:00 INFO: 2020-09-24 23:02:00 INFO: 2020-09-24 23:02:00 INFO: 2020-09-24 23:02:00 INFO: 2020-09-24 23:02:00 INFO: clearing start 2020-09-24 23:02:00 INFO: clearing end 2020-09-24 23:02:00 INFO: 2020-09-24 23:02:00 INFO: 2020-09-24 23:02:00 INFO: 2020-09-24 23:02:00 INFO: 2020-09-25 00:00:20 INFO: 2020-09-25 00:00:20 INFO: 2020-09-25 00:00:20 INFO: 2020-09-25 00:00:20 INFO: 2020-09-25 00:00:20 INFO: init new order start 2020-09-25 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.5, 'high': 348.0, 'low': 345.8, 'close': 345.8, 'trades': 2573, 'volume': 1527066, 'vwap': 346.85, 'lastSize': 12, 'turnover': 52964941780, 'homeNotional': 16273.134770846133, 'foreignNotional': 5644199.519860478}, {'timestamp': datetime.datetime(2020, 9, 24, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.6, 'high': 346.7, 'low': 343.6, 'close': 346.5, 'trades': 4022, 'volume': 2284893, 'vwap': 345.41, 'lastSize': 939, 'turnover': 78921943205, 'homeNotional': 24284.084158145768, 'foreignNotional': 8387933.761405428}, {'timestamp': datetime.datetime(2020, 9, 24, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.7, 'high': 348.85, 'low': 344.55, 'close': 344.6, 'trades': 4907, 'volume': 4099100, 'vwap': 346.78, 'lastSize': 60, 'turnover': 142145716590, 'homeNotional': 43671.96315716357, 'foreignNotional': 15144327.80760387}] 2020-09-25 00:00:20 INFO: prepare candles [CandleItem(low=345.8, high=348.0, open=346.5, close=345.8, color='RED'), CandleItem(low=343.6, high=346.7, open=344.6, close=346.5, color='GREEN'), CandleItem(low=344.55, high=348.85, open=346.7, close=344.6, color='RED')] 2020-09-25 00:00:20 INFO: skip by colors first_candle=CandleItem(low=344.55, high=348.85, open=346.7, close=344.6, color='RED') second_candle=CandleItem(low=343.6, high=346.7, open=344.6, close=346.5, color='GREEN') last_candle=CandleItem(low=345.8, high=348.0, open=346.5, close=345.8, color='RED') 2020-09-25 00:00:20 INFO: check need new order None 2020-09-25 00:00:20 INFO: init new order end 2020-09-25 00:00:20 INFO: 2020-09-25 00:00:20 INFO: 2020-09-25 00:00:20 INFO: 2020-09-25 00:00:20 INFO: 2020-09-25 00:02:00 INFO: 2020-09-25 00:02:00 INFO: 2020-09-25 00:02:00 INFO: 2020-09-25 00:02:00 INFO: 2020-09-25 00:02:00 INFO: clearing start 2020-09-25 00:02:00 INFO: clearing end 2020-09-25 00:02:00 INFO: 2020-09-25 00:02:00 INFO: 2020-09-25 00:02:00 INFO: 2020-09-25 00:02:00 INFO: 2020-09-25 01:00:20 INFO: 2020-09-25 01:00:20 INFO: 2020-09-25 01:00:20 INFO: 2020-09-25 01:00:20 INFO: 2020-09-25 01:00:20 INFO: init new order start 2020-09-25 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.8, 'high': 348.15, 'low': 345.2, 'close': 346.35, 'trades': 2078, 'volume': 1729085, 'vwap': 346.29, 'lastSize': 1, 'turnover': 59876410990, 'homeNotional': 18402.25618212934, 'foreignNotional': 6372512.035090079}, {'timestamp': datetime.datetime(2020, 9, 24, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.5, 'high': 348.0, 'low': 345.8, 'close': 345.8, 'trades': 2573, 'volume': 1527066, 'vwap': 346.85, 'lastSize': 12, 'turnover': 52964941780, 'homeNotional': 16273.134770846133, 'foreignNotional': 5644199.519860478}, {'timestamp': datetime.datetime(2020, 9, 24, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.6, 'high': 346.7, 'low': 343.6, 'close': 346.5, 'trades': 4022, 'volume': 2284893, 'vwap': 345.41, 'lastSize': 939, 'turnover': 78921943205, 'homeNotional': 24284.084158145768, 'foreignNotional': 8387933.761405428}] 2020-09-25 01:00:20 INFO: prepare candles [CandleItem(low=345.2, high=348.15, open=345.8, close=346.35, color='GREEN'), CandleItem(low=345.8, high=348.0, open=346.5, close=345.8, color='RED'), CandleItem(low=343.6, high=346.7, open=344.6, close=346.5, color='GREEN')] 2020-09-25 01:00:20 INFO: skip by colors first_candle=CandleItem(low=343.6, high=346.7, open=344.6, close=346.5, color='GREEN') second_candle=CandleItem(low=345.8, high=348.0, open=346.5, close=345.8, color='RED') last_candle=CandleItem(low=345.2, high=348.15, open=345.8, close=346.35, color='GREEN') 2020-09-25 01:00:20 INFO: check need new order None 2020-09-25 01:00:20 INFO: init new order end 2020-09-25 01:00:20 INFO: 2020-09-25 01:00:20 INFO: 2020-09-25 01:00:20 INFO: 2020-09-25 01:00:20 INFO: 2020-09-25 01:02:00 INFO: 2020-09-25 01:02:00 INFO: 2020-09-25 01:02:00 INFO: 2020-09-25 01:02:00 INFO: 2020-09-25 01:02:00 INFO: clearing start 2020-09-25 01:02:00 INFO: clearing end 2020-09-25 01:02:00 INFO: 2020-09-25 01:02:00 INFO: 2020-09-25 01:02:00 INFO: 2020-09-25 01:02:00 INFO: 2020-09-25 02:00:20 INFO: 2020-09-25 02:00:20 INFO: 2020-09-25 02:00:20 INFO: 2020-09-25 02:00:20 INFO: 2020-09-25 02:00:20 INFO: init new order start 2020-09-25 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 24, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.35, 'high': 353.95, 'low': 345.75, 'close': 351.3, 'trades': 8188, 'volume': 5873588, 'vwap': 350.15, 'lastSize': 9, 'turnover': 205663443090, 'homeNotional': 62855.436632174555, 'foreignNotional': 22009114.26046228}, {'timestamp': datetime.datetime(2020, 9, 24, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.8, 'high': 348.15, 'low': 345.2, 'close': 346.35, 'trades': 2078, 'volume': 1729085, 'vwap': 346.29, 'lastSize': 1, 'turnover': 59876410990, 'homeNotional': 18402.25618212934, 'foreignNotional': 6372512.035090079}, {'timestamp': datetime.datetime(2020, 9, 24, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.5, 'high': 348.0, 'low': 345.8, 'close': 345.8, 'trades': 2573, 'volume': 1527066, 'vwap': 346.85, 'lastSize': 12, 'turnover': 52964941780, 'homeNotional': 16273.134770846133, 'foreignNotional': 5644199.519860478}] 2020-09-25 02:00:20 INFO: prepare candles [CandleItem(low=345.75, high=353.95, open=346.35, close=351.3, color='GREEN'), CandleItem(low=345.2, high=348.15, open=345.8, close=346.35, color='GREEN'), CandleItem(low=345.8, high=348.0, open=346.5, close=345.8, color='RED')] 2020-09-25 02:00:20 INFO: skip by colors first_candle=CandleItem(low=345.8, high=348.0, open=346.5, close=345.8, color='RED') second_candle=CandleItem(low=345.2, high=348.15, open=345.8, close=346.35, color='GREEN') last_candle=CandleItem(low=345.75, high=353.95, open=346.35, close=351.3, color='GREEN') 2020-09-25 02:00:20 INFO: check need new order None 2020-09-25 02:00:20 INFO: init new order end 2020-09-25 02:00:20 INFO: 2020-09-25 02:00:20 INFO: 2020-09-25 02:00:20 INFO: 2020-09-25 02:00:20 INFO: 2020-09-25 02:02:00 INFO: 2020-09-25 02:02:00 INFO: 2020-09-25 02:02:00 INFO: 2020-09-25 02:02:00 INFO: 2020-09-25 02:02:00 INFO: clearing start 2020-09-25 02:02:00 INFO: clearing end 2020-09-25 02:02:00 INFO: 2020-09-25 02:02:00 INFO: 2020-09-25 02:02:00 INFO: 2020-09-25 02:02:00 INFO: 2020-09-25 03:00:20 INFO: 2020-09-25 03:00:20 INFO: 2020-09-25 03:00:20 INFO: 2020-09-25 03:00:20 INFO: 2020-09-25 03:00:20 INFO: init new order start 2020-09-25 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.3, 'high': 352.4, 'low': 348.9, 'close': 349.5, 'trades': 3243, 'volume': 2115337, 'vwap': 350.23, 'lastSize': 10, 'turnover': 74085381960, 'homeNotional': 22732.578401250623, 'foreignNotional': 7961652.445797735}, {'timestamp': datetime.datetime(2020, 9, 24, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.35, 'high': 353.95, 'low': 345.75, 'close': 351.3, 'trades': 8188, 'volume': 5873588, 'vwap': 350.15, 'lastSize': 9, 'turnover': 205663443090, 'homeNotional': 62855.436632174555, 'foreignNotional': 22009114.26046228}, {'timestamp': datetime.datetime(2020, 9, 24, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.8, 'high': 348.15, 'low': 345.2, 'close': 346.35, 'trades': 2078, 'volume': 1729085, 'vwap': 346.29, 'lastSize': 1, 'turnover': 59876410990, 'homeNotional': 18402.25618212934, 'foreignNotional': 6372512.035090079}] 2020-09-25 03:00:20 INFO: prepare candles [CandleItem(low=348.9, high=352.4, open=351.3, close=349.5, color='RED'), CandleItem(low=345.75, high=353.95, open=346.35, close=351.3, color='GREEN'), CandleItem(low=345.2, high=348.15, open=345.8, close=346.35, color='GREEN')] 2020-09-25 03:00:20 INFO: last_candle=CandleItem(low=348.9, high=352.4, open=351.3, close=349.5, color='RED') 2020-09-25 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))) 2020-09-25 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=348.9, high=352.4, open=351.3, close=349.5, color='RED') 2020-09-25 03:00:20 INFO: skip by CandleItem(low=348.9, high=352.4, open=351.3, close=349.5, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-25 03:00:20 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))) 2020-09-25 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=348.9, high=352.4, open=351.3, close=349.5, color='RED') 2020-09-25 03:00:20 INFO: skip by CandleItem(low=348.9, high=352.4, open=351.3, close=349.5, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-25 03:00:20 INFO: not found applicable config for candle 2020-09-25 03:00:20 INFO: check need new order None 2020-09-25 03:00:20 INFO: init new order end 2020-09-25 03:00:20 INFO: 2020-09-25 03:00:20 INFO: 2020-09-25 03:00:20 INFO: 2020-09-25 03:00:20 INFO: 2020-09-25 03:02:00 INFO: 2020-09-25 03:02:00 INFO: 2020-09-25 03:02:00 INFO: 2020-09-25 03:02:00 INFO: 2020-09-25 03:02:00 INFO: clearing start 2020-09-25 03:02:00 INFO: clearing end 2020-09-25 03:02:00 INFO: 2020-09-25 03:02:00 INFO: 2020-09-25 03:02:00 INFO: 2020-09-25 03:02:00 INFO: 2020-09-25 04:00:20 INFO: 2020-09-25 04:00:20 INFO: 2020-09-25 04:00:20 INFO: 2020-09-25 04:00:20 INFO: 2020-09-25 04:00:20 INFO: init new order start 2020-09-25 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 349.5, 'high': 350.75, 'low': 347.1, 'close': 348.35, 'trades': 4278, 'volume': 2492928, 'vwap': 348.94, 'lastSize': 1, 'turnover': 86986698315, 'homeNotional': 26727.993447873192, 'foreignNotional': 9326334.001680823}, {'timestamp': datetime.datetime(2020, 9, 25, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.3, 'high': 352.4, 'low': 348.9, 'close': 349.5, 'trades': 3243, 'volume': 2115337, 'vwap': 350.23, 'lastSize': 10, 'turnover': 74085381960, 'homeNotional': 22732.578401250623, 'foreignNotional': 7961652.445797735}, {'timestamp': datetime.datetime(2020, 9, 24, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.35, 'high': 353.95, 'low': 345.75, 'close': 351.3, 'trades': 8188, 'volume': 5873588, 'vwap': 350.15, 'lastSize': 9, 'turnover': 205663443090, 'homeNotional': 62855.436632174555, 'foreignNotional': 22009114.26046228}] 2020-09-25 04:00:20 INFO: prepare candles [CandleItem(low=347.1, high=350.75, open=349.5, close=348.35, color='RED'), CandleItem(low=348.9, high=352.4, open=351.3, close=349.5, color='RED'), CandleItem(low=345.75, high=353.95, open=346.35, close=351.3, color='GREEN')] 2020-09-25 04:00:20 INFO: skip by colors first_candle=CandleItem(low=345.75, high=353.95, open=346.35, close=351.3, color='GREEN') second_candle=CandleItem(low=348.9, high=352.4, open=351.3, close=349.5, color='RED') last_candle=CandleItem(low=347.1, high=350.75, open=349.5, close=348.35, color='RED') 2020-09-25 04:00:20 INFO: check need new order None 2020-09-25 04:00:20 INFO: init new order end 2020-09-25 04:00:20 INFO: 2020-09-25 04:00:20 INFO: 2020-09-25 04:00:20 INFO: 2020-09-25 04:00:20 INFO: 2020-09-25 04:02:00 INFO: 2020-09-25 04:02:00 INFO: 2020-09-25 04:02:00 INFO: 2020-09-25 04:02:00 INFO: 2020-09-25 04:02:00 INFO: clearing start 2020-09-25 04:02:00 INFO: clearing end 2020-09-25 04:02:00 INFO: 2020-09-25 04:02:00 INFO: 2020-09-25 04:02:00 INFO: 2020-09-25 04:02:00 INFO: 2020-09-25 05:00:20 INFO: 2020-09-25 05:00:20 INFO: 2020-09-25 05:00:20 INFO: 2020-09-25 05:00:20 INFO: 2020-09-25 05:00:20 INFO: init new order start 2020-09-25 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 348.35, 'high': 349.2, 'low': 346.4, 'close': 347.05, 'trades': 2661, 'volume': 1653835, 'vwap': 347.81, 'lastSize': 13, 'turnover': 57520915215, 'homeNotional': 17711.079239261453, 'foreignNotional': 6159991.432916297}, {'timestamp': datetime.datetime(2020, 9, 25, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 349.5, 'high': 350.75, 'low': 347.1, 'close': 348.35, 'trades': 4278, 'volume': 2492928, 'vwap': 348.94, 'lastSize': 1, 'turnover': 86986698315, 'homeNotional': 26727.993447873192, 'foreignNotional': 9326334.001680823}, {'timestamp': datetime.datetime(2020, 9, 25, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.3, 'high': 352.4, 'low': 348.9, 'close': 349.5, 'trades': 3243, 'volume': 2115337, 'vwap': 350.23, 'lastSize': 10, 'turnover': 74085381960, 'homeNotional': 22732.578401250623, 'foreignNotional': 7961652.445797735}] 2020-09-25 05:00:20 INFO: prepare candles [CandleItem(low=346.4, high=349.2, open=348.35, close=347.05, color='RED'), CandleItem(low=347.1, high=350.75, open=349.5, close=348.35, color='RED'), CandleItem(low=348.9, high=352.4, open=351.3, close=349.5, color='RED')] 2020-09-25 05:00:20 INFO: skip by colors first_candle=CandleItem(low=348.9, high=352.4, open=351.3, close=349.5, color='RED') second_candle=CandleItem(low=347.1, high=350.75, open=349.5, close=348.35, color='RED') last_candle=CandleItem(low=346.4, high=349.2, open=348.35, close=347.05, color='RED') 2020-09-25 05:00:20 INFO: check need new order None 2020-09-25 05:00:20 INFO: init new order end 2020-09-25 05:00:20 INFO: 2020-09-25 05:00:20 INFO: 2020-09-25 05:00:20 INFO: 2020-09-25 05:00:20 INFO: 2020-09-25 05:02:00 INFO: 2020-09-25 05:02:00 INFO: 2020-09-25 05:02:00 INFO: 2020-09-25 05:02:00 INFO: 2020-09-25 05:02:00 INFO: clearing start 2020-09-25 05:02:00 INFO: clearing end 2020-09-25 05:02:00 INFO: 2020-09-25 05:02:00 INFO: 2020-09-25 05:02:00 INFO: 2020-09-25 05:02:00 INFO: 2020-09-25 06:00:20 INFO: 2020-09-25 06:00:20 INFO: 2020-09-25 06:00:20 INFO: 2020-09-25 06:00:20 INFO: 2020-09-25 06:00:20 INFO: init new order start 2020-09-25 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 347.05, 'high': 347.95, 'low': 346.55, 'close': 347.3, 'trades': 2199, 'volume': 1956414, 'vwap': 347.23, 'lastSize': 1815, 'turnover': 67932210790, 'homeNotional': 20938.751413493675, 'foreignNotional': 7270527.690803266}, {'timestamp': datetime.datetime(2020, 9, 25, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 348.35, 'high': 349.2, 'low': 346.4, 'close': 347.05, 'trades': 2661, 'volume': 1653835, 'vwap': 347.81, 'lastSize': 13, 'turnover': 57520915215, 'homeNotional': 17711.079239261453, 'foreignNotional': 6159991.432916297}, {'timestamp': datetime.datetime(2020, 9, 25, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 349.5, 'high': 350.75, 'low': 347.1, 'close': 348.35, 'trades': 4278, 'volume': 2492928, 'vwap': 348.94, 'lastSize': 1, 'turnover': 86986698315, 'homeNotional': 26727.993447873192, 'foreignNotional': 9326334.001680823}] 2020-09-25 06:00:20 INFO: prepare candles [CandleItem(low=346.55, high=347.95, open=347.05, close=347.3, color='GREEN'), CandleItem(low=346.4, high=349.2, open=348.35, close=347.05, color='RED'), CandleItem(low=347.1, high=350.75, open=349.5, close=348.35, color='RED')] 2020-09-25 06:00:20 INFO: last_candle=CandleItem(low=346.55, high=347.95, open=347.05, close=347.3, color='GREEN') 2020-09-25 06:00:20 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))) 2020-09-25 06:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=346.55, high=347.95, open=347.05, close=347.3, color='GREEN') 2020-09-25 06:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=346.4, high=349.2, open=348.35, close=347.05, color='RED') 2020-09-25 06:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=347.1, high=350.75, open=349.5, close=348.35, color='RED') 2020-09-25 06:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=346.55, high=347.95, open=347.05, close=347.3, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-25 06:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=346.55, high=347.95, open=347.05, close=347.3, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-25 06:00:20 INFO: place order: start candle=CandleItem(low=346.55, high=347.95, open=347.05, close=347.3, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-09-25 06:00:20 INFO: place order: side_factor=-1 init_trigger_price=348.0 init_order_price=348.05 stop_price_offset=0.0 candle.size=1.3999999999999773 stop_price=346.55 take_price=356.4499999999999 2020-09-25 06:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('348') init_order_price=Decimal('348.05000000000001136868377216160297393798828125') stop_price_offset=0.0 candle.size=1.3999999999999773 stop_price=Decimal('346.55000000000001136868377216160297393798828125') take_price=Decimal('356.44999999999987494447850622236728668212890625') 2020-09-25 06:00:20 INFO: place order: compute qty=1310 2020-09-25 06:00:20 INFO: place order: save order to db 4efc9ee910f34099a68b42f3a350d22b; response=True 2020-09-25 06:00:20 INFO: post order to exchange resp={'orderID': '434d3494-3aa2-6f6d-58a3-21a60e4844f1', 'clOrdID': '4efc9ee910f34099a68b42f3a350d22b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1310, 'price': 348.05, 'displayQty': None, 'stopPx': 348.0, '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': 1310, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 25, 3, 0, 20, 849000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 3, 0, 20, 849000, tzinfo=tzutc())} 2020-09-25 06:00:20 INFO: place new init order {'qty': 1310, 'init_price': Decimal('348'), 'stop_price': Decimal('346.55000000000001136868377216160297393798828125'), 'take_price': Decimal('356.44999999999987494447850622236728668212890625'), 'order_uid': '4efc9ee910f34099a68b42f3a350d22b', 'response': {'orderID': '434d3494-3aa2-6f6d-58a3-21a60e4844f1', 'clOrdID': '4efc9ee910f34099a68b42f3a350d22b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1310, 'price': 348.05, 'displayQty': None, 'stopPx': 348.0, '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': 1310, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 25, 3, 0, 20, 849000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 3, 0, 20, 849000, tzinfo=tzutc())}} 2020-09-25 06:00:20 INFO: init new order end 2020-09-25 06:00:20 INFO: 2020-09-25 06:00:20 INFO: 2020-09-25 06:00:20 INFO: 2020-09-25 06:00:20 INFO: 2020-09-25 06:00:20 INFO: process event {'orderID': '434d3494-3aa2-6f6d-58a3-21a60e4844f1', 'clOrdID': '4efc9ee910f34099a68b42f3a350d22b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1310, 'price': 348.05, 'displayQty': None, 'stopPx': 348, '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': 1310, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-09-25T03:00:20.849Z', 'timestamp': '2020-09-25T03:00:20.849Z'} 2020-09-25 06:00:20 INFO: skip event 4efc9ee910f34099a68b42f3a350d22b New 2020-09-25 06:02:00 INFO: 2020-09-25 06:02:00 INFO: 2020-09-25 06:02:00 INFO: 2020-09-25 06:02:00 INFO: 2020-09-25 06:02:00 INFO: clearing start 2020-09-25 06:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '434d3494-3aa2-6f6d-58a3-21a60e4844f1', 'clOrdID': '4efc9ee910f34099a68b42f3a350d22b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1310, 'price': 348.05, 'displayQty': None, 'stopPx': 348.0, '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': 1310, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 25, 3, 0, 20, 849000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 3, 0, 20, 849000, tzinfo=tzutc())} 2020-09-25 06:02:01 INFO: order time=2020-09-25 03:00:20.849000+00:00; delta from now UTC=0:01:40.167665 time_delta.total_seconds()=100.167665; time_diff_offset='3600' 2020-09-25 06:02:01 INFO: skip by time diff 2020-09-25 03:00:20.849000+00:00 2020-09-25 06:02:01 INFO: clearing end 2020-09-25 06:02:01 INFO: 2020-09-25 06:02:01 INFO: 2020-09-25 06:02:01 INFO: 2020-09-25 06:02:01 INFO: 2020-09-25 06:27:14 INFO: process event {'orderID': '434d3494-3aa2-6f6d-58a3-21a60e4844f1', 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 1310, 'avgPx': 348, 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': '2020-09-25T03:27:14.330Z', 'timestamp': '2020-09-25T03:27:14.330Z', 'clOrdID': '4efc9ee910f34099a68b42f3a350d22b', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-25 06:27:14 INFO: add new event={'uid': '4efc9ee910f34099a68b42f3a350d22b', 'status': 'Filled'} 2020-09-25 06:27:14 INFO: 2020-09-25 06:27:14 INFO: 2020-09-25 06:27:14 INFO: 2020-09-25 06:27:14 INFO: 2020-09-25 06:27:14 INFO: process event start 2020-09-25 06:27:14 INFO: fetch new order event 4efc9ee910f34099a68b42f3a350d22b 2020-09-25 06:27:14 INFO: fetch orders by event init={'stop': '346.55000000000001136868377216160297393798828125', 'take': '356.44999999999987494447850622236728668212890625', 'qty': '1310', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-09-25 06:27:14 INFO: process init order filled 2020-09-25 06:27:14 INFO: save profit orders to storage stop=edc3dd49b4a141d5b4866055af04b1dd take=00a1f78693654562a0b1e4f7d25513c9 2020-09-25 06:27:14 INFO: place profit orders take_price=356.44999999999987494447850622236728668212890625, stop_price=346.55000000000001136868377216160297393798828125, qty=1310, color=GREEN, ticker=ETHUSD edc3dd49b4a141d5b4866055af04b1dd 00a1f78693654562a0b1e4f7d25513c9 2020-09-25 06:27:14 INFO: place stop order ETHUSD: qty=-1310, stop_price=346.55000000000001136868377216160297393798828125, stop_uid=edc3dd49b4a141d5b4866055af04b1dd 2020-09-25 06:27:15 INFO: exchange resp for stop order={'orderID': 'eb433642-9c97-29e9-671b-2ad7d4e3c063', 'clOrdID': 'edc3dd49b4a141d5b4866055af04b1dd', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1310, 'price': None, 'displayQty': None, 'stopPx': 346.55, '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': 1310, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 3, 27, 15, 43000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 3, 27, 15, 43000, tzinfo=tzutc())} 2020-09-25 06:27:15 INFO: place limit order ETHUSD: qty=-1310, price=356.44999999999987494447850622236728668212890625, take_uid=00a1f78693654562a0b1e4f7d25513c9 2020-09-25 06:27:15 INFO: process event {'orderID': 'eb433642-9c97-29e9-671b-2ad7d4e3c063', 'clOrdID': 'edc3dd49b4a141d5b4866055af04b1dd', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1310, 'price': None, 'displayQty': None, 'stopPx': 346.55, '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': 1310, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-09-25T03:27:15.043Z', 'timestamp': '2020-09-25T03:27:15.043Z'} 2020-09-25 06:27:15 INFO: skip event edc3dd49b4a141d5b4866055af04b1dd New 2020-09-25 06:27:15 INFO: process event {'orderID': '1fa03e1b-10b5-4986-fa20-4f33dbdb27c7', 'clOrdID': '00a1f78693654562a0b1e4f7d25513c9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1310, 'price': 356.45, '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': 1310, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-09-25T03:27:15.087Z', 'timestamp': '2020-09-25T03:27:15.087Z'} 2020-09-25 06:27:15 INFO: skip event 00a1f78693654562a0b1e4f7d25513c9 New 2020-09-25 06:27:15 INFO: exchange resp for take profit order={'orderID': '1fa03e1b-10b5-4986-fa20-4f33dbdb27c7', 'clOrdID': '00a1f78693654562a0b1e4f7d25513c9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1310, 'price': 356.45, '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': 1310, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 3, 27, 15, 87000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 3, 27, 15, 87000, tzinfo=tzutc())} 2020-09-25 06:27:15 INFO: place profit orders={'stop': {'response': {'orderID': 'eb433642-9c97-29e9-671b-2ad7d4e3c063', 'clOrdID': 'edc3dd49b4a141d5b4866055af04b1dd', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1310, 'price': None, 'displayQty': None, 'stopPx': 346.55, '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': 1310, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 3, 27, 15, 43000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 3, 27, 15, 43000, tzinfo=tzutc())}, 'qty': Decimal('-1310'), 'uid': 'edc3dd49b4a141d5b4866055af04b1dd', 'price': Decimal('346.55000000000001136868377216160297393798828125')}, 'take': {'response': {'orderID': '1fa03e1b-10b5-4986-fa20-4f33dbdb27c7', 'clOrdID': '00a1f78693654562a0b1e4f7d25513c9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1310, 'price': 356.45, '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': 1310, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 3, 27, 15, 87000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 3, 27, 15, 87000, tzinfo=tzutc())}, 'qty': Decimal('-1310'), 'uid': '00a1f78693654562a0b1e4f7d25513c9', 'price': Decimal('356.44999999999987494447850622236728668212890625')}} 2020-09-25 06:27:15 INFO: rm init order from db 4efc9ee910f34099a68b42f3a350d22b 2020-09-25 06:27:15 INFO: end process event_processing_result='proceed init order' 2020-09-25 06:27:15 INFO: 2020-09-25 06:27:15 INFO: 2020-09-25 06:27:15 INFO: 2020-09-25 06:27:15 INFO: 2020-09-25 06:43:15 INFO: process event {'orderID': 'eb433642-9c97-29e9-671b-2ad7d4e3c063', 'price': 346.55, 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 1310, 'avgPx': 346.55, 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'transactTime': '2020-09-25T03:43:15.244Z', 'timestamp': '2020-09-25T03:43:15.244Z', 'clOrdID': 'edc3dd49b4a141d5b4866055af04b1dd', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-25 06:43:15 INFO: add new event={'uid': 'edc3dd49b4a141d5b4866055af04b1dd', 'status': 'Filled'} 2020-09-25 06:43:16 INFO: 2020-09-25 06:43:16 INFO: 2020-09-25 06:43:16 INFO: 2020-09-25 06:43:16 INFO: 2020-09-25 06:43:16 INFO: process event start 2020-09-25 06:43:16 INFO: fetch new order event edc3dd49b4a141d5b4866055af04b1dd 2020-09-25 06:43:16 INFO: fetch orders by event init=None profit_pair=00a1f78693654562a0b1e4f7d25513c9 2020-09-25 06:43:16 INFO: process profit order filled 2020-09-25 06:43:16 INFO: cancel order=00a1f78693654562a0b1e4f7d25513c9 [{'orderID': '1fa03e1b-10b5-4986-fa20-4f33dbdb27c7', 'clOrdID': '00a1f78693654562a0b1e4f7d25513c9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1310, 'price': 356.45, '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, 9, 25, 3, 27, 15, 87000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 3, 43, 16, 361000, tzinfo=tzutc())}] 2020-09-25 06:43:16 INFO: process event {'orderID': '1fa03e1b-10b5-4986-fa20-4f33dbdb27c7', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-09-25T03:43:16.361Z', 'clOrdID': '00a1f78693654562a0b1e4f7d25513c9', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-25 06:43:16 INFO: skip event 00a1f78693654562a0b1e4f7d25513c9 Canceled 2020-09-25 06:43:16 INFO: end process event_processing_result='proceed profit order' 2020-09-25 06:43:16 INFO: 2020-09-25 06:43:16 INFO: 2020-09-25 06:43:16 INFO: 2020-09-25 06:43:16 INFO: 2020-09-25 07:00:20 INFO: 2020-09-25 07:00:20 INFO: 2020-09-25 07:00:20 INFO: 2020-09-25 07:00:20 INFO: 2020-09-25 07:00:20 INFO: init new order start 2020-09-25 07:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 347.3, 'high': 348.4, 'low': 345.0, 'close': 345.05, 'trades': 3004, 'volume': 3206315, 'vwap': 346.66, 'lastSize': 400, 'turnover': 111149132230, 'homeNotional': 34284.08395163103, 'foreignNotional': 11884839.275045868}, {'timestamp': datetime.datetime(2020, 9, 25, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 347.05, 'high': 347.95, 'low': 346.55, 'close': 347.3, 'trades': 2199, 'volume': 1956414, 'vwap': 347.23, 'lastSize': 1815, 'turnover': 67932210790, 'homeNotional': 20938.751413493675, 'foreignNotional': 7270527.690803266}, {'timestamp': datetime.datetime(2020, 9, 25, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 348.35, 'high': 349.2, 'low': 346.4, 'close': 347.05, 'trades': 2661, 'volume': 1653835, 'vwap': 347.81, 'lastSize': 13, 'turnover': 57520915215, 'homeNotional': 17711.079239261453, 'foreignNotional': 6159991.432916297}] 2020-09-25 07:00:21 INFO: prepare candles [CandleItem(low=345.0, high=348.4, open=347.3, close=345.05, color='RED'), CandleItem(low=346.55, high=347.95, open=347.05, close=347.3, color='GREEN'), CandleItem(low=346.4, high=349.2, open=348.35, close=347.05, color='RED')] 2020-09-25 07:00:21 INFO: skip by colors first_candle=CandleItem(low=346.4, high=349.2, open=348.35, close=347.05, color='RED') second_candle=CandleItem(low=346.55, high=347.95, open=347.05, close=347.3, color='GREEN') last_candle=CandleItem(low=345.0, high=348.4, open=347.3, close=345.05, color='RED') 2020-09-25 07:00:21 INFO: check need new order None 2020-09-25 07:00:21 INFO: init new order end 2020-09-25 07:00:21 INFO: 2020-09-25 07:00:21 INFO: 2020-09-25 07:00:21 INFO: 2020-09-25 07:00:21 INFO: 2020-09-25 07:02:00 INFO: 2020-09-25 07:02:00 INFO: 2020-09-25 07:02:00 INFO: 2020-09-25 07:02:00 INFO: 2020-09-25 07:02:00 INFO: clearing start 2020-09-25 07:02:00 INFO: clearing end 2020-09-25 07:02:00 INFO: 2020-09-25 07:02:00 INFO: 2020-09-25 07:02:00 INFO: 2020-09-25 07:02:00 INFO: 2020-09-25 08:00:20 INFO: 2020-09-25 08:00:20 INFO: 2020-09-25 08:00:20 INFO: 2020-09-25 08:00:20 INFO: 2020-09-25 08:00:20 INFO: init new order start 2020-09-25 08:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.05, 'high': 346.3, 'low': 344.45, 'close': 345.15, 'trades': 2253, 'volume': 1683205, 'vwap': 345.27, 'lastSize': 13, 'turnover': 58115926310, 'homeNotional': 17965.601886882247, 'foreignNotional': 6202977.892181125}, {'timestamp': datetime.datetime(2020, 9, 25, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 347.3, 'high': 348.4, 'low': 345.0, 'close': 345.05, 'trades': 3004, 'volume': 3206315, 'vwap': 346.66, 'lastSize': 400, 'turnover': 111149132230, 'homeNotional': 34284.08395163103, 'foreignNotional': 11884839.275045868}, {'timestamp': datetime.datetime(2020, 9, 25, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 347.05, 'high': 347.95, 'low': 346.55, 'close': 347.3, 'trades': 2199, 'volume': 1956414, 'vwap': 347.23, 'lastSize': 1815, 'turnover': 67932210790, 'homeNotional': 20938.751413493675, 'foreignNotional': 7270527.690803266}] 2020-09-25 08:00:21 INFO: prepare candles [CandleItem(low=344.45, high=346.3, open=345.05, close=345.15, color='GREEN'), CandleItem(low=345.0, high=348.4, open=347.3, close=345.05, color='RED'), CandleItem(low=346.55, high=347.95, open=347.05, close=347.3, color='GREEN')] 2020-09-25 08:00:21 INFO: skip by colors first_candle=CandleItem(low=346.55, high=347.95, open=347.05, close=347.3, color='GREEN') second_candle=CandleItem(low=345.0, high=348.4, open=347.3, close=345.05, color='RED') last_candle=CandleItem(low=344.45, high=346.3, open=345.05, close=345.15, color='GREEN') 2020-09-25 08:00:21 INFO: check need new order None 2020-09-25 08:00:21 INFO: init new order end 2020-09-25 08:00:21 INFO: 2020-09-25 08:00:21 INFO: 2020-09-25 08:00:21 INFO: 2020-09-25 08:00:21 INFO: 2020-09-25 08:02:00 INFO: 2020-09-25 08:02:00 INFO: 2020-09-25 08:02:00 INFO: 2020-09-25 08:02:00 INFO: 2020-09-25 08:02:00 INFO: clearing start 2020-09-25 08:02:00 INFO: clearing end 2020-09-25 08:02:00 INFO: 2020-09-25 08:02:00 INFO: 2020-09-25 08:02:00 INFO: 2020-09-25 08:02:00 INFO: 2020-09-25 09:00:20 INFO: 2020-09-25 09:00:20 INFO: 2020-09-25 09:00:20 INFO: 2020-09-25 09:00:20 INFO: 2020-09-25 09:00:20 INFO: init new order start 2020-09-25 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.15, 'high': 345.15, 'low': 341.05, 'close': 341.15, 'trades': 4394, 'volume': 3244129, 'vwap': 343.25, 'lastSize': 12, 'turnover': 111352173460, 'homeNotional': 34592.50425019176, 'foreignNotional': 11873628.654706102}, {'timestamp': datetime.datetime(2020, 9, 25, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.05, 'high': 346.3, 'low': 344.45, 'close': 345.15, 'trades': 2253, 'volume': 1683205, 'vwap': 345.27, 'lastSize': 13, 'turnover': 58115926310, 'homeNotional': 17965.601886882247, 'foreignNotional': 6202977.892181125}, {'timestamp': datetime.datetime(2020, 9, 25, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 347.3, 'high': 348.4, 'low': 345.0, 'close': 345.05, 'trades': 3004, 'volume': 3206315, 'vwap': 346.66, 'lastSize': 400, 'turnover': 111149132230, 'homeNotional': 34284.08395163103, 'foreignNotional': 11884839.275045868}] 2020-09-25 09:00:21 INFO: prepare candles [CandleItem(low=341.05, high=345.15, open=345.15, close=341.15, color='RED'), CandleItem(low=344.45, high=346.3, open=345.05, close=345.15, color='GREEN'), CandleItem(low=345.0, high=348.4, open=347.3, close=345.05, color='RED')] 2020-09-25 09:00:21 INFO: skip by colors first_candle=CandleItem(low=345.0, high=348.4, open=347.3, close=345.05, color='RED') second_candle=CandleItem(low=344.45, high=346.3, open=345.05, close=345.15, color='GREEN') last_candle=CandleItem(low=341.05, high=345.15, open=345.15, close=341.15, color='RED') 2020-09-25 09:00:21 INFO: check need new order None 2020-09-25 09:00:21 INFO: init new order end 2020-09-25 09:00:21 INFO: 2020-09-25 09:00:21 INFO: 2020-09-25 09:00:21 INFO: 2020-09-25 09:00:21 INFO: 2020-09-25 09:02:00 INFO: 2020-09-25 09:02:00 INFO: 2020-09-25 09:02:00 INFO: 2020-09-25 09:02:00 INFO: 2020-09-25 09:02:00 INFO: clearing start 2020-09-25 09:02:00 INFO: clearing end 2020-09-25 09:02:00 INFO: 2020-09-25 09:02:00 INFO: 2020-09-25 09:02:00 INFO: 2020-09-25 09:02:00 INFO: 2020-09-25 10:00:20 INFO: 2020-09-25 10:00:20 INFO: 2020-09-25 10:00:20 INFO: 2020-09-25 10:00:20 INFO: 2020-09-25 10:00:20 INFO: init new order start 2020-09-25 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.15, 'high': 344.85, 'low': 340.1, 'close': 344.75, 'trades': 5208, 'volume': 3144118, 'vwap': 342.0, 'lastSize': 3421, 'turnover': 107528666750, 'homeNotional': 33493.95119291761, 'foreignNotional': 11454975.554453459}, {'timestamp': datetime.datetime(2020, 9, 25, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.15, 'high': 345.15, 'low': 341.05, 'close': 341.15, 'trades': 4394, 'volume': 3244129, 'vwap': 343.25, 'lastSize': 12, 'turnover': 111352173460, 'homeNotional': 34592.50425019176, 'foreignNotional': 11873628.654706102}, {'timestamp': datetime.datetime(2020, 9, 25, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.05, 'high': 346.3, 'low': 344.45, 'close': 345.15, 'trades': 2253, 'volume': 1683205, 'vwap': 345.27, 'lastSize': 13, 'turnover': 58115926310, 'homeNotional': 17965.601886882247, 'foreignNotional': 6202977.892181125}] 2020-09-25 10:00:20 INFO: prepare candles [CandleItem(low=340.1, high=344.85, open=341.15, close=344.75, color='GREEN'), CandleItem(low=341.05, high=345.15, open=345.15, close=341.15, color='RED'), CandleItem(low=344.45, high=346.3, open=345.05, close=345.15, color='GREEN')] 2020-09-25 10:00:20 INFO: skip by colors first_candle=CandleItem(low=344.45, high=346.3, open=345.05, close=345.15, color='GREEN') second_candle=CandleItem(low=341.05, high=345.15, open=345.15, close=341.15, color='RED') last_candle=CandleItem(low=340.1, high=344.85, open=341.15, close=344.75, color='GREEN') 2020-09-25 10:00:20 INFO: check need new order None 2020-09-25 10:00:20 INFO: init new order end 2020-09-25 10:00:20 INFO: 2020-09-25 10:00:20 INFO: 2020-09-25 10:00:20 INFO: 2020-09-25 10:00:20 INFO: 2020-09-25 10:02:00 INFO: 2020-09-25 10:02:00 INFO: 2020-09-25 10:02:00 INFO: 2020-09-25 10:02:00 INFO: 2020-09-25 10:02:00 INFO: clearing start 2020-09-25 10:02:00 INFO: clearing end 2020-09-25 10:02:00 INFO: 2020-09-25 10:02:00 INFO: 2020-09-25 10:02:00 INFO: 2020-09-25 10:02:00 INFO: 2020-09-25 11:00:20 INFO: 2020-09-25 11:00:20 INFO: 2020-09-25 11:00:20 INFO: 2020-09-25 11:00:20 INFO: 2020-09-25 11:00:20 INFO: init new order start 2020-09-25 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.75, 'high': 344.8, 'low': 342.75, 'close': 343.0, 'trades': 3319, 'volume': 2840387, 'vwap': 343.61, 'lastSize': 11, 'turnover': 97595729110, 'homeNotional': 30376.23458092783, 'foreignNotional': 10437279.997548936}, {'timestamp': datetime.datetime(2020, 9, 25, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.15, 'high': 344.85, 'low': 340.1, 'close': 344.75, 'trades': 5208, 'volume': 3144118, 'vwap': 342.0, 'lastSize': 3421, 'turnover': 107528666750, 'homeNotional': 33493.95119291761, 'foreignNotional': 11454975.554453459}, {'timestamp': datetime.datetime(2020, 9, 25, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.15, 'high': 345.15, 'low': 341.05, 'close': 341.15, 'trades': 4394, 'volume': 3244129, 'vwap': 343.25, 'lastSize': 12, 'turnover': 111352173460, 'homeNotional': 34592.50425019176, 'foreignNotional': 11873628.654706102}] 2020-09-25 11:00:20 INFO: prepare candles [CandleItem(low=342.75, high=344.8, open=344.75, close=343.0, color='RED'), CandleItem(low=340.1, high=344.85, open=341.15, close=344.75, color='GREEN'), CandleItem(low=341.05, high=345.15, open=345.15, close=341.15, color='RED')] 2020-09-25 11:00:20 INFO: skip by colors first_candle=CandleItem(low=341.05, high=345.15, open=345.15, close=341.15, color='RED') second_candle=CandleItem(low=340.1, high=344.85, open=341.15, close=344.75, color='GREEN') last_candle=CandleItem(low=342.75, high=344.8, open=344.75, close=343.0, color='RED') 2020-09-25 11:00:20 INFO: check need new order None 2020-09-25 11:00:20 INFO: init new order end 2020-09-25 11:00:20 INFO: 2020-09-25 11:00:20 INFO: 2020-09-25 11:00:20 INFO: 2020-09-25 11:00:20 INFO: 2020-09-25 11:02:00 INFO: 2020-09-25 11:02:00 INFO: 2020-09-25 11:02:00 INFO: 2020-09-25 11:02:00 INFO: 2020-09-25 11:02:00 INFO: clearing start 2020-09-25 11:02:01 INFO: clearing end 2020-09-25 11:02:01 INFO: 2020-09-25 11:02:01 INFO: 2020-09-25 11:02:01 INFO: 2020-09-25 11:02:01 INFO: 2020-09-25 12:00:20 INFO: 2020-09-25 12:00:20 INFO: 2020-09-25 12:00:20 INFO: 2020-09-25 12:00:20 INFO: 2020-09-25 12:00:20 INFO: init new order start 2020-09-25 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.0, 'high': 343.05, 'low': 338.0, 'close': 338.95, 'trades': 6614, 'volume': 4817480, 'vwap': 340.34, 'lastSize': 100, 'turnover': 163955684580, 'homeNotional': 51315.741452626615, 'foreignNotional': 17464694.919992864}, {'timestamp': datetime.datetime(2020, 9, 25, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.75, 'high': 344.8, 'low': 342.75, 'close': 343.0, 'trades': 3319, 'volume': 2840387, 'vwap': 343.61, 'lastSize': 11, 'turnover': 97595729110, 'homeNotional': 30376.23458092783, 'foreignNotional': 10437279.997548936}, {'timestamp': datetime.datetime(2020, 9, 25, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 341.15, 'high': 344.85, 'low': 340.1, 'close': 344.75, 'trades': 5208, 'volume': 3144118, 'vwap': 342.0, 'lastSize': 3421, 'turnover': 107528666750, 'homeNotional': 33493.95119291761, 'foreignNotional': 11454975.554453459}] 2020-09-25 12:00:20 INFO: prepare candles [CandleItem(low=338.0, high=343.05, open=343.0, close=338.95, color='RED'), CandleItem(low=342.75, high=344.8, open=344.75, close=343.0, color='RED'), CandleItem(low=340.1, high=344.85, open=341.15, close=344.75, color='GREEN')] 2020-09-25 12:00:20 INFO: skip by colors first_candle=CandleItem(low=340.1, high=344.85, open=341.15, close=344.75, color='GREEN') second_candle=CandleItem(low=342.75, high=344.8, open=344.75, close=343.0, color='RED') last_candle=CandleItem(low=338.0, high=343.05, open=343.0, close=338.95, color='RED') 2020-09-25 12:00:20 INFO: check need new order None 2020-09-25 12:00:20 INFO: init new order end 2020-09-25 12:00:20 INFO: 2020-09-25 12:00:20 INFO: 2020-09-25 12:00:20 INFO: 2020-09-25 12:00:20 INFO: 2020-09-25 12:02:00 INFO: 2020-09-25 12:02:00 INFO: 2020-09-25 12:02:00 INFO: 2020-09-25 12:02:00 INFO: 2020-09-25 12:02:00 INFO: clearing start 2020-09-25 12:02:00 INFO: clearing end 2020-09-25 12:02:00 INFO: 2020-09-25 12:02:00 INFO: 2020-09-25 12:02:00 INFO: 2020-09-25 12:02:00 INFO: 2020-09-25 13:00:20 INFO: 2020-09-25 13:00:20 INFO: 2020-09-25 13:00:20 INFO: 2020-09-25 13:00:20 INFO: 2020-09-25 13:00:20 INFO: init new order start 2020-09-25 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.95, 'high': 341.7, 'low': 338.1, 'close': 340.4, 'trades': 4453, 'volume': 2997976, 'vwap': 339.79, 'lastSize': 5060, 'turnover': 101867043785, 'homeNotional': 31782.431619640032, 'foreignNotional': 10799277.837185247}, {'timestamp': datetime.datetime(2020, 9, 25, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.0, 'high': 343.05, 'low': 338.0, 'close': 338.95, 'trades': 6614, 'volume': 4817480, 'vwap': 340.34, 'lastSize': 100, 'turnover': 163955684580, 'homeNotional': 51315.741452626615, 'foreignNotional': 17464694.919992864}, {'timestamp': datetime.datetime(2020, 9, 25, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.75, 'high': 344.8, 'low': 342.75, 'close': 343.0, 'trades': 3319, 'volume': 2840387, 'vwap': 343.61, 'lastSize': 11, 'turnover': 97595729110, 'homeNotional': 30376.23458092783, 'foreignNotional': 10437279.997548936}] 2020-09-25 13:00:20 INFO: prepare candles [CandleItem(low=338.1, high=341.7, open=338.95, close=340.4, color='GREEN'), CandleItem(low=338.0, high=343.05, open=343.0, close=338.95, color='RED'), CandleItem(low=342.75, high=344.8, open=344.75, close=343.0, color='RED')] 2020-09-25 13:00:20 INFO: last_candle=CandleItem(low=338.1, high=341.7, open=338.95, close=340.4, color='GREEN') 2020-09-25 13:00:20 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))) 2020-09-25 13:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=338.1, high=341.7, open=338.95, close=340.4, color='GREEN') 2020-09-25 13:00:20 INFO: skip by CandleItem(low=338.1, high=341.7, open=338.95, close=340.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-25 13:00:20 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))) 2020-09-25 13:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=338.1, high=341.7, open=338.95, close=340.4, color='GREEN') 2020-09-25 13:00:20 INFO: skip by CandleItem(low=338.1, high=341.7, open=338.95, close=340.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-25 13:00:20 INFO: not found applicable config for candle 2020-09-25 13:00:20 INFO: check need new order None 2020-09-25 13:00:20 INFO: init new order end 2020-09-25 13:00:20 INFO: 2020-09-25 13:00:20 INFO: 2020-09-25 13:00:20 INFO: 2020-09-25 13:00:20 INFO: 2020-09-25 13:02:00 INFO: 2020-09-25 13:02:00 INFO: 2020-09-25 13:02:00 INFO: 2020-09-25 13:02:00 INFO: 2020-09-25 13:02:00 INFO: clearing start 2020-09-25 13:02:00 INFO: clearing end 2020-09-25 13:02:00 INFO: 2020-09-25 13:02:00 INFO: 2020-09-25 13:02:00 INFO: 2020-09-25 13:02:00 INFO: 2020-09-25 14:00:20 INFO: 2020-09-25 14:00:20 INFO: 2020-09-25 14:00:20 INFO: 2020-09-25 14:00:20 INFO: 2020-09-25 14:00:20 INFO: init new order start 2020-09-25 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.4, 'high': 342.55, 'low': 339.5, 'close': 340.7, 'trades': 3169, 'volume': 2874623, 'vwap': 340.75, 'lastSize': 12340, 'turnover': 97952758825, 'homeNotional': 30472.407670704608, 'foreignNotional': 10383485.296531394}, {'timestamp': datetime.datetime(2020, 9, 25, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.95, 'high': 341.7, 'low': 338.1, 'close': 340.4, 'trades': 4453, 'volume': 2997976, 'vwap': 339.79, 'lastSize': 5060, 'turnover': 101867043785, 'homeNotional': 31782.431619640032, 'foreignNotional': 10799277.837185247}, {'timestamp': datetime.datetime(2020, 9, 25, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.0, 'high': 343.05, 'low': 338.0, 'close': 338.95, 'trades': 6614, 'volume': 4817480, 'vwap': 340.34, 'lastSize': 100, 'turnover': 163955684580, 'homeNotional': 51315.741452626615, 'foreignNotional': 17464694.919992864}] 2020-09-25 14:00:20 INFO: prepare candles [CandleItem(low=339.5, high=342.55, open=340.4, close=340.7, color='GREEN'), CandleItem(low=338.1, high=341.7, open=338.95, close=340.4, color='GREEN'), CandleItem(low=338.0, high=343.05, open=343.0, close=338.95, color='RED')] 2020-09-25 14:00:20 INFO: skip by colors first_candle=CandleItem(low=338.0, high=343.05, open=343.0, close=338.95, color='RED') second_candle=CandleItem(low=338.1, high=341.7, open=338.95, close=340.4, color='GREEN') last_candle=CandleItem(low=339.5, high=342.55, open=340.4, close=340.7, color='GREEN') 2020-09-25 14:00:20 INFO: check need new order None 2020-09-25 14:00:20 INFO: init new order end 2020-09-25 14:00:20 INFO: 2020-09-25 14:00:20 INFO: 2020-09-25 14:00:20 INFO: 2020-09-25 14:00:20 INFO: 2020-09-25 14:02:00 INFO: 2020-09-25 14:02:00 INFO: 2020-09-25 14:02:00 INFO: 2020-09-25 14:02:00 INFO: 2020-09-25 14:02:00 INFO: clearing start 2020-09-25 14:02:00 INFO: clearing end 2020-09-25 14:02:00 INFO: 2020-09-25 14:02:00 INFO: 2020-09-25 14:02:00 INFO: 2020-09-25 14:02:00 INFO: 2020-09-25 15:00:20 INFO: 2020-09-25 15:00:20 INFO: 2020-09-25 15:00:20 INFO: 2020-09-25 15:00:20 INFO: 2020-09-25 15:00:20 INFO: init new order start 2020-09-25 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.7, 'high': 344.6, 'low': 339.6, 'close': 343.75, 'trades': 4430, 'volume': 3609392, 'vwap': 342.29, 'lastSize': 13, 'turnover': 123543498895, 'homeNotional': 38296.58057568644, 'foreignNotional': 13108409.476769537}, {'timestamp': datetime.datetime(2020, 9, 25, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.4, 'high': 342.55, 'low': 339.5, 'close': 340.7, 'trades': 3169, 'volume': 2874623, 'vwap': 340.75, 'lastSize': 12340, 'turnover': 97952758825, 'homeNotional': 30472.407670704608, 'foreignNotional': 10383485.296531394}, {'timestamp': datetime.datetime(2020, 9, 25, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 338.95, 'high': 341.7, 'low': 338.1, 'close': 340.4, 'trades': 4453, 'volume': 2997976, 'vwap': 339.79, 'lastSize': 5060, 'turnover': 101867043785, 'homeNotional': 31782.431619640032, 'foreignNotional': 10799277.837185247}] 2020-09-25 15:00:20 INFO: prepare candles [CandleItem(low=339.6, high=344.6, open=340.7, close=343.75, color='GREEN'), CandleItem(low=339.5, high=342.55, open=340.4, close=340.7, color='GREEN'), CandleItem(low=338.1, high=341.7, open=338.95, close=340.4, color='GREEN')] 2020-09-25 15:00:20 INFO: skip by colors first_candle=CandleItem(low=338.1, high=341.7, open=338.95, close=340.4, color='GREEN') second_candle=CandleItem(low=339.5, high=342.55, open=340.4, close=340.7, color='GREEN') last_candle=CandleItem(low=339.6, high=344.6, open=340.7, close=343.75, color='GREEN') 2020-09-25 15:00:20 INFO: check need new order None 2020-09-25 15:00:20 INFO: init new order end 2020-09-25 15:00:20 INFO: 2020-09-25 15:00:20 INFO: 2020-09-25 15:00:20 INFO: 2020-09-25 15:00:20 INFO: 2020-09-25 15:02:00 INFO: 2020-09-25 15:02:00 INFO: 2020-09-25 15:02:00 INFO: 2020-09-25 15:02:00 INFO: 2020-09-25 15:02:00 INFO: clearing start 2020-09-25 15:02:00 INFO: clearing end 2020-09-25 15:02:00 INFO: 2020-09-25 15:02:00 INFO: 2020-09-25 15:02:00 INFO: 2020-09-25 15:02:00 INFO: 2020-09-25 16:00:20 INFO: 2020-09-25 16:00:20 INFO: 2020-09-25 16:00:20 INFO: 2020-09-25 16:00:20 INFO: 2020-09-25 16:00:20 INFO: init new order start 2020-09-25 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.75, 'high': 348.75, 'low': 343.5, 'close': 344.9, 'trades': 7549, 'volume': 5193133, 'vwap': 346.1, 'lastSize': 1500, 'turnover': 179733360145, 'homeNotional': 55222.62982929402, 'foreignNotional': 19112580.17727306}, {'timestamp': datetime.datetime(2020, 9, 25, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.7, 'high': 344.6, 'low': 339.6, 'close': 343.75, 'trades': 4430, 'volume': 3609392, 'vwap': 342.29, 'lastSize': 13, 'turnover': 123543498895, 'homeNotional': 38296.58057568644, 'foreignNotional': 13108409.476769537}, {'timestamp': datetime.datetime(2020, 9, 25, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.4, 'high': 342.55, 'low': 339.5, 'close': 340.7, 'trades': 3169, 'volume': 2874623, 'vwap': 340.75, 'lastSize': 12340, 'turnover': 97952758825, 'homeNotional': 30472.407670704608, 'foreignNotional': 10383485.296531394}] 2020-09-25 16:00:20 INFO: prepare candles [CandleItem(low=343.5, high=348.75, open=343.75, close=344.9, color='GREEN'), CandleItem(low=339.6, high=344.6, open=340.7, close=343.75, color='GREEN'), CandleItem(low=339.5, high=342.55, open=340.4, close=340.7, color='GREEN')] 2020-09-25 16:00:20 INFO: skip by colors first_candle=CandleItem(low=339.5, high=342.55, open=340.4, close=340.7, color='GREEN') second_candle=CandleItem(low=339.6, high=344.6, open=340.7, close=343.75, color='GREEN') last_candle=CandleItem(low=343.5, high=348.75, open=343.75, close=344.9, color='GREEN') 2020-09-25 16:00:20 INFO: check need new order None 2020-09-25 16:00:20 INFO: init new order end 2020-09-25 16:00:20 INFO: 2020-09-25 16:00:20 INFO: 2020-09-25 16:00:20 INFO: 2020-09-25 16:00:20 INFO: 2020-09-25 16:02:00 INFO: 2020-09-25 16:02:00 INFO: 2020-09-25 16:02:00 INFO: 2020-09-25 16:02:00 INFO: 2020-09-25 16:02:00 INFO: clearing start 2020-09-25 16:02:00 INFO: clearing end 2020-09-25 16:02:00 INFO: 2020-09-25 16:02:00 INFO: 2020-09-25 16:02:00 INFO: 2020-09-25 16:02:00 INFO: 2020-09-25 17:00:20 INFO: 2020-09-25 17:00:20 INFO: 2020-09-25 17:00:20 INFO: 2020-09-25 17:00:20 INFO: 2020-09-25 17:00:20 INFO: init new order start 2020-09-25 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.9, 'high': 346.25, 'low': 342.65, 'close': 344.2, 'trades': 4787, 'volume': 3379896, 'vwap': 344.58, 'lastSize': 5, 'turnover': 116463054510, 'homeNotional': 35892.762681693355, 'foreignNotional': 12367799.979560945}, {'timestamp': datetime.datetime(2020, 9, 25, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.75, 'high': 348.75, 'low': 343.5, 'close': 344.9, 'trades': 7549, 'volume': 5193133, 'vwap': 346.1, 'lastSize': 1500, 'turnover': 179733360145, 'homeNotional': 55222.62982929402, 'foreignNotional': 19112580.17727306}, {'timestamp': datetime.datetime(2020, 9, 25, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 340.7, 'high': 344.6, 'low': 339.6, 'close': 343.75, 'trades': 4430, 'volume': 3609392, 'vwap': 342.29, 'lastSize': 13, 'turnover': 123543498895, 'homeNotional': 38296.58057568644, 'foreignNotional': 13108409.476769537}] 2020-09-25 17:00:20 INFO: prepare candles [CandleItem(low=342.65, high=346.25, open=344.9, close=344.2, color='RED'), CandleItem(low=343.5, high=348.75, open=343.75, close=344.9, color='GREEN'), CandleItem(low=339.6, high=344.6, open=340.7, close=343.75, color='GREEN')] 2020-09-25 17:00:20 INFO: last_candle=CandleItem(low=342.65, high=346.25, open=344.9, close=344.2, color='RED') 2020-09-25 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))) 2020-09-25 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=342.65, high=346.25, open=344.9, close=344.2, color='RED') 2020-09-25 17:00:20 INFO: skip by CandleItem(low=342.65, high=346.25, open=344.9, close=344.2, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-25 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))) 2020-09-25 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=342.65, high=346.25, open=344.9, close=344.2, color='RED') 2020-09-25 17:00:20 INFO: skip by CandleItem(low=342.65, high=346.25, open=344.9, close=344.2, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-25 17:00:20 INFO: not found applicable config for candle 2020-09-25 17:00:20 INFO: check need new order None 2020-09-25 17:00:20 INFO: init new order end 2020-09-25 17:00:20 INFO: 2020-09-25 17:00:20 INFO: 2020-09-25 17:00:20 INFO: 2020-09-25 17:00:20 INFO: 2020-09-25 17:02:00 INFO: 2020-09-25 17:02:00 INFO: 2020-09-25 17:02:00 INFO: 2020-09-25 17:02:00 INFO: 2020-09-25 17:02:00 INFO: clearing start 2020-09-25 17:02:00 INFO: clearing end 2020-09-25 17:02:00 INFO: 2020-09-25 17:02:00 INFO: 2020-09-25 17:02:00 INFO: 2020-09-25 17:02:00 INFO: 2020-09-25 18:00:20 INFO: 2020-09-25 18:00:20 INFO: 2020-09-25 18:00:20 INFO: 2020-09-25 18:00:20 INFO: 2020-09-25 18:00:20 INFO: init new order start 2020-09-25 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.2, 'high': 345.9, 'low': 340.8, 'close': 345.3, 'trades': 5115, 'volume': 4020854, 'vwap': 343.66, 'lastSize': 50, 'turnover': 138180206260, 'homeNotional': 42631.487653522185, 'foreignNotional': 14650789.85659664}, {'timestamp': datetime.datetime(2020, 9, 25, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.9, 'high': 346.25, 'low': 342.65, 'close': 344.2, 'trades': 4787, 'volume': 3379896, 'vwap': 344.58, 'lastSize': 5, 'turnover': 116463054510, 'homeNotional': 35892.762681693355, 'foreignNotional': 12367799.979560945}, {'timestamp': datetime.datetime(2020, 9, 25, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 343.75, 'high': 348.75, 'low': 343.5, 'close': 344.9, 'trades': 7549, 'volume': 5193133, 'vwap': 346.1, 'lastSize': 1500, 'turnover': 179733360145, 'homeNotional': 55222.62982929402, 'foreignNotional': 19112580.17727306}] 2020-09-25 18:00:20 INFO: prepare candles [CandleItem(low=340.8, high=345.9, open=344.2, close=345.3, color='GREEN'), CandleItem(low=342.65, high=346.25, open=344.9, close=344.2, color='RED'), CandleItem(low=343.5, high=348.75, open=343.75, close=344.9, color='GREEN')] 2020-09-25 18:00:20 INFO: skip by colors first_candle=CandleItem(low=343.5, high=348.75, open=343.75, close=344.9, color='GREEN') second_candle=CandleItem(low=342.65, high=346.25, open=344.9, close=344.2, color='RED') last_candle=CandleItem(low=340.8, high=345.9, open=344.2, close=345.3, color='GREEN') 2020-09-25 18:00:20 INFO: check need new order None 2020-09-25 18:00:20 INFO: init new order end 2020-09-25 18:00:20 INFO: 2020-09-25 18:00:20 INFO: 2020-09-25 18:00:20 INFO: 2020-09-25 18:00:20 INFO: 2020-09-25 18:02:00 INFO: 2020-09-25 18:02:00 INFO: 2020-09-25 18:02:00 INFO: 2020-09-25 18:02:00 INFO: 2020-09-25 18:02:00 INFO: clearing start 2020-09-25 18:02:00 INFO: clearing end 2020-09-25 18:02:00 INFO: 2020-09-25 18:02:00 INFO: 2020-09-25 18:02:00 INFO: 2020-09-25 18:02:00 INFO: 2020-09-25 19:00:20 INFO: 2020-09-25 19:00:20 INFO: 2020-09-25 19:00:20 INFO: 2020-09-25 19:00:20 INFO: 2020-09-25 19:00:20 INFO: init new order start 2020-09-25 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.3, 'high': 347.85, 'low': 344.15, 'close': 347.25, 'trades': 4797, 'volume': 3570462, 'vwap': 346.54, 'lastSize': 80, 'turnover': 123729697880, 'homeNotional': 37984.39841563828, 'foreignNotional': 13163074.024094138}, {'timestamp': datetime.datetime(2020, 9, 25, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.2, 'high': 345.9, 'low': 340.8, 'close': 345.3, 'trades': 5115, 'volume': 4020854, 'vwap': 343.66, 'lastSize': 50, 'turnover': 138180206260, 'homeNotional': 42631.487653522185, 'foreignNotional': 14650789.85659664}, {'timestamp': datetime.datetime(2020, 9, 25, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.9, 'high': 346.25, 'low': 342.65, 'close': 344.2, 'trades': 4787, 'volume': 3379896, 'vwap': 344.58, 'lastSize': 5, 'turnover': 116463054510, 'homeNotional': 35892.762681693355, 'foreignNotional': 12367799.979560945}] 2020-09-25 19:00:20 INFO: prepare candles [CandleItem(low=344.15, high=347.85, open=345.3, close=347.25, color='GREEN'), CandleItem(low=340.8, high=345.9, open=344.2, close=345.3, color='GREEN'), CandleItem(low=342.65, high=346.25, open=344.9, close=344.2, color='RED')] 2020-09-25 19:00:20 INFO: skip by colors first_candle=CandleItem(low=342.65, high=346.25, open=344.9, close=344.2, color='RED') second_candle=CandleItem(low=340.8, high=345.9, open=344.2, close=345.3, color='GREEN') last_candle=CandleItem(low=344.15, high=347.85, open=345.3, close=347.25, color='GREEN') 2020-09-25 19:00:20 INFO: check need new order None 2020-09-25 19:00:20 INFO: init new order end 2020-09-25 19:00:20 INFO: 2020-09-25 19:00:20 INFO: 2020-09-25 19:00:20 INFO: 2020-09-25 19:00:20 INFO: 2020-09-25 19:02:00 INFO: 2020-09-25 19:02:00 INFO: 2020-09-25 19:02:00 INFO: 2020-09-25 19:02:00 INFO: 2020-09-25 19:02:00 INFO: clearing start 2020-09-25 19:02:00 INFO: clearing end 2020-09-25 19:02:00 INFO: 2020-09-25 19:02:00 INFO: 2020-09-25 19:02:00 INFO: 2020-09-25 19:02:00 INFO: 2020-09-25 20:00:20 INFO: 2020-09-25 20:00:20 INFO: 2020-09-25 20:00:20 INFO: 2020-09-25 20:00:20 INFO: 2020-09-25 20:00:20 INFO: init new order start 2020-09-25 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 347.25, 'high': 349.0, 'low': 345.55, 'close': 346.75, 'trades': 3515, 'volume': 2018270, 'vwap': 347.15, 'lastSize': 13, 'turnover': 70062513225, 'homeNotional': 21502.488364342644, 'foreignNotional': 7464425.210664043}, {'timestamp': datetime.datetime(2020, 9, 25, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.3, 'high': 347.85, 'low': 344.15, 'close': 347.25, 'trades': 4797, 'volume': 3570462, 'vwap': 346.54, 'lastSize': 80, 'turnover': 123729697880, 'homeNotional': 37984.39841563828, 'foreignNotional': 13163074.024094138}, {'timestamp': datetime.datetime(2020, 9, 25, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 344.2, 'high': 345.9, 'low': 340.8, 'close': 345.3, 'trades': 5115, 'volume': 4020854, 'vwap': 343.66, 'lastSize': 50, 'turnover': 138180206260, 'homeNotional': 42631.487653522185, 'foreignNotional': 14650789.85659664}] 2020-09-25 20:00:20 INFO: prepare candles [CandleItem(low=345.55, high=349.0, open=347.25, close=346.75, color='RED'), CandleItem(low=344.15, high=347.85, open=345.3, close=347.25, color='GREEN'), CandleItem(low=340.8, high=345.9, open=344.2, close=345.3, color='GREEN')] 2020-09-25 20:00:20 INFO: last_candle=CandleItem(low=345.55, high=349.0, open=347.25, close=346.75, color='RED') 2020-09-25 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))) 2020-09-25 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=345.55, high=349.0, open=347.25, close=346.75, color='RED') 2020-09-25 20:00:20 INFO: skip by CandleItem(low=345.55, high=349.0, open=347.25, close=346.75, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-25 20:00:20 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))) 2020-09-25 20:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=345.55, high=349.0, open=347.25, close=346.75, color='RED') 2020-09-25 20:00:20 INFO: skip by CandleItem(low=345.55, high=349.0, open=347.25, close=346.75, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-25 20:00:20 INFO: not found applicable config for candle 2020-09-25 20:00:20 INFO: check need new order None 2020-09-25 20:00:20 INFO: init new order end 2020-09-25 20:00:20 INFO: 2020-09-25 20:00:20 INFO: 2020-09-25 20:00:20 INFO: 2020-09-25 20:00:20 INFO: 2020-09-25 20:02:00 INFO: 2020-09-25 20:02:00 INFO: 2020-09-25 20:02:00 INFO: 2020-09-25 20:02:00 INFO: 2020-09-25 20:02:00 INFO: clearing start 2020-09-25 20:02:01 INFO: clearing end 2020-09-25 20:02:01 INFO: 2020-09-25 20:02:01 INFO: 2020-09-25 20:02:01 INFO: 2020-09-25 20:02:01 INFO: 2020-09-25 21:00:20 INFO: 2020-09-25 21:00:20 INFO: 2020-09-25 21:00:20 INFO: 2020-09-25 21:00:20 INFO: 2020-09-25 21:00:20 INFO: init new order start 2020-09-25 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.75, 'high': 351.05, 'low': 345.95, 'close': 350.1, 'trades': 4700, 'volume': 4200723, 'vwap': 349.15, 'lastSize': 500, 'turnover': 146665751600, 'homeNotional': 44892.63688563282, 'foreignNotional': 15674104.853029909}, {'timestamp': datetime.datetime(2020, 9, 25, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 347.25, 'high': 349.0, 'low': 345.55, 'close': 346.75, 'trades': 3515, 'volume': 2018270, 'vwap': 347.15, 'lastSize': 13, 'turnover': 70062513225, 'homeNotional': 21502.488364342644, 'foreignNotional': 7464425.210664043}, {'timestamp': datetime.datetime(2020, 9, 25, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 345.3, 'high': 347.85, 'low': 344.15, 'close': 347.25, 'trades': 4797, 'volume': 3570462, 'vwap': 346.54, 'lastSize': 80, 'turnover': 123729697880, 'homeNotional': 37984.39841563828, 'foreignNotional': 13163074.024094138}] 2020-09-25 21:00:20 INFO: prepare candles [CandleItem(low=345.95, high=351.05, open=346.75, close=350.1, color='GREEN'), CandleItem(low=345.55, high=349.0, open=347.25, close=346.75, color='RED'), CandleItem(low=344.15, high=347.85, open=345.3, close=347.25, color='GREEN')] 2020-09-25 21:00:20 INFO: skip by colors first_candle=CandleItem(low=344.15, high=347.85, open=345.3, close=347.25, color='GREEN') second_candle=CandleItem(low=345.55, high=349.0, open=347.25, close=346.75, color='RED') last_candle=CandleItem(low=345.95, high=351.05, open=346.75, close=350.1, color='GREEN') 2020-09-25 21:00:20 INFO: check need new order None 2020-09-25 21:00:20 INFO: init new order end 2020-09-25 21:00:20 INFO: 2020-09-25 21:00:20 INFO: 2020-09-25 21:00:20 INFO: 2020-09-25 21:00:20 INFO: 2020-09-25 21:02:00 INFO: 2020-09-25 21:02:00 INFO: 2020-09-25 21:02:00 INFO: 2020-09-25 21:02:00 INFO: 2020-09-25 21:02:00 INFO: clearing start 2020-09-25 21:02:00 INFO: clearing end 2020-09-25 21:02:00 INFO: 2020-09-25 21:02:00 INFO: 2020-09-25 21:02:00 INFO: 2020-09-25 21:02:00 INFO: 2020-09-25 22:00:20 INFO: 2020-09-25 22:00:20 INFO: 2020-09-25 22:00:20 INFO: 2020-09-25 22:00:20 INFO: 2020-09-25 22:00:20 INFO: init new order start 2020-09-25 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 350.1, 'high': 355.8, 'low': 350.05, 'close': 354.3, 'trades': 7742, 'volume': 4150093, 'vwap': 353.66, 'lastSize': 364, 'turnover': 146769905340, 'homeNotional': 44518.89342359149, 'foreignNotional': 15744351.541556716}, {'timestamp': datetime.datetime(2020, 9, 25, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.75, 'high': 351.05, 'low': 345.95, 'close': 350.1, 'trades': 4700, 'volume': 4200723, 'vwap': 349.15, 'lastSize': 500, 'turnover': 146665751600, 'homeNotional': 44892.63688563282, 'foreignNotional': 15674104.853029909}, {'timestamp': datetime.datetime(2020, 9, 25, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 347.25, 'high': 349.0, 'low': 345.55, 'close': 346.75, 'trades': 3515, 'volume': 2018270, 'vwap': 347.15, 'lastSize': 13, 'turnover': 70062513225, 'homeNotional': 21502.488364342644, 'foreignNotional': 7464425.210664043}] 2020-09-25 22:00:20 INFO: prepare candles [CandleItem(low=350.05, high=355.8, open=350.1, close=354.3, color='GREEN'), CandleItem(low=345.95, high=351.05, open=346.75, close=350.1, color='GREEN'), CandleItem(low=345.55, high=349.0, open=347.25, close=346.75, color='RED')] 2020-09-25 22:00:20 INFO: skip by colors first_candle=CandleItem(low=345.55, high=349.0, open=347.25, close=346.75, color='RED') second_candle=CandleItem(low=345.95, high=351.05, open=346.75, close=350.1, color='GREEN') last_candle=CandleItem(low=350.05, high=355.8, open=350.1, close=354.3, color='GREEN') 2020-09-25 22:00:20 INFO: check need new order None 2020-09-25 22:00:20 INFO: init new order end 2020-09-25 22:00:20 INFO: 2020-09-25 22:00:20 INFO: 2020-09-25 22:00:20 INFO: 2020-09-25 22:00:20 INFO: 2020-09-25 22:02:00 INFO: 2020-09-25 22:02:00 INFO: 2020-09-25 22:02:00 INFO: 2020-09-25 22:02:00 INFO: 2020-09-25 22:02:00 INFO: clearing start 2020-09-25 22:02:00 INFO: clearing end 2020-09-25 22:02:00 INFO: 2020-09-25 22:02:00 INFO: 2020-09-25 22:02:00 INFO: 2020-09-25 22:02:00 INFO: 2020-09-25 23:00:20 INFO: 2020-09-25 23:00:20 INFO: 2020-09-25 23:00:20 INFO: 2020-09-25 23:00:20 INFO: 2020-09-25 23:00:20 INFO: init new order start 2020-09-25 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.3, 'high': 355.55, 'low': 353.2, 'close': 354.35, 'trades': 4060, 'volume': 1562976, 'vwap': 354.4, 'lastSize': 200, 'turnover': 55390344655, 'homeNotional': 16739.511855898178, 'foreignNotional': 5932324.953622974}, {'timestamp': datetime.datetime(2020, 9, 25, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 350.1, 'high': 355.8, 'low': 350.05, 'close': 354.3, 'trades': 7742, 'volume': 4150093, 'vwap': 353.66, 'lastSize': 364, 'turnover': 146769905340, 'homeNotional': 44518.89342359149, 'foreignNotional': 15744351.541556716}, {'timestamp': datetime.datetime(2020, 9, 25, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 346.75, 'high': 351.05, 'low': 345.95, 'close': 350.1, 'trades': 4700, 'volume': 4200723, 'vwap': 349.15, 'lastSize': 500, 'turnover': 146665751600, 'homeNotional': 44892.63688563282, 'foreignNotional': 15674104.853029909}] 2020-09-25 23:00:20 INFO: prepare candles [CandleItem(low=353.2, high=355.55, open=354.3, close=354.35, color='GREEN'), CandleItem(low=350.05, high=355.8, open=350.1, close=354.3, color='GREEN'), CandleItem(low=345.95, high=351.05, open=346.75, close=350.1, color='GREEN')] 2020-09-25 23:00:20 INFO: skip by colors first_candle=CandleItem(low=345.95, high=351.05, open=346.75, close=350.1, color='GREEN') second_candle=CandleItem(low=350.05, high=355.8, open=350.1, close=354.3, color='GREEN') last_candle=CandleItem(low=353.2, high=355.55, open=354.3, close=354.35, color='GREEN') 2020-09-25 23:00:20 INFO: check need new order None 2020-09-25 23:00:20 INFO: init new order end 2020-09-25 23:00:20 INFO: 2020-09-25 23:00:20 INFO: 2020-09-25 23:00:20 INFO: 2020-09-25 23:00:20 INFO: 2020-09-25 23:02:00 INFO: 2020-09-25 23:02:00 INFO: 2020-09-25 23:02:00 INFO: 2020-09-25 23:02:00 INFO: 2020-09-25 23:02:00 INFO: clearing start 2020-09-25 23:02:00 INFO: clearing end 2020-09-25 23:02:00 INFO: 2020-09-25 23:02:00 INFO: 2020-09-25 23:02:00 INFO: 2020-09-25 23:02:00 INFO: 2020-09-26 00:00:20 INFO: 2020-09-26 00:00:20 INFO: 2020-09-26 00:00:20 INFO: 2020-09-26 00:00:20 INFO: 2020-09-26 00:00:20 INFO: init new order start 2020-09-26 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.35, 'high': 358.35, 'low': 354.35, 'close': 355.3, 'trades': 5607, 'volume': 3402802, 'vwap': 356.44, 'lastSize': 7000, 'turnover': 121287782745, 'homeNotional': 36532.81025433302, 'foreignNotional': 13021611.170709258}, {'timestamp': datetime.datetime(2020, 9, 25, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.3, 'high': 355.55, 'low': 353.2, 'close': 354.35, 'trades': 4060, 'volume': 1562976, 'vwap': 354.4, 'lastSize': 200, 'turnover': 55390344655, 'homeNotional': 16739.511855898178, 'foreignNotional': 5932324.953622974}, {'timestamp': datetime.datetime(2020, 9, 25, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 350.1, 'high': 355.8, 'low': 350.05, 'close': 354.3, 'trades': 7742, 'volume': 4150093, 'vwap': 353.66, 'lastSize': 364, 'turnover': 146769905340, 'homeNotional': 44518.89342359149, 'foreignNotional': 15744351.541556716}] 2020-09-26 00:00:20 INFO: prepare candles [CandleItem(low=354.35, high=358.35, open=354.35, close=355.3, color='GREEN'), CandleItem(low=353.2, high=355.55, open=354.3, close=354.35, color='GREEN'), CandleItem(low=350.05, high=355.8, open=350.1, close=354.3, color='GREEN')] 2020-09-26 00:00:20 INFO: skip by colors first_candle=CandleItem(low=350.05, high=355.8, open=350.1, close=354.3, color='GREEN') second_candle=CandleItem(low=353.2, high=355.55, open=354.3, close=354.35, color='GREEN') last_candle=CandleItem(low=354.35, high=358.35, open=354.35, close=355.3, color='GREEN') 2020-09-26 00:00:20 INFO: check need new order None 2020-09-26 00:00:20 INFO: init new order end 2020-09-26 00:00:20 INFO: 2020-09-26 00:00:20 INFO: 2020-09-26 00:00:20 INFO: 2020-09-26 00:00:20 INFO: 2020-09-26 00:02:00 INFO: 2020-09-26 00:02:00 INFO: 2020-09-26 00:02:00 INFO: 2020-09-26 00:02:00 INFO: 2020-09-26 00:02:00 INFO: clearing start 2020-09-26 00:02:00 INFO: clearing end 2020-09-26 00:02:00 INFO: 2020-09-26 00:02:00 INFO: 2020-09-26 00:02:00 INFO: 2020-09-26 00:02:00 INFO: 2020-09-26 01:00:20 INFO: 2020-09-26 01:00:20 INFO: 2020-09-26 01:00:20 INFO: 2020-09-26 01:00:20 INFO: 2020-09-26 01:00:20 INFO: init new order start 2020-09-26 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 355.3, 'high': 357.7, 'low': 353.7, 'close': 357.65, 'trades': 3440, 'volume': 2592251, 'vwap': 355.82, 'lastSize': 12, 'turnover': 92235460870, 'homeNotional': 27820.326125027288, 'foreignNotional': 9898847.898378078}, {'timestamp': datetime.datetime(2020, 9, 25, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.35, 'high': 358.35, 'low': 354.35, 'close': 355.3, 'trades': 5607, 'volume': 3402802, 'vwap': 356.44, 'lastSize': 7000, 'turnover': 121287782745, 'homeNotional': 36532.81025433302, 'foreignNotional': 13021611.170709258}, {'timestamp': datetime.datetime(2020, 9, 25, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.3, 'high': 355.55, 'low': 353.2, 'close': 354.35, 'trades': 4060, 'volume': 1562976, 'vwap': 354.4, 'lastSize': 200, 'turnover': 55390344655, 'homeNotional': 16739.511855898178, 'foreignNotional': 5932324.953622974}] 2020-09-26 01:00:20 INFO: prepare candles [CandleItem(low=353.7, high=357.7, open=355.3, close=357.65, color='GREEN'), CandleItem(low=354.35, high=358.35, open=354.35, close=355.3, color='GREEN'), CandleItem(low=353.2, high=355.55, open=354.3, close=354.35, color='GREEN')] 2020-09-26 01:00:20 INFO: skip by colors first_candle=CandleItem(low=353.2, high=355.55, open=354.3, close=354.35, color='GREEN') second_candle=CandleItem(low=354.35, high=358.35, open=354.35, close=355.3, color='GREEN') last_candle=CandleItem(low=353.7, high=357.7, open=355.3, close=357.65, color='GREEN') 2020-09-26 01:00:20 INFO: check need new order None 2020-09-26 01:00:20 INFO: init new order end 2020-09-26 01:00:20 INFO: 2020-09-26 01:00:20 INFO: 2020-09-26 01:00:20 INFO: 2020-09-26 01:00:20 INFO: 2020-09-26 01:02:00 INFO: 2020-09-26 01:02:00 INFO: 2020-09-26 01:02:00 INFO: 2020-09-26 01:02:00 INFO: 2020-09-26 01:02:00 INFO: clearing start 2020-09-26 01:02:00 INFO: clearing end 2020-09-26 01:02:00 INFO: 2020-09-26 01:02:00 INFO: 2020-09-26 01:02:00 INFO: 2020-09-26 01:02:00 INFO: 2020-09-26 02:00:20 INFO: 2020-09-26 02:00:20 INFO: 2020-09-26 02:00:20 INFO: 2020-09-26 02:00:20 INFO: 2020-09-26 02:00:20 INFO: init new order start 2020-09-26 02:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 25, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 357.65, 'high': 358.5, 'low': 352.05, 'close': 352.7, 'trades': 5045, 'volume': 2950609, 'vwap': 355.13, 'lastSize': 50, 'turnover': 104782043715, 'homeNotional': 31637.46890062742, 'foreignNotional': 11235193.755351715}, {'timestamp': datetime.datetime(2020, 9, 25, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 355.3, 'high': 357.7, 'low': 353.7, 'close': 357.65, 'trades': 3440, 'volume': 2592251, 'vwap': 355.82, 'lastSize': 12, 'turnover': 92235460870, 'homeNotional': 27820.326125027288, 'foreignNotional': 9898847.898378078}, {'timestamp': datetime.datetime(2020, 9, 25, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.35, 'high': 358.35, 'low': 354.35, 'close': 355.3, 'trades': 5607, 'volume': 3402802, 'vwap': 356.44, 'lastSize': 7000, 'turnover': 121287782745, 'homeNotional': 36532.81025433302, 'foreignNotional': 13021611.170709258}] 2020-09-26 02:00:21 INFO: prepare candles [CandleItem(low=352.05, high=358.5, open=357.65, close=352.7, color='RED'), CandleItem(low=353.7, high=357.7, open=355.3, close=357.65, color='GREEN'), CandleItem(low=354.35, high=358.35, open=354.35, close=355.3, color='GREEN')] 2020-09-26 02:00:21 INFO: last_candle=CandleItem(low=352.05, high=358.5, open=357.65, close=352.7, color='RED') 2020-09-26 02:00:21 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))) 2020-09-26 02:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=352.05, high=358.5, open=357.65, close=352.7, color='RED') 2020-09-26 02:00:21 INFO: skip by CandleItem(low=352.05, high=358.5, open=357.65, close=352.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-26 02:00:21 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))) 2020-09-26 02:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=352.05, high=358.5, open=357.65, close=352.7, color='RED') 2020-09-26 02:00:21 INFO: apply filter None to candle=CandleItem(low=353.7, high=357.7, open=355.3, close=357.65, color='GREEN') 2020-09-26 02:00:21 INFO: apply filter None to candle=CandleItem(low=354.35, high=358.35, open=354.35, close=355.3, color='GREEN') 2020-09-26 02:00:21 INFO: hit candle order=OrderProperties(candle=CandleItem(low=352.05, high=358.5, open=357.65, close=352.7, color='RED'), take_profit_factor=5.0, clearing_interval=3600) 2020-09-26 02:00:21 INFO: check need new order OrderProperties(candle=CandleItem(low=352.05, high=358.5, open=357.65, close=352.7, color='RED'), take_profit_factor=5.0, clearing_interval=3600) 2020-09-26 02:00:21 INFO: place order: start candle=CandleItem(low=352.05, high=358.5, open=357.65, close=352.7, color='RED') ticker='ETHUSD' price_offset=0.1 2020-09-26 02:00:21 INFO: place order: side_factor=1 init_trigger_price=352.0 init_order_price=351.95 stop_price_offset=0.0 candle.size=6.449999999999989 stop_price=358.5 take_price=319.70000000000005 2020-09-26 02:00:21 INFO: place order round: side_factor=1 init_trigger_price=Decimal('352') init_order_price=Decimal('351.94999999999998863131622783839702606201171875') stop_price_offset=0.0 candle.size=6.449999999999989 stop_price=Decimal('358.5') take_price=Decimal('319.700000000000045474735088646411895751953125') 2020-09-26 02:00:21 INFO: place order: compute qty=-292 2020-09-26 02:00:21 INFO: place order: save order to db 2cbd8d4f0ac54800a8011a5b8d3ae47d; response=True 2020-09-26 02:00:21 INFO: process event {'orderID': '49e44f85-5b90-d856-233d-cb6996d440c5', 'clOrdID': '2cbd8d4f0ac54800a8011a5b8d3ae47d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 292, 'price': 351.95, 'displayQty': None, 'stopPx': 352, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-09-25T23:00:21.079Z', 'timestamp': '2020-09-25T23:00:21.079Z'} 2020-09-26 02:00:21 INFO: skip event 2cbd8d4f0ac54800a8011a5b8d3ae47d New 2020-09-26 02:00:21 INFO: post order to exchange resp={'orderID': '49e44f85-5b90-d856-233d-cb6996d440c5', 'clOrdID': '2cbd8d4f0ac54800a8011a5b8d3ae47d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 292, 'price': 351.95, 'displayQty': None, 'stopPx': 352.0, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 0, 21, 79000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 0, 21, 79000, tzinfo=tzutc())} 2020-09-26 02:00:21 INFO: place new init order {'qty': -292, 'init_price': Decimal('352'), 'stop_price': Decimal('358.5'), 'take_price': Decimal('319.700000000000045474735088646411895751953125'), 'order_uid': '2cbd8d4f0ac54800a8011a5b8d3ae47d', 'response': {'orderID': '49e44f85-5b90-d856-233d-cb6996d440c5', 'clOrdID': '2cbd8d4f0ac54800a8011a5b8d3ae47d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 292, 'price': 351.95, 'displayQty': None, 'stopPx': 352.0, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 0, 21, 79000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 0, 21, 79000, tzinfo=tzutc())}} 2020-09-26 02:00:21 INFO: init new order end 2020-09-26 02:00:21 INFO: 2020-09-26 02:00:21 INFO: 2020-09-26 02:00:21 INFO: 2020-09-26 02:00:21 INFO: 2020-09-26 02:02:00 INFO: 2020-09-26 02:02:00 INFO: 2020-09-26 02:02:00 INFO: 2020-09-26 02:02:00 INFO: 2020-09-26 02:02:00 INFO: clearing start 2020-09-26 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '49e44f85-5b90-d856-233d-cb6996d440c5', 'clOrdID': '2cbd8d4f0ac54800a8011a5b8d3ae47d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 292, 'price': 351.95, 'displayQty': None, 'stopPx': 352.0, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 0, 21, 79000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 0, 21, 79000, tzinfo=tzutc())} 2020-09-26 02:02:00 INFO: order time=2020-09-25 23:00:21.079000+00:00; delta from now UTC=0:01:39.171115 time_delta.total_seconds()=99.171115; time_diff_offset='3600' 2020-09-26 02:02:00 INFO: skip by time diff 2020-09-25 23:00:21.079000+00:00 2020-09-26 02:02:00 INFO: clearing end 2020-09-26 02:02:00 INFO: 2020-09-26 02:02:00 INFO: 2020-09-26 02:02:00 INFO: 2020-09-26 02:02:00 INFO: 2020-09-26 02:12:51 INFO: process event {'orderID': '49e44f85-5b90-d856-233d-cb6996d440c5', 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 292, 'avgPx': 352, 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': '2020-09-25T23:12:51.617Z', 'timestamp': '2020-09-25T23:12:51.617Z', 'clOrdID': '2cbd8d4f0ac54800a8011a5b8d3ae47d', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-26 02:12:51 INFO: add new event={'uid': '2cbd8d4f0ac54800a8011a5b8d3ae47d', 'status': 'Filled'} 2020-09-26 02:12:52 INFO: 2020-09-26 02:12:52 INFO: 2020-09-26 02:12:52 INFO: 2020-09-26 02:12:52 INFO: 2020-09-26 02:12:52 INFO: process event start 2020-09-26 02:12:52 INFO: fetch new order event 2cbd8d4f0ac54800a8011a5b8d3ae47d 2020-09-26 02:12:52 INFO: fetch orders by event init={'stop': '358.5', 'take': '319.700000000000045474735088646411895751953125', 'qty': '292', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-09-26 02:12:52 INFO: process init order filled 2020-09-26 02:12:52 INFO: save profit orders to storage stop=824ea711841d465bbfb982638eb18810 take=aa5efeef96914c6b9754f676d264e9f3 2020-09-26 02:12:52 INFO: place profit orders take_price=319.700000000000045474735088646411895751953125, stop_price=358.5, qty=292, color=RED, ticker=ETHUSD 824ea711841d465bbfb982638eb18810 aa5efeef96914c6b9754f676d264e9f3 2020-09-26 02:12:52 INFO: place stop order ETHUSD: qty=292, stop_price=358.5, stop_uid=824ea711841d465bbfb982638eb18810 2020-09-26 02:12:52 INFO: exchange resp for stop order={'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 02:12:52 INFO: place limit order ETHUSD: qty=292, price=319.700000000000045474735088646411895751953125, take_uid=aa5efeef96914c6b9754f676d264e9f3 2020-09-26 02:12:52 INFO: process event {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-09-25T23:12:52.979Z', 'timestamp': '2020-09-25T23:12:52.979Z'} 2020-09-26 02:12:52 INFO: skip event 824ea711841d465bbfb982638eb18810 New 2020-09-26 02:12:54 INFO: exchange resp for take profit order={'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 02:12:54 INFO: place profit orders={'stop': {'response': {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())}, 'qty': Decimal('292'), 'uid': '824ea711841d465bbfb982638eb18810', 'price': Decimal('358.5')}, 'take': {'response': {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())}, 'qty': Decimal('292'), 'uid': 'aa5efeef96914c6b9754f676d264e9f3', 'price': Decimal('319.700000000000045474735088646411895751953125')}} 2020-09-26 02:12:54 INFO: rm init order from db 2cbd8d4f0ac54800a8011a5b8d3ae47d 2020-09-26 02:12:54 INFO: process event {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-09-25T23:12:54.078Z', 'timestamp': '2020-09-25T23:12:54.078Z'} 2020-09-26 02:12:54 INFO: skip event aa5efeef96914c6b9754f676d264e9f3 New 2020-09-26 02:12:54 INFO: end process event_processing_result='proceed init order' 2020-09-26 02:12:54 INFO: 2020-09-26 02:12:54 INFO: 2020-09-26 02:12:54 INFO: 2020-09-26 02:12:54 INFO: 2020-09-26 03:00:20 INFO: 2020-09-26 03:00:20 INFO: 2020-09-26 03:00:20 INFO: 2020-09-26 03:00:20 INFO: 2020-09-26 03:00:20 INFO: init new order start 2020-09-26 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.7, 'high': 354.05, 'low': 350.8, 'close': 352.5, 'trades': 4173, 'volume': 2981440, 'vwap': 352.35, 'lastSize': 1578, 'turnover': 105050718720, 'homeNotional': 31847.180517871508, 'foreignNotional': 11221330.431799078}, {'timestamp': datetime.datetime(2020, 9, 25, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 357.65, 'high': 358.5, 'low': 352.05, 'close': 352.7, 'trades': 5045, 'volume': 2950609, 'vwap': 355.13, 'lastSize': 50, 'turnover': 104782043715, 'homeNotional': 31637.46890062742, 'foreignNotional': 11235193.755351715}, {'timestamp': datetime.datetime(2020, 9, 25, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 355.3, 'high': 357.7, 'low': 353.7, 'close': 357.65, 'trades': 3440, 'volume': 2592251, 'vwap': 355.82, 'lastSize': 12, 'turnover': 92235460870, 'homeNotional': 27820.326125027288, 'foreignNotional': 9898847.898378078}] 2020-09-26 03:00:20 INFO: prepare candles [CandleItem(low=350.8, high=354.05, open=352.7, close=352.5, color='RED'), CandleItem(low=352.05, high=358.5, open=357.65, close=352.7, color='RED'), CandleItem(low=353.7, high=357.7, open=355.3, close=357.65, color='GREEN')] 2020-09-26 03:00:20 INFO: skip by colors first_candle=CandleItem(low=353.7, high=357.7, open=355.3, close=357.65, color='GREEN') second_candle=CandleItem(low=352.05, high=358.5, open=357.65, close=352.7, color='RED') last_candle=CandleItem(low=350.8, high=354.05, open=352.7, close=352.5, color='RED') 2020-09-26 03:00:20 INFO: check need new order None 2020-09-26 03:00:20 INFO: init new order end 2020-09-26 03:00:20 INFO: 2020-09-26 03:00:20 INFO: 2020-09-26 03:00:20 INFO: 2020-09-26 03:00:20 INFO: 2020-09-26 03:02:00 INFO: 2020-09-26 03:02:00 INFO: 2020-09-26 03:02:00 INFO: 2020-09-26 03:02:00 INFO: 2020-09-26 03:02:00 INFO: clearing start 2020-09-26 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 03:02:00 INFO: skip by not found init order into storage 2020-09-26 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 03:02:00 INFO: skip by not found init order into storage 2020-09-26 03:02:00 INFO: clearing end 2020-09-26 03:02:00 INFO: 2020-09-26 03:02:00 INFO: 2020-09-26 03:02:00 INFO: 2020-09-26 03:02:00 INFO: 2020-09-26 04:00:20 INFO: 2020-09-26 04:00:20 INFO: 2020-09-26 04:00:20 INFO: 2020-09-26 04:00:20 INFO: 2020-09-26 04:00:20 INFO: init new order start 2020-09-26 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.5, 'high': 354.35, 'low': 351.3, 'close': 351.45, 'trades': 3964, 'volume': 3094150, 'vwap': 352.57, 'lastSize': 69, 'turnover': 109087706010, 'homeNotional': 33056.76258117186, 'foreignNotional': 11654553.27405475}, {'timestamp': datetime.datetime(2020, 9, 26, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.7, 'high': 354.05, 'low': 350.8, 'close': 352.5, 'trades': 4173, 'volume': 2981440, 'vwap': 352.35, 'lastSize': 1578, 'turnover': 105050718720, 'homeNotional': 31847.180517871508, 'foreignNotional': 11221330.431799078}, {'timestamp': datetime.datetime(2020, 9, 25, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 357.65, 'high': 358.5, 'low': 352.05, 'close': 352.7, 'trades': 5045, 'volume': 2950609, 'vwap': 355.13, 'lastSize': 50, 'turnover': 104782043715, 'homeNotional': 31637.46890062742, 'foreignNotional': 11235193.755351715}] 2020-09-26 04:00:20 INFO: prepare candles [CandleItem(low=351.3, high=354.35, open=352.5, close=351.45, color='RED'), CandleItem(low=350.8, high=354.05, open=352.7, close=352.5, color='RED'), CandleItem(low=352.05, high=358.5, open=357.65, close=352.7, color='RED')] 2020-09-26 04:00:20 INFO: skip by colors first_candle=CandleItem(low=352.05, high=358.5, open=357.65, close=352.7, color='RED') second_candle=CandleItem(low=350.8, high=354.05, open=352.7, close=352.5, color='RED') last_candle=CandleItem(low=351.3, high=354.35, open=352.5, close=351.45, color='RED') 2020-09-26 04:00:20 INFO: check need new order None 2020-09-26 04:00:20 INFO: init new order end 2020-09-26 04:00:20 INFO: 2020-09-26 04:00:20 INFO: 2020-09-26 04:00:20 INFO: 2020-09-26 04:00:20 INFO: 2020-09-26 04:02:00 INFO: 2020-09-26 04:02:00 INFO: 2020-09-26 04:02:00 INFO: 2020-09-26 04:02:00 INFO: 2020-09-26 04:02:00 INFO: clearing start 2020-09-26 04:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 04:02:01 INFO: skip by not found init order into storage 2020-09-26 04:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 04:02:01 INFO: skip by not found init order into storage 2020-09-26 04:02:01 INFO: clearing end 2020-09-26 04:02:01 INFO: 2020-09-26 04:02:01 INFO: 2020-09-26 04:02:01 INFO: 2020-09-26 04:02:01 INFO: 2020-09-26 05:00:20 INFO: 2020-09-26 05:00:21 INFO: 2020-09-26 05:00:33 INFO: 2020-09-26 05:00:33 INFO: 2020-09-26 05:00:33 INFO: init new order start 2020-09-26 05:00:34 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.45, 'high': 353.5, 'low': 350.35, 'close': 352.25, 'trades': 2750, 'volume': 1544077, 'vwap': 352.15, 'lastSize': 19, 'turnover': 54373873665, 'homeNotional': 16498.079425384596, 'foreignNotional': 5809734.1817147015}, {'timestamp': datetime.datetime(2020, 9, 26, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.5, 'high': 354.35, 'low': 351.3, 'close': 351.45, 'trades': 3964, 'volume': 3094150, 'vwap': 352.57, 'lastSize': 69, 'turnover': 109087706010, 'homeNotional': 33056.76258117186, 'foreignNotional': 11654553.27405475}, {'timestamp': datetime.datetime(2020, 9, 26, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.7, 'high': 354.05, 'low': 350.8, 'close': 352.5, 'trades': 4173, 'volume': 2981440, 'vwap': 352.35, 'lastSize': 1578, 'turnover': 105050718720, 'homeNotional': 31847.180517871508, 'foreignNotional': 11221330.431799078}] 2020-09-26 05:00:34 INFO: prepare candles [CandleItem(low=350.35, high=353.5, open=351.45, close=352.25, color='GREEN'), CandleItem(low=351.3, high=354.35, open=352.5, close=351.45, color='RED'), CandleItem(low=350.8, high=354.05, open=352.7, close=352.5, color='RED')] 2020-09-26 05:00:34 INFO: last_candle=CandleItem(low=350.35, high=353.5, open=351.45, close=352.25, color='GREEN') 2020-09-26 05:00:34 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))) 2020-09-26 05:00:34 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=350.35, high=353.5, open=351.45, close=352.25, color='GREEN') 2020-09-26 05:00:34 INFO: skip by CandleItem(low=350.35, high=353.5, open=351.45, close=352.25, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-26 05:00:34 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))) 2020-09-26 05:00:34 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=350.35, high=353.5, open=351.45, close=352.25, color='GREEN') 2020-09-26 05:00:34 INFO: skip by CandleItem(low=350.35, high=353.5, open=351.45, close=352.25, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-26 05:00:34 INFO: not found applicable config for candle 2020-09-26 05:00:34 INFO: check need new order None 2020-09-26 05:00:34 INFO: init new order end 2020-09-26 05:00:34 INFO: 2020-09-26 05:00:34 INFO: 2020-09-26 05:00:34 INFO: 2020-09-26 05:00:34 INFO: 2020-09-26 05:02:00 INFO: 2020-09-26 05:02:00 INFO: 2020-09-26 05:02:00 INFO: 2020-09-26 05:02:00 INFO: 2020-09-26 05:02:00 INFO: clearing start 2020-09-26 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 05:02:00 INFO: skip by not found init order into storage 2020-09-26 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 05:02:00 INFO: skip by not found init order into storage 2020-09-26 05:02:00 INFO: clearing end 2020-09-26 05:02:00 INFO: 2020-09-26 05:02:00 INFO: 2020-09-26 05:02:00 INFO: 2020-09-26 05:02:00 INFO: 2020-09-26 06:00:20 INFO: 2020-09-26 06:00:20 INFO: 2020-09-26 06:00:20 INFO: 2020-09-26 06:00:20 INFO: 2020-09-26 06:00:20 INFO: init new order start 2020-09-26 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.25, 'high': 353.0, 'low': 351.55, 'close': 352.5, 'trades': 1895, 'volume': 1374146, 'vwap': 352.1, 'lastSize': 4000, 'turnover': 48383657190, 'homeNotional': 14707.959227859603, 'foreignNotional': 5178673.416809933}, {'timestamp': datetime.datetime(2020, 9, 26, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.45, 'high': 353.5, 'low': 350.35, 'close': 352.25, 'trades': 2750, 'volume': 1544077, 'vwap': 352.15, 'lastSize': 19, 'turnover': 54373873665, 'homeNotional': 16498.079425384596, 'foreignNotional': 5809734.1817147015}, {'timestamp': datetime.datetime(2020, 9, 26, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.5, 'high': 354.35, 'low': 351.3, 'close': 351.45, 'trades': 3964, 'volume': 3094150, 'vwap': 352.57, 'lastSize': 69, 'turnover': 109087706010, 'homeNotional': 33056.76258117186, 'foreignNotional': 11654553.27405475}] 2020-09-26 06:00:20 INFO: prepare candles [CandleItem(low=351.55, high=353.0, open=352.25, close=352.5, color='GREEN'), CandleItem(low=350.35, high=353.5, open=351.45, close=352.25, color='GREEN'), CandleItem(low=351.3, high=354.35, open=352.5, close=351.45, color='RED')] 2020-09-26 06:00:20 INFO: skip by colors first_candle=CandleItem(low=351.3, high=354.35, open=352.5, close=351.45, color='RED') second_candle=CandleItem(low=350.35, high=353.5, open=351.45, close=352.25, color='GREEN') last_candle=CandleItem(low=351.55, high=353.0, open=352.25, close=352.5, color='GREEN') 2020-09-26 06:00:20 INFO: check need new order None 2020-09-26 06:00:20 INFO: init new order end 2020-09-26 06:00:20 INFO: 2020-09-26 06:00:20 INFO: 2020-09-26 06:00:20 INFO: 2020-09-26 06:00:20 INFO: 2020-09-26 06:02:00 INFO: 2020-09-26 06:02:00 INFO: 2020-09-26 06:02:00 INFO: 2020-09-26 06:02:00 INFO: 2020-09-26 06:02:00 INFO: clearing start 2020-09-26 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 06:02:00 INFO: skip by not found init order into storage 2020-09-26 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 06:02:00 INFO: skip by not found init order into storage 2020-09-26 06:02:00 INFO: clearing end 2020-09-26 06:02:00 INFO: 2020-09-26 06:02:00 INFO: 2020-09-26 06:02:00 INFO: 2020-09-26 06:02:00 INFO: 2020-09-26 07:00:20 INFO: 2020-09-26 07:00:20 INFO: 2020-09-26 07:00:20 INFO: 2020-09-26 07:00:20 INFO: 2020-09-26 07:00:20 INFO: init new order start 2020-09-26 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.5, 'high': 353.55, 'low': 351.1, 'close': 351.15, 'trades': 2458, 'volume': 1405362, 'vwap': 352.52, 'lastSize': 200, 'turnover': 49540643785, 'homeNotional': 15072.236883755428, 'foreignNotional': 5313142.349293847}, {'timestamp': datetime.datetime(2020, 9, 26, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.25, 'high': 353.0, 'low': 351.55, 'close': 352.5, 'trades': 1895, 'volume': 1374146, 'vwap': 352.1, 'lastSize': 4000, 'turnover': 48383657190, 'homeNotional': 14707.959227859603, 'foreignNotional': 5178673.416809933}, {'timestamp': datetime.datetime(2020, 9, 26, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.45, 'high': 353.5, 'low': 350.35, 'close': 352.25, 'trades': 2750, 'volume': 1544077, 'vwap': 352.15, 'lastSize': 19, 'turnover': 54373873665, 'homeNotional': 16498.079425384596, 'foreignNotional': 5809734.1817147015}] 2020-09-26 07:00:20 INFO: prepare candles [CandleItem(low=351.1, high=353.55, open=352.5, close=351.15, color='RED'), CandleItem(low=351.55, high=353.0, open=352.25, close=352.5, color='GREEN'), CandleItem(low=350.35, high=353.5, open=351.45, close=352.25, color='GREEN')] 2020-09-26 07:00:20 INFO: last_candle=CandleItem(low=351.1, high=353.55, open=352.5, close=351.15, color='RED') 2020-09-26 07:00:20 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))) 2020-09-26 07:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=351.1, high=353.55, open=352.5, close=351.15, color='RED') 2020-09-26 07:00:20 INFO: skip by CandleItem(low=351.1, high=353.55, open=352.5, close=351.15, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-26 07:00:20 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))) 2020-09-26 07:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=351.1, high=353.55, open=352.5, close=351.15, color='RED') 2020-09-26 07:00:20 INFO: skip by CandleItem(low=351.1, high=353.55, open=352.5, close=351.15, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-26 07:00:20 INFO: not found applicable config for candle 2020-09-26 07:00:20 INFO: check need new order None 2020-09-26 07:00:20 INFO: init new order end 2020-09-26 07:00:20 INFO: 2020-09-26 07:00:20 INFO: 2020-09-26 07:00:20 INFO: 2020-09-26 07:00:20 INFO: 2020-09-26 07:02:00 INFO: 2020-09-26 07:02:00 INFO: 2020-09-26 07:02:00 INFO: 2020-09-26 07:02:00 INFO: 2020-09-26 07:02:00 INFO: clearing start 2020-09-26 07:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 07:02:01 INFO: skip by not found init order into storage 2020-09-26 07:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 07:02:01 INFO: skip by not found init order into storage 2020-09-26 07:02:01 INFO: clearing end 2020-09-26 07:02:01 INFO: 2020-09-26 07:02:01 INFO: 2020-09-26 07:02:01 INFO: 2020-09-26 07:02:01 INFO: 2020-09-26 08:00:20 INFO: 2020-09-26 08:00:20 INFO: 2020-09-26 08:00:20 INFO: 2020-09-26 08:00:20 INFO: 2020-09-26 08:00:20 INFO: init new order start 2020-09-26 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.15, 'high': 352.65, 'low': 349.7, 'close': 352.35, 'trades': 3187, 'volume': 2330411, 'vwap': 350.9, 'lastSize': 12, 'turnover': 81772904390, 'homeNotional': 24963.434887348383, 'foreignNotional': 8759562.036920154}, {'timestamp': datetime.datetime(2020, 9, 26, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.5, 'high': 353.55, 'low': 351.1, 'close': 351.15, 'trades': 2458, 'volume': 1405362, 'vwap': 352.52, 'lastSize': 200, 'turnover': 49540643785, 'homeNotional': 15072.236883755428, 'foreignNotional': 5313142.349293847}, {'timestamp': datetime.datetime(2020, 9, 26, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.25, 'high': 353.0, 'low': 351.55, 'close': 352.5, 'trades': 1895, 'volume': 1374146, 'vwap': 352.1, 'lastSize': 4000, 'turnover': 48383657190, 'homeNotional': 14707.959227859603, 'foreignNotional': 5178673.416809933}] 2020-09-26 08:00:20 INFO: prepare candles [CandleItem(low=349.7, high=352.65, open=351.15, close=352.35, color='GREEN'), CandleItem(low=351.1, high=353.55, open=352.5, close=351.15, color='RED'), CandleItem(low=351.55, high=353.0, open=352.25, close=352.5, color='GREEN')] 2020-09-26 08:00:20 INFO: skip by colors first_candle=CandleItem(low=351.55, high=353.0, open=352.25, close=352.5, color='GREEN') second_candle=CandleItem(low=351.1, high=353.55, open=352.5, close=351.15, color='RED') last_candle=CandleItem(low=349.7, high=352.65, open=351.15, close=352.35, color='GREEN') 2020-09-26 08:00:20 INFO: check need new order None 2020-09-26 08:00:20 INFO: init new order end 2020-09-26 08:00:20 INFO: 2020-09-26 08:00:20 INFO: 2020-09-26 08:00:20 INFO: 2020-09-26 08:00:20 INFO: 2020-09-26 08:02:00 INFO: 2020-09-26 08:02:00 INFO: 2020-09-26 08:02:00 INFO: 2020-09-26 08:02:00 INFO: 2020-09-26 08:02:00 INFO: clearing start 2020-09-26 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 08:02:00 INFO: skip by not found init order into storage 2020-09-26 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 08:02:00 INFO: skip by not found init order into storage 2020-09-26 08:02:00 INFO: clearing end 2020-09-26 08:02:00 INFO: 2020-09-26 08:02:00 INFO: 2020-09-26 08:02:00 INFO: 2020-09-26 08:02:00 INFO: 2020-09-26 09:00:20 INFO: 2020-09-26 09:00:20 INFO: 2020-09-26 09:00:20 INFO: 2020-09-26 09:00:20 INFO: 2020-09-26 09:00:20 INFO: init new order start 2020-09-26 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.35, 'high': 357.1, 'low': 352.4, 'close': 353.25, 'trades': 4709, 'volume': 3295269, 'vwap': 353.98, 'lastSize': 2200, 'turnover': 116645374225, 'homeNotional': 35436.05255420677, 'foreignNotional': 12543669.142682245}, {'timestamp': datetime.datetime(2020, 9, 26, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.15, 'high': 352.65, 'low': 349.7, 'close': 352.35, 'trades': 3187, 'volume': 2330411, 'vwap': 350.9, 'lastSize': 12, 'turnover': 81772904390, 'homeNotional': 24963.434887348383, 'foreignNotional': 8759562.036920154}, {'timestamp': datetime.datetime(2020, 9, 26, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.5, 'high': 353.55, 'low': 351.1, 'close': 351.15, 'trades': 2458, 'volume': 1405362, 'vwap': 352.52, 'lastSize': 200, 'turnover': 49540643785, 'homeNotional': 15072.236883755428, 'foreignNotional': 5313142.349293847}] 2020-09-26 09:00:21 INFO: prepare candles [CandleItem(low=352.4, high=357.1, open=352.35, close=353.25, color='GREEN'), CandleItem(low=349.7, high=352.65, open=351.15, close=352.35, color='GREEN'), CandleItem(low=351.1, high=353.55, open=352.5, close=351.15, color='RED')] 2020-09-26 09:00:21 INFO: skip by colors first_candle=CandleItem(low=351.1, high=353.55, open=352.5, close=351.15, color='RED') second_candle=CandleItem(low=349.7, high=352.65, open=351.15, close=352.35, color='GREEN') last_candle=CandleItem(low=352.4, high=357.1, open=352.35, close=353.25, color='GREEN') 2020-09-26 09:00:21 INFO: check need new order None 2020-09-26 09:00:21 INFO: init new order end 2020-09-26 09:00:21 INFO: 2020-09-26 09:00:21 INFO: 2020-09-26 09:00:21 INFO: 2020-09-26 09:00:21 INFO: 2020-09-26 09:02:00 INFO: 2020-09-26 09:02:00 INFO: 2020-09-26 09:02:00 INFO: 2020-09-26 09:02:00 INFO: 2020-09-26 09:02:00 INFO: clearing start 2020-09-26 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 09:02:00 INFO: skip by not found init order into storage 2020-09-26 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 09:02:00 INFO: skip by not found init order into storage 2020-09-26 09:02:00 INFO: clearing end 2020-09-26 09:02:00 INFO: 2020-09-26 09:02:00 INFO: 2020-09-26 09:02:00 INFO: 2020-09-26 09:02:00 INFO: 2020-09-26 10:00:20 INFO: 2020-09-26 10:00:20 INFO: 2020-09-26 10:00:20 INFO: 2020-09-26 10:00:20 INFO: 2020-09-26 10:00:20 INFO: init new order start 2020-09-26 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 353.25, 'high': 356.6, 'low': 352.85, 'close': 355.05, 'trades': 3169, 'volume': 2048457, 'vwap': 355.11, 'lastSize': 996, 'turnover': 72742038050, 'homeNotional': 22030.959572585823, 'foreignNotional': 7823353.415803777}, {'timestamp': datetime.datetime(2020, 9, 26, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.35, 'high': 357.1, 'low': 352.4, 'close': 353.25, 'trades': 4709, 'volume': 3295269, 'vwap': 353.98, 'lastSize': 2200, 'turnover': 116645374225, 'homeNotional': 35436.05255420677, 'foreignNotional': 12543669.142682245}, {'timestamp': datetime.datetime(2020, 9, 26, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.15, 'high': 352.65, 'low': 349.7, 'close': 352.35, 'trades': 3187, 'volume': 2330411, 'vwap': 350.9, 'lastSize': 12, 'turnover': 81772904390, 'homeNotional': 24963.434887348383, 'foreignNotional': 8759562.036920154}] 2020-09-26 10:00:21 INFO: prepare candles [CandleItem(low=352.85, high=356.6, open=353.25, close=355.05, color='GREEN'), CandleItem(low=352.4, high=357.1, open=352.35, close=353.25, color='GREEN'), CandleItem(low=349.7, high=352.65, open=351.15, close=352.35, color='GREEN')] 2020-09-26 10:00:21 INFO: skip by colors first_candle=CandleItem(low=349.7, high=352.65, open=351.15, close=352.35, color='GREEN') second_candle=CandleItem(low=352.4, high=357.1, open=352.35, close=353.25, color='GREEN') last_candle=CandleItem(low=352.85, high=356.6, open=353.25, close=355.05, color='GREEN') 2020-09-26 10:00:21 INFO: check need new order None 2020-09-26 10:00:21 INFO: init new order end 2020-09-26 10:00:21 INFO: 2020-09-26 10:00:21 INFO: 2020-09-26 10:00:21 INFO: 2020-09-26 10:00:21 INFO: 2020-09-26 10:02:00 INFO: 2020-09-26 10:02:00 INFO: 2020-09-26 10:02:00 INFO: 2020-09-26 10:02:00 INFO: 2020-09-26 10:02:00 INFO: clearing start 2020-09-26 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 10:02:00 INFO: skip by not found init order into storage 2020-09-26 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 10:02:00 INFO: skip by not found init order into storage 2020-09-26 10:02:00 INFO: clearing end 2020-09-26 10:02:00 INFO: 2020-09-26 10:02:00 INFO: 2020-09-26 10:02:00 INFO: 2020-09-26 10:02:00 INFO: 2020-09-26 11:00:20 INFO: 2020-09-26 11:00:20 INFO: 2020-09-26 11:00:20 INFO: 2020-09-26 11:00:20 INFO: 2020-09-26 11:00:20 INFO: init new order start 2020-09-26 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 355.05, 'high': 356.25, 'low': 350.1, 'close': 351.15, 'trades': 5207, 'volume': 3722479, 'vwap': 352.86, 'lastSize': 393, 'turnover': 131347975285, 'homeNotional': 39906.48136664706, 'foreignNotional': 14081114.254873518}, {'timestamp': datetime.datetime(2020, 9, 26, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 353.25, 'high': 356.6, 'low': 352.85, 'close': 355.05, 'trades': 3169, 'volume': 2048457, 'vwap': 355.11, 'lastSize': 996, 'turnover': 72742038050, 'homeNotional': 22030.959572585823, 'foreignNotional': 7823353.415803777}, {'timestamp': datetime.datetime(2020, 9, 26, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.35, 'high': 357.1, 'low': 352.4, 'close': 353.25, 'trades': 4709, 'volume': 3295269, 'vwap': 353.98, 'lastSize': 2200, 'turnover': 116645374225, 'homeNotional': 35436.05255420677, 'foreignNotional': 12543669.142682245}] 2020-09-26 11:00:21 INFO: prepare candles [CandleItem(low=350.1, high=356.25, open=355.05, close=351.15, color='RED'), CandleItem(low=352.85, high=356.6, open=353.25, close=355.05, color='GREEN'), CandleItem(low=352.4, high=357.1, open=352.35, close=353.25, color='GREEN')] 2020-09-26 11:00:21 INFO: last_candle=CandleItem(low=350.1, high=356.25, open=355.05, close=351.15, color='RED') 2020-09-26 11:00:21 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))) 2020-09-26 11:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=350.1, high=356.25, open=355.05, close=351.15, color='RED') 2020-09-26 11:00:21 INFO: skip by CandleItem(low=350.1, high=356.25, open=355.05, close=351.15, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-26 11:00:21 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))) 2020-09-26 11:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=350.1, high=356.25, open=355.05, close=351.15, color='RED') 2020-09-26 11:00:21 INFO: apply filter None to candle=CandleItem(low=352.85, high=356.6, open=353.25, close=355.05, color='GREEN') 2020-09-26 11:00:21 INFO: apply filter None to candle=CandleItem(low=352.4, high=357.1, open=352.35, close=353.25, color='GREEN') 2020-09-26 11:00:21 INFO: hit candle order=OrderProperties(candle=CandleItem(low=350.1, high=356.25, open=355.05, close=351.15, color='RED'), take_profit_factor=5.0, clearing_interval=3600) 2020-09-26 11:00:21 INFO: check need new order OrderProperties(candle=CandleItem(low=350.1, high=356.25, open=355.05, close=351.15, color='RED'), take_profit_factor=5.0, clearing_interval=3600) 2020-09-26 11:00:21 INFO: place order: start candle=CandleItem(low=350.1, high=356.25, open=355.05, close=351.15, color='RED') ticker='ETHUSD' price_offset=0.1 2020-09-26 11:00:21 INFO: place order: side_factor=1 init_trigger_price=350.05 init_order_price=350.0 stop_price_offset=0.0 candle.size=6.149999999999977 stop_price=356.25 take_price=319.2500000000001 2020-09-26 11:00:21 INFO: place order round: side_factor=1 init_trigger_price=Decimal('350.05000000000001136868377216160297393798828125') init_order_price=Decimal('350') stop_price_offset=0.0 candle.size=6.149999999999977 stop_price=Decimal('356.25') take_price=Decimal('319.2500000000001136868377216160297393798828125') 2020-09-26 11:00:21 INFO: place order: compute qty=-306 2020-09-26 11:00:21 INFO: place order: save order to db ae738113a63b4acd881d266ac1c87c1c; response=True 2020-09-26 11:00:21 INFO: post order to exchange resp={'orderID': 'c91ba831-ffcb-b21f-5181-053c57c7ee7f', 'clOrdID': 'ae738113a63b4acd881d266ac1c87c1c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 306, 'price': 350.0, 'displayQty': None, 'stopPx': 350.05, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 0, 21, 66000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 0, 21, 66000, tzinfo=tzutc())} 2020-09-26 11:00:21 INFO: place new init order {'qty': -306, 'init_price': Decimal('350.05000000000001136868377216160297393798828125'), 'stop_price': Decimal('356.25'), 'take_price': Decimal('319.2500000000001136868377216160297393798828125'), 'order_uid': 'ae738113a63b4acd881d266ac1c87c1c', 'response': {'orderID': 'c91ba831-ffcb-b21f-5181-053c57c7ee7f', 'clOrdID': 'ae738113a63b4acd881d266ac1c87c1c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 306, 'price': 350.0, 'displayQty': None, 'stopPx': 350.05, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 0, 21, 66000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 0, 21, 66000, tzinfo=tzutc())}} 2020-09-26 11:00:21 INFO: init new order end 2020-09-26 11:00:21 INFO: 2020-09-26 11:00:21 INFO: 2020-09-26 11:00:21 INFO: 2020-09-26 11:00:21 INFO: 2020-09-26 11:00:21 INFO: process event {'orderID': 'c91ba831-ffcb-b21f-5181-053c57c7ee7f', 'clOrdID': 'ae738113a63b4acd881d266ac1c87c1c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 306, 'price': 350, 'displayQty': None, 'stopPx': 350.05, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-09-26T08:00:21.066Z', 'timestamp': '2020-09-26T08:00:21.066Z'} 2020-09-26 11:00:21 INFO: skip event ae738113a63b4acd881d266ac1c87c1c New 2020-09-26 11:02:00 INFO: 2020-09-26 11:02:00 INFO: 2020-09-26 11:02:00 INFO: 2020-09-26 11:02:00 INFO: 2020-09-26 11:02:00 INFO: clearing start 2020-09-26 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 11:02:00 INFO: skip by not found init order into storage 2020-09-26 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 11:02:00 INFO: skip by not found init order into storage 2020-09-26 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c91ba831-ffcb-b21f-5181-053c57c7ee7f', 'clOrdID': 'ae738113a63b4acd881d266ac1c87c1c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 306, 'price': 350.0, 'displayQty': None, 'stopPx': 350.05, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 0, 21, 66000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 0, 21, 66000, tzinfo=tzutc())} 2020-09-26 11:02:00 INFO: order time=2020-09-26 08:00:21.066000+00:00; delta from now UTC=0:01:39.207395 time_delta.total_seconds()=99.207395; time_diff_offset='3600' 2020-09-26 11:02:00 INFO: skip by time diff 2020-09-26 08:00:21.066000+00:00 2020-09-26 11:02:00 INFO: clearing end 2020-09-26 11:02:00 INFO: 2020-09-26 11:02:00 INFO: 2020-09-26 11:02:00 INFO: 2020-09-26 11:02:00 INFO: 2020-09-26 11:42:55 INFO: process event {'orderID': 'c91ba831-ffcb-b21f-5181-053c57c7ee7f', 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 306, 'avgPx': 350.05, 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': '2020-09-26T08:42:55.790Z', 'timestamp': '2020-09-26T08:42:55.790Z', 'clOrdID': 'ae738113a63b4acd881d266ac1c87c1c', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-26 11:42:55 INFO: add new event={'uid': 'ae738113a63b4acd881d266ac1c87c1c', 'status': 'Filled'} 2020-09-26 11:42:56 INFO: 2020-09-26 11:42:56 INFO: 2020-09-26 11:42:56 INFO: 2020-09-26 11:42:56 INFO: 2020-09-26 11:42:56 INFO: process event start 2020-09-26 11:42:56 INFO: fetch new order event ae738113a63b4acd881d266ac1c87c1c 2020-09-26 11:42:56 INFO: fetch orders by event init={'stop': '356.25', 'take': '319.2500000000001136868377216160297393798828125', 'qty': '306', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-09-26 11:42:56 INFO: process init order filled 2020-09-26 11:42:56 INFO: save profit orders to storage stop=d8501fd532104a97860d6c4086936d91 take=48699892706849a3a72ec679209f1475 2020-09-26 11:42:56 INFO: place profit orders take_price=319.2500000000001136868377216160297393798828125, stop_price=356.25, qty=306, color=RED, ticker=ETHUSD d8501fd532104a97860d6c4086936d91 48699892706849a3a72ec679209f1475 2020-09-26 11:42:56 INFO: place stop order ETHUSD: qty=306, stop_price=356.25, stop_uid=d8501fd532104a97860d6c4086936d91 2020-09-26 11:42:56 INFO: process event {'orderID': '7324ad58-5203-a4c0-a37f-4975d9759c97', 'clOrdID': 'd8501fd532104a97860d6c4086936d91', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': None, 'displayQty': None, 'stopPx': 356.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-09-26T08:42:56.156Z', 'timestamp': '2020-09-26T08:42:56.156Z'} 2020-09-26 11:42:56 INFO: skip event d8501fd532104a97860d6c4086936d91 New 2020-09-26 11:42:56 INFO: exchange resp for stop order={'orderID': '7324ad58-5203-a4c0-a37f-4975d9759c97', 'clOrdID': 'd8501fd532104a97860d6c4086936d91', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': None, 'displayQty': None, 'stopPx': 356.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc())} 2020-09-26 11:42:56 INFO: place limit order ETHUSD: qty=306, price=319.2500000000001136868377216160297393798828125, take_uid=48699892706849a3a72ec679209f1475 2020-09-26 11:42:56 INFO: process event {'orderID': 'a7f1eb9d-f45c-544b-9f06-897e38a5af20', 'clOrdID': '48699892706849a3a72ec679209f1475', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': 319.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-09-26T08:42:56.189Z', 'timestamp': '2020-09-26T08:42:56.189Z'} 2020-09-26 11:42:56 INFO: skip event 48699892706849a3a72ec679209f1475 New 2020-09-26 11:42:56 INFO: exchange resp for take profit order={'orderID': 'a7f1eb9d-f45c-544b-9f06-897e38a5af20', 'clOrdID': '48699892706849a3a72ec679209f1475', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': 319.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc())} 2020-09-26 11:42:56 INFO: place profit orders={'stop': {'response': {'orderID': '7324ad58-5203-a4c0-a37f-4975d9759c97', 'clOrdID': 'd8501fd532104a97860d6c4086936d91', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': None, 'displayQty': None, 'stopPx': 356.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc())}, 'qty': Decimal('306'), 'uid': 'd8501fd532104a97860d6c4086936d91', 'price': Decimal('356.25')}, 'take': {'response': {'orderID': 'a7f1eb9d-f45c-544b-9f06-897e38a5af20', 'clOrdID': '48699892706849a3a72ec679209f1475', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': 319.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc())}, 'qty': Decimal('306'), 'uid': '48699892706849a3a72ec679209f1475', 'price': Decimal('319.2500000000001136868377216160297393798828125')}} 2020-09-26 11:42:56 INFO: rm init order from db ae738113a63b4acd881d266ac1c87c1c 2020-09-26 11:42:56 INFO: end process event_processing_result='proceed init order' 2020-09-26 11:42:56 INFO: 2020-09-26 11:42:56 INFO: 2020-09-26 11:42:56 INFO: 2020-09-26 11:42:56 INFO: 2020-09-26 12:00:20 INFO: 2020-09-26 12:00:20 INFO: 2020-09-26 12:00:20 INFO: 2020-09-26 12:00:20 INFO: 2020-09-26 12:00:20 INFO: init new order start 2020-09-26 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.15, 'high': 351.9, 'low': 350.05, 'close': 350.75, 'trades': 2900, 'volume': 2109637, 'vwap': 350.82, 'lastSize': 600, 'turnover': 74009780590, 'homeNotional': 22567.395396067208, 'foreignNotional': 7917048.03219938}, {'timestamp': datetime.datetime(2020, 9, 26, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 355.05, 'high': 356.25, 'low': 350.1, 'close': 351.15, 'trades': 5207, 'volume': 3722479, 'vwap': 352.86, 'lastSize': 393, 'turnover': 131347975285, 'homeNotional': 39906.48136664706, 'foreignNotional': 14081114.254873518}, {'timestamp': datetime.datetime(2020, 9, 26, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 353.25, 'high': 356.6, 'low': 352.85, 'close': 355.05, 'trades': 3169, 'volume': 2048457, 'vwap': 355.11, 'lastSize': 996, 'turnover': 72742038050, 'homeNotional': 22030.959572585823, 'foreignNotional': 7823353.415803777}] 2020-09-26 12:00:20 INFO: prepare candles [CandleItem(low=350.05, high=351.9, open=351.15, close=350.75, color='RED'), CandleItem(low=350.1, high=356.25, open=355.05, close=351.15, color='RED'), CandleItem(low=352.85, high=356.6, open=353.25, close=355.05, color='GREEN')] 2020-09-26 12:00:20 INFO: skip by colors first_candle=CandleItem(low=352.85, high=356.6, open=353.25, close=355.05, color='GREEN') second_candle=CandleItem(low=350.1, high=356.25, open=355.05, close=351.15, color='RED') last_candle=CandleItem(low=350.05, high=351.9, open=351.15, close=350.75, color='RED') 2020-09-26 12:00:20 INFO: check need new order None 2020-09-26 12:00:20 INFO: init new order end 2020-09-26 12:00:20 INFO: 2020-09-26 12:00:20 INFO: 2020-09-26 12:00:20 INFO: 2020-09-26 12:00:20 INFO: 2020-09-26 12:02:00 INFO: 2020-09-26 12:02:00 INFO: 2020-09-26 12:02:00 INFO: 2020-09-26 12:02:00 INFO: 2020-09-26 12:02:00 INFO: clearing start 2020-09-26 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 12:02:00 INFO: skip by not found init order into storage 2020-09-26 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 12:02:00 INFO: skip by not found init order into storage 2020-09-26 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7324ad58-5203-a4c0-a37f-4975d9759c97', 'clOrdID': 'd8501fd532104a97860d6c4086936d91', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': None, 'displayQty': None, 'stopPx': 356.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc())} 2020-09-26 12:02:00 INFO: skip by not found init order into storage 2020-09-26 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a7f1eb9d-f45c-544b-9f06-897e38a5af20', 'clOrdID': '48699892706849a3a72ec679209f1475', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': 319.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc())} 2020-09-26 12:02:00 INFO: skip by not found init order into storage 2020-09-26 12:02:00 INFO: clearing end 2020-09-26 12:02:00 INFO: 2020-09-26 12:02:00 INFO: 2020-09-26 12:02:00 INFO: 2020-09-26 12:02:00 INFO: 2020-09-26 13:00:20 INFO: 2020-09-26 13:00:20 INFO: 2020-09-26 13:00:20 INFO: 2020-09-26 13:00:20 INFO: 2020-09-26 13:00:20 INFO: init new order start 2020-09-26 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 350.75, 'high': 353.05, 'low': 349.35, 'close': 351.2, 'trades': 5857, 'volume': 4048422, 'vwap': 350.97, 'lastSize': 151, 'turnover': 142087416090, 'homeNotional': 43301.01397004165, 'foreignNotional': 15197387.6745353}, {'timestamp': datetime.datetime(2020, 9, 26, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.15, 'high': 351.9, 'low': 350.05, 'close': 350.75, 'trades': 2900, 'volume': 2109637, 'vwap': 350.82, 'lastSize': 600, 'turnover': 74009780590, 'homeNotional': 22567.395396067208, 'foreignNotional': 7917048.03219938}, {'timestamp': datetime.datetime(2020, 9, 26, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 355.05, 'high': 356.25, 'low': 350.1, 'close': 351.15, 'trades': 5207, 'volume': 3722479, 'vwap': 352.86, 'lastSize': 393, 'turnover': 131347975285, 'homeNotional': 39906.48136664706, 'foreignNotional': 14081114.254873518}] 2020-09-26 13:00:20 INFO: prepare candles [CandleItem(low=349.35, high=353.05, open=350.75, close=351.2, color='GREEN'), CandleItem(low=350.05, high=351.9, open=351.15, close=350.75, color='RED'), CandleItem(low=350.1, high=356.25, open=355.05, close=351.15, color='RED')] 2020-09-26 13:00:20 INFO: last_candle=CandleItem(low=349.35, high=353.05, open=350.75, close=351.2, color='GREEN') 2020-09-26 13:00:20 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))) 2020-09-26 13:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=349.35, high=353.05, open=350.75, close=351.2, color='GREEN') 2020-09-26 13:00:20 INFO: skip by CandleItem(low=349.35, high=353.05, open=350.75, close=351.2, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-26 13:00:20 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))) 2020-09-26 13:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=349.35, high=353.05, open=350.75, close=351.2, color='GREEN') 2020-09-26 13:00:20 INFO: skip by CandleItem(low=349.35, high=353.05, open=350.75, close=351.2, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-26 13:00:20 INFO: not found applicable config for candle 2020-09-26 13:00:20 INFO: check need new order None 2020-09-26 13:00:20 INFO: init new order end 2020-09-26 13:00:20 INFO: 2020-09-26 13:00:20 INFO: 2020-09-26 13:00:20 INFO: 2020-09-26 13:00:20 INFO: 2020-09-26 13:02:00 INFO: 2020-09-26 13:02:00 INFO: 2020-09-26 13:02:00 INFO: 2020-09-26 13:02:00 INFO: 2020-09-26 13:02:00 INFO: clearing start 2020-09-26 13:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 13:02:01 INFO: skip by not found init order into storage 2020-09-26 13:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 13:02:01 INFO: skip by not found init order into storage 2020-09-26 13:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '7324ad58-5203-a4c0-a37f-4975d9759c97', 'clOrdID': 'd8501fd532104a97860d6c4086936d91', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': None, 'displayQty': None, 'stopPx': 356.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc())} 2020-09-26 13:02:01 INFO: skip by not found init order into storage 2020-09-26 13:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'a7f1eb9d-f45c-544b-9f06-897e38a5af20', 'clOrdID': '48699892706849a3a72ec679209f1475', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': 319.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc())} 2020-09-26 13:02:01 INFO: skip by not found init order into storage 2020-09-26 13:02:01 INFO: clearing end 2020-09-26 13:02:01 INFO: 2020-09-26 13:02:01 INFO: 2020-09-26 13:02:01 INFO: 2020-09-26 13:02:01 INFO: 2020-09-26 14:00:20 INFO: 2020-09-26 14:00:20 INFO: 2020-09-26 14:00:20 INFO: 2020-09-26 14:00:20 INFO: 2020-09-26 14:00:20 INFO: init new order start 2020-09-26 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.2, 'high': 351.55, 'low': 347.7, 'close': 350.35, 'trades': 5859, 'volume': 4352289, 'vwap': 349.84, 'lastSize': 1000, 'turnover': 152256563465, 'homeNotional': 46550.19442152894, 'foreignNotional': 16284760.918549351}, {'timestamp': datetime.datetime(2020, 9, 26, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 350.75, 'high': 353.05, 'low': 349.35, 'close': 351.2, 'trades': 5857, 'volume': 4048422, 'vwap': 350.97, 'lastSize': 151, 'turnover': 142087416090, 'homeNotional': 43301.01397004165, 'foreignNotional': 15197387.6745353}, {'timestamp': datetime.datetime(2020, 9, 26, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.15, 'high': 351.9, 'low': 350.05, 'close': 350.75, 'trades': 2900, 'volume': 2109637, 'vwap': 350.82, 'lastSize': 600, 'turnover': 74009780590, 'homeNotional': 22567.395396067208, 'foreignNotional': 7917048.03219938}] 2020-09-26 14:00:21 INFO: prepare candles [CandleItem(low=347.7, high=351.55, open=351.2, close=350.35, color='RED'), CandleItem(low=349.35, high=353.05, open=350.75, close=351.2, color='GREEN'), CandleItem(low=350.05, high=351.9, open=351.15, close=350.75, color='RED')] 2020-09-26 14:00:21 INFO: skip by colors first_candle=CandleItem(low=350.05, high=351.9, open=351.15, close=350.75, color='RED') second_candle=CandleItem(low=349.35, high=353.05, open=350.75, close=351.2, color='GREEN') last_candle=CandleItem(low=347.7, high=351.55, open=351.2, close=350.35, color='RED') 2020-09-26 14:00:21 INFO: check need new order None 2020-09-26 14:00:21 INFO: init new order end 2020-09-26 14:00:21 INFO: 2020-09-26 14:00:21 INFO: 2020-09-26 14:00:21 INFO: 2020-09-26 14:00:21 INFO: 2020-09-26 14:02:00 INFO: 2020-09-26 14:02:00 INFO: 2020-09-26 14:02:00 INFO: 2020-09-26 14:02:00 INFO: 2020-09-26 14:02:00 INFO: clearing start 2020-09-26 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 14:02:00 INFO: skip by not found init order into storage 2020-09-26 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 14:02:00 INFO: skip by not found init order into storage 2020-09-26 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7324ad58-5203-a4c0-a37f-4975d9759c97', 'clOrdID': 'd8501fd532104a97860d6c4086936d91', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': None, 'displayQty': None, 'stopPx': 356.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc())} 2020-09-26 14:02:00 INFO: skip by not found init order into storage 2020-09-26 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a7f1eb9d-f45c-544b-9f06-897e38a5af20', 'clOrdID': '48699892706849a3a72ec679209f1475', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': 319.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc())} 2020-09-26 14:02:00 INFO: skip by not found init order into storage 2020-09-26 14:02:00 INFO: clearing end 2020-09-26 14:02:00 INFO: 2020-09-26 14:02:00 INFO: 2020-09-26 14:02:00 INFO: 2020-09-26 14:02:00 INFO: 2020-09-26 15:00:20 INFO: 2020-09-26 15:00:20 INFO: 2020-09-26 15:00:20 INFO: 2020-09-26 15:00:20 INFO: 2020-09-26 15:00:20 INFO: init new order start 2020-09-26 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 350.35, 'high': 351.8, 'low': 350.1, 'close': 351.65, 'trades': 2366, 'volume': 914579, 'vwap': 350.97, 'lastSize': 13, 'turnover': 32098869705, 'homeNotional': 9801.524872310792, 'foreignNotional': 3440028.841057069}, {'timestamp': datetime.datetime(2020, 9, 26, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.2, 'high': 351.55, 'low': 347.7, 'close': 350.35, 'trades': 5859, 'volume': 4352289, 'vwap': 349.84, 'lastSize': 1000, 'turnover': 152256563465, 'homeNotional': 46550.19442152894, 'foreignNotional': 16284760.918549351}, {'timestamp': datetime.datetime(2020, 9, 26, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 350.75, 'high': 353.05, 'low': 349.35, 'close': 351.2, 'trades': 5857, 'volume': 4048422, 'vwap': 350.97, 'lastSize': 151, 'turnover': 142087416090, 'homeNotional': 43301.01397004165, 'foreignNotional': 15197387.6745353}] 2020-09-26 15:00:20 INFO: prepare candles [CandleItem(low=350.1, high=351.8, open=350.35, close=351.65, color='GREEN'), CandleItem(low=347.7, high=351.55, open=351.2, close=350.35, color='RED'), CandleItem(low=349.35, high=353.05, open=350.75, close=351.2, color='GREEN')] 2020-09-26 15:00:20 INFO: skip by colors first_candle=CandleItem(low=349.35, high=353.05, open=350.75, close=351.2, color='GREEN') second_candle=CandleItem(low=347.7, high=351.55, open=351.2, close=350.35, color='RED') last_candle=CandleItem(low=350.1, high=351.8, open=350.35, close=351.65, color='GREEN') 2020-09-26 15:00:20 INFO: check need new order None 2020-09-26 15:00:20 INFO: init new order end 2020-09-26 15:00:20 INFO: 2020-09-26 15:00:20 INFO: 2020-09-26 15:00:20 INFO: 2020-09-26 15:00:20 INFO: 2020-09-26 15:02:00 INFO: 2020-09-26 15:02:00 INFO: 2020-09-26 15:02:00 INFO: 2020-09-26 15:02:00 INFO: 2020-09-26 15:02:00 INFO: clearing start 2020-09-26 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 15:02:00 INFO: skip by not found init order into storage 2020-09-26 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 15:02:00 INFO: skip by not found init order into storage 2020-09-26 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7324ad58-5203-a4c0-a37f-4975d9759c97', 'clOrdID': 'd8501fd532104a97860d6c4086936d91', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': None, 'displayQty': None, 'stopPx': 356.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc())} 2020-09-26 15:02:00 INFO: skip by not found init order into storage 2020-09-26 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a7f1eb9d-f45c-544b-9f06-897e38a5af20', 'clOrdID': '48699892706849a3a72ec679209f1475', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': 319.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc())} 2020-09-26 15:02:00 INFO: skip by not found init order into storage 2020-09-26 15:02:00 INFO: clearing end 2020-09-26 15:02:00 INFO: 2020-09-26 15:02:00 INFO: 2020-09-26 15:02:00 INFO: 2020-09-26 15:02:00 INFO: 2020-09-26 16:00:20 INFO: 2020-09-26 16:00:20 INFO: 2020-09-26 16:00:20 INFO: 2020-09-26 16:00:20 INFO: 2020-09-26 16:00:20 INFO: init new order start 2020-09-26 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.65, 'high': 351.7, 'low': 349.05, 'close': 350.0, 'trades': 2568, 'volume': 1203016, 'vwap': 350.1, 'lastSize': 20, 'turnover': 42116640565, 'homeNotional': 12861.240945496409, 'foreignNotional': 4502624.564130168}, {'timestamp': datetime.datetime(2020, 9, 26, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 350.35, 'high': 351.8, 'low': 350.1, 'close': 351.65, 'trades': 2366, 'volume': 914579, 'vwap': 350.97, 'lastSize': 13, 'turnover': 32098869705, 'homeNotional': 9801.524872310792, 'foreignNotional': 3440028.841057069}, {'timestamp': datetime.datetime(2020, 9, 26, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.2, 'high': 351.55, 'low': 347.7, 'close': 350.35, 'trades': 5859, 'volume': 4352289, 'vwap': 349.84, 'lastSize': 1000, 'turnover': 152256563465, 'homeNotional': 46550.19442152894, 'foreignNotional': 16284760.918549351}] 2020-09-26 16:00:20 INFO: prepare candles [CandleItem(low=349.05, high=351.7, open=351.65, close=350.0, color='RED'), CandleItem(low=350.1, high=351.8, open=350.35, close=351.65, color='GREEN'), CandleItem(low=347.7, high=351.55, open=351.2, close=350.35, color='RED')] 2020-09-26 16:00:20 INFO: skip by colors first_candle=CandleItem(low=347.7, high=351.55, open=351.2, close=350.35, color='RED') second_candle=CandleItem(low=350.1, high=351.8, open=350.35, close=351.65, color='GREEN') last_candle=CandleItem(low=349.05, high=351.7, open=351.65, close=350.0, color='RED') 2020-09-26 16:00:20 INFO: check need new order None 2020-09-26 16:00:20 INFO: init new order end 2020-09-26 16:00:20 INFO: 2020-09-26 16:00:20 INFO: 2020-09-26 16:00:20 INFO: 2020-09-26 16:00:20 INFO: 2020-09-26 16:02:00 INFO: 2020-09-26 16:02:00 INFO: 2020-09-26 16:02:00 INFO: 2020-09-26 16:02:00 INFO: 2020-09-26 16:02:00 INFO: clearing start 2020-09-26 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 16:02:00 INFO: skip by not found init order into storage 2020-09-26 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 16:02:00 INFO: skip by not found init order into storage 2020-09-26 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7324ad58-5203-a4c0-a37f-4975d9759c97', 'clOrdID': 'd8501fd532104a97860d6c4086936d91', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': None, 'displayQty': None, 'stopPx': 356.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc())} 2020-09-26 16:02:00 INFO: skip by not found init order into storage 2020-09-26 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a7f1eb9d-f45c-544b-9f06-897e38a5af20', 'clOrdID': '48699892706849a3a72ec679209f1475', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': 319.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc())} 2020-09-26 16:02:00 INFO: skip by not found init order into storage 2020-09-26 16:02:00 INFO: clearing end 2020-09-26 16:02:00 INFO: 2020-09-26 16:02:00 INFO: 2020-09-26 16:02:00 INFO: 2020-09-26 16:02:00 INFO: 2020-09-26 17:00:20 INFO: 2020-09-26 17:00:20 INFO: 2020-09-26 17:00:20 INFO: 2020-09-26 17:00:20 INFO: 2020-09-26 17:00:20 INFO: init new order start 2020-09-26 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 350.0, 'high': 350.0, 'low': 347.75, 'close': 347.85, 'trades': 2724, 'volume': 1436777, 'vwap': 349.05, 'lastSize': 13, 'turnover': 50149617080, 'homeNotional': 15354.3065627932, 'foreignNotional': 5359309.952045024}, {'timestamp': datetime.datetime(2020, 9, 26, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.65, 'high': 351.7, 'low': 349.05, 'close': 350.0, 'trades': 2568, 'volume': 1203016, 'vwap': 350.1, 'lastSize': 20, 'turnover': 42116640565, 'homeNotional': 12861.240945496409, 'foreignNotional': 4502624.564130168}, {'timestamp': datetime.datetime(2020, 9, 26, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 350.35, 'high': 351.8, 'low': 350.1, 'close': 351.65, 'trades': 2366, 'volume': 914579, 'vwap': 350.97, 'lastSize': 13, 'turnover': 32098869705, 'homeNotional': 9801.524872310792, 'foreignNotional': 3440028.841057069}] 2020-09-26 17:00:20 INFO: prepare candles [CandleItem(low=347.75, high=350.0, open=350.0, close=347.85, color='RED'), CandleItem(low=349.05, high=351.7, open=351.65, close=350.0, color='RED'), CandleItem(low=350.1, high=351.8, open=350.35, close=351.65, color='GREEN')] 2020-09-26 17:00:20 INFO: skip by colors first_candle=CandleItem(low=350.1, high=351.8, open=350.35, close=351.65, color='GREEN') second_candle=CandleItem(low=349.05, high=351.7, open=351.65, close=350.0, color='RED') last_candle=CandleItem(low=347.75, high=350.0, open=350.0, close=347.85, color='RED') 2020-09-26 17:00:20 INFO: check need new order None 2020-09-26 17:00:20 INFO: init new order end 2020-09-26 17:00:20 INFO: 2020-09-26 17:00:20 INFO: 2020-09-26 17:00:20 INFO: 2020-09-26 17:00:20 INFO: 2020-09-26 17:02:00 INFO: 2020-09-26 17:02:00 INFO: 2020-09-26 17:02:00 INFO: 2020-09-26 17:02:00 INFO: 2020-09-26 17:02:00 INFO: clearing start 2020-09-26 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 17:02:00 INFO: skip by not found init order into storage 2020-09-26 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 17:02:00 INFO: skip by not found init order into storage 2020-09-26 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7324ad58-5203-a4c0-a37f-4975d9759c97', 'clOrdID': 'd8501fd532104a97860d6c4086936d91', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': None, 'displayQty': None, 'stopPx': 356.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc())} 2020-09-26 17:02:00 INFO: skip by not found init order into storage 2020-09-26 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a7f1eb9d-f45c-544b-9f06-897e38a5af20', 'clOrdID': '48699892706849a3a72ec679209f1475', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': 319.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc())} 2020-09-26 17:02:00 INFO: skip by not found init order into storage 2020-09-26 17:02:00 INFO: clearing end 2020-09-26 17:02:00 INFO: 2020-09-26 17:02:00 INFO: 2020-09-26 17:02:00 INFO: 2020-09-26 17:02:00 INFO: 2020-09-26 18:00:20 INFO: 2020-09-26 18:00:20 INFO: 2020-09-26 18:00:20 INFO: 2020-09-26 18:00:20 INFO: 2020-09-26 18:00:20 INFO: init new order start 2020-09-26 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 347.85, 'high': 354.45, 'low': 346.2, 'close': 352.45, 'trades': 7780, 'volume': 5219896, 'vwap': 350.95, 'lastSize': 12, 'turnover': 183187564455, 'homeNotional': 55897.217346403086, 'foreignNotional': 19616860.199583583}, {'timestamp': datetime.datetime(2020, 9, 26, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 350.0, 'high': 350.0, 'low': 347.75, 'close': 347.85, 'trades': 2724, 'volume': 1436777, 'vwap': 349.05, 'lastSize': 13, 'turnover': 50149617080, 'homeNotional': 15354.3065627932, 'foreignNotional': 5359309.952045024}, {'timestamp': datetime.datetime(2020, 9, 26, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.65, 'high': 351.7, 'low': 349.05, 'close': 350.0, 'trades': 2568, 'volume': 1203016, 'vwap': 350.1, 'lastSize': 20, 'turnover': 42116640565, 'homeNotional': 12861.240945496409, 'foreignNotional': 4502624.564130168}] 2020-09-26 18:00:20 INFO: prepare candles [CandleItem(low=346.2, high=354.45, open=347.85, close=352.45, color='GREEN'), CandleItem(low=347.75, high=350.0, open=350.0, close=347.85, color='RED'), CandleItem(low=349.05, high=351.7, open=351.65, close=350.0, color='RED')] 2020-09-26 18:00:20 INFO: last_candle=CandleItem(low=346.2, high=354.45, open=347.85, close=352.45, color='GREEN') 2020-09-26 18:00:20 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))) 2020-09-26 18:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=346.2, high=354.45, open=347.85, close=352.45, color='GREEN') 2020-09-26 18:00:20 INFO: skip by CandleItem(low=346.2, high=354.45, open=347.85, close=352.45, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-26 18:00:20 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))) 2020-09-26 18:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=346.2, high=354.45, open=347.85, close=352.45, color='GREEN') 2020-09-26 18:00:20 INFO: skip by CandleItem(low=346.2, high=354.45, open=347.85, close=352.45, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-26 18:00:20 INFO: not found applicable config for candle 2020-09-26 18:00:20 INFO: check need new order None 2020-09-26 18:00:20 INFO: init new order end 2020-09-26 18:00:20 INFO: 2020-09-26 18:00:20 INFO: 2020-09-26 18:00:20 INFO: 2020-09-26 18:00:20 INFO: 2020-09-26 18:02:00 INFO: 2020-09-26 18:02:00 INFO: 2020-09-26 18:02:00 INFO: 2020-09-26 18:02:00 INFO: 2020-09-26 18:02:00 INFO: clearing start 2020-09-26 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 18:02:00 INFO: skip by not found init order into storage 2020-09-26 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 18:02:00 INFO: skip by not found init order into storage 2020-09-26 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7324ad58-5203-a4c0-a37f-4975d9759c97', 'clOrdID': 'd8501fd532104a97860d6c4086936d91', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': None, 'displayQty': None, 'stopPx': 356.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc())} 2020-09-26 18:02:00 INFO: skip by not found init order into storage 2020-09-26 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a7f1eb9d-f45c-544b-9f06-897e38a5af20', 'clOrdID': '48699892706849a3a72ec679209f1475', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': 319.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc())} 2020-09-26 18:02:00 INFO: skip by not found init order into storage 2020-09-26 18:02:00 INFO: clearing end 2020-09-26 18:02:00 INFO: 2020-09-26 18:02:00 INFO: 2020-09-26 18:02:00 INFO: 2020-09-26 18:02:00 INFO: 2020-09-26 19:00:20 INFO: 2020-09-26 19:00:20 INFO: 2020-09-26 19:00:20 INFO: 2020-09-26 19:00:20 INFO: 2020-09-26 19:00:20 INFO: init new order start 2020-09-26 19:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.45, 'high': 354.9, 'low': 352.25, 'close': 352.6, 'trades': 2828, 'volume': 1514155, 'vwap': 353.43, 'lastSize': 100, 'turnover': 53514061580, 'homeNotional': 16242.597167317423, 'foreignNotional': 5740553.290184395}, {'timestamp': datetime.datetime(2020, 9, 26, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 347.85, 'high': 354.45, 'low': 346.2, 'close': 352.45, 'trades': 7780, 'volume': 5219896, 'vwap': 350.95, 'lastSize': 12, 'turnover': 183187564455, 'homeNotional': 55897.217346403086, 'foreignNotional': 19616860.199583583}, {'timestamp': datetime.datetime(2020, 9, 26, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 350.0, 'high': 350.0, 'low': 347.75, 'close': 347.85, 'trades': 2724, 'volume': 1436777, 'vwap': 349.05, 'lastSize': 13, 'turnover': 50149617080, 'homeNotional': 15354.3065627932, 'foreignNotional': 5359309.952045024}] 2020-09-26 19:00:21 INFO: prepare candles [CandleItem(low=352.25, high=354.9, open=352.45, close=352.6, color='GREEN'), CandleItem(low=346.2, high=354.45, open=347.85, close=352.45, color='GREEN'), CandleItem(low=347.75, high=350.0, open=350.0, close=347.85, color='RED')] 2020-09-26 19:00:21 INFO: skip by colors first_candle=CandleItem(low=347.75, high=350.0, open=350.0, close=347.85, color='RED') second_candle=CandleItem(low=346.2, high=354.45, open=347.85, close=352.45, color='GREEN') last_candle=CandleItem(low=352.25, high=354.9, open=352.45, close=352.6, color='GREEN') 2020-09-26 19:00:21 INFO: check need new order None 2020-09-26 19:00:21 INFO: init new order end 2020-09-26 19:00:21 INFO: 2020-09-26 19:00:21 INFO: 2020-09-26 19:00:21 INFO: 2020-09-26 19:00:21 INFO: 2020-09-26 19:02:00 INFO: 2020-09-26 19:02:00 INFO: 2020-09-26 19:02:00 INFO: 2020-09-26 19:02:00 INFO: 2020-09-26 19:02:00 INFO: clearing start 2020-09-26 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 19:02:00 INFO: skip by not found init order into storage 2020-09-26 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 19:02:00 INFO: skip by not found init order into storage 2020-09-26 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7324ad58-5203-a4c0-a37f-4975d9759c97', 'clOrdID': 'd8501fd532104a97860d6c4086936d91', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': None, 'displayQty': None, 'stopPx': 356.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc())} 2020-09-26 19:02:00 INFO: skip by not found init order into storage 2020-09-26 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a7f1eb9d-f45c-544b-9f06-897e38a5af20', 'clOrdID': '48699892706849a3a72ec679209f1475', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': 319.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc())} 2020-09-26 19:02:00 INFO: skip by not found init order into storage 2020-09-26 19:02:00 INFO: clearing end 2020-09-26 19:02:00 INFO: 2020-09-26 19:02:00 INFO: 2020-09-26 19:02:00 INFO: 2020-09-26 19:02:00 INFO: 2020-09-26 20:00:20 INFO: 2020-09-26 20:00:20 INFO: 2020-09-26 20:00:20 INFO: 2020-09-26 20:00:20 INFO: 2020-09-26 20:00:20 INFO: init new order start 2020-09-26 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.6, 'high': 355.1, 'low': 350.75, 'close': 354.7, 'trades': 3973, 'volume': 2052578, 'vwap': 353.12, 'lastSize': 1, 'turnover': 72479950690, 'homeNotional': 22005.759160413974, 'foreignNotional': 7770629.396003391}, {'timestamp': datetime.datetime(2020, 9, 26, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.45, 'high': 354.9, 'low': 352.25, 'close': 352.6, 'trades': 2828, 'volume': 1514155, 'vwap': 353.43, 'lastSize': 100, 'turnover': 53514061580, 'homeNotional': 16242.597167317423, 'foreignNotional': 5740553.290184395}, {'timestamp': datetime.datetime(2020, 9, 26, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 347.85, 'high': 354.45, 'low': 346.2, 'close': 352.45, 'trades': 7780, 'volume': 5219896, 'vwap': 350.95, 'lastSize': 12, 'turnover': 183187564455, 'homeNotional': 55897.217346403086, 'foreignNotional': 19616860.199583583}] 2020-09-26 20:00:20 INFO: prepare candles [CandleItem(low=350.75, high=355.1, open=352.6, close=354.7, color='GREEN'), CandleItem(low=352.25, high=354.9, open=352.45, close=352.6, color='GREEN'), CandleItem(low=346.2, high=354.45, open=347.85, close=352.45, color='GREEN')] 2020-09-26 20:00:20 INFO: skip by colors first_candle=CandleItem(low=346.2, high=354.45, open=347.85, close=352.45, color='GREEN') second_candle=CandleItem(low=352.25, high=354.9, open=352.45, close=352.6, color='GREEN') last_candle=CandleItem(low=350.75, high=355.1, open=352.6, close=354.7, color='GREEN') 2020-09-26 20:00:20 INFO: check need new order None 2020-09-26 20:00:20 INFO: init new order end 2020-09-26 20:00:20 INFO: 2020-09-26 20:00:20 INFO: 2020-09-26 20:00:20 INFO: 2020-09-26 20:00:20 INFO: 2020-09-26 20:02:00 INFO: 2020-09-26 20:02:00 INFO: 2020-09-26 20:02:00 INFO: 2020-09-26 20:02:00 INFO: 2020-09-26 20:02:00 INFO: clearing start 2020-09-26 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 20:02:00 INFO: skip by not found init order into storage 2020-09-26 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 20:02:00 INFO: skip by not found init order into storage 2020-09-26 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7324ad58-5203-a4c0-a37f-4975d9759c97', 'clOrdID': 'd8501fd532104a97860d6c4086936d91', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': None, 'displayQty': None, 'stopPx': 356.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 156000, tzinfo=tzutc())} 2020-09-26 20:02:00 INFO: skip by not found init order into storage 2020-09-26 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a7f1eb9d-f45c-544b-9f06-897e38a5af20', 'clOrdID': '48699892706849a3a72ec679209f1475', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': 319.25, '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': 306, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc())} 2020-09-26 20:02:00 INFO: skip by not found init order into storage 2020-09-26 20:02:00 INFO: clearing end 2020-09-26 20:02:00 INFO: 2020-09-26 20:02:00 INFO: 2020-09-26 20:02:00 INFO: 2020-09-26 20:02:00 INFO: 2020-09-26 21:00:20 INFO: 2020-09-26 21:00:20 INFO: 2020-09-26 21:00:20 INFO: 2020-09-26 21:00:20 INFO: 2020-09-26 21:00:20 INFO: init new order start 2020-09-26 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.7, 'high': 355.15, 'low': 353.65, 'close': 354.75, 'trades': 2065, 'volume': 1201565, 'vwap': 354.38, 'lastSize': 2, 'turnover': 42580141660, 'homeNotional': 12904.867319127838, 'foreignNotional': 4573130.390781185}, {'timestamp': datetime.datetime(2020, 9, 26, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.6, 'high': 355.1, 'low': 350.75, 'close': 354.7, 'trades': 3973, 'volume': 2052578, 'vwap': 353.12, 'lastSize': 1, 'turnover': 72479950690, 'homeNotional': 22005.759160413974, 'foreignNotional': 7770629.396003391}, {'timestamp': datetime.datetime(2020, 9, 26, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.45, 'high': 354.9, 'low': 352.25, 'close': 352.6, 'trades': 2828, 'volume': 1514155, 'vwap': 353.43, 'lastSize': 100, 'turnover': 53514061580, 'homeNotional': 16242.597167317423, 'foreignNotional': 5740553.290184395}] 2020-09-26 21:00:20 INFO: prepare candles [CandleItem(low=353.65, high=355.15, open=354.7, close=354.75, color='GREEN'), CandleItem(low=350.75, high=355.1, open=352.6, close=354.7, color='GREEN'), CandleItem(low=352.25, high=354.9, open=352.45, close=352.6, color='GREEN')] 2020-09-26 21:00:20 INFO: skip by colors first_candle=CandleItem(low=352.25, high=354.9, open=352.45, close=352.6, color='GREEN') second_candle=CandleItem(low=350.75, high=355.1, open=352.6, close=354.7, color='GREEN') last_candle=CandleItem(low=353.65, high=355.15, open=354.7, close=354.75, color='GREEN') 2020-09-26 21:00:20 INFO: check need new order None 2020-09-26 21:00:20 INFO: init new order end 2020-09-26 21:00:20 INFO: 2020-09-26 21:00:20 INFO: 2020-09-26 21:00:20 INFO: 2020-09-26 21:00:20 INFO: 2020-09-26 21:00:21 INFO: process event {'orderID': '7324ad58-5203-a4c0-a37f-4975d9759c97', 'price': 357, 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 306, 'avgPx': 357, 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'transactTime': '2020-09-26T18:00:21.326Z', 'timestamp': '2020-09-26T18:00:21.326Z', 'clOrdID': 'd8501fd532104a97860d6c4086936d91', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-26 21:00:21 INFO: add new event={'uid': 'd8501fd532104a97860d6c4086936d91', 'status': 'Filled'} 2020-09-26 21:00:21 INFO: 2020-09-26 21:00:21 INFO: 2020-09-26 21:00:21 INFO: 2020-09-26 21:00:21 INFO: 2020-09-26 21:00:21 INFO: process event start 2020-09-26 21:00:21 INFO: fetch new order event d8501fd532104a97860d6c4086936d91 2020-09-26 21:00:21 INFO: fetch orders by event init=None profit_pair=48699892706849a3a72ec679209f1475 2020-09-26 21:00:21 INFO: process profit order filled 2020-09-26 21:00:22 INFO: process event {'orderID': 'a7f1eb9d-f45c-544b-9f06-897e38a5af20', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-09-26T18:00:22.799Z', 'clOrdID': '48699892706849a3a72ec679209f1475', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-26 21:00:22 INFO: skip event 48699892706849a3a72ec679209f1475 Canceled 2020-09-26 21:00:22 INFO: cancel order=48699892706849a3a72ec679209f1475 [{'orderID': 'a7f1eb9d-f45c-544b-9f06-897e38a5af20', 'clOrdID': '48699892706849a3a72ec679209f1475', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 306, 'price': 319.25, '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, 9, 26, 8, 42, 56, 189000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 18, 0, 22, 799000, tzinfo=tzutc())}] 2020-09-26 21:00:22 INFO: end process event_processing_result='proceed profit order' 2020-09-26 21:00:22 INFO: 2020-09-26 21:00:22 INFO: 2020-09-26 21:00:22 INFO: 2020-09-26 21:00:22 INFO: 2020-09-26 21:02:00 INFO: 2020-09-26 21:02:00 INFO: 2020-09-26 21:02:00 INFO: 2020-09-26 21:02:00 INFO: 2020-09-26 21:02:00 INFO: clearing start 2020-09-26 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 21:02:00 INFO: skip by not found init order into storage 2020-09-26 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 21:02:00 INFO: skip by not found init order into storage 2020-09-26 21:02:00 INFO: clearing end 2020-09-26 21:02:00 INFO: 2020-09-26 21:02:00 INFO: 2020-09-26 21:02:00 INFO: 2020-09-26 21:02:00 INFO: 2020-09-26 22:00:20 INFO: 2020-09-26 22:00:20 INFO: 2020-09-26 22:00:20 INFO: 2020-09-26 22:00:20 INFO: 2020-09-26 22:00:20 INFO: init new order start 2020-09-26 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.75, 'high': 357.0, 'low': 352.7, 'close': 353.45, 'trades': 2988, 'volume': 2103274, 'vwap': 354.28, 'lastSize': 10, 'turnover': 74512921165, 'homeNotional': 22602.002528103436, 'foreignNotional': 8007262.196289341}, {'timestamp': datetime.datetime(2020, 9, 26, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.7, 'high': 355.15, 'low': 353.65, 'close': 354.75, 'trades': 2065, 'volume': 1201565, 'vwap': 354.38, 'lastSize': 2, 'turnover': 42580141660, 'homeNotional': 12904.867319127838, 'foreignNotional': 4573130.390781185}, {'timestamp': datetime.datetime(2020, 9, 26, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.6, 'high': 355.1, 'low': 350.75, 'close': 354.7, 'trades': 3973, 'volume': 2052578, 'vwap': 353.12, 'lastSize': 1, 'turnover': 72479950690, 'homeNotional': 22005.759160413974, 'foreignNotional': 7770629.396003391}] 2020-09-26 22:00:20 INFO: prepare candles [CandleItem(low=352.7, high=357.0, open=354.75, close=353.45, color='RED'), CandleItem(low=353.65, high=355.15, open=354.7, close=354.75, color='GREEN'), CandleItem(low=350.75, high=355.1, open=352.6, close=354.7, color='GREEN')] 2020-09-26 22:00:20 INFO: last_candle=CandleItem(low=352.7, high=357.0, open=354.75, close=353.45, color='RED') 2020-09-26 22:00:20 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))) 2020-09-26 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=352.7, high=357.0, open=354.75, close=353.45, color='RED') 2020-09-26 22:00:20 INFO: skip by CandleItem(low=352.7, high=357.0, open=354.75, close=353.45, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-26 22:00:20 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))) 2020-09-26 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=352.7, high=357.0, open=354.75, close=353.45, color='RED') 2020-09-26 22:00:20 INFO: skip by CandleItem(low=352.7, high=357.0, open=354.75, close=353.45, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-26 22:00:20 INFO: not found applicable config for candle 2020-09-26 22:00:20 INFO: check need new order None 2020-09-26 22:00:20 INFO: init new order end 2020-09-26 22:00:20 INFO: 2020-09-26 22:00:20 INFO: 2020-09-26 22:00:20 INFO: 2020-09-26 22:00:20 INFO: 2020-09-26 22:02:00 INFO: 2020-09-26 22:02:00 INFO: 2020-09-26 22:02:00 INFO: 2020-09-26 22:02:00 INFO: 2020-09-26 22:02:00 INFO: clearing start 2020-09-26 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 22:02:00 INFO: skip by not found init order into storage 2020-09-26 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 22:02:00 INFO: skip by not found init order into storage 2020-09-26 22:02:00 INFO: clearing end 2020-09-26 22:02:00 INFO: 2020-09-26 22:02:00 INFO: 2020-09-26 22:02:00 INFO: 2020-09-26 22:02:00 INFO: 2020-09-26 23:00:20 INFO: 2020-09-26 23:00:20 INFO: 2020-09-26 23:00:20 INFO: 2020-09-26 23:00:20 INFO: 2020-09-26 23:00:20 INFO: init new order start 2020-09-26 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 353.45, 'high': 353.5, 'low': 351.8, 'close': 352.65, 'trades': 1632, 'volume': 872119, 'vwap': 352.72, 'lastSize': 1, 'turnover': 30761097455, 'homeNotional': 9350.092986775271, 'foreignNotional': 3297935.976042702}, {'timestamp': datetime.datetime(2020, 9, 26, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.75, 'high': 357.0, 'low': 352.7, 'close': 353.45, 'trades': 2988, 'volume': 2103274, 'vwap': 354.28, 'lastSize': 10, 'turnover': 74512921165, 'homeNotional': 22602.002528103436, 'foreignNotional': 8007262.196289341}, {'timestamp': datetime.datetime(2020, 9, 26, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.7, 'high': 355.15, 'low': 353.65, 'close': 354.75, 'trades': 2065, 'volume': 1201565, 'vwap': 354.38, 'lastSize': 2, 'turnover': 42580141660, 'homeNotional': 12904.867319127838, 'foreignNotional': 4573130.390781185}] 2020-09-26 23:00:20 INFO: prepare candles [CandleItem(low=351.8, high=353.5, open=353.45, close=352.65, color='RED'), CandleItem(low=352.7, high=357.0, open=354.75, close=353.45, color='RED'), CandleItem(low=353.65, high=355.15, open=354.7, close=354.75, color='GREEN')] 2020-09-26 23:00:20 INFO: skip by colors first_candle=CandleItem(low=353.65, high=355.15, open=354.7, close=354.75, color='GREEN') second_candle=CandleItem(low=352.7, high=357.0, open=354.75, close=353.45, color='RED') last_candle=CandleItem(low=351.8, high=353.5, open=353.45, close=352.65, color='RED') 2020-09-26 23:00:20 INFO: check need new order None 2020-09-26 23:00:20 INFO: init new order end 2020-09-26 23:00:20 INFO: 2020-09-26 23:00:20 INFO: 2020-09-26 23:00:20 INFO: 2020-09-26 23:00:20 INFO: 2020-09-26 23:02:00 INFO: 2020-09-26 23:02:00 INFO: 2020-09-26 23:02:00 INFO: 2020-09-26 23:02:00 INFO: 2020-09-26 23:02:00 INFO: clearing start 2020-09-26 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-26 23:02:00 INFO: skip by not found init order into storage 2020-09-26 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-26 23:02:00 INFO: skip by not found init order into storage 2020-09-26 23:02:00 INFO: clearing end 2020-09-26 23:02:00 INFO: 2020-09-26 23:02:00 INFO: 2020-09-26 23:02:00 INFO: 2020-09-26 23:02:00 INFO: 2020-09-27 00:00:20 INFO: 2020-09-27 00:00:20 INFO: 2020-09-27 00:00:20 INFO: 2020-09-27 00:00:20 INFO: 2020-09-27 00:00:20 INFO: init new order start 2020-09-27 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.65, 'high': 354.2, 'low': 352.5, 'close': 354.0, 'trades': 1620, 'volume': 1113430, 'vwap': 353.39, 'lastSize': 4, 'turnover': 39346880785, 'homeNotional': 11934.726650572024, 'foreignNotional': 4217546.3200919125}, {'timestamp': datetime.datetime(2020, 9, 26, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 353.45, 'high': 353.5, 'low': 351.8, 'close': 352.65, 'trades': 1632, 'volume': 872119, 'vwap': 352.72, 'lastSize': 1, 'turnover': 30761097455, 'homeNotional': 9350.092986775271, 'foreignNotional': 3297935.976042702}, {'timestamp': datetime.datetime(2020, 9, 26, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.75, 'high': 357.0, 'low': 352.7, 'close': 353.45, 'trades': 2988, 'volume': 2103274, 'vwap': 354.28, 'lastSize': 10, 'turnover': 74512921165, 'homeNotional': 22602.002528103436, 'foreignNotional': 8007262.196289341}] 2020-09-27 00:00:20 INFO: prepare candles [CandleItem(low=352.5, high=354.2, open=352.65, close=354.0, color='GREEN'), CandleItem(low=351.8, high=353.5, open=353.45, close=352.65, color='RED'), CandleItem(low=352.7, high=357.0, open=354.75, close=353.45, color='RED')] 2020-09-27 00:00:20 INFO: last_candle=CandleItem(low=352.5, high=354.2, open=352.65, close=354.0, color='GREEN') 2020-09-27 00:00:20 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))) 2020-09-27 00:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=352.5, high=354.2, open=352.65, close=354.0, color='GREEN') 2020-09-27 00:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=351.8, high=353.5, open=353.45, close=352.65, color='RED') 2020-09-27 00:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=352.7, high=357.0, open=354.75, close=353.45, color='RED') 2020-09-27 00:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=352.5, high=354.2, open=352.65, close=354.0, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-27 00:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=352.5, high=354.2, open=352.65, close=354.0, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-27 00:00:20 INFO: place order: start candle=CandleItem(low=352.5, high=354.2, open=352.65, close=354.0, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-09-27 00:00:20 INFO: place order: side_factor=-1 init_trigger_price=354.25 init_order_price=354.3 stop_price_offset=0.0 candle.size=1.6999999999999886 stop_price=352.5 take_price=364.49999999999994 2020-09-27 00:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('354.25') init_order_price=Decimal('354.30000000000001136868377216160297393798828125') stop_price_offset=0.0 candle.size=1.6999999999999886 stop_price=Decimal('352.5') take_price=Decimal('364.49999999999994315658113919198513031005859375') 2020-09-27 00:00:20 INFO: place order: compute qty=1086 2020-09-27 00:00:20 INFO: place order: save order to db 7fb5d29d020e4bd4970405e2c247ecde; response=True 2020-09-27 00:00:20 INFO: process event {'orderID': 'c3e52e0d-594e-2e48-eb10-4d82f5a04cea', 'clOrdID': '7fb5d29d020e4bd4970405e2c247ecde', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1086, 'price': 354.3, 'displayQty': None, 'stopPx': 354.25, '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': 1086, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-09-26T21:00:20.208Z', 'timestamp': '2020-09-26T21:00:20.208Z'} 2020-09-27 00:00:20 INFO: skip event 7fb5d29d020e4bd4970405e2c247ecde New 2020-09-27 00:00:20 INFO: post order to exchange resp={'orderID': 'c3e52e0d-594e-2e48-eb10-4d82f5a04cea', 'clOrdID': '7fb5d29d020e4bd4970405e2c247ecde', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1086, 'price': 354.3, 'displayQty': None, 'stopPx': 354.25, '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': 1086, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 26, 21, 0, 20, 208000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 21, 0, 20, 208000, tzinfo=tzutc())} 2020-09-27 00:00:20 INFO: place new init order {'qty': 1086, 'init_price': Decimal('354.25'), 'stop_price': Decimal('352.5'), 'take_price': Decimal('364.49999999999994315658113919198513031005859375'), 'order_uid': '7fb5d29d020e4bd4970405e2c247ecde', 'response': {'orderID': 'c3e52e0d-594e-2e48-eb10-4d82f5a04cea', 'clOrdID': '7fb5d29d020e4bd4970405e2c247ecde', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1086, 'price': 354.3, 'displayQty': None, 'stopPx': 354.25, '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': 1086, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 26, 21, 0, 20, 208000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 21, 0, 20, 208000, tzinfo=tzutc())}} 2020-09-27 00:00:20 INFO: init new order end 2020-09-27 00:00:20 INFO: 2020-09-27 00:00:20 INFO: 2020-09-27 00:00:20 INFO: 2020-09-27 00:00:20 INFO: 2020-09-27 00:00:47 INFO: process event {'orderID': 'c3e52e0d-594e-2e48-eb10-4d82f5a04cea', 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 1086, 'avgPx': 354.2, 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': '2020-09-26T21:00:47.670Z', 'timestamp': '2020-09-26T21:00:47.670Z', 'clOrdID': '7fb5d29d020e4bd4970405e2c247ecde', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-27 00:00:47 INFO: add new event={'uid': '7fb5d29d020e4bd4970405e2c247ecde', 'status': 'Filled'} 2020-09-27 00:00:48 INFO: 2020-09-27 00:00:48 INFO: 2020-09-27 00:00:48 INFO: 2020-09-27 00:00:48 INFO: 2020-09-27 00:00:48 INFO: process event start 2020-09-27 00:00:48 INFO: fetch new order event 7fb5d29d020e4bd4970405e2c247ecde 2020-09-27 00:00:48 INFO: fetch orders by event init={'stop': '352.5', 'take': '364.49999999999994315658113919198513031005859375', 'qty': '1086', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-09-27 00:00:48 INFO: process init order filled 2020-09-27 00:00:48 INFO: save profit orders to storage stop=4a22cfe5da864694b191f5b8730f7663 take=ed5d1319846b49e98f275c07588d96ae 2020-09-27 00:00:48 INFO: place profit orders take_price=364.49999999999994315658113919198513031005859375, stop_price=352.5, qty=1086, color=GREEN, ticker=ETHUSD 4a22cfe5da864694b191f5b8730f7663 ed5d1319846b49e98f275c07588d96ae 2020-09-27 00:00:48 INFO: place stop order ETHUSD: qty=-1086, stop_price=352.5, stop_uid=4a22cfe5da864694b191f5b8730f7663 2020-09-27 00:00:48 INFO: process event {'orderID': '4a517632-afa3-7e7f-0317-2547e52f1846', 'clOrdID': '4a22cfe5da864694b191f5b8730f7663', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1086, 'price': None, 'displayQty': None, 'stopPx': 352.5, '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': 1086, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-09-26T21:00:48.284Z', 'timestamp': '2020-09-26T21:00:48.284Z'} 2020-09-27 00:00:48 INFO: skip event 4a22cfe5da864694b191f5b8730f7663 New 2020-09-27 00:00:48 INFO: exchange resp for stop order={'orderID': '4a517632-afa3-7e7f-0317-2547e52f1846', 'clOrdID': '4a22cfe5da864694b191f5b8730f7663', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1086, 'price': None, 'displayQty': None, 'stopPx': 352.5, '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': 1086, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 21, 0, 48, 284000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 21, 0, 48, 284000, tzinfo=tzutc())} 2020-09-27 00:00:48 INFO: place limit order ETHUSD: qty=-1086, price=364.49999999999994315658113919198513031005859375, take_uid=ed5d1319846b49e98f275c07588d96ae 2020-09-27 00:00:48 INFO: process event {'orderID': 'c206e851-d247-064c-7bdf-aabc298c9c2c', 'clOrdID': 'ed5d1319846b49e98f275c07588d96ae', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1086, 'price': 364.5, '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': 1086, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-09-26T21:00:48.322Z', 'timestamp': '2020-09-26T21:00:48.322Z'} 2020-09-27 00:00:48 INFO: skip event ed5d1319846b49e98f275c07588d96ae New 2020-09-27 00:00:48 INFO: exchange resp for take profit order={'orderID': 'c206e851-d247-064c-7bdf-aabc298c9c2c', 'clOrdID': 'ed5d1319846b49e98f275c07588d96ae', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1086, 'price': 364.5, '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': 1086, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 21, 0, 48, 322000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 21, 0, 48, 322000, tzinfo=tzutc())} 2020-09-27 00:00:48 INFO: place profit orders={'stop': {'response': {'orderID': '4a517632-afa3-7e7f-0317-2547e52f1846', 'clOrdID': '4a22cfe5da864694b191f5b8730f7663', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1086, 'price': None, 'displayQty': None, 'stopPx': 352.5, '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': 1086, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 21, 0, 48, 284000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 21, 0, 48, 284000, tzinfo=tzutc())}, 'qty': Decimal('-1086'), 'uid': '4a22cfe5da864694b191f5b8730f7663', 'price': Decimal('352.5')}, 'take': {'response': {'orderID': 'c206e851-d247-064c-7bdf-aabc298c9c2c', 'clOrdID': 'ed5d1319846b49e98f275c07588d96ae', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1086, 'price': 364.5, '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': 1086, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 21, 0, 48, 322000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 21, 0, 48, 322000, tzinfo=tzutc())}, 'qty': Decimal('-1086'), 'uid': 'ed5d1319846b49e98f275c07588d96ae', 'price': Decimal('364.49999999999994315658113919198513031005859375')}} 2020-09-27 00:00:48 INFO: rm init order from db 7fb5d29d020e4bd4970405e2c247ecde 2020-09-27 00:00:48 INFO: end process event_processing_result='proceed init order' 2020-09-27 00:00:48 INFO: 2020-09-27 00:00:48 INFO: 2020-09-27 00:00:48 INFO: 2020-09-27 00:00:48 INFO: 2020-09-27 00:02:00 INFO: 2020-09-27 00:02:00 INFO: 2020-09-27 00:02:00 INFO: 2020-09-27 00:02:00 INFO: 2020-09-27 00:02:00 INFO: clearing start 2020-09-27 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-27 00:02:00 INFO: skip by not found init order into storage 2020-09-27 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-27 00:02:00 INFO: skip by not found init order into storage 2020-09-27 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4a517632-afa3-7e7f-0317-2547e52f1846', 'clOrdID': '4a22cfe5da864694b191f5b8730f7663', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1086, 'price': None, 'displayQty': None, 'stopPx': 352.5, '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': 1086, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 21, 0, 48, 284000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 21, 0, 48, 284000, tzinfo=tzutc())} 2020-09-27 00:02:00 INFO: skip by not found init order into storage 2020-09-27 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c206e851-d247-064c-7bdf-aabc298c9c2c', 'clOrdID': 'ed5d1319846b49e98f275c07588d96ae', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1086, 'price': 364.5, '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': 1086, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 26, 21, 0, 48, 322000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 21, 0, 48, 322000, tzinfo=tzutc())} 2020-09-27 00:02:00 INFO: skip by not found init order into storage 2020-09-27 00:02:00 INFO: clearing end 2020-09-27 00:02:00 INFO: 2020-09-27 00:02:00 INFO: 2020-09-27 00:02:00 INFO: 2020-09-27 00:02:00 INFO: 2020-09-27 01:00:20 INFO: 2020-09-27 01:00:20 INFO: 2020-09-27 01:00:20 INFO: 2020-09-27 01:00:20 INFO: 2020-09-27 01:00:20 INFO: init new order start 2020-09-27 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.0, 'high': 356.0, 'low': 353.0, 'close': 353.05, 'trades': 3004, 'volume': 2129912, 'vwap': 354.77, 'lastSize': 10, 'turnover': 75562517890, 'homeNotional': 22859.839434271027, 'foreignNotional': 8109948.935955949}, {'timestamp': datetime.datetime(2020, 9, 26, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.65, 'high': 354.2, 'low': 352.5, 'close': 354.0, 'trades': 1620, 'volume': 1113430, 'vwap': 353.39, 'lastSize': 4, 'turnover': 39346880785, 'homeNotional': 11934.726650572024, 'foreignNotional': 4217546.3200919125}, {'timestamp': datetime.datetime(2020, 9, 26, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 353.45, 'high': 353.5, 'low': 351.8, 'close': 352.65, 'trades': 1632, 'volume': 872119, 'vwap': 352.72, 'lastSize': 1, 'turnover': 30761097455, 'homeNotional': 9350.092986775271, 'foreignNotional': 3297935.976042702}] 2020-09-27 01:00:20 INFO: prepare candles [CandleItem(low=353.0, high=356.0, open=354.0, close=353.05, color='RED'), CandleItem(low=352.5, high=354.2, open=352.65, close=354.0, color='GREEN'), CandleItem(low=351.8, high=353.5, open=353.45, close=352.65, color='RED')] 2020-09-27 01:00:20 INFO: skip by colors first_candle=CandleItem(low=351.8, high=353.5, open=353.45, close=352.65, color='RED') second_candle=CandleItem(low=352.5, high=354.2, open=352.65, close=354.0, color='GREEN') last_candle=CandleItem(low=353.0, high=356.0, open=354.0, close=353.05, color='RED') 2020-09-27 01:00:20 INFO: check need new order None 2020-09-27 01:00:20 INFO: init new order end 2020-09-27 01:00:20 INFO: 2020-09-27 01:00:20 INFO: 2020-09-27 01:00:20 INFO: 2020-09-27 01:00:20 INFO: 2020-09-27 01:01:04 INFO: process event {'orderID': '4a517632-afa3-7e7f-0317-2547e52f1846', 'price': 352.45, 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 1086, 'avgPx': 352.45, 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'transactTime': '2020-09-26T22:01:04.650Z', 'timestamp': '2020-09-26T22:01:04.650Z', 'clOrdID': '4a22cfe5da864694b191f5b8730f7663', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-27 01:01:04 INFO: add new event={'uid': '4a22cfe5da864694b191f5b8730f7663', 'status': 'Filled'} 2020-09-27 01:01:04 INFO: 2020-09-27 01:01:04 INFO: 2020-09-27 01:01:04 INFO: 2020-09-27 01:01:04 INFO: 2020-09-27 01:01:04 INFO: process event start 2020-09-27 01:01:04 INFO: fetch new order event 4a22cfe5da864694b191f5b8730f7663 2020-09-27 01:01:04 INFO: fetch orders by event init=None profit_pair=ed5d1319846b49e98f275c07588d96ae 2020-09-27 01:01:05 INFO: process profit order filled 2020-09-27 01:01:06 INFO: process event {'orderID': 'c206e851-d247-064c-7bdf-aabc298c9c2c', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-09-26T22:01:06.041Z', 'clOrdID': 'ed5d1319846b49e98f275c07588d96ae', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-27 01:01:06 INFO: skip event ed5d1319846b49e98f275c07588d96ae Canceled 2020-09-27 01:01:06 INFO: cancel order=ed5d1319846b49e98f275c07588d96ae [{'orderID': 'c206e851-d247-064c-7bdf-aabc298c9c2c', 'clOrdID': 'ed5d1319846b49e98f275c07588d96ae', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1086, 'price': 364.5, '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, 9, 26, 21, 0, 48, 322000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 26, 22, 1, 6, 41000, tzinfo=tzutc())}] 2020-09-27 01:01:06 INFO: end process event_processing_result='proceed profit order' 2020-09-27 01:01:06 INFO: 2020-09-27 01:01:06 INFO: 2020-09-27 01:01:06 INFO: 2020-09-27 01:01:06 INFO: 2020-09-27 01:02:00 INFO: 2020-09-27 01:02:00 INFO: 2020-09-27 01:02:00 INFO: 2020-09-27 01:02:00 INFO: 2020-09-27 01:02:00 INFO: clearing start 2020-09-27 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-27 01:02:00 INFO: skip by not found init order into storage 2020-09-27 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-27 01:02:00 INFO: skip by not found init order into storage 2020-09-27 01:02:00 INFO: clearing end 2020-09-27 01:02:00 INFO: 2020-09-27 01:02:00 INFO: 2020-09-27 01:02:00 INFO: 2020-09-27 01:02:00 INFO: 2020-09-27 02:00:20 INFO: 2020-09-27 02:00:20 INFO: 2020-09-27 02:00:20 INFO: 2020-09-27 02:00:20 INFO: 2020-09-27 02:00:20 INFO: init new order start 2020-09-27 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 26, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 353.05, 'high': 354.8, 'low': 351.2, 'close': 353.7, 'trades': 2650, 'volume': 1928613, 'vwap': 353.15, 'lastSize': 20, 'turnover': 68108311980, 'homeNotional': 20696.32265782995, 'foreignNotional': 7308855.129441197}, {'timestamp': datetime.datetime(2020, 9, 26, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.0, 'high': 356.0, 'low': 353.0, 'close': 353.05, 'trades': 3004, 'volume': 2129912, 'vwap': 354.77, 'lastSize': 10, 'turnover': 75562517890, 'homeNotional': 22859.839434271027, 'foreignNotional': 8109948.935955949}, {'timestamp': datetime.datetime(2020, 9, 26, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.65, 'high': 354.2, 'low': 352.5, 'close': 354.0, 'trades': 1620, 'volume': 1113430, 'vwap': 353.39, 'lastSize': 4, 'turnover': 39346880785, 'homeNotional': 11934.726650572024, 'foreignNotional': 4217546.3200919125}] 2020-09-27 02:00:20 INFO: prepare candles [CandleItem(low=351.2, high=354.8, open=353.05, close=353.7, color='GREEN'), CandleItem(low=353.0, high=356.0, open=354.0, close=353.05, color='RED'), CandleItem(low=352.5, high=354.2, open=352.65, close=354.0, color='GREEN')] 2020-09-27 02:00:20 INFO: skip by colors first_candle=CandleItem(low=352.5, high=354.2, open=352.65, close=354.0, color='GREEN') second_candle=CandleItem(low=353.0, high=356.0, open=354.0, close=353.05, color='RED') last_candle=CandleItem(low=351.2, high=354.8, open=353.05, close=353.7, color='GREEN') 2020-09-27 02:00:20 INFO: check need new order None 2020-09-27 02:00:20 INFO: init new order end 2020-09-27 02:00:20 INFO: 2020-09-27 02:00:20 INFO: 2020-09-27 02:00:20 INFO: 2020-09-27 02:00:20 INFO: 2020-09-27 02:02:00 INFO: 2020-09-27 02:02:00 INFO: 2020-09-27 02:02:00 INFO: 2020-09-27 02:02:00 INFO: 2020-09-27 02:02:00 INFO: clearing start 2020-09-27 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-27 02:02:00 INFO: skip by not found init order into storage 2020-09-27 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-27 02:02:00 INFO: skip by not found init order into storage 2020-09-27 02:02:00 INFO: clearing end 2020-09-27 02:02:00 INFO: 2020-09-27 02:02:00 INFO: 2020-09-27 02:02:00 INFO: 2020-09-27 02:02:00 INFO: 2020-09-27 03:00:20 INFO: 2020-09-27 03:00:20 INFO: 2020-09-27 03:00:20 INFO: 2020-09-27 03:00:20 INFO: 2020-09-27 03:00:20 INFO: init new order start 2020-09-27 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 353.7, 'high': 355.7, 'low': 353.65, 'close': 354.25, 'trades': 2129, 'volume': 1023446, 'vwap': 354.86, 'lastSize': 10, 'turnover': 36317911030, 'homeNotional': 10994.85411149589, 'foreignNotional': 3901625.843377066}, {'timestamp': datetime.datetime(2020, 9, 26, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 353.05, 'high': 354.8, 'low': 351.2, 'close': 353.7, 'trades': 2650, 'volume': 1928613, 'vwap': 353.15, 'lastSize': 20, 'turnover': 68108311980, 'homeNotional': 20696.32265782995, 'foreignNotional': 7308855.129441197}, {'timestamp': datetime.datetime(2020, 9, 26, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.0, 'high': 356.0, 'low': 353.0, 'close': 353.05, 'trades': 3004, 'volume': 2129912, 'vwap': 354.77, 'lastSize': 10, 'turnover': 75562517890, 'homeNotional': 22859.839434271027, 'foreignNotional': 8109948.935955949}] 2020-09-27 03:00:20 INFO: prepare candles [CandleItem(low=353.65, high=355.7, open=353.7, close=354.25, color='GREEN'), CandleItem(low=351.2, high=354.8, open=353.05, close=353.7, color='GREEN'), CandleItem(low=353.0, high=356.0, open=354.0, close=353.05, color='RED')] 2020-09-27 03:00:20 INFO: skip by colors first_candle=CandleItem(low=353.0, high=356.0, open=354.0, close=353.05, color='RED') second_candle=CandleItem(low=351.2, high=354.8, open=353.05, close=353.7, color='GREEN') last_candle=CandleItem(low=353.65, high=355.7, open=353.7, close=354.25, color='GREEN') 2020-09-27 03:00:20 INFO: check need new order None 2020-09-27 03:00:20 INFO: init new order end 2020-09-27 03:00:20 INFO: 2020-09-27 03:00:20 INFO: 2020-09-27 03:00:20 INFO: 2020-09-27 03:00:20 INFO: 2020-09-27 03:02:00 INFO: 2020-09-27 03:02:00 INFO: 2020-09-27 03:02:00 INFO: 2020-09-27 03:02:00 INFO: 2020-09-27 03:02:00 INFO: clearing start 2020-09-27 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': None, 'displayQty': None, 'stopPx': 358.5, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 52, 979000, tzinfo=tzutc())} 2020-09-27 03:02:00 INFO: skip by not found init order into storage 2020-09-27 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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': 292, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc())} 2020-09-27 03:02:00 INFO: skip by not found init order into storage 2020-09-27 03:02:00 INFO: clearing end 2020-09-27 03:02:00 INFO: 2020-09-27 03:02:00 INFO: 2020-09-27 03:02:00 INFO: 2020-09-27 03:02:00 INFO: 2020-09-27 03:47:08 INFO: process event {'orderID': '25e52e30-cff8-21c2-9f99-b64a06c02872', 'price': 358.65, 'ordStatus': 'Filled', 'triggered': 'StopOrderTriggered', 'leavesQty': 0, 'cumQty': 292, 'avgPx': 358.65, 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'transactTime': '2020-09-27T00:47:08.908Z', 'timestamp': '2020-09-27T00:47:08.908Z', 'clOrdID': '824ea711841d465bbfb982638eb18810', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-27 03:47:08 INFO: add new event={'uid': '824ea711841d465bbfb982638eb18810', 'status': 'Filled'} 2020-09-27 03:47:09 INFO: 2020-09-27 03:47:09 INFO: 2020-09-27 03:47:09 INFO: 2020-09-27 03:47:09 INFO: 2020-09-27 03:47:09 INFO: process event start 2020-09-27 03:47:09 INFO: fetch new order event 824ea711841d465bbfb982638eb18810 2020-09-27 03:47:09 INFO: fetch orders by event init=None profit_pair=aa5efeef96914c6b9754f676d264e9f3 2020-09-27 03:47:09 INFO: process profit order filled 2020-09-27 03:47:10 INFO: cancel order=aa5efeef96914c6b9754f676d264e9f3 [{'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 292, 'price': 319.7, '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, 9, 25, 23, 12, 54, 78000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 27, 0, 47, 10, 679000, tzinfo=tzutc())}] 2020-09-27 03:47:10 INFO: end process event_processing_result='proceed profit order' 2020-09-27 03:47:10 INFO: 2020-09-27 03:47:10 INFO: 2020-09-27 03:47:10 INFO: 2020-09-27 03:47:10 INFO: 2020-09-27 03:47:10 INFO: process event {'orderID': 'f5d9ee4c-3c21-92a3-9d06-47623108649b', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-09-27T00:47:10.679Z', 'clOrdID': 'aa5efeef96914c6b9754f676d264e9f3', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-27 03:47:10 INFO: skip event aa5efeef96914c6b9754f676d264e9f3 Canceled 2020-09-27 04:00:20 INFO: 2020-09-27 04:00:20 INFO: 2020-09-27 04:00:20 INFO: 2020-09-27 04:00:20 INFO: 2020-09-27 04:00:20 INFO: init new order start 2020-09-27 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.25, 'high': 360.85, 'low': 354.05, 'close': 360.55, 'trades': 7319, 'volume': 4515164, 'vwap': 358.31, 'lastSize': 10, 'turnover': 161782246430, 'homeNotional': 48572.42807769125, 'foreignNotional': 17404033.480962038}, {'timestamp': datetime.datetime(2020, 9, 27, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 353.7, 'high': 355.7, 'low': 353.65, 'close': 354.25, 'trades': 2129, 'volume': 1023446, 'vwap': 354.86, 'lastSize': 10, 'turnover': 36317911030, 'homeNotional': 10994.85411149589, 'foreignNotional': 3901625.843377066}, {'timestamp': datetime.datetime(2020, 9, 26, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 353.05, 'high': 354.8, 'low': 351.2, 'close': 353.7, 'trades': 2650, 'volume': 1928613, 'vwap': 353.15, 'lastSize': 20, 'turnover': 68108311980, 'homeNotional': 20696.32265782995, 'foreignNotional': 7308855.129441197}] 2020-09-27 04:00:20 INFO: prepare candles [CandleItem(low=354.05, high=360.85, open=354.25, close=360.55, color='GREEN'), CandleItem(low=353.65, high=355.7, open=353.7, close=354.25, color='GREEN'), CandleItem(low=351.2, high=354.8, open=353.05, close=353.7, color='GREEN')] 2020-09-27 04:00:20 INFO: skip by colors first_candle=CandleItem(low=351.2, high=354.8, open=353.05, close=353.7, color='GREEN') second_candle=CandleItem(low=353.65, high=355.7, open=353.7, close=354.25, color='GREEN') last_candle=CandleItem(low=354.05, high=360.85, open=354.25, close=360.55, color='GREEN') 2020-09-27 04:00:20 INFO: check need new order None 2020-09-27 04:00:20 INFO: init new order end 2020-09-27 04:00:20 INFO: 2020-09-27 04:00:20 INFO: 2020-09-27 04:00:20 INFO: 2020-09-27 04:00:20 INFO: 2020-09-27 04:02:00 INFO: 2020-09-27 04:02:00 INFO: 2020-09-27 04:02:00 INFO: 2020-09-27 04:02:00 INFO: 2020-09-27 04:02:00 INFO: clearing start 2020-09-27 04:02:00 INFO: clearing end 2020-09-27 04:02:00 INFO: 2020-09-27 04:02:00 INFO: 2020-09-27 04:02:00 INFO: 2020-09-27 04:02:00 INFO: 2020-09-27 05:00:20 INFO: 2020-09-27 05:00:20 INFO: 2020-09-27 05:00:20 INFO: 2020-09-27 05:00:20 INFO: 2020-09-27 05:00:20 INFO: init new order start 2020-09-27 05:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 360.55, 'high': 363.0, 'low': 359.25, 'close': 360.4, 'trades': 5717, 'volume': 4328152, 'vwap': 361.17, 'lastSize': 15, 'turnover': 156319537800, 'homeNotional': 46682.36732956307, 'foreignNotional': 16860237.02821966}, {'timestamp': datetime.datetime(2020, 9, 27, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.25, 'high': 360.85, 'low': 354.05, 'close': 360.55, 'trades': 7319, 'volume': 4515164, 'vwap': 358.31, 'lastSize': 10, 'turnover': 161782246430, 'homeNotional': 48572.42807769125, 'foreignNotional': 17404033.480962038}, {'timestamp': datetime.datetime(2020, 9, 27, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 353.7, 'high': 355.7, 'low': 353.65, 'close': 354.25, 'trades': 2129, 'volume': 1023446, 'vwap': 354.86, 'lastSize': 10, 'turnover': 36317911030, 'homeNotional': 10994.85411149589, 'foreignNotional': 3901625.843377066}] 2020-09-27 05:00:21 INFO: prepare candles [CandleItem(low=359.25, high=363.0, open=360.55, close=360.4, color='RED'), CandleItem(low=354.05, high=360.85, open=354.25, close=360.55, color='GREEN'), CandleItem(low=353.65, high=355.7, open=353.7, close=354.25, color='GREEN')] 2020-09-27 05:00:21 INFO: last_candle=CandleItem(low=359.25, high=363.0, open=360.55, close=360.4, color='RED') 2020-09-27 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))) 2020-09-27 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=359.25, high=363.0, open=360.55, close=360.4, color='RED') 2020-09-27 05:00:21 INFO: skip by CandleItem(low=359.25, high=363.0, open=360.55, close=360.4, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-27 05:00:21 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))) 2020-09-27 05:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=359.25, high=363.0, open=360.55, close=360.4, color='RED') 2020-09-27 05:00:21 INFO: skip by CandleItem(low=359.25, high=363.0, open=360.55, close=360.4, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-27 05:00:21 INFO: not found applicable config for candle 2020-09-27 05:00:21 INFO: check need new order None 2020-09-27 05:00:21 INFO: init new order end 2020-09-27 05:00:21 INFO: 2020-09-27 05:00:21 INFO: 2020-09-27 05:00:21 INFO: 2020-09-27 05:00:21 INFO: 2020-09-27 05:02:00 INFO: 2020-09-27 05:02:00 INFO: 2020-09-27 05:02:00 INFO: 2020-09-27 05:02:00 INFO: 2020-09-27 05:02:00 INFO: clearing start 2020-09-27 05:02:00 INFO: clearing end 2020-09-27 05:02:00 INFO: 2020-09-27 05:02:00 INFO: 2020-09-27 05:02:00 INFO: 2020-09-27 05:02:00 INFO: 2020-09-27 06:00:20 INFO: 2020-09-27 06:00:20 INFO: 2020-09-27 06:00:20 INFO: 2020-09-27 06:00:20 INFO: 2020-09-27 06:00:20 INFO: init new order start 2020-09-27 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 360.4, 'high': 361.15, 'low': 359.0, 'close': 360.05, 'trades': 3139, 'volume': 2123621, 'vwap': 359.95, 'lastSize': 2000, 'turnover': 76439263175, 'homeNotional': 22890.16492499832, 'foreignNotional': 8239264.911355311}, {'timestamp': datetime.datetime(2020, 9, 27, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 360.55, 'high': 363.0, 'low': 359.25, 'close': 360.4, 'trades': 5717, 'volume': 4328152, 'vwap': 361.17, 'lastSize': 15, 'turnover': 156319537800, 'homeNotional': 46682.36732956307, 'foreignNotional': 16860237.02821966}, {'timestamp': datetime.datetime(2020, 9, 27, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.25, 'high': 360.85, 'low': 354.05, 'close': 360.55, 'trades': 7319, 'volume': 4515164, 'vwap': 358.31, 'lastSize': 10, 'turnover': 161782246430, 'homeNotional': 48572.42807769125, 'foreignNotional': 17404033.480962038}] 2020-09-27 06:00:20 INFO: prepare candles [CandleItem(low=359.0, high=361.15, open=360.4, close=360.05, color='RED'), CandleItem(low=359.25, high=363.0, open=360.55, close=360.4, color='RED'), CandleItem(low=354.05, high=360.85, open=354.25, close=360.55, color='GREEN')] 2020-09-27 06:00:20 INFO: skip by colors first_candle=CandleItem(low=354.05, high=360.85, open=354.25, close=360.55, color='GREEN') second_candle=CandleItem(low=359.25, high=363.0, open=360.55, close=360.4, color='RED') last_candle=CandleItem(low=359.0, high=361.15, open=360.4, close=360.05, color='RED') 2020-09-27 06:00:20 INFO: check need new order None 2020-09-27 06:00:20 INFO: init new order end 2020-09-27 06:00:20 INFO: 2020-09-27 06:00:20 INFO: 2020-09-27 06:00:20 INFO: 2020-09-27 06:00:20 INFO: 2020-09-27 06:02:00 INFO: 2020-09-27 06:02:00 INFO: 2020-09-27 06:02:00 INFO: 2020-09-27 06:02:00 INFO: 2020-09-27 06:02:00 INFO: clearing start 2020-09-27 06:02:00 INFO: clearing end 2020-09-27 06:02:00 INFO: 2020-09-27 06:02:00 INFO: 2020-09-27 06:02:00 INFO: 2020-09-27 06:02:00 INFO: 2020-09-27 07:00:20 INFO: 2020-09-27 07:00:20 INFO: 2020-09-27 07:00:20 INFO: 2020-09-27 07:00:20 INFO: 2020-09-27 07:00:20 INFO: init new order start 2020-09-27 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 360.05, 'high': 360.75, 'low': 359.15, 'close': 360.05, 'trades': 2465, 'volume': 1627684, 'vwap': 359.91, 'lastSize': 1, 'turnover': 58580977615, 'homeNotional': 17549.17095852935, 'foreignNotional': 6316016.388492304}, {'timestamp': datetime.datetime(2020, 9, 27, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 360.4, 'high': 361.15, 'low': 359.0, 'close': 360.05, 'trades': 3139, 'volume': 2123621, 'vwap': 359.95, 'lastSize': 2000, 'turnover': 76439263175, 'homeNotional': 22890.16492499832, 'foreignNotional': 8239264.911355311}, {'timestamp': datetime.datetime(2020, 9, 27, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 360.55, 'high': 363.0, 'low': 359.25, 'close': 360.4, 'trades': 5717, 'volume': 4328152, 'vwap': 361.17, 'lastSize': 15, 'turnover': 156319537800, 'homeNotional': 46682.36732956307, 'foreignNotional': 16860237.02821966}] 2020-09-27 07:00:20 INFO: skip by found empty buckets 2020-09-27 07:00:20 INFO: check need new order None 2020-09-27 07:00:20 INFO: init new order end 2020-09-27 07:00:20 INFO: 2020-09-27 07:00:20 INFO: 2020-09-27 07:00:20 INFO: 2020-09-27 07:00:20 INFO: 2020-09-27 07:02:00 INFO: 2020-09-27 07:02:00 INFO: 2020-09-27 07:02:00 INFO: 2020-09-27 07:02:00 INFO: 2020-09-27 07:02:00 INFO: clearing start 2020-09-27 07:02:00 INFO: clearing end 2020-09-27 07:02:00 INFO: 2020-09-27 07:02:00 INFO: 2020-09-27 07:02:00 INFO: 2020-09-27 07:02:00 INFO: 2020-09-27 08:00:20 INFO: 2020-09-27 08:00:20 INFO: 2020-09-27 08:00:20 INFO: 2020-09-27 08:00:20 INFO: 2020-09-27 08:00:20 INFO: init new order start 2020-09-27 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 360.05, 'high': 362.45, 'low': 360.1, 'close': 361.35, 'trades': 3163, 'volume': 3327655, 'vwap': 361.24, 'lastSize': 1, 'turnover': 120205782205, 'homeNotional': 35897.804891878506, 'foreignNotional': 12967468.800294852}, {'timestamp': datetime.datetime(2020, 9, 27, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 360.05, 'high': 360.75, 'low': 359.15, 'close': 360.05, 'trades': 2465, 'volume': 1627684, 'vwap': 359.91, 'lastSize': 1, 'turnover': 58580977615, 'homeNotional': 17549.17095852935, 'foreignNotional': 6316016.388492304}, {'timestamp': datetime.datetime(2020, 9, 27, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 360.4, 'high': 361.15, 'low': 359.0, 'close': 360.05, 'trades': 3139, 'volume': 2123621, 'vwap': 359.95, 'lastSize': 2000, 'turnover': 76439263175, 'homeNotional': 22890.16492499832, 'foreignNotional': 8239264.911355311}] 2020-09-27 08:00:20 INFO: skip by found empty buckets 2020-09-27 08:00:20 INFO: check need new order None 2020-09-27 08:00:20 INFO: init new order end 2020-09-27 08:00:20 INFO: 2020-09-27 08:00:20 INFO: 2020-09-27 08:00:20 INFO: 2020-09-27 08:00:20 INFO: 2020-09-27 08:02:00 INFO: 2020-09-27 08:02:00 INFO: 2020-09-27 08:02:00 INFO: 2020-09-27 08:02:00 INFO: 2020-09-27 08:02:00 INFO: clearing start 2020-09-27 08:02:00 INFO: clearing end 2020-09-27 08:02:00 INFO: 2020-09-27 08:02:00 INFO: 2020-09-27 08:02:00 INFO: 2020-09-27 08:02:00 INFO: 2020-09-27 09:00:20 INFO: 2020-09-27 09:00:20 INFO: 2020-09-27 09:00:20 INFO: 2020-09-27 09:00:20 INFO: 2020-09-27 09:00:20 INFO: init new order start 2020-09-27 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 361.35, 'high': 363.1, 'low': 360.15, 'close': 361.1, 'trades': 3472, 'volume': 3889823, 'vwap': 361.19, 'lastSize': 1, 'turnover': 140495993365, 'homeNotional': 41946.34426773379, 'foreignNotional': 15150552.777621482}, {'timestamp': datetime.datetime(2020, 9, 27, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 360.05, 'high': 362.45, 'low': 360.1, 'close': 361.35, 'trades': 3163, 'volume': 3327655, 'vwap': 361.24, 'lastSize': 1, 'turnover': 120205782205, 'homeNotional': 35897.804891878506, 'foreignNotional': 12967468.800294852}, {'timestamp': datetime.datetime(2020, 9, 27, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 360.05, 'high': 360.75, 'low': 359.15, 'close': 360.05, 'trades': 2465, 'volume': 1627684, 'vwap': 359.91, 'lastSize': 1, 'turnover': 58580977615, 'homeNotional': 17549.17095852935, 'foreignNotional': 6316016.388492304}] 2020-09-27 09:00:20 INFO: skip by found empty buckets 2020-09-27 09:00:20 INFO: check need new order None 2020-09-27 09:00:20 INFO: init new order end 2020-09-27 09:00:20 INFO: 2020-09-27 09:00:20 INFO: 2020-09-27 09:00:20 INFO: 2020-09-27 09:00:20 INFO: 2020-09-27 09:02:00 INFO: 2020-09-27 09:02:00 INFO: 2020-09-27 09:02:00 INFO: 2020-09-27 09:02:00 INFO: 2020-09-27 09:02:00 INFO: clearing start 2020-09-27 09:02:00 INFO: clearing end 2020-09-27 09:02:00 INFO: 2020-09-27 09:02:00 INFO: 2020-09-27 09:02:00 INFO: 2020-09-27 09:02:00 INFO: 2020-09-27 10:00:20 INFO: 2020-09-27 10:00:20 INFO: 2020-09-27 10:00:20 INFO: 2020-09-27 10:00:20 INFO: 2020-09-27 10:00:20 INFO: init new order start 2020-09-27 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 361.1, 'high': 361.3, 'low': 352.0, 'close': 353.75, 'trades': 7629, 'volume': 6943668, 'vwap': 356.65, 'lastSize': 1000, 'turnover': 247642446775, 'homeNotional': 74381.90869041035, 'foreignNotional': 26528599.899500206}, {'timestamp': datetime.datetime(2020, 9, 27, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 361.35, 'high': 363.1, 'low': 360.15, 'close': 361.1, 'trades': 3472, 'volume': 3889823, 'vwap': 361.19, 'lastSize': 1, 'turnover': 140495993365, 'homeNotional': 41946.34426773379, 'foreignNotional': 15150552.777621482}, {'timestamp': datetime.datetime(2020, 9, 27, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 360.05, 'high': 362.45, 'low': 360.1, 'close': 361.35, 'trades': 3163, 'volume': 3327655, 'vwap': 361.24, 'lastSize': 1, 'turnover': 120205782205, 'homeNotional': 35897.804891878506, 'foreignNotional': 12967468.800294852}] 2020-09-27 10:00:21 INFO: prepare candles [CandleItem(low=352.0, high=361.3, open=361.1, close=353.75, color='RED'), CandleItem(low=360.15, high=363.1, open=361.35, close=361.1, color='RED'), CandleItem(low=360.1, high=362.45, open=360.05, close=361.35, color='GREEN')] 2020-09-27 10:00:21 INFO: skip by colors first_candle=CandleItem(low=360.1, high=362.45, open=360.05, close=361.35, color='GREEN') second_candle=CandleItem(low=360.15, high=363.1, open=361.35, close=361.1, color='RED') last_candle=CandleItem(low=352.0, high=361.3, open=361.1, close=353.75, color='RED') 2020-09-27 10:00:21 INFO: check need new order None 2020-09-27 10:00:21 INFO: init new order end 2020-09-27 10:00:21 INFO: 2020-09-27 10:00:21 INFO: 2020-09-27 10:00:21 INFO: 2020-09-27 10:00:21 INFO: 2020-09-27 10:02:00 INFO: 2020-09-27 10:02:00 INFO: 2020-09-27 10:02:00 INFO: 2020-09-27 10:02:00 INFO: 2020-09-27 10:02:00 INFO: clearing start 2020-09-27 10:02:00 INFO: clearing end 2020-09-27 10:02:00 INFO: 2020-09-27 10:02:00 INFO: 2020-09-27 10:02:00 INFO: 2020-09-27 10:02:00 INFO: 2020-09-27 11:00:20 INFO: 2020-09-27 11:00:20 INFO: 2020-09-27 11:00:20 INFO: 2020-09-27 11:00:20 INFO: 2020-09-27 11:00:20 INFO: init new order start 2020-09-27 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 353.75, 'high': 355.25, 'low': 353.4, 'close': 354.8, 'trades': 3590, 'volume': 2284118, 'vwap': 354.42, 'lastSize': 561, 'turnover': 80952486715, 'homeNotional': 24386.052675447616, 'foreignNotional': 8642779.070426768}, {'timestamp': datetime.datetime(2020, 9, 27, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 361.1, 'high': 361.3, 'low': 352.0, 'close': 353.75, 'trades': 7629, 'volume': 6943668, 'vwap': 356.65, 'lastSize': 1000, 'turnover': 247642446775, 'homeNotional': 74381.90869041035, 'foreignNotional': 26528599.899500206}, {'timestamp': datetime.datetime(2020, 9, 27, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 361.35, 'high': 363.1, 'low': 360.15, 'close': 361.1, 'trades': 3472, 'volume': 3889823, 'vwap': 361.19, 'lastSize': 1, 'turnover': 140495993365, 'homeNotional': 41946.34426773379, 'foreignNotional': 15150552.777621482}] 2020-09-27 11:00:20 INFO: prepare candles [CandleItem(low=353.4, high=355.25, open=353.75, close=354.8, color='GREEN'), CandleItem(low=352.0, high=361.3, open=361.1, close=353.75, color='RED'), CandleItem(low=360.15, high=363.1, open=361.35, close=361.1, color='RED')] 2020-09-27 11:00:20 INFO: last_candle=CandleItem(low=353.4, high=355.25, open=353.75, close=354.8, color='GREEN') 2020-09-27 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))) 2020-09-27 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=353.4, high=355.25, open=353.75, close=354.8, color='GREEN') 2020-09-27 11:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=352.0, high=361.3, open=361.1, close=353.75, color='RED') 2020-09-27 11:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=360.15, high=363.1, open=361.35, close=361.1, color='RED') 2020-09-27 11:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=353.4, high=355.25, open=353.75, close=354.8, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-27 11:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=353.4, high=355.25, open=353.75, close=354.8, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-09-27 11:00:20 INFO: place order: start candle=CandleItem(low=353.4, high=355.25, open=353.75, close=354.8, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-09-27 11:00:20 INFO: place order: side_factor=-1 init_trigger_price=355.3 init_order_price=355.35 stop_price_offset=0.0 candle.size=1.8500000000000227 stop_price=353.4 take_price=366.45000000000016 2020-09-27 11:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('355.30000000000001136868377216160297393798828125') init_order_price=Decimal('355.3500000000000227373675443232059478759765625') stop_price_offset=0.0 candle.size=1.8500000000000227 stop_price=Decimal('353.3999999999999772626324556767940521240234375') take_price=Decimal('366.4500000000001591615728102624416351318359375') 2020-09-27 11:00:20 INFO: place order: compute qty=1000 2020-09-27 11:00:20 INFO: place order: save order to db 1da4e7e1b20c43c5add2ea253f292a7d; response=True 2020-09-27 11:00:20 INFO: post order to exchange resp={'orderID': 'ad03d71a-7e7c-a93f-625c-753bd1cce656', 'clOrdID': '1da4e7e1b20c43c5add2ea253f292a7d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1000, 'price': 355.35, 'displayQty': None, 'stopPx': 355.3, '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': 1000, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 27, 8, 0, 20, 587000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 27, 8, 0, 20, 587000, tzinfo=tzutc())} 2020-09-27 11:00:20 INFO: place new init order {'qty': 1000, 'init_price': Decimal('355.30000000000001136868377216160297393798828125'), 'stop_price': Decimal('353.3999999999999772626324556767940521240234375'), 'take_price': Decimal('366.4500000000001591615728102624416351318359375'), 'order_uid': '1da4e7e1b20c43c5add2ea253f292a7d', 'response': {'orderID': 'ad03d71a-7e7c-a93f-625c-753bd1cce656', 'clOrdID': '1da4e7e1b20c43c5add2ea253f292a7d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1000, 'price': 355.35, 'displayQty': None, 'stopPx': 355.3, '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': 1000, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 27, 8, 0, 20, 587000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 27, 8, 0, 20, 587000, tzinfo=tzutc())}} 2020-09-27 11:00:20 INFO: init new order end 2020-09-27 11:00:20 INFO: 2020-09-27 11:00:20 INFO: 2020-09-27 11:00:20 INFO: 2020-09-27 11:00:20 INFO: 2020-09-27 11:00:20 INFO: process event {'orderID': 'ad03d71a-7e7c-a93f-625c-753bd1cce656', 'clOrdID': '1da4e7e1b20c43c5add2ea253f292a7d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1000, 'price': 355.35, 'displayQty': None, 'stopPx': 355.3, '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': 1000, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-09-27T08:00:20.587Z', 'timestamp': '2020-09-27T08:00:20.587Z'} 2020-09-27 11:00:20 INFO: skip event 1da4e7e1b20c43c5add2ea253f292a7d New 2020-09-27 11:02:00 INFO: 2020-09-27 11:02:00 INFO: 2020-09-27 11:02:00 INFO: 2020-09-27 11:02:00 INFO: 2020-09-27 11:02:00 INFO: clearing start 2020-09-27 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ad03d71a-7e7c-a93f-625c-753bd1cce656', 'clOrdID': '1da4e7e1b20c43c5add2ea253f292a7d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1000, 'price': 355.35, 'displayQty': None, 'stopPx': 355.3, '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': 1000, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 27, 8, 0, 20, 587000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 27, 8, 0, 20, 587000, tzinfo=tzutc())} 2020-09-27 11:02:00 INFO: order time=2020-09-27 08:00:20.587000+00:00; delta from now UTC=0:01:40.170913 time_delta.total_seconds()=100.170913; time_diff_offset='3600' 2020-09-27 11:02:00 INFO: skip by time diff 2020-09-27 08:00:20.587000+00:00 2020-09-27 11:02:00 INFO: clearing end 2020-09-27 11:02:00 INFO: 2020-09-27 11:02:00 INFO: 2020-09-27 11:02:00 INFO: 2020-09-27 11:02:00 INFO: 2020-09-27 12:00:20 INFO: 2020-09-27 12:00:20 INFO: 2020-09-27 12:00:20 INFO: 2020-09-27 12:00:20 INFO: 2020-09-27 12:00:20 INFO: init new order start 2020-09-27 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.8, 'high': 354.75, 'low': 350.65, 'close': 352.95, 'trades': 5572, 'volume': 4055216, 'vwap': 352.57, 'lastSize': 13, 'turnover': 142972675715, 'homeNotional': 43195.61229702702, 'foreignNotional': 15229299.714393198}, {'timestamp': datetime.datetime(2020, 9, 27, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 353.75, 'high': 355.25, 'low': 353.4, 'close': 354.8, 'trades': 3590, 'volume': 2284118, 'vwap': 354.42, 'lastSize': 561, 'turnover': 80952486715, 'homeNotional': 24386.052675447616, 'foreignNotional': 8642779.070426768}, {'timestamp': datetime.datetime(2020, 9, 27, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 361.1, 'high': 361.3, 'low': 352.0, 'close': 353.75, 'trades': 7629, 'volume': 6943668, 'vwap': 356.65, 'lastSize': 1000, 'turnover': 247642446775, 'homeNotional': 74381.90869041035, 'foreignNotional': 26528599.899500206}] 2020-09-27 12:00:20 INFO: prepare candles [CandleItem(low=350.65, high=354.75, open=354.8, close=352.95, color='RED'), CandleItem(low=353.4, high=355.25, open=353.75, close=354.8, color='GREEN'), CandleItem(low=352.0, high=361.3, open=361.1, close=353.75, color='RED')] 2020-09-27 12:00:20 INFO: skip by colors first_candle=CandleItem(low=352.0, high=361.3, open=361.1, close=353.75, color='RED') second_candle=CandleItem(low=353.4, high=355.25, open=353.75, close=354.8, color='GREEN') last_candle=CandleItem(low=350.65, high=354.75, open=354.8, close=352.95, color='RED') 2020-09-27 12:00:20 INFO: check need new order None 2020-09-27 12:00:20 INFO: init new order end 2020-09-27 12:00:20 INFO: 2020-09-27 12:00:20 INFO: 2020-09-27 12:00:20 INFO: 2020-09-27 12:00:20 INFO: 2020-09-27 12:02:00 INFO: 2020-09-27 12:02:00 INFO: 2020-09-27 12:02:00 INFO: 2020-09-27 12:02:00 INFO: 2020-09-27 12:02:00 INFO: clearing start 2020-09-27 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ad03d71a-7e7c-a93f-625c-753bd1cce656', 'clOrdID': '1da4e7e1b20c43c5add2ea253f292a7d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1000, 'price': 355.35, 'displayQty': None, 'stopPx': 355.3, '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': 1000, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 9, 27, 8, 0, 20, 587000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 27, 8, 0, 20, 587000, tzinfo=tzutc())} 2020-09-27 12:02:00 INFO: order time=2020-09-27 08:00:20.587000+00:00; delta from now UTC=1:01:39.535878 time_delta.total_seconds()=3699.535878; time_diff_offset='3600' 2020-09-27 12:02:00 INFO: clear order 1da4e7e1b20c43c5add2ea253f292a7d 2020-09-27 12:02:00 INFO: process event {'orderID': 'ad03d71a-7e7c-a93f-625c-753bd1cce656', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-09-27T09:02:00.143Z', 'clOrdID': '1da4e7e1b20c43c5add2ea253f292a7d', 'account': 605536, 'symbol': 'ETHUSD'} 2020-09-27 12:02:00 INFO: skip event 1da4e7e1b20c43c5add2ea253f292a7d Canceled 2020-09-27 12:02:00 INFO: cancel order resp=[{'orderID': 'ad03d71a-7e7c-a93f-625c-753bd1cce656', 'clOrdID': '1da4e7e1b20c43c5add2ea253f292a7d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1000, 'price': 355.35, 'displayQty': None, 'stopPx': 355.3, '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, 9, 27, 8, 0, 20, 587000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 9, 27, 9, 2, 0, 143000, tzinfo=tzutc())}] 2020-09-27 12:02:00 INFO: clearing end 2020-09-27 12:02:00 INFO: 2020-09-27 12:02:00 INFO: 2020-09-27 12:02:00 INFO: 2020-09-27 12:02:00 INFO: 2020-09-27 13:00:20 INFO: 2020-09-27 13:00:20 INFO: 2020-09-27 13:00:20 INFO: 2020-09-27 13:00:20 INFO: 2020-09-27 13:00:20 INFO: init new order start 2020-09-27 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.95, 'high': 352.95, 'low': 350.65, 'close': 350.8, 'trades': 3074, 'volume': 2039681, 'vwap': 351.87, 'lastSize': 3000, 'turnover': 71768318930, 'homeNotional': 21704.99826454176, 'foreignNotional': 7637136.277227128}, {'timestamp': datetime.datetime(2020, 9, 27, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.8, 'high': 354.75, 'low': 350.65, 'close': 352.95, 'trades': 5572, 'volume': 4055216, 'vwap': 352.57, 'lastSize': 13, 'turnover': 142972675715, 'homeNotional': 43195.61229702702, 'foreignNotional': 15229299.714393198}, {'timestamp': datetime.datetime(2020, 9, 27, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 353.75, 'high': 355.25, 'low': 353.4, 'close': 354.8, 'trades': 3590, 'volume': 2284118, 'vwap': 354.42, 'lastSize': 561, 'turnover': 80952486715, 'homeNotional': 24386.052675447616, 'foreignNotional': 8642779.070426768}] 2020-09-27 13:00:20 INFO: prepare candles [CandleItem(low=350.65, high=352.95, open=352.95, close=350.8, color='RED'), CandleItem(low=350.65, high=354.75, open=354.8, close=352.95, color='RED'), CandleItem(low=353.4, high=355.25, open=353.75, close=354.8, color='GREEN')] 2020-09-27 13:00:20 INFO: skip by colors first_candle=CandleItem(low=353.4, high=355.25, open=353.75, close=354.8, color='GREEN') second_candle=CandleItem(low=350.65, high=354.75, open=354.8, close=352.95, color='RED') last_candle=CandleItem(low=350.65, high=352.95, open=352.95, close=350.8, color='RED') 2020-09-27 13:00:20 INFO: check need new order None 2020-09-27 13:00:20 INFO: init new order end 2020-09-27 13:00:20 INFO: 2020-09-27 13:00:20 INFO: 2020-09-27 13:00:20 INFO: 2020-09-27 13:00:20 INFO: 2020-09-27 13:02:00 INFO: 2020-09-27 13:02:00 INFO: 2020-09-27 13:02:00 INFO: 2020-09-27 13:02:00 INFO: 2020-09-27 13:02:00 INFO: clearing start 2020-09-27 13:02:00 INFO: clearing end 2020-09-27 13:02:00 INFO: 2020-09-27 13:02:00 INFO: 2020-09-27 13:02:00 INFO: 2020-09-27 13:02:00 INFO: 2020-09-27 14:00:20 INFO: 2020-09-27 14:00:20 INFO: 2020-09-27 14:00:20 INFO: 2020-09-27 14:00:20 INFO: 2020-09-27 14:00:20 INFO: init new order start 2020-09-27 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 350.8, 'high': 353.7, 'low': 350.4, 'close': 352.8, 'trades': 3024, 'volume': 2039344, 'vwap': 352.05, 'lastSize': 250, 'turnover': 71794202645, 'homeNotional': 21722.9115126922, 'foreignNotional': 7647480.714369893}, {'timestamp': datetime.datetime(2020, 9, 27, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.95, 'high': 352.95, 'low': 350.65, 'close': 350.8, 'trades': 3074, 'volume': 2039681, 'vwap': 351.87, 'lastSize': 3000, 'turnover': 71768318930, 'homeNotional': 21704.99826454176, 'foreignNotional': 7637136.277227128}, {'timestamp': datetime.datetime(2020, 9, 27, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.8, 'high': 354.75, 'low': 350.65, 'close': 352.95, 'trades': 5572, 'volume': 4055216, 'vwap': 352.57, 'lastSize': 13, 'turnover': 142972675715, 'homeNotional': 43195.61229702702, 'foreignNotional': 15229299.714393198}] 2020-09-27 14:00:21 INFO: prepare candles [CandleItem(low=350.4, high=353.7, open=350.8, close=352.8, color='GREEN'), CandleItem(low=350.65, high=352.95, open=352.95, close=350.8, color='RED'), CandleItem(low=350.65, high=354.75, open=354.8, close=352.95, color='RED')] 2020-09-27 14:00:21 INFO: last_candle=CandleItem(low=350.4, high=353.7, open=350.8, close=352.8, color='GREEN') 2020-09-27 14:00:21 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))) 2020-09-27 14:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=350.4, high=353.7, open=350.8, close=352.8, color='GREEN') 2020-09-27 14:00:21 INFO: skip by CandleItem(low=350.4, high=353.7, open=350.8, close=352.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-27 14:00:21 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))) 2020-09-27 14:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=350.4, high=353.7, open=350.8, close=352.8, color='GREEN') 2020-09-27 14:00:21 INFO: skip by CandleItem(low=350.4, high=353.7, open=350.8, close=352.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-27 14:00:21 INFO: not found applicable config for candle 2020-09-27 14:00:21 INFO: check need new order None 2020-09-27 14:00:21 INFO: init new order end 2020-09-27 14:00:21 INFO: 2020-09-27 14:00:21 INFO: 2020-09-27 14:00:21 INFO: 2020-09-27 14:00:21 INFO: 2020-09-27 14:02:00 INFO: 2020-09-27 14:02:00 INFO: 2020-09-27 14:02:00 INFO: 2020-09-27 14:02:00 INFO: 2020-09-27 14:02:00 INFO: clearing start 2020-09-27 14:02:00 INFO: clearing end 2020-09-27 14:02:00 INFO: 2020-09-27 14:02:00 INFO: 2020-09-27 14:02:00 INFO: 2020-09-27 14:02:00 INFO: 2020-09-27 15:00:20 INFO: 2020-09-27 15:00:20 INFO: 2020-09-27 15:00:20 INFO: 2020-09-27 15:00:20 INFO: 2020-09-27 15:00:20 INFO: init new order start 2020-09-27 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.8, 'high': 352.95, 'low': 348.75, 'close': 349.0, 'trades': 4720, 'volume': 2671228, 'vwap': 350.8, 'lastSize': 15, 'turnover': 93704337655, 'homeNotional': 28425.147018532763, 'foreignNotional': 9971336.14884898}, {'timestamp': datetime.datetime(2020, 9, 27, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 350.8, 'high': 353.7, 'low': 350.4, 'close': 352.8, 'trades': 3024, 'volume': 2039344, 'vwap': 352.05, 'lastSize': 250, 'turnover': 71794202645, 'homeNotional': 21722.9115126922, 'foreignNotional': 7647480.714369893}, {'timestamp': datetime.datetime(2020, 9, 27, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.95, 'high': 352.95, 'low': 350.65, 'close': 350.8, 'trades': 3074, 'volume': 2039681, 'vwap': 351.87, 'lastSize': 3000, 'turnover': 71768318930, 'homeNotional': 21704.99826454176, 'foreignNotional': 7637136.277227128}] 2020-09-27 15:00:20 INFO: prepare candles [CandleItem(low=348.75, high=352.95, open=352.8, close=349.0, color='RED'), CandleItem(low=350.4, high=353.7, open=350.8, close=352.8, color='GREEN'), CandleItem(low=350.65, high=352.95, open=352.95, close=350.8, color='RED')] 2020-09-27 15:00:20 INFO: skip by colors first_candle=CandleItem(low=350.65, high=352.95, open=352.95, close=350.8, color='RED') second_candle=CandleItem(low=350.4, high=353.7, open=350.8, close=352.8, color='GREEN') last_candle=CandleItem(low=348.75, high=352.95, open=352.8, close=349.0, color='RED') 2020-09-27 15:00:20 INFO: check need new order None 2020-09-27 15:00:20 INFO: init new order end 2020-09-27 15:00:20 INFO: 2020-09-27 15:00:20 INFO: 2020-09-27 15:00:20 INFO: 2020-09-27 15:00:20 INFO: 2020-09-27 15:02:00 INFO: 2020-09-27 15:02:00 INFO: 2020-09-27 15:02:00 INFO: 2020-09-27 15:02:00 INFO: 2020-09-27 15:02:00 INFO: clearing start 2020-09-27 15:02:00 INFO: clearing end 2020-09-27 15:02:00 INFO: 2020-09-27 15:02:00 INFO: 2020-09-27 15:02:00 INFO: 2020-09-27 15:02:00 INFO: 2020-09-27 16:00:20 INFO: 2020-09-27 16:00:20 INFO: 2020-09-27 16:00:20 INFO: 2020-09-27 16:00:20 INFO: 2020-09-27 16:00:20 INFO: init new order start 2020-09-27 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 349.0, 'high': 352.9, 'low': 347.4, 'close': 352.7, 'trades': 6030, 'volume': 3798481, 'vwap': 350.09, 'lastSize': 10, 'turnover': 132978888850, 'homeNotional': 40411.09713376451, 'foreignNotional': 14147413.60108754}, {'timestamp': datetime.datetime(2020, 9, 27, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.8, 'high': 352.95, 'low': 348.75, 'close': 349.0, 'trades': 4720, 'volume': 2671228, 'vwap': 350.8, 'lastSize': 15, 'turnover': 93704337655, 'homeNotional': 28425.147018532763, 'foreignNotional': 9971336.14884898}, {'timestamp': datetime.datetime(2020, 9, 27, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 350.8, 'high': 353.7, 'low': 350.4, 'close': 352.8, 'trades': 3024, 'volume': 2039344, 'vwap': 352.05, 'lastSize': 250, 'turnover': 71794202645, 'homeNotional': 21722.9115126922, 'foreignNotional': 7647480.714369893}] 2020-09-27 16:00:20 INFO: prepare candles [CandleItem(low=347.4, high=352.9, open=349.0, close=352.7, color='GREEN'), CandleItem(low=348.75, high=352.95, open=352.8, close=349.0, color='RED'), CandleItem(low=350.4, high=353.7, open=350.8, close=352.8, color='GREEN')] 2020-09-27 16:00:20 INFO: skip by colors first_candle=CandleItem(low=350.4, high=353.7, open=350.8, close=352.8, color='GREEN') second_candle=CandleItem(low=348.75, high=352.95, open=352.8, close=349.0, color='RED') last_candle=CandleItem(low=347.4, high=352.9, open=349.0, close=352.7, color='GREEN') 2020-09-27 16:00:20 INFO: check need new order None 2020-09-27 16:00:20 INFO: init new order end 2020-09-27 16:00:20 INFO: 2020-09-27 16:00:20 INFO: 2020-09-27 16:00:20 INFO: 2020-09-27 16:00:20 INFO: 2020-09-27 16:02:00 INFO: 2020-09-27 16:02:00 INFO: 2020-09-27 16:02:00 INFO: 2020-09-27 16:02:00 INFO: 2020-09-27 16:02:00 INFO: clearing start 2020-09-27 16:02:00 INFO: clearing end 2020-09-27 16:02:00 INFO: 2020-09-27 16:02:00 INFO: 2020-09-27 16:02:00 INFO: 2020-09-27 16:02:00 INFO: 2020-09-27 17:00:20 INFO: 2020-09-27 17:00:20 INFO: 2020-09-27 17:00:20 INFO: 2020-09-27 17:00:20 INFO: 2020-09-27 17:00:20 INFO: init new order start 2020-09-27 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.7, 'high': 353.0, 'low': 351.5, 'close': 352.9, 'trades': 2048, 'volume': 1735531, 'vwap': 352.32, 'lastSize': 588, 'turnover': 61146080660, 'homeNotional': 18518.4102100593, 'foreignNotional': 6524394.216361167}, {'timestamp': datetime.datetime(2020, 9, 27, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 349.0, 'high': 352.9, 'low': 347.4, 'close': 352.7, 'trades': 6030, 'volume': 3798481, 'vwap': 350.09, 'lastSize': 10, 'turnover': 132978888850, 'homeNotional': 40411.09713376451, 'foreignNotional': 14147413.60108754}, {'timestamp': datetime.datetime(2020, 9, 27, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.8, 'high': 352.95, 'low': 348.75, 'close': 349.0, 'trades': 4720, 'volume': 2671228, 'vwap': 350.8, 'lastSize': 15, 'turnover': 93704337655, 'homeNotional': 28425.147018532763, 'foreignNotional': 9971336.14884898}] 2020-09-27 17:00:20 INFO: prepare candles [CandleItem(low=351.5, high=353.0, open=352.7, close=352.9, color='GREEN'), CandleItem(low=347.4, high=352.9, open=349.0, close=352.7, color='GREEN'), CandleItem(low=348.75, high=352.95, open=352.8, close=349.0, color='RED')] 2020-09-27 17:00:20 INFO: skip by colors first_candle=CandleItem(low=348.75, high=352.95, open=352.8, close=349.0, color='RED') second_candle=CandleItem(low=347.4, high=352.9, open=349.0, close=352.7, color='GREEN') last_candle=CandleItem(low=351.5, high=353.0, open=352.7, close=352.9, color='GREEN') 2020-09-27 17:00:20 INFO: check need new order None 2020-09-27 17:00:20 INFO: init new order end 2020-09-27 17:00:20 INFO: 2020-09-27 17:00:20 INFO: 2020-09-27 17:00:20 INFO: 2020-09-27 17:00:20 INFO: 2020-09-27 17:02:00 INFO: 2020-09-27 17:02:00 INFO: 2020-09-27 17:02:00 INFO: 2020-09-27 17:02:00 INFO: 2020-09-27 17:02:00 INFO: clearing start 2020-09-27 17:02:00 INFO: clearing end 2020-09-27 17:02:00 INFO: 2020-09-27 17:02:00 INFO: 2020-09-27 17:02:00 INFO: 2020-09-27 17:02:00 INFO: 2020-09-27 18:00:20 INFO: 2020-09-27 18:00:20 INFO: 2020-09-27 18:00:20 INFO: 2020-09-27 18:00:20 INFO: 2020-09-27 18:00:20 INFO: init new order start 2020-09-27 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.9, 'high': 353.5, 'low': 350.85, 'close': 351.75, 'trades': 2547, 'volume': 2030333, 'vwap': 351.81, 'lastSize': 2, 'turnover': 71428409320, 'homeNotional': 21667.152403598164, 'foreignNotional': 7622647.2701861095}, {'timestamp': datetime.datetime(2020, 9, 27, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.7, 'high': 353.0, 'low': 351.5, 'close': 352.9, 'trades': 2048, 'volume': 1735531, 'vwap': 352.32, 'lastSize': 588, 'turnover': 61146080660, 'homeNotional': 18518.4102100593, 'foreignNotional': 6524394.216361167}, {'timestamp': datetime.datetime(2020, 9, 27, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 349.0, 'high': 352.9, 'low': 347.4, 'close': 352.7, 'trades': 6030, 'volume': 3798481, 'vwap': 350.09, 'lastSize': 10, 'turnover': 132978888850, 'homeNotional': 40411.09713376451, 'foreignNotional': 14147413.60108754}] 2020-09-27 18:00:20 INFO: prepare candles [CandleItem(low=350.85, high=353.5, open=352.9, close=351.75, color='RED'), CandleItem(low=351.5, high=353.0, open=352.7, close=352.9, color='GREEN'), CandleItem(low=347.4, high=352.9, open=349.0, close=352.7, color='GREEN')] 2020-09-27 18:00:20 INFO: last_candle=CandleItem(low=350.85, high=353.5, open=352.9, close=351.75, color='RED') 2020-09-27 18:00:20 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))) 2020-09-27 18:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=350.85, high=353.5, open=352.9, close=351.75, color='RED') 2020-09-27 18:00:20 INFO: skip by CandleItem(low=350.85, high=353.5, open=352.9, close=351.75, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-27 18:00:20 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))) 2020-09-27 18:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=350.85, high=353.5, open=352.9, close=351.75, color='RED') 2020-09-27 18:00:20 INFO: skip by CandleItem(low=350.85, high=353.5, open=352.9, close=351.75, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-09-27 18:00:20 INFO: not found applicable config for candle 2020-09-27 18:00:20 INFO: check need new order None 2020-09-27 18:00:20 INFO: init new order end 2020-09-27 18:00:20 INFO: 2020-09-27 18:00:20 INFO: 2020-09-27 18:00:20 INFO: 2020-09-27 18:00:20 INFO: 2020-09-27 18:02:00 INFO: 2020-09-27 18:02:00 INFO: 2020-09-27 18:02:00 INFO: 2020-09-27 18:02:00 INFO: 2020-09-27 18:02:00 INFO: clearing start 2020-09-27 18:02:00 INFO: clearing end 2020-09-27 18:02:00 INFO: 2020-09-27 18:02:00 INFO: 2020-09-27 18:02:00 INFO: 2020-09-27 18:02:00 INFO: 2020-09-27 19:00:20 INFO: 2020-09-27 19:00:20 INFO: 2020-09-27 19:00:20 INFO: 2020-09-27 19:00:20 INFO: 2020-09-27 19:00:20 INFO: init new order start 2020-09-27 19:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.75, 'high': 357.0, 'low': 349.55, 'close': 356.0, 'trades': 6006, 'volume': 4311704, 'vwap': 353.41, 'lastSize': 410, 'turnover': 152378447100, 'homeNotional': 46148.18292135556, 'foreignNotional': 16309372.583598897}, {'timestamp': datetime.datetime(2020, 9, 27, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.9, 'high': 353.5, 'low': 350.85, 'close': 351.75, 'trades': 2547, 'volume': 2030333, 'vwap': 351.81, 'lastSize': 2, 'turnover': 71428409320, 'homeNotional': 21667.152403598164, 'foreignNotional': 7622647.2701861095}, {'timestamp': datetime.datetime(2020, 9, 27, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.7, 'high': 353.0, 'low': 351.5, 'close': 352.9, 'trades': 2048, 'volume': 1735531, 'vwap': 352.32, 'lastSize': 588, 'turnover': 61146080660, 'homeNotional': 18518.4102100593, 'foreignNotional': 6524394.216361167}] 2020-09-27 19:00:21 INFO: prepare candles [CandleItem(low=349.55, high=357.0, open=351.75, close=356.0, color='GREEN'), CandleItem(low=350.85, high=353.5, open=352.9, close=351.75, color='RED'), CandleItem(low=351.5, high=353.0, open=352.7, close=352.9, color='GREEN')] 2020-09-27 19:00:21 INFO: skip by colors first_candle=CandleItem(low=351.5, high=353.0, open=352.7, close=352.9, color='GREEN') second_candle=CandleItem(low=350.85, high=353.5, open=352.9, close=351.75, color='RED') last_candle=CandleItem(low=349.55, high=357.0, open=351.75, close=356.0, color='GREEN') 2020-09-27 19:00:21 INFO: check need new order None 2020-09-27 19:00:21 INFO: init new order end 2020-09-27 19:00:21 INFO: 2020-09-27 19:00:21 INFO: 2020-09-27 19:00:21 INFO: 2020-09-27 19:00:21 INFO: 2020-09-27 19:02:00 INFO: 2020-09-27 19:02:00 INFO: 2020-09-27 19:02:00 INFO: 2020-09-27 19:02:00 INFO: 2020-09-27 19:02:00 INFO: clearing start 2020-09-27 19:02:00 INFO: clearing end 2020-09-27 19:02:00 INFO: 2020-09-27 19:02:00 INFO: 2020-09-27 19:02:00 INFO: 2020-09-27 19:02:00 INFO: 2020-09-27 20:00:20 INFO: 2020-09-27 20:00:20 INFO: 2020-09-27 20:00:20 INFO: 2020-09-27 20:00:20 INFO: 2020-09-27 20:00:20 INFO: init new order start 2020-09-27 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 356.0, 'high': 357.45, 'low': 353.65, 'close': 354.15, 'trades': 3589, 'volume': 2322602, 'vwap': 355.36, 'lastSize': 210, 'turnover': 82534860295, 'homeNotional': 24964.157069662775, 'foreignNotional': 8871165.329355592}, {'timestamp': datetime.datetime(2020, 9, 27, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.75, 'high': 357.0, 'low': 349.55, 'close': 356.0, 'trades': 6006, 'volume': 4311704, 'vwap': 353.41, 'lastSize': 410, 'turnover': 152378447100, 'homeNotional': 46148.18292135556, 'foreignNotional': 16309372.583598897}, {'timestamp': datetime.datetime(2020, 9, 27, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.9, 'high': 353.5, 'low': 350.85, 'close': 351.75, 'trades': 2547, 'volume': 2030333, 'vwap': 351.81, 'lastSize': 2, 'turnover': 71428409320, 'homeNotional': 21667.152403598164, 'foreignNotional': 7622647.2701861095}] 2020-09-27 20:00:20 INFO: prepare candles [CandleItem(low=353.65, high=357.45, open=356.0, close=354.15, color='RED'), CandleItem(low=349.55, high=357.0, open=351.75, close=356.0, color='GREEN'), CandleItem(low=350.85, high=353.5, open=352.9, close=351.75, color='RED')] 2020-09-27 20:00:20 INFO: skip by colors first_candle=CandleItem(low=350.85, high=353.5, open=352.9, close=351.75, color='RED') second_candle=CandleItem(low=349.55, high=357.0, open=351.75, close=356.0, color='GREEN') last_candle=CandleItem(low=353.65, high=357.45, open=356.0, close=354.15, color='RED') 2020-09-27 20:00:20 INFO: check need new order None 2020-09-27 20:00:20 INFO: init new order end 2020-09-27 20:00:20 INFO: 2020-09-27 20:00:20 INFO: 2020-09-27 20:00:20 INFO: 2020-09-27 20:00:20 INFO: 2020-09-27 20:02:00 INFO: 2020-09-27 20:02:00 INFO: 2020-09-27 20:02:00 INFO: 2020-09-27 20:02:00 INFO: 2020-09-27 20:02:00 INFO: clearing start 2020-09-27 20:02:00 INFO: clearing end 2020-09-27 20:02:00 INFO: 2020-09-27 20:02:00 INFO: 2020-09-27 20:02:00 INFO: 2020-09-27 20:02:00 INFO: 2020-09-27 21:00:20 INFO: 2020-09-27 21:00:20 INFO: 2020-09-27 21:00:20 INFO: 2020-09-27 21:00:20 INFO: 2020-09-27 21:00:20 INFO: init new order start 2020-09-27 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.15, 'high': 354.65, 'low': 352.6, 'close': 352.9, 'trades': 1854, 'volume': 1085672, 'vwap': 353.42, 'lastSize': 807, 'turnover': 38369452375, 'homeNotional': 11642.898862156062, 'foreignNotional': 4114795.0257694}, {'timestamp': datetime.datetime(2020, 9, 27, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 356.0, 'high': 357.45, 'low': 353.65, 'close': 354.15, 'trades': 3589, 'volume': 2322602, 'vwap': 355.36, 'lastSize': 210, 'turnover': 82534860295, 'homeNotional': 24964.157069662775, 'foreignNotional': 8871165.329355592}, {'timestamp': datetime.datetime(2020, 9, 27, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 351.75, 'high': 357.0, 'low': 349.55, 'close': 356.0, 'trades': 6006, 'volume': 4311704, 'vwap': 353.41, 'lastSize': 410, 'turnover': 152378447100, 'homeNotional': 46148.18292135556, 'foreignNotional': 16309372.583598897}] 2020-09-27 21:00:20 INFO: prepare candles [CandleItem(low=352.6, high=354.65, open=354.15, close=352.9, color='RED'), CandleItem(low=353.65, high=357.45, open=356.0, close=354.15, color='RED'), CandleItem(low=349.55, high=357.0, open=351.75, close=356.0, color='GREEN')] 2020-09-27 21:00:20 INFO: skip by colors first_candle=CandleItem(low=349.55, high=357.0, open=351.75, close=356.0, color='GREEN') second_candle=CandleItem(low=353.65, high=357.45, open=356.0, close=354.15, color='RED') last_candle=CandleItem(low=352.6, high=354.65, open=354.15, close=352.9, color='RED') 2020-09-27 21:00:20 INFO: check need new order None 2020-09-27 21:00:20 INFO: init new order end 2020-09-27 21:00:20 INFO: 2020-09-27 21:00:20 INFO: 2020-09-27 21:00:20 INFO: 2020-09-27 21:00:20 INFO: 2020-09-27 21:02:00 INFO: 2020-09-27 21:02:00 INFO: 2020-09-27 21:02:00 INFO: 2020-09-27 21:02:00 INFO: 2020-09-27 21:02:00 INFO: clearing start 2020-09-27 21:02:00 INFO: clearing end 2020-09-27 21:02:00 INFO: 2020-09-27 21:02:00 INFO: 2020-09-27 21:02:00 INFO: 2020-09-27 21:02:00 INFO: 2020-09-27 22:00:20 INFO: 2020-09-27 22:00:20 INFO: 2020-09-27 22:00:20 INFO: 2020-09-27 22:00:20 INFO: 2020-09-27 22:00:20 INFO: init new order start 2020-09-27 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 9, 27, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 352.9, 'high': 354.0, 'low': 351.6, 'close': 352.2, 'trades': 1592, 'volume': 930294, 'vwap': 353.1, 'lastSize': 400, 'turnover': 32848113740, 'homeNotional': 9987.521240813523, 'foreignNotional': 3526535.9552953006}, {'timestamp': datetime.datetime(2020, 9, 27, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 354.15, 'high': 354.65, 'low': 352.6, 'close': 352.9, 'trades': 1854, 'volume': 1085672, 'vwap': 353.42, 'lastSize': 807, 'turnover': 38369452375, 'homeNotional': 11642.898862156062, 'foreignNotional': 4114795.0257694}, {'timestamp': datetime.datetime(2020, 9, 27, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 356.0, 'high': 357.45, 'low': 353.65, 'close': 354.15, 'trades': 3589, 'volume': 2322602, 'vwap': 355.36, 'lastSize': 210, 'turnover': 82534860295, 'homeNotional': 24964.157069662775, 'foreignNotional': 8871165.329355592}] 2020-09-27 22:00:20 INFO: prepare candles [CandleItem(low=351.6, high=354.0, open=352.9, close=352.2, color='RED'), CandleItem(low=352.6, high=354.65, open=354.15, close=352.9, color='RED'), CandleItem(low=353.65, high=357.45, open=356.0, close=354.15, color='RED')] 2020-09-27 22:00:20 INFO: skip by colors first_candle=CandleItem(low=353.65, high=357.45, open=356.0, close=354.15, color='RED') second_candle=CandleItem(low=352.6, high=354.65, open=354.15, close=352.9, color='RED') last_candle=CandleItem(low=351.6, high=354.0, open=352.9, close=352.2, color='RED') 2020-09-27 22:00:20 INFO: check need new order None 2020-09-27 22:00:20 INFO: init new order end 2020-09-27 22:00:20 INFO: 2020-09-27 22:00:20 INFO: 2020-09-27 22:00:20 INFO: 2020-09-27 22:00:20 INFO: 2020-09-27 22:02:00 INFO: 2020-09-27 22:02:00 INFO: 2020-09-27 22:02:00 INFO: 2020-09-27 22:02:00 INFO: 2020-09-27 22:02:00 INFO: clearing start 2020-09-27 22:02:00 INFO: clearing end 2020-09-27 22:02:00 INFO: 2020-09-27 22:02:00 INFO: 2020-09-27 22:02:00 INFO: 2020-09-27 22:02:00 INFO: